SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by tosh137
October 7th, 2004, 6:29 pm
Forum: Book And Research Paper Forum
Topic: Not work related books
Replies: 37
Views: 174695

Not work related books

<r>How about some poetry?Pablo Neruda is a good start. That Hirsch on how to understand poetry is a good companion:<URL url="http://www.amazon.com/exec/obidos/tg/detail/-/0151004196/002-5726593-8717600?v=glancecheers"><LINK_TEXT text="http://www.amazon.com/exec/obidos/tg/de ... ancecheers">http://ww...
by tosh137
September 21st, 2004, 2:16 pm
Forum: Student Forum
Topic: FORWARD swap rate calculation
Replies: 4
Views: 189293

FORWARD swap rate calculation

<t>Hi,In the the European swaption pricing we use the Black-76 model to calculate the price: One of the inputs is the F_0 (the forward swap rate)I would like to know how this F_0 is calculated in real life.For instance, I have data from Bloomberg for the LIBOR (MMCV4) and par swap rates (IYC6) for a...
by tosh137
August 30th, 2004, 1:57 am
Forum: Off Topic
Topic: What's a good global political publication to subscribe to?
Replies: 6
Views: 177023

What's a good global political publication to subscribe to?

Noam Chomsky says read Le Monde diplomatique but he writes there...Any suggestions on this or anything else.Politics with a heavy dose of finance would be best
by tosh137
August 20th, 2004, 9:17 pm
Forum: Off Topic
Topic: Poker strategy and poker games suggestions
Replies: 6
Views: 178058

Poker strategy and poker games suggestions

I mean Phil's DVD's
by tosh137
August 19th, 2004, 5:02 pm
Forum: Off Topic
Topic: Poker strategy and poker games suggestions
Replies: 6
Views: 178058

Poker strategy and poker games suggestions

Mike,I mailedyou with my details.I am currently reading Phil's Play Poker like the Pros book. @DVDs, are you talking of his four DVDs? -- I think I saw them selling on ebay.thanks
by tosh137
August 19th, 2004, 3:33 pm
Forum: Off Topic
Topic: Poker strategy and poker games suggestions
Replies: 6
Views: 178058

Poker strategy and poker games suggestions

<t>I realize that some of you guys are real pros at poker.I have been trying to polish my game (medium limit hold'em) for a while now. So it would be very helpful if you guys could in ANY way help me out at the foll:1. Poker games in/around NYC. Any suggestions to getting inside a poker game in/arou...
by tosh137
July 11th, 2004, 6:55 pm
Forum: Student Forum
Topic: Spreadsheet analysis for Hull-White or the BGM: where?
Replies: 0
Views: 182257

Spreadsheet analysis for Hull-White or the BGM: where?

Any suggestions on where I could find these would be greatly appreciated.thanks
by tosh137
July 10th, 2004, 11:44 pm
Forum: Student Forum
Topic: Why are swaps discounted using the LIBOR curve?
Replies: 3
Views: 182721

Why are swaps discounted using the LIBOR curve?

Hull mentions something like "cost of funds" but any explanantion to my question is appreciated.thanks
by tosh137
July 10th, 2004, 11:43 pm
Forum: Student Forum
Topic: affine term structure models
Replies: 1
Views: 182382

affine term structure models

<t>Do you mean the intuition behind it?I am sure you know that a nice reason behnd the n-term affine term structure model is that the yield for a zero coupon bind then becomes *linear* in the n factors. In particular for a one-term model where the short rate r is the term which is affine, the yield ...
by tosh137
July 4th, 2004, 5:09 pm
Forum: Student Forum
Topic: What are some of the most commonly traded Emerging Market Bonds that are traded by banks in the US and ...
Replies: 6
Views: 183550

What are some of the most commonly traded Emerging Market Bonds that are traded by banks in the US and ...

Thanks again.Any references on the internet/BBG on stuff like this will be helpful.thnakst
by tosh137
July 4th, 2004, 3:36 pm
Forum: Student Forum
Topic: What are some of the most commonly traded Emerging Market Bonds that are traded by banks in the US and ...
Replies: 6
Views: 183550

What are some of the most commonly traded Emerging Market Bonds that are traded by banks in the US and ...

<t>Thanks farmer!Could you please elborate on the following statement of yours." The more "emerging market" you get, the more investment is intermediated by banks, and the less publicly traded corporate debt you get. In the really emerging markets, there aren't even any domestic bank loans to corpor...
by tosh137
July 3rd, 2004, 4:29 pm
Forum: Student Forum
Topic: What are some of the most commonly traded Emerging Market Bonds that are traded by banks in the US and ...
Replies: 6
Views: 183550

What are some of the most commonly traded Emerging Market Bonds that are traded by banks in the US and ...

is there any quantitative analysis for that?? (We have Bloomberg on the college campus so please feel free to give any Bloomberg advice)thanks,t
by tosh137
June 25th, 2004, 3:01 pm
Forum: Careers Forum
Topic: MBA from India -> Quant? (confused)
Replies: 10
Views: 186080

MBA from India -> Quant? (confused)

<t>Samudra, I'll agree on everything you said except for the lack-of-competition part.I'll say an IITian has the potential but really not much post-UG quant skills. (Partly due to his/her lax nature to pursue a PhD). I did my stuff from IITB and then MSFE from Columbia. But looking at the other folk...
by tosh137
June 25th, 2004, 2:58 pm
Forum: Careers Forum
Topic: Emerging markets trading + quant position
Replies: 1
Views: 184922

Emerging markets trading + quant position

<t>A friend of mine is interviewing for a quant-leading-to-juniortrader position in emerging markets in the FI division of Lehman.Is there any good refernce that she should read up? They mentioned they don't expect anything, but any suggestions from your side are most welcome. She has an MS in Fin E...
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