Serving the Quantitative Finance Community

Search found 6 matches

by yop
July 5th, 2002, 4:08 pm
Forum: Off Topic
Topic: Happy Birthday!
Replies: 60
Views: 197922

Happy Birthday!

<r>Here is a link with another picture of him (ok, you might say that he's not alone in this picture).Anyway, it is an interesting link - unfortunately in French only.<URL url="http://sjepg.univ-fcomte.fr/La_recherche/Libre/bachelier/page01/page01.htm"><LINK_TEXT text="http://sjepg.univ-fcomte.fr/La...
by yop
May 31st, 2002, 5:20 pm
Forum: General Forum
Topic: Please help me.
Replies: 24
Views: 192446

Please help me.

<t>NEVER hold it against yourself that you are a foreign student/foreigner in any situation. What looks like a liability to you on that score is often looked on as an asset by someone else.That is, if you ever go through the "only US citizen or Green Card" requirement for most jobs on Wall Street or...
by yop
March 25th, 2002, 4:57 pm
Forum: Student Forum
Topic: ton's of finance algorithm source in C++
Replies: 7
Views: 190535

ton's of finance algorithm source in C++

I even heard that he sometimes use a pseudonym starting with the letter C...
by yop
March 21st, 2002, 12:05 pm
Forum: Programming and Software Forum
Topic: Looking for ARIMA algorithm in C (free code)
Replies: 12
Views: 199456

Looking for ARIMA algorithm in C (free code)

<t>Hi,<br/> <br/> Matt,<br/> <br/> I had browsed at Hamilton's book - Time Series Analysis - and found it rather indigest. I was not scared by the mathematics but there are no praticle examples (it is probably not his objective). I think it is a great reference but I am looking for something more te...
by yop
March 19th, 2002, 1:09 pm
Forum: Programming and Software Forum
Topic: Looking for ARIMA algorithm in C (free code)
Replies: 12
Views: 199456

Looking for ARIMA algorithm in C (free code)

Thank you guys for all this info!
I am reading the following book on Time series analysis - A Course in Time Series Analysis by Daniel Pena, George tiao, Ruey Tsay - and I am looking for more detail analysis on statistic methods on time series analysis. Any suggestion?
Thanks.
by yop
March 14th, 2002, 7:10 pm
Forum: Programming and Software Forum
Topic: Looking for ARIMA algorithm in C (free code)
Replies: 12
Views: 199456

Looking for ARIMA algorithm in C (free code)

Hi,I am also looking for ARIMA models in C++ and I was wondering if you found anything. Please let me know.Thanks.