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by lp1
July 24th, 2013, 2:44 pm
Forum: Student Forum
Topic: implied correlation
Replies: 9
Views: 52132

implied correlation

typo
by lp1
June 26th, 2013, 6:04 pm
Forum: Student Forum
Topic: Capital guaranteed funds : very simple question
Replies: 9
Views: 8749

Capital guaranteed funds : very simple question

<t>Financial institutions structuring this sort of capital guaranteed products theoretically do it by zero coupon bond + ATM call options as already discussed. However, because zero coupon bonds do not necessarily exist, many institutions (read: banks) internally lend the proceeds from the sale to i...
by lp1
June 26th, 2013, 5:30 pm
Forum: Student Forum
Topic: What sort of econometric model to choose?
Replies: 1
Views: 7202

What sort of econometric model to choose?

<t>Hi everyone, I am conducting a finance project study and am looking for some ideas and tips to what sort of econometric model I should implement (there isn't necessarily one right answer so I welcome all the ideas and tips). The situation is as follows. I have constructed a sort of continuum, whi...