<t>Hi ganesha,Did you get a chance to explore the book more? I haven't bought it yet. I am using MatLab 7, and the toolboxes were written in the older version of MatLab, so I'm afraid that it might not be a good idea. I've just found out that the 2nd Edition of the book is coming out in July 2005. D...

Hi giojer, I've posted a question in This Thread about his book, can you post some comments? Thanks!!

So, no one has read this book? Anyone? Thanks!!

<t>Hi, I'm thinking about to build a Market Risk Management System (involving thousands of assets everyday) Prototype by using MATLAB (Tried Excel/VBA before, but it's too slow and time consuming). I was told that MATLAB is a better solution. And I've found out this book by Keven Dowd -- Measuring M...

<t>Hi, I'm thinking about to build a Market Risk Management System (involving thousands of assets everyday) Prototype by using MATLAB (Tried Excel/VBA before, but it's too slow and time consuming). I was told that MATLAB is a better solution. And I've found out this book by Keven Dowd -- Measuring M...

Have you tried FEA? http://www.fea.com/industries/energy/default.asp

Hi, why doesn't the call option price change when the volatility changes (i.e. from range of 10% to 50%) with the deep in-the-money strike? (All the other parameters remain the same). Thank you for the help!!!

Hi, I just got the book. I thought that there were end of chapter problems like the ones from Hull, but it turned out not the case. Is there any "Schaum's Outlines" book out there for energy derivatives/risk management? Thanks!!

terrorbyte,Thanks a lot!!!

Hi, does anyone know any good classes in the New York area? I prefer the more quantitative ones. Thanks!!

Hi, does anyone know any good classes in the New York area? I prefer the more quantitative ones. Thanks!!

<t>Aaron?? QuoteOriginally posted by: Lincaren1Hello!I have an interview next week with Citigroup's risk management. This is my first interview with an American bank.What kind of questions would they ask (I don't consider myself a quant)? Are there any particular IQ tests?In addition, do you have an...

Thanks Aaron for your quick reply as usual!! You mentioned that "The only implied volatilities you can trust are based on simultaneous quotes, or direct IV quotations. " , does it mean that the real IV should be calcualted during the time when the option is trading?

<t>Hi,Is it possible for the IV to be changed over night? Even though there is no option tradings during the night session. For example, the IV is 40% at 4PM today, and it will be changed to 50% tomorrow at 8AM (before the option market opens). If the underlying trades during the after hours, does i...

gammashark,Thanks for the info!! No wonder I couldn't find the book from the Web. Yeah, I've been to Eydeland's seminar, I think he's really good in the energy/power sector. I'll take a look about his book, thanks!!!