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by MaTT
June 22nd, 2006, 7:00 am
Forum: General Forum
Topic: CDO, CMBS, RMBS
Replies: 7
Views: 104104

CDO, CMBS, RMBS

JohnLaw, could you please send it to me too,regards,
by MaTT
July 29th, 2005, 12:10 pm
Forum: General Forum
Topic: Gatarek Uncertain volatility
Replies: 4
Views: 144499

Gatarek Uncertain volatility

Hi wkrynicki check your PM...Best,MaTT
by MaTT
July 15th, 2005, 11:05 am
Forum: Student Forum
Topic: free vol surface data
Replies: 4
Views: 142384

free vol surface data

try BBA fx volRegards,MaTT
by MaTT
May 10th, 2005, 8:22 am
Forum: Book And Research Paper Forum
Topic: New book "Quantitative Finance: Object-Oriented Approach in C++"
Replies: 0
Views: 149808

New book "Quantitative Finance: Object-Oriented Approach in C++"

Does anyone has any info on this book: Quantitative Finance: Object-Oriented Approach in C++, Erik Schlogl, CRC Press 2005 Not yet publishedRegards,MaTT
by MaTT
February 23rd, 2005, 9:42 am
Forum: Book And Research Paper Forum
Topic: Term-Structure Models Using Binomial Trees
Replies: 3
Views: 159421

Term-Structure Models Using Binomial Trees

Thank you, but I'm looking for this paper just because of curiosity - do you have a copy?Regards,MaTT
by MaTT
February 21st, 2005, 10:56 am
Forum: Book And Research Paper Forum
Topic: Term-Structure Models Using Binomial Trees
Replies: 3
Views: 159421

Term-Structure Models Using Binomial Trees

Hi, I'm looking for the following paper (in .pdf): Term-Structure Models Using Binomial Trees (Research Paper) by Gerald W. Buetow, Jr., CFA and James Sochacki Research Foundation Publication (2001) Please pm me.Regards,MaTT
by MaTT
February 4th, 2005, 1:44 pm
Forum: Student Forum
Topic: Day count exceptions
Replies: 5
Views: 161205

Day count exceptions

Thanks Aaron,Regards,MaTT
by MaTT
February 4th, 2005, 6:29 am
Forum: Student Forum
Topic: Day count exceptions
Replies: 5
Views: 161205

Day count exceptions

<t>That's the problem, I was said that sometimes it could be that, ex. when coupon period is from Feb, 28th 2003 till Feb, 29th 2004 then dcf (for this period only!) will be equal exactly 1 regardless of the convention ACT/360. I'm trying to verify if it's possible to have such an exception or all t...
by MaTT
February 3rd, 2005, 11:51 am
Forum: Student Forum
Topic: Day count exceptions
Replies: 5
Views: 161205

Day count exceptions

Hi all, Does anyone know why?/when?/where?/if? there exists a convention/rule for exactly one-year transaction to use in yield/interest (etc.) calculations DayCountFraction=1 regardless of the convention DCF_ACT/360 =365/360? Regards,MaTT
by MaTT
January 26th, 2005, 8:15 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 191778

Black-Sholes for FX Options

OK, now it's clear , thanks,MaTT
by MaTT
January 25th, 2005, 7:21 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 191778

Black-Sholes for FX Options

quantstudent19: thanks for the linkcpengtoh: what confuses me the most is the term "fudge" and its meaning... could you tell me some more about itThank you for your patience Regards,MaTT
by MaTT
January 24th, 2005, 2:01 pm
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 191778

Black-Sholes for FX Options

Thanks guys.. cpengtoh, are you aware of any other (than Lipton's) article - I'm trying to understand this "method", but definitely need more detailed explanations/examples ?Regards,MaTT
by MaTT
January 20th, 2005, 11:10 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 191778

Black-Sholes for FX Options

Hi, it's quite an old thread , but anyway, does anyone know a paper which Anthony was reffering to?I'm trying to understand the way SuperDerivatives works.... any kind of info and help highly appreciated..Regards,MaTT
by MaTT
January 12th, 2005, 7:24 am
Forum: Book And Research Paper Forum
Topic: Interest Rate Modelling by Simona Svoboda
Replies: 5
Views: 164921

Interest Rate Modelling by Simona Svoboda

I'm using Acrobat Reader 6.0 and it looks OK,Regards,MaTT
by MaTT
January 10th, 2005, 11:56 am
Forum: Book And Research Paper Forum
Topic: Interest Rate Modelling by Simona Svoboda
Replies: 5
Views: 164921

Interest Rate Modelling by Simona Svoboda

Related: Svoboda's thesisRegards,MaTT
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