Hello,Does anybody have a copy of Piterbarg's paper "Volatility skews and extensions of the Libor Market Model" in App Math Finance ?Thanks

<t>Could someone send me a copy if these articles?"Fitting Yield Curves and Forward Rate Curves with maximum smoothness", K. Adams and D. van Deventer, the Journal of Fixed Income, June 1994"Fitting a Smooth Forward Rate Curve to Coupon Instruments", V. Frishling and J. Yamamura, The Journal of Fixe...

<t>Hello,I search papers about Constant Proportion Portfolio Insurance (CPPI), like for example:-"Simplifying portfolio insurance" Black, Jones (1987), Portfolio Insurance-"Theory of portfolio insurance", Black, Perold (1992), J Econ Dynamic Control-"Aspects théoriques de l'assurance de protefeuille...

Does anyone know this book "Computational Finance : Numerical Methods for Pricing Financial Instruments" from George Levy ?Thanks

HiCould someone explain to me how the 2.11b and 2.11c are obtained in the "Managing Smile Risk" paper ?thanks

Thanks

HiDoes anyone has a copy of the article "Equivalent Black Volatilities" from Pat Hagan published in Applied Mathematical finance (1999) ?Thanks

Does anyone have an idea about "Building Financial Derivatives Applications with C++ " by Robin Brooks ?or any other suggestion for a good C++ finance book ?thanks

Hi.The Course "Advanced C++ for Financial Instrument Pricing" is based on this book due September 2003.But I can't find it anywhere. Is it avalaible yet ? Do you have an opnion of the contents ?Thanks.

I saw on amazon.com that the book was available, but not on the CUP web site.Is it really available yet ?Thanks

Hi.Does anybody has an opinion about his book ?Thanks.