An MFE dream

Professor Hanno Lustig was talking about volatility modelling, my double strong cafe was trying its best to keep me awake. I looked around, I could see many poker faces staring at the Professor like they had had enough of this shit,somewhere just noting down whatever the Professor was writing on the board. Few of them where as clueless as I was. All of a sudden class president Udit asks a doubt. Many of them were awe struck at that, as if they just got to know that Santa wasn't real. Few of them had a happy smile. I guess, like me, they were also happy that at least one person was following these complex models. From a relatively easy first quarter no one was expecting the shit to hit the roof so fast. Stochastic calculus was in similar lines. During the break people gather in front of the board which resembled script from A beautiful mind. Many of them probably were just trying to understand the chronological order in which professor wrote that “script”. Happy faces were all around during the derivatives class. The funny little French man in his witty French accent taught us derivatives in the easiest way while stealing hearts of many ladies in the class. Though the classes were really tough, everyone survived, many excelled in the exam in such a way that Prof Hanno said he won't get the marks that most of us got had he wrote the same exams. That was a moment of revelation for me when I realized most of my classmates were super smart. No quarter ends without an end quarter session. Everyone celebrated one quarter of hard work at some good pub only to leave back some funny moments or like in my case many embarrassing moments.

End of quarter networking session in spring

Typical class day

De-crypting stochastic calculus

Spring quarter was water boarding 2.0 for most of us. Professor Levon with his unlimited knowledge of computational method was bombarding us with weekly home works. Prof Jason Hsu made us write (Ctrl C + Ctrl V) SAS codes which we didn't understand. Professor Longstaff, with his charm of Wall Street knowledge was teaching us fixed income markets. The uncanny way in which he introduced topics and generated curiosity in us explained, why he was considered to be a great professor. I had to wait for another one month to join Numerix for my internship to know how great he was. Almost all the internal papers in Numerix had some citation or explanation of Professor Longstaff's work. Around this time, I realized the pattern in which MFE classes go. A bunch of smart Chinese students occupied first row, a relatively indifferent Indian gang occupied left part of last row. A bunch of confused students occupied second and third row. Gor and his gang occupied right part of last row. An inseparable Indian girls gang occupied middle part of penultimate row with the high bass Naveen Daftari guarding them behind in the last row. Classes cannot function without the jolly face of Alphonso or the multitude of questions from Emily and Sarah. Questions asked by Matt made many of us realize how little we understood from the class and the intermittent groan of Yong Du took us towards the end of spring quarter. This quarter was as mentioned earlier water boarding 2.0 for most of us as we had to go through the pressure of finding an internship. But we were all by then groomed in fire, how would we wilt away in the sun. All of us got internships and flew to different parts of the world making us realize about the inevitable separation that is supposed to happen after the final fall quarter.

Class president Udit presenting MFE teaching excellence award to Prof Daniel Andrei

Alphonso delivering graduation speech

The whole gang

People returned as jolly good fellows. There was smile on everyone's face and these were visible while Professor Holger Kraft introduced us to credit market and oliver ledoit made us all laugh when we watched his class videos in 2x speed. The quarter was coming to an end, for many of us it was time to embrace the new opportunity, for many, it was the sadness of leaving close friends, for many, it was the uncertainty of finding the right career and for me it was the sheer joy of going home after one long year. To all my fellow colleagues at MFE, we have endured a lot together, this bonded few of us, but distanced few others. The experience that we had was unmatched and will remain in our hearts with all its glory for we have seen it all.

223 Strathmore might become world heritage center after centuries coz of the eminent personalities in the figure

Finally an MFE

With the key note speaker at Graduation party

At the graduation party

Good luck Bruins!!!

PS: Photo credits to Udit, Tanvi, Wenyao and Rich 

Edmonton: A biking haven

A Summer in NY

When the tourists were sprawling through the reading room of the New York public library, I slowly moved my book with contempt of being disturbed during my reading time.  I think the best feeling that you get when you visit a place is the sense of belonging. Just three months into my New York life, I was already feeling as if I belonged here. I was no more awe struck looking at the Grand Central terminal, nor taking selfies at the Times square - New York is part of my everyday life now. This city in a short time made me fall in love with it over and over.

In June when I landed in NY, I was already missing LA. The crowded streets, even more crowded subways and the filthy pavements made me miss the serene Westwood and UCLA campus. I thought I would never like this place, but little did I know how things were going to change. New York had set plans for me the very next weekend. Craving for some Masala Dosa, I left to Saravana bhavan early on the Sunday of my first weekend in NY. While returning I found a large set of barricades being kept in Fifth Avenue. I was about to witness a famous Gay pride walk in addition to a celebrity spotting in Ian  Mckellen.

The next weekend I set off to Princeton with a friend of mine. The old buildings in the Princeton campus gave it a feel of visiting a European village. 

Battle Monument

Central Park

 In evenings, I made sure to go for Jogging in the River side park. This big stretch near Hudson River used to be my favorite hangout place in the evening after a hectic day at internship. 96^th street and Riverside Park has many summer activities with many cultural events during the weekend.

The week after the July 4^th, I decided to travel to DC to meet Sreya and her Husband Arun. We were meeting after two long years. Though gossip was our main action item for my visit, we found time to do a quick trip to war memorial and Memorial park.

The gorgeous looking Sreya

Lincoln memorial

 Next weekend, after spending my day at the NY public library, I quickly went to stand in line for Shakespeare in Park.  Every summer, the Delacorte Theater in Central park hosts plays written by Shakespeare and played by experts in the field. NY surprised me when I got to know that this is a free event. The play was really good and in a way, this made me book my first Broadway show Phantom of the Opera.

Cymbeline @ Delacorte Theater

 My next big plan was when I saw the ticket for sale ad for US open. As the schedule is not out until the day of play, I took a big shot and booked my ticket for second round evening session. Though I couldn’t see the master (read Roger Federer) playing, I was happy that I could see nerve-cracking first round matches of both Stan Wawrinka and Andy Murray.
 

The next big thing that was awaiting me in the next weekend was a Smokies trip. The long weekend with an additional leave gave us four days at Smokies. 

Our tent at Cades cove

Southern Lunch on the way to Smokies

On the way to Cligmans Dome

Pavan, Gobind, GT and me at Clingmans

Trekking in Smokies

Pavan entertaining us on our second day camp in Jack Rabbit

My last weekend in NY turned out to be an interesting weekend when Akshaya San, visited me from DC. It felt really good to do a final wrap-up of visiting all the important places in NY. While taking him to different places in NY, I could sense that I belonged at NY. The Friday that Akshaya visited, we spent the entire night roaming around NYC. We visited all the major places after the clock ticked 12 in the morning. We roamed around until we saw dawn crack in the horizon. That was my first night out in many years. 

The mandatory selfie at Times Square with Akshaya

The three months in NY will remain as the most eventful time of my life. Remembering the lines from ‘The perks of being a wall flower’, “This moment will just be another story someday” but at this point I am living this moment and I love it and will miss it.