hi allcould some one tell me how to calculate Mean revesion one of the key parameter in Vischek interst model.thanks in advancerishi

hi guys please help me out if any one has a paper on a "relationship between forex market and government bond mrket" where in some one has done some kind of study.thanks in advanceregardsRishi Sharma

hi anyone has paper on equity and bond correlation. pls give me the link, if any for the samethanking you in anticipation Rishi Sharma

how does one calaculate the country risk (specifically emerging markets) while investing in emerging markets government papers what are factors considered for the same any paper or article on the same would be of great helpthank you in advanceregards rishi

<t>the reason for market falling on last two session is most of the FII had a trigger at 1900 something to short the futures for the index (some technical analytical reasons) and they have kept this position open they will hedge their position only when markets fall by further approx. 300 points so ...

<t>hi u can try a ETF from Benchmark mutualfund there are doing good as far as how far this markets will go research house are talkinh about it touching 6500-7000 point by end of this fiscal (ie 31st march 2004) and 10000 by december 2004 markets are really bullish. if one takes the cue from the his...

can any one has iota of a idea how to calculates transaction cost for pricing illiquid securities. any paper available on the same. will be of great helpregardsRishi

but how does one calculate the transaction cost involved in the buying and selling of this securities

<t>hi can anyone tel me what are/is the different method for pricing illiquid government papers (the situation is peculiar to indian debt market where there are about 144 government papers out of which 30% are traded, approx 35-40 and even out of this top 5 accounts for 85% of total trade) which met...

hi could can any body give link for the paper explaining the methodology for forecasting the FAX rate like garch or any other paper which explains the forecasting techniques

<t>hi folks could anyone tell me whether any quant jobs are available in india, I plan to pursue my career in the field. I am an analyst with an research organisation. and has decent own hand experience of quants, my last assignment was VaR modelling for risk management but i do not hold a degree in...

<r>You can visit the site <URL url="http://www.isb.edu">www.isb.edu</URL> there you can find the links to your queries. have you registered yourself with the school? as far as my knowledge go its good for developing leadership skills as for quantitative finance off late they have been conducting the...

hi anyone can suggest me A URL were in i can download basic Econometrics book

where can I look for this paper I tried the searc on the site as well as google or could you give the title of the paper and let me know whether decision variables like coupon rate , term to maturity nd yield are correct parameters for the modelling.Thanks in advance

where can I look for this paper and let me know whether decision variables like coupon rate , term to maturity nd yield are correct parameters for the modelling.Thanks in advance