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by Tripps
October 25th, 2007, 10:17 am
Forum: General Forum
Topic: fair value of 2y swap rates
Replies: 0
Views: 63381

fair value of 2y swap rates

<t>While estimating the emerging market yield curves, the calculation of “fair”values for the policy rate and rates at the short end of thecurve is complex topic given the idiosyncrasies of each country.I am clueless while I begin trying to calculate the fair value for the 2Y swap ratesfor individua...
by Tripps
April 7th, 2005, 10:43 pm
Forum: General Forum
Topic: morgan stanley management upheavel
Replies: 21
Views: 158445

morgan stanley management upheavel

<t>QuoteOriginally posted by: davidh96Is this realistic? From the FT------------------ITS ANOTHER MOVE IN THE POWER GAME, IT IS REALISTIC, I DEFINITELY SEE HSBC AS A POTENTIAL GOBBLER.THATS IS WHY IT WILL PROVOKE PREPARATION OR REACTION, OUTCOME OF EITHER ONE IS DESIRABLE BY THE NOBLE 8.btw there we...
by Tripps
April 6th, 2005, 3:06 pm
Forum: Careers Forum
Topic: any advice for a trader newbie?
Replies: 11
Views: 156841

any advice for a trader newbie?

<t>Could someone suggest a software or spreadsheet that is available free to begin paper trading?There are direct access trading systems that I have heard offer demo version access, but which ones would the seniors here recommend? and if you dont mind me asking, why?please feel free to throw in extr...
by Tripps
April 6th, 2005, 2:50 pm
Forum: Careers Forum
Topic: Hedge Funds and IBs
Replies: 4
Views: 154244

Hedge Funds and IBs

<t>QuoteOriginally posted by: SurutsuNo one in here can explain me what a hedge fund does, so while I kind of get what their purpose is, could anyone point me the main differences between working in an IB and a hedge fund, in terms of package, work environment, hours, and any relevant info ? It seem...
by Tripps
April 5th, 2005, 8:34 pm
Forum: General Forum
Topic: Interpretation of N(D1) and N(D2) in Black Scholes Model
Replies: 3
Views: 178334

Interpretation of N(D1) and N(D2) in Black Scholes Model

N(d2) is the probability of the option being exercized in a risk neutral world.andN(d1) is the term that makes the expected value of S(T) equal to S(0)*N(d1)*exp(rT) if S(T)>K and "zero" otherwise, in a risk neutral world.
by Tripps
April 5th, 2005, 4:38 pm
Forum: General Forum
Topic: morgan stanley management upheavel
Replies: 21
Views: 158445

morgan stanley management upheavel

<t>Morgan Stanley is not going down or up,Its the execs who will....its a tug of war that will last almost one year, and will exhibit huge volatility in stocks...any movements in stock will be temporary.In one year time there will be a NEW CEO, Purcell will be history.Lobbies will break down...if an...
by Tripps
April 1st, 2005, 9:29 pm
Forum: General Forum
Topic: morgan stanley management upheavel
Replies: 21
Views: 158445

morgan stanley management upheavel

<t>" if you don't think the stock is really going to move much, options might be an idea. the vols spiked alot (10 day vol is 36, 100 day is 22). some of this is reflected in the option implied vols. so you might want to sell some expensive vol."are you talking about implied vol here? if yes, whats ...
by Tripps
March 30th, 2005, 11:08 pm
Forum: General Forum
Topic: morgan stanley management upheavel
Replies: 21
Views: 158445

morgan stanley management upheavel

<t>What do you MEN/WOMEN think about the morgan stanley management shake up?Is Purcell gonna survive? or everything is gonna swing on its head and the departed/ing execs could stage a coup? off course they will need help of the leftover disgruntled bigwigs.and esp, during this poaching time, who wou...
by Tripps
March 28th, 2005, 10:15 pm
Forum: General Forum
Topic: Volatility Game
Replies: 2
Views: 155249

Volatility Game

<t>I understand that there is huge market utilizing the uncertainity character of *Volatility* in the option market.What I wanted to learn more about is the trading part, and if there is a way for an individual who is not so cash rish to venture into the territory. I have the research knowledge of h...
by Tripps
September 16th, 2002, 7:02 pm
Forum: Student Forum
Topic: New Student
Replies: 1
Views: 189366

New Student

<t>HiI am from engineering background, and have started my MS in Financial Engineering recently.Could someone may be help me out with what should I begin with.Because there is so much to learn, it is intimidating at times.What are the general steps to efficient and brisk learning about different con...
by Tripps
September 16th, 2002, 6:49 pm
Forum: Careers Forum
Topic: Investment Bank Graduate Programs
Replies: 28
Views: 194687

Investment Bank Graduate Programs

Hi MortalSend me a private message and i shall give you contacts of a few grad students/ alumnus of ISMA, if thats what you are looking for.But ISMA as far as i know has a very good program inshape.ISIB is good, but FEQA is more comprehensive.cheersAshish