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by lausaneskirt
September 6th, 2011, 6:37 am
Forum: Numerical Methods Forum
Topic: Multivariate GARCH
Replies: 3
Views: 41073

Multivariate GARCH

Hi Magriz,Is it possible for you to kindly send me the file for the ADCC matlab file?Many thanks in advance and best regards,Here is my emailcharlzen@hotmail.com
by lausaneskirt
June 22nd, 2011, 12:20 pm
Forum: General Forum
Topic: Hedge fund's repo and reverse repo
Replies: 4
Views: 20269

Hedge fund's repo and reverse repo

Dear Martinghoul,Thanks for your kind reply. I have searched the definition for the repo transaction, however for a HF as the lender (buyer), it's still not so clear for me what is the cash flow during its transactions...
by lausaneskirt
June 22nd, 2011, 10:56 am
Forum: General Forum
Topic: Hedge fund's repo and reverse repo
Replies: 4
Views: 20269

Hedge fund's repo and reverse repo

<t>Hello there,I have a question about the HF's repo and reverserepo.transactions. I have not understood what are the exact cash flows arein those two transactions.Is it correct to say that the seller in a repo transaction holdspractically a long position and that if somebody wants to take a shortpo...