<t>Quoteyou can't use an 'usual' normal since by definition it is symmetric. However, you can use Cornish-Fisher extension in order to include both skewness and excess kurtosis... i'm afraid i don't know this, can you provide me of an example of how you would plot a curve with this extension?Thanks....

<t>This may be something really straightforward but I can't get it. Suppose I have graphed a normal curve in excel (inputted a mean/st. dev, inputted a bunch of x-values and used NORMDIST, etc). How would I add skewness to the curve, for instance I would like to have the whole curve skewed to the ri...

How would I go about structuring a principal protected note for a fund of funds? Say it is for an investor who does not want the full upside of the fof's returns in return for having their principal fully or partially protected? Any particular readings I should go through?

<t>Can someone tell me what is used on the street for "regular" bond option pricing, by regular I mean straight coupon paying (sometimes amortizing), but assuming no embedded options? I use black-scholes but get differnt values than i see on a sheet from traders on the street. What would be the algo...

Bringing back an old thread but anyway......I think Taleb is an airhead. I don't think his skill/expertise on the subject are any better than junior level analysts i know. Any they are far less snobbish and have far more reason to probably be snobbish

I did a search on Google, however was unable to find any Excel spreadsheets? Are there any websites that you could recommend?Thanks

<t>Hello all,I am a finance student, this is one of my first posts I believe. I was hoping someone can help me with understanding interest rate swaps. I have a problem which will require for me to model a 7-year swap. What is the methodology to go about doing this? There exists also an option (cap),...

<t>does anyone have or know where i can get some open source code for various bond calcs, e.g. duration, convex, that use the street conventions for these calculations....i found some stuff on the Financial Numerical Recipes page but they use the academic convention, also, code in VB would be better...

Has anyone worked with QuantLib, the sourceforge opensource project? I am a fairly new programmer, and mostly only in VB, and some standard C....I was wondering if anyone has used QuantLib functions with excel, and how you went about doing it. Any help would be appreciated.thanks,george