Serving the Quantitative Finance Community

Search found 16 matches

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by amali
September 28th, 2005, 9:27 am
Forum: Careers Forum
Topic: Junior Quant Position available at Bloomberg
Replies: 6
Views: 135697

Junior Quant Position available at Bloomberg

<t>I have checked the description for the post. Infact, it does not mention any Fortran coding or any of the old programming languages. it seems to require juniour quant developer who has C++ knowledge. this implies to me that the post is C++ oriented developing NEW FX option pricing models into the...
by amali
September 28th, 2005, 8:05 am
Forum: Careers Forum
Topic: Junior Quant Position available at Bloomberg
Replies: 6
Views: 135697

Junior Quant Position available at Bloomberg

Infact, if the links dont work at all, best just go the Bloomberg home page and use the contact link. Call direct !!!!
by amali
September 28th, 2005, 8:04 am
Forum: Careers Forum
Topic: Junior Quant Position available at Bloomberg
Replies: 6
Views: 135697

Junior Quant Position available at Bloomberg

<r>Guys, I have been browsing the Bloomberg website and came across an interesting Junior Quant.Developer position. check the link below. <URL url="http://quote.bloomberg.com/apps/career?action=1&jobid=15859&T=career/detail.wmTextif"><LINK_TEXT text="http://quote.bloomberg.com/apps/career? ....
by amali
June 21st, 2005, 10:01 am
Forum: General Forum
Topic: YieldCurve.com
Replies: 2
Views: 145613

YieldCurve.com

it is an excellent and resourcefull site. use the website's direct contact details such as phone nr etc. to get in touch andand get copy of any of the articles. amali
by amali
October 13th, 2004, 4:16 pm
Forum: Programming and Software Forum
Topic: MATLAB code for FFT -- stoch vol models
Replies: 8
Views: 192962

MATLAB code for FFT -- stoch vol models

hey dude, i am also looking for the same thing and would appreciate if you could let me know if you find a complete code for this. my email is: [email protected] many thanks,
by amali
October 6th, 2004, 4:02 pm
Forum: Student Forum
Topic: eurusd
Replies: 8
Views: 174022

eurusd

you have to start with the spot settlement date. then count the delivery date of 1 month in the futures market from settlement date. subtract any nr of delays and you will have the expiry date or days.
by amali
November 12th, 2003, 11:59 am
Forum: Student Forum
Topic: pricing single european type single barrier option
Replies: 2
Views: 189599

pricing single european type single barrier option

Thanks Val. I will go through the journal for that year. do u have any articles that in pdf on the web or on a journal that introduces pricing barriers and goes through the whole analytical solution. regards, Exotica!!!
by amali
November 7th, 2003, 7:33 pm
Forum: Student Forum
Topic: pricing single european type single barrier option
Replies: 2
Views: 189599

pricing single european type single barrier option

<r>Hi Guys - I am trying to gather on existing work so far on pricing barrier option - europen stype type. Specifically i am interested in looking into those that has analytical solution (as it is the case for the european) using PDF method instead of numerical or some tree based approach. I am just...
by amali
May 22nd, 2003, 2:33 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are copulas and how are they used in quantitative finance?
Replies: 85
Views: 349345

What are copulas and how are they used in quantitative finance?

Hi - i would be very pleased to have this spreadsheet. my email address is: [email protected] thnks and regards,
by amali
April 1st, 2003, 12:37 pm
Forum: Off Topic
Topic: Nassim Taleb
Replies: 86
Views: 197301

Nassim Taleb

<t>Hi Reza - I was there at that meeting in Barcelona (the global derivatives and risk management confrence) and found that heated depate between Myron scholes and E Deromon very interesting eventhough parts of those argument used were beyond my knowledge. I found Talib's presentation the most inter...
by amali
February 25th, 2003, 12:35 pm
Forum: Technical Forum
Topic: calculating default probabilities
Replies: 25
Views: 192264

calculating default probabilities

<t>iHi there. You may consider investigating the modelling aspect of credit derivtive instrument and do some empircal study. This may not be new area but it is certainly a growing area of the derivative market in general both for improved risk managment techniques by providing product rage / financi...
by amali
January 24th, 2003, 11:06 am
Forum: Student Forum
Topic: Normal Distribution pdf
Replies: 5
Views: 190363

Normal Distribution pdf

test
by amali
September 16th, 2002, 11:00 am
Forum: Student Forum
Topic: Finance Student Seeks Advice
Replies: 4
Views: 189870

Finance Student Seeks Advice

I read the book Fiasco By Frank Partnoy - It was fantastic book. discussed all the shady structured products created a sold to investors - ripp offs. in once case a bank structured and lends the money to the investor to buy it. it remindes me a bit of lewis's book "Liers Poker"
by amali
September 16th, 2002, 10:24 am
Forum: Student Forum
Topic: Applied Statistics
Replies: 9
Views: 190264

Applied Statistics

<t>Thanks very much for your time Aaron. Would you be kind and have a go at the last part of the question: INTERGRATING BY PARTS, FIND AN EXPRESSION FOR E(X), STATING FOR WHAT VALUES OF V IT IS DEFINED. FINALY: IF A RANDOM VARIABLE Y IS DEFINED BY: Y = 1/(1+X) FIND THE P.D..F OF Y. THANKS V MUCH FOR...
by amali
September 14th, 2002, 10:26 pm
Forum: Student Forum
Topic: Applied Statistics
Replies: 9
Views: 190264

Applied Statistics

<t>Hi mghiggins. thanks for the reply. I was roughly aware that the sum of the pdf for a positive value of x must equal to 1, but I am looking a rigour integration of the pdf and solve or find a solution for the constant C. In addition. I would also like to prove why the pdf does not exist for v = 0...
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