Serving the Quantitative Finance Community

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by terminator
August 27th, 2004, 6:39 am
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 403964

Subjects, please...

what is a correlation swap? how does it practically work?
by terminator
August 27th, 2004, 6:39 am
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 403964

Subjects, please...

what is a correlation swap? how does it practically work?
by terminator
July 16th, 2004, 12:26 pm
Forum: General Forum
Topic: DE Shaw?
Replies: 4
Views: 184209

DE Shaw?

Yes, they definitely hire the best. Their s\w development group in India is also a Hi-Fi Place.
by terminator
July 13th, 2004, 1:18 pm
Forum: General Forum
Topic: DE Shaw?
Replies: 4
Views: 184209

DE Shaw?

What about DE Shaw?
by terminator
September 25th, 2003, 8:10 am
Forum: Book And Research Paper Forum
Topic: Credit Risk Models and the Basel Accords
Replies: 3
Views: 189839

Credit Risk Models and the Basel Accords

sounds like a useful text. Will check it out
by terminator
June 11th, 2003, 5:56 pm
Forum: Careers Forum
Topic: One year MBA
Replies: 6
Views: 190483

One year MBA

Thank you,I'll have a look at these places and their course structure.
by terminator
June 8th, 2003, 5:53 pm
Forum: Careers Forum
Topic: One year MBA
Replies: 6
Views: 190483

One year MBA

knock knock!!!has this been discussed earlier?
by terminator
June 6th, 2003, 5:13 pm
Forum: Careers Forum
Topic: One year MBA
Replies: 6
Views: 190483

One year MBA

<t>Hi, Are there any other good business schools out there like Insead and ISB (in India) which offer a good one year MBA program?Also, is there anybody on this forum who has studied at any of the above mentioned B-schools (specifically Insead)? I would like to know your insights.Thanks a lot,vikram...
by terminator
May 20th, 2003, 5:33 pm
Forum: Student Forum
Topic: BOOTSTRAPPING
Replies: 5
Views: 190635

BOOTSTRAPPING

Thanks guys,mrbadguy,what kind of smoothing techniques are used to correct price estimation errors for the bond?ur attachment was certainly helpful.Thanks again.
by terminator
May 19th, 2003, 5:25 pm
Forum: Student Forum
Topic: BOOTSTRAPPING
Replies: 5
Views: 190635

BOOTSTRAPPING

How do you actually do it? (I know how its done in theory)What are the practical problems faced in this process and how do u overcome them?Thanks for ur help
by terminator
December 17th, 2002, 3:00 pm
Forum: Book And Research Paper Forum
Topic: Arbitrage in continuous time
Replies: 26
Views: 193420

Arbitrage in continuous time

Hi As darrel mentioned Klebaner, It would be nice to hear a few experiences about that book too. Also hows Alison Etheridge.Thanks allterminator.
by terminator
December 13th, 2002, 2:34 pm
Forum: Book And Research Paper Forum
Topic: Arbitrage in continuous time
Replies: 26
Views: 193420

Arbitrage in continuous time

<t>hi supernaut,nsande, omar Thanks a lot for the replies. Now I'm really at a a stage where I got to choose btw bjoerk and Neftci. One last question:U guy's mention that neftci's book is too basic. Could u please elaborate a little more on that.Is it too narrow in scope? OR Could any beginner be ab...
by terminator
December 12th, 2002, 2:49 pm
Forum: Book And Research Paper Forum
Topic: Arbitrage in continuous time
Replies: 26
Views: 193420

Arbitrage in continuous time

<t>Hi omar, Thanks for the analysis. The very fact that you happen to use the book gives me an excuse to consider it rather seriously as a potential buy. A friend of mine uses B&R for Financial calculus. How would you guys compare the two books.Thanks a lot,terminator.Jeder denkt an sich, nur ic...
by terminator
December 11th, 2002, 7:01 pm
Forum: Book And Research Paper Forum
Topic: Arbitrage in continuous time
Replies: 26
Views: 193420

Arbitrage in continuous time

Hi, Has anybody read the book "Arbitrage in Continuous time by Tomas Bjoerk" Any comments?Thanksterminator.
by terminator
December 7th, 2002, 4:55 pm
Forum: General Forum
Topic: Information Derivatives
Replies: 27
Views: 192431

Information Derivatives

Hi,Blazard and Patience Many thanks for the links.rgds,terminator.
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