SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by unquantifiable
October 24th, 2004, 5:04 am
Forum: Off Topic
Topic: HSBC NY currency strategists
Replies: 1
Views: 171049

HSBC NY currency strategists

hi,apologies if this thread is not related to this section.couple of high profile people (chandler and browne) left recently. anybody have any additional info on this? pm me if you do not wish to dicuss this on the forum.cheers.
by unquantifiable
October 18th, 2004, 3:34 am
Forum: Off Topic
Topic: what job category in finance do you think ensures the best quality of life?
Replies: 82
Views: 175320

what job category in finance do you think ensures the best quality of life?

another very interesting topic (relevant to all our lives) going to the dogs. can we please focus on what the thread originally meant to discuss?yng, i think it would be really help if you initiated a separate thread... i'll leave it to you what to name it...but please please do...rgds
by unquantifiable
September 23rd, 2004, 6:47 am
Forum: Student Forum
Topic: Basic question regarding evaluation of money market operations
Replies: 2
Views: 174018

Basic question regarding evaluation of money market operations

<t>hi...seem to be stuck on something utterly basic...say, i have some money market borrowing (and lending) trades for various tenors ranging from o/n to 6 months.if i were to compute some sort of a representative average rate for the cost of borrowing across these, how would i go abt doing it..?als...
by unquantifiable
September 23rd, 2004, 2:52 am
Forum: Off Topic
Topic: iPod
Replies: 9
Views: 177444

iPod

not if the guys aren't putting up any cash upfront...
by unquantifiable
September 15th, 2004, 7:10 am
Forum: Student Forum
Topic: finance in excel
Replies: 6
Views: 175498

finance in excel

i'm interested in the calculus bit...cheers.
by unquantifiable
September 15th, 2004, 3:25 am
Forum: Off Topic
Topic: GAMING THE SYSTEM?
Replies: 24
Views: 180142

GAMING THE SYSTEM?

<r>worth a laugh. the link is <URL url="http://www.guardian.co.uk/business/story/0,3604,1304658,00.html---------------------------------------------------------------------------------------------MemoTo"><LINK_TEXT text="http://www.guardian.co.uk/business/stor ... ----MemoTo">http://www.guardian.co....
by unquantifiable
September 13th, 2004, 9:46 am
Forum: Student Forum
Topic: accrual book
Replies: 1
Views: 175000

accrual book

what does managing the accrual book in the treasury of a large commercial bank entail? any references to this in a rising interest rate environment would also be helpful.thanks
by unquantifiable
September 13th, 2004, 3:08 am
Forum: Technical Forum
Topic: Reuters - interest rate swap spreadsheets
Replies: 5
Views: 176491

Reuters - interest rate swap spreadsheets

Thanks...icecloud and david...for your help.
by unquantifiable
September 8th, 2004, 8:32 am
Forum: Technical Forum
Topic: Reuters - interest rate swap spreadsheets
Replies: 5
Views: 176491

Reuters - interest rate swap spreadsheets

<t>hihi...reuters have some spreadsheets for pricing / valuation of IRSs (restricted to vanilla, say...) and a zero curve constructed from swaps / futures / swaps... can't make much out of it as its all password protected and no formulas are visible...any one worked on the sheet? is it any good at a...
by unquantifiable
September 1st, 2004, 9:00 am
Forum: Student Forum
Topic: Fincad - Par Swap rates
Replies: 3
Views: 176487

Fincad - Par Swap rates

makes sense - thanks.also, then the par swap rate would be the rate i'm taking off the reuters page. or is there more to the term 'par swap rate' than it seems?regards
by unquantifiable
September 1st, 2004, 8:27 am
Forum: Student Forum
Topic: Fincad - Par Swap rates
Replies: 3
Views: 176487

Fincad - Par Swap rates

<t>hi,i'm trying to construct a simple zero curve using libor (to one year) and swap rates (beyond). - using fincad.for the swap rates on page like USDIRS, one set of quotes is for annual payments on the fixed leg and quarterly on the floating.in fincad, i'm allowed to specify a 'frequency' for the ...
by unquantifiable
August 30th, 2004, 9:34 am
Forum: Off Topic
Topic: What's a good global political publication to subscribe to?
Replies: 6
Views: 176995

What's a good global political publication to subscribe to?

i'd go with the economist too.i do recollect reading idea global's fixed income today (at an earlier employer) which carried some political snippets.btw, kc, primary colors (john travolta) is an interesting portrayal of how US presidential campaigns are run.cheers.
by unquantifiable
August 30th, 2004, 4:26 am
Forum: Off Topic
Topic: Gmail
Replies: 12
Views: 177889

Gmail

thanks, heatoiltrader and mikebell, for the invites.i can now invite people myself so send me a message...cheers.
by unquantifiable
August 26th, 2004, 8:04 am
Forum: Off Topic
Topic: Gmail
Replies: 12
Views: 177889

Gmail

hi,guess it's time to give the rusty old hotmail the boot. anyone have any ideas on how to obtain a gmail account or better still, any invites to give away? cheers...
by unquantifiable
July 21st, 2004, 4:13 am
Forum: Off Topic
Topic: girlie men
Replies: 42
Views: 185625

girlie men

<r>QuoteOriginally posted by: samudraClopinette,Men has been designed by nature to dominate. It has always happened and it always happen in thefuture.Computer essentially robs the power and makes a person it slave. There is a possiblity that there analytical power of computer be superimposed withthe...
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