http://support.microsoft.com/default.aspx?scid=kb;en-us;933097&sd=rss&spid=2855

http://www.threshergroup.com/offers_voucher.aspx

Similar to last time

http://www.noelwatson.com/blog/PermaLink,guid,381094f5-2626-4df0-b697-4aab23ccb1c9.aspx

http://technet2.microsoft.com/WindowsServer/en/library/cda7d603-fdd6-4a48-b045-89adac6e519e1033.mspx?mfr=true

Pretty low key - first I knew of it was when checking for updates and it came up on the list

http://www.finextra.com/fullstory.asp?id=16606

http://www.finextra.com/fullstory.asp?id=16254

The FTSE dipped below 6000 yesterday

As soon as 6000 was breached it quickly fell another 10 points before recovering later in the day

Even after the last week, FTSE volatility is still historically low (EWMA 5 day window)

Below shows the volatility of the ITRAXX Xover vs. FTSE 100 over the last few months

I haven't plotted the volatility of the main ITRAXX Europe index, but if it remains high, it will be interesting when the CPDO's come to roll on the 20th of this month.

The article below discusses the markets over the last week

http://www.ft.com/cms/s/7be783ec-cb51-11db-b436-000b5df10621.html

I originally posted about this way back in June last year

http://www.noelwatson.com/blog/PermaLink,guid,33601e55-4ff4-427d-b151-16b470397ba5.aspx

Unfortunately due to work commitments at the time I wasn't able to dedicate my full attention to the course, so decided to postpone until January of this year. I have now completed 2 modules, so am 1/3 of the way through the course.

http://www.7city.com/cqf_program.php?area=quants&outline=cqf&course=program

A module is 4 weeks long, and this is how the workload has panned out

The work has been challenging, with a typical module consisting of

• Week 1 (20 hours)

Monday: Complete exam from prior module

Tuesday: As above (usually take day off work)

Wednesday: Lecture 18:00 - 20:30 (hand in exam)

Thursday: Work on questions from lecture

Friday: Work on questions from lecture

• Week 2 (10 hours)

Wednesday: Lecture 18:00 - 20:30

• Week 3 (10 hours)

Wednesday: Lecture 18:00 - 20:30

• Week 4 (25 hours)

Monday: Lecture 18:00 - 20:30

Wednesday: Lecture 18:00 - 20:30 (Exam handed out)

Thursday: Start exam

Friday: Sometimes an exam workshop is laid on

Weekend: Exam

Module 3 started last night, with the first lecture being about Black Sholes model