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by kenzo
November 7th, 2005, 7:16 am
Forum: Programming and Software Forum
Topic: 2 technical SQL questions
Replies: 1
Views: 130733

2 technical SQL questions

I found the answers to both questions over the weekend, if anyone is interested, just drop me a private message and I will share the code.Regards,Kuba
by kenzo
November 5th, 2005, 1:29 pm
Forum: Programming and Software Forum
Topic: 2 technical SQL questions
Replies: 1
Views: 130733

2 technical SQL questions

<t>Hello everyone,I am building a simple reporting system and came upon 2 difficult issues. I tried asking those technical questions on 3 SQL forums and did not get a satisfactory answer. So I come here - after all it might not be just SQL but a different solution The problem is that I have lots of ...
by kenzo
June 5th, 2004, 9:29 am
Forum: Programming and Software Forum
Topic: Function in VBA
Replies: 11
Views: 190603

Function in VBA

There are probably many more but I had fun with the old gnuplot.
by kenzo
May 20th, 2004, 12:31 pm
Forum: General Forum
Topic: Shorting in East European markets
Replies: 7
Views: 190169

Shorting in East European markets

Only the most liquid stocks in Poland can be shorted, a list of them is published daily. The interest you pay is around 5%, the initial margin is 50% and the maintenance margin is 130%. You can deposit cash, bonds and stocks that verify as 'shortable', weighted by 1, .95 and .7 respectively.
by kenzo
May 18th, 2004, 10:09 am
Forum: Book And Research Paper Forum
Topic: Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins
Replies: 3
Views: 189852

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

Here you go: A General Theory of Asset Valuation under Diffusion State Processes
by kenzo
May 9th, 2004, 3:22 am
Forum: Off Topic
Topic: We saved your asses in dubya dubya II
Replies: 20
Views: 191094

We saved your asses in dubya dubya II

<t>On the eve of WWII, Poland had bilateral alingments with Great Britain and France guarding it against the German invasion. The agreements guaranteed Poland immediate air-support, within 14-days of the attack if I remember correctly. Nine days after declaring war on Germany, the British and French...
by kenzo
May 3rd, 2004, 3:22 pm
Forum: Programming and Software Forum
Topic: error in excel slope function
Replies: 3
Views: 189697

error in excel slope function

I had the same problem, what you need is an update: Excel 2003 KB834691.HTH
by kenzo
April 27th, 2004, 9:41 am
Forum: Technical Forum
Topic: Kirk spraed option
Replies: 2
Views: 189767

Kirk spraed option

I do not have Haug's book but the formulae you are looking for can be found here. edit: quadrature was quicker
by kenzo
April 6th, 2004, 3:27 pm
Forum: Technical Forum
Topic: Papers for integrating market risk and credit risk
Replies: 5
Views: 190136

Papers for integrating market risk and credit risk

Here you go:Taking an Holistic Approach to Risk Management by Andrew Wright
by kenzo
January 24th, 2004, 8:42 am
Forum: Off Topic
Topic: While meeting a girl at a bar...
Replies: 57
Views: 194119

While meeting a girl at a bar...

<t>Depends on what your goal is, Paul My girlfriend finds it impossible to understand what I do, what I find interesting and how it is possible that I might spend a week thinking about calibration issues in my latest project. She's in the 'arts department' and she hates math. Since I can't explain w...
by kenzo
January 13th, 2004, 10:25 am
Forum: Off Topic
Topic: Quo Vadis
Replies: 5
Views: 189462

Quo Vadis

The author's name is Sienkiewicz. I read the book twice and it is not garbage.
by kenzo
October 19th, 2003, 12:26 am
Forum: Book And Research Paper Forum
Topic: Joshi's book "C++ Design Patterns and Derivatives Pricing"
Replies: 17
Views: 192146

Joshi's book "C++ Design Patterns and Derivatives Pricing"

I must say that I can't wait to see the book. Pity that it's not out before Christmas cause I'll have to do my project without it ;/
by kenzo
October 15th, 2003, 8:27 pm
Forum: Student Forum
Topic: Heston's paper (Rev. of Financ. Stud, pp327-343, 1993)
Replies: 5
Views: 189906

Heston's paper (Rev. of Financ. Stud, pp327-343, 1993)

Browsed through it to check that it contains all pages Here you go.