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by EngMoi
March 6th, 2004, 5:26 pm
Forum: Technical Forum
Topic: joint law of minimum and maximum
Replies: 5
Views: 190018

joint law of minimum and maximum

Borodin & Salminen p. 211
by EngMoi
March 6th, 2004, 4:29 pm
Forum: Technical Forum
Topic: Caplets Volatility
Replies: 10
Views: 190612

Caplets Volatility

QuoteOriginally posted by: NorthernJohnOne minor point to note is that there is often a difference beween the vol of eurodollars, and of the corresponding caps. It is of the order of up to one lognormal vol.Hi all, could NorthernJohn or someone else develop on the quote above, Cheers all.
by EngMoi
October 15th, 2002, 10:03 am
Forum: Programming and Software Forum
Topic: Hiding Formulas from the formula bar
Replies: 2
Views: 189736

Hiding Formulas from the formula bar

use menu Format > Cells > Protection > 'Hidden' tick boxthen protect your workbookBest, Eng
by EngMoi
October 9th, 2002, 6:18 pm
Forum: Programming and Software Forum
Topic: Hiding formulas from Function Paste (fx)
Replies: 12
Views: 191391

Hiding formulas from Function Paste (fx)

Removing a function from the function wizard is a pain due to a fxxxxxx Microsoft bug. There is a workaround that does what you want. Check thathttp://longre.free.fr/pages/prog/api-c.htm#Assistantso just register your functions then immediately transform them into hidden functionsBest, Eng.
by EngMoi
October 2nd, 2002, 10:26 am
Forum: Technical Forum
Topic: Credit Default Swaption
Replies: 11
Views: 192254

Credit Default Swaption

Folks,Can someone tell me if there is a market in credit default swap options.Any other comments welcome ( potential for these, pricing issues, participants in that market, etc. )Cheers Cheers, Eng.