SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by muniangel
October 18th, 2008, 12:51 am
Forum: General Forum
Topic: why CreditRisk failed in the subprime crisis?
Replies: 0
Views: 47110

why CreditRisk failed in the subprime crisis?

why more risk cann't be check out in CreditRisk system? can we ly on it in the future?
by muniangel
June 29th, 2008, 1:38 am
Forum: General Forum
Topic: Wiener process and Poisson process
Replies: 1
Views: 51492

Wiener process and Poisson process

can Poisson Process transfer to Wiener Process? Conditions? Thank you!
by muniangel
June 28th, 2008, 11:16 pm
Forum: General Forum
Topic: Hypothesis Test for Difference Between Proportions (SMALL SAMPLE)
Replies: 4
Views: 52670

Hypothesis Test for Difference Between Proportions (SMALL SAMPLE)

x square and t statistic focus on Small sample test.why not construct one from them?
by muniangel
November 26th, 2007, 10:47 am
Forum: General Forum
Topic: changes of numeraire - analytical option price to find
Replies: 8
Views: 62335

changes of numeraire - analytical option price to find

en,Your idea is great,but difficault to deal with.I think factors as what you think and others must be add into the numeraire in the future.
by muniangel
July 26th, 2007, 2:12 am
Forum: Technical Forum
Topic: On Fokker-Planck equation
Replies: 6
Views: 70053

On Fokker-Planck equation

Two years ago,when I want to use FPE to simulate the pricing process,I have found so many problem,you will encounter with,such like how to get the probability at one time and the probability in the next time.If we cann't find what is the backbone of those probability,FPE is nothing!
by muniangel
July 26th, 2007, 2:10 am
Forum: Technical Forum
Topic: On Fokker-Planck equation
Replies: 6
Views: 70053

On Fokker-Planck equation

Two years ago,when I want to use FPE to simulate the pricing process,I have found so many problem,you will encounter with,such like how to get the probability at one time and the probability in the next time.If we cann't find what is the backbond of those probability,FPE is nothing!
by muniangel
June 27th, 2007, 2:37 pm
Forum: Student Forum
Topic: correlation swaps
Replies: 5
Views: 72877

correlation swaps

maybe It's a constructive idea.
by muniangel
June 13th, 2007, 7:33 am
Forum: General Forum
Topic: where to find a postdoctoral job in QF?
Replies: 7
Views: 70690

where to find a postdoctoral job in QF?

I needn't know what's delimition about QF,academic or industrial.But I know both are important for the business. I doubt practitioners can create Brownian motion,Ito theory. I concern on your argument.Thanks a lot!
by muniangel
June 11th, 2007, 10:55 pm
Forum: General Forum
Topic: where to find a postdoctoral job in QF?
Replies: 7
Views: 70690

where to find a postdoctoral job in QF?

I means that if you use those models and methods,you may think whether they can guide you to the right place. or maybe,You must have a suspicious look at those tools.
by muniangel
June 11th, 2007, 1:36 am
Forum: General Forum
Topic: where to find a postdoctoral job in QF?
Replies: 7
Views: 70690

where to find a postdoctoral job in QF?

Thank for your message.
by muniangel
June 10th, 2007, 1:20 pm
Forum: General Forum
Topic: On Markets
Replies: 3
Views: 70395

On Markets

<t>Yes.Normally saying that a model fits the data well,we can say that the conditions the model asked for in the given market have been fiting to the model in a confidence interval.But,in fact, if these variables which construct these conditions changing,Model will renovate form BS to Hyperbolic or ...
by muniangel
June 9th, 2007, 11:42 pm
Forum: General Forum
Topic: Comparison of Valuation methods for Asians
Replies: 3
Views: 70657

Comparison of Valuation methods for Asians

Hi Outrun Sitmo is your company?
by muniangel
June 8th, 2007, 11:24 pm
Forum: General Forum
Topic: Volume risk
Replies: 3
Views: 70812

Volume risk

<t>en,In the beginning of an emerging market,institutional investors have the power to guide the market to where they stand.and how to detect their behaviors and make a strategy of operation may be the only way for retail private investors.but how to find their behaviors and win there? or, I think, ...
by muniangel
June 6th, 2007, 12:03 am
Forum: General Forum
Topic: Volume risk
Replies: 3
Views: 70812

Volume risk

maybe if equilibrium quantities-volumes exist,we can forecast it?
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