here it is: http://www.wias-berlin.de/publications/ ... ts_480.pdf

The results for L2 and L3 are now available.Level II Pass Rate: 56% Level III Pass Rate: 55% I passed L3. Uffff! I feel like a snow flake!S

Rubinstein's option calculator (here) can be used for pricing purposes. However, such features as real data feeding or saving strategies are not available. HtH

Convexity Conundrums paper can be found here. HTH

Have you seen the new option calculator on Rubinstein's web page?In my opinion is very good. Pricing models for a wide range of options are embedded.To access it, follow this link, then click on Internet Rubinstein's Options Calculator icon. Enjoy!

The web page was tested only with IE.Good point ssternlight.Best, S

that's ok. I didn't use GSL or other similar library. PHP+MySQL+JavaScript is a powerful combination for web programming. and, besides, it's absolutely free and most of the web hosting companies offer support for these as part of the standard package.Best, S

<t>I'm not sure if I correctly understand your question. However: the calculations are based on PHP routines, data integrity (ex: non-negative interest rates) is checked via JavaScript routines and error messages are generated before any calculation starts and graphics are displayed using PHP's GD l...

<t>exotiq, thanks for your comments.I made some changes to my calculator taking into account the suggestions received.The application's main page now includes an example based on a delta hedging strategy using (plain vanilla) call options. It could be a good starting point for anyone interested in u...

<t>Hi everyone!I just finished an online option calculator and I would need someone to check its functionality.Any suggestions are welcome.Pls see the link below:Quantitative-Finance.infoFull credit will be provided to the relevant contributors. Unfortunately, no $$ could be granted, since the web p...

It seems that Amazon already has it. I pre-ordered the book in August and received a confirmation message from them that items shipped on September 14, 2004.

<t>I used only Schweser Study Notes to prepare for L2You have more than enough questions there (at the end of each chapter, old exam questions at the end of each big section plus a whole book with sample tests).If you read the material at least two times and work the problems you shouldn't have any ...

thanks guys! I'll let you know, if I'll find something more on this...S

Does anyone have a copy of the following paper:Carr, Peter. European put call symmetry. [Ithaca, N.Y.] : CornellUniversity, Johnson Graduate School of ManagementThnx, S

can u put the link on this forum?