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Search found 41 matches

by msylai
January 20th, 2009, 8:54 am
Forum: General Forum
Topic: Partial differential equation to make prediction
Replies: 7
Views: 44683

Partial differential equation to make prediction

hi friendAny idea on how to use partial differential equation to make prediction but there is no closed form solution for it?Thanks
by msylai
January 15th, 2009, 1:53 am
Forum: Book And Research Paper Forum
Topic: Oppenheimer's Meredith Whitney
Replies: 0
Views: 44101

Oppenheimer's Meredith Whitney

hi friendswanna check if you guys can help find Oppenheimer's Meredith Whitney research papers. If anyone get ideas, pls mail me. many thanks.rgds
by msylai
November 30th, 2004, 1:51 pm
Forum: General Forum
Topic: long/Short equity hedge fund risk management
Replies: 0
Views: 168028

long/Short equity hedge fund risk management

Hi May I share your precious risk management experience on long/Short equity hedge fund ? I am new for this section and it is great that you can tell me how to do it. Thanks.
by msylai
November 26th, 2004, 8:08 am
Forum: Programming and Software Forum
Topic: Back testing on Bloomberg
Replies: 18
Views: 198944

Back testing on Bloomberg

Hi It is great to see the topic here. Wondering if you can share some paper or web sites about Technical Long/Short Hedge Fund or trading systems for Pair Trading? Thanks
by msylai
November 26th, 2004, 1:52 am
Forum: General Forum
Topic: Goldman Sachs Research Paper 1994, Pricing Convertible Bonds
Replies: 10
Views: 170929

Goldman Sachs Research Paper 1994, Pricing Convertible Bonds

Could you please send a copy to me too? I had one hard copy from DB but I lost it. I wanna have some review. Thanks. My address ismsylai@yahoo.comThanks
by msylai
November 4th, 2004, 8:49 am
Forum: Off Topic
Topic: Islamic Finance
Replies: 45
Views: 194550

Islamic Finance

Any good or valuable course or program is about Islamic Finance? I wanna take one in either Europe or Asia. Thanks for information.
by msylai
September 15th, 2004, 1:04 am
Forum: General Forum
Topic: FinCad and Monis
Replies: 0
Views: 175643

FinCad and Monis

Hi Could someone help me to comapre Monis Convertible XL and FinCad XL? In terms of price, FinCad is quite attractive. But I know there are some substantial differences.Thanks very much
by msylai
September 11th, 2004, 4:44 am
Forum: General Forum
Topic: Sungard acquires Monis
Replies: 1
Views: 190490

Sungard acquires Monis

Monis is good? Can anyone comments on this application? How to compae this with the dead TueCalc? Thanks
by msylai
September 11th, 2004, 4:41 am
Forum: General Forum
Topic: About Bloomberg and Monis system
Replies: 19
Views: 199011

About Bloomberg and Monis system

Hi Can anyone help to compare this Monis and Imagine (the CB part) ? Thanks
by msylai
May 3rd, 2004, 3:03 pm
Forum: General Forum
Topic: About Bloomberg and Monis system
Replies: 19
Views: 199011

About Bloomberg and Monis system

push
by msylai
April 29th, 2004, 2:32 pm
Forum: General Forum
Topic: About Bloomberg and Monis system
Replies: 19
Views: 199011

About Bloomberg and Monis system

is monis really that good? seems asia cbs are what they are targeting. any opinion for sharing?
by msylai
April 17th, 2004, 1:55 pm
Forum: Technical Forum
Topic: CDO risk
Replies: 3
Views: 190051

CDO risk

Hi guysCould anyone help explain what kind of risk involving in managing a non-static synthetioc CDO portfolio? Thanks
by msylai
April 17th, 2004, 1:37 pm
Forum: General Forum
Topic: CDO on EDS
Replies: 5
Views: 190074

CDO on EDS

<t>hi can you guys help explain in more detail? if i think right, you mean selling cdo trenches to investors is not that difficult. but how to buy eds (deep otm put) in short credit part to hedge the risk is not that easy. or selling eds to synthesis the underlying static / dynamic debt portfolio is...
by msylai
April 15th, 2004, 11:59 pm
Forum: General Forum
Topic: Equity default swap
Replies: 8
Views: 190749

Equity default swap

hi i checked the box spread, seems a tedious process but appropriate method to price eds. will study it more. but can anyone tell me what the arb strategy the trader ususally uses between eds , equity , bond and synthetic credit products? thanks
by msylai
April 14th, 2004, 6:38 am
Forum: General Forum
Topic: Equity default swap
Replies: 8
Views: 190749

Equity default swap

<t>hi i got some ideas from "derivative week". " an equity-default swap is a deeply out-of-the-money equity barrier put option. What distinguishes the EDS from the more usual equity put option is that the knock-in level is set so low (usually at 30% of the initial share price). At such a level there...