SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by phenomenologist
April 20th, 2011, 8:08 pm
Forum: Technical Forum
Topic: Caps and Swaptions Data.
Replies: 13
Views: 69744

Caps and Swaptions Data.

TTSK or TRIO on Bloomberg?
by phenomenologist
August 29th, 2009, 3:25 pm
Forum: General Forum
Topic: Benchmark for Govie Bond Spreads
Replies: 7
Views: 38482

Benchmark for Govie Bond Spreads

I think you should use IND in Bloomberg to get ML indices. Alternatively the indices are also avaliable online on the ML Index site:EMU Direct Govt (EG00)
by phenomenologist
May 27th, 2008, 7:48 pm
Forum: Book And Research Paper Forum
Topic: lulu.com
Replies: 440
Views: 254875

lulu.com

QuoteOriginally posted by: mj With lulu you can specify pounds euros or dollars. They print in the US and Spain, I think.$49.99/€40.24 = 1.24 hmm..., print costs in Spain are too high?
by phenomenologist
May 27th, 2008, 7:27 pm
Forum: General Forum
Topic: LIBOR
Replies: 41
Views: 61091

LIBOR

Any bets on what BBA is going to say on Friday?Libor Cracks Widen as Bankers Struggle With Reforms
by phenomenologist
June 13th, 2007, 8:51 pm
Forum: Technical Forum
Topic: What fixed-income trade need stoch vol model in IR ?
Replies: 8
Views: 71277

What fixed-income trade need stoch vol model in IR ?

How about out-of-the-money CMS cap?
by phenomenologist
March 29th, 2007, 11:59 am
Forum: Programming and Software Forum
Topic: John Backus, Creator of Fortran dies
Replies: 16
Views: 77577

John Backus, Creator of Fortran dies

<t>QuoteOriginally posted by: gelfandMany finance books have code in VBA nowadays, because anyone can grasp VBA, unlike C++. It's a small step from VBA to Fortran. After all, Basic descended from Fortran.I would say the step from Fortran to VBA might be even more useful: as soon as you need some sma...
by phenomenologist
November 22nd, 2006, 10:40 pm
Forum: General Forum
Topic: sigma-algebra
Replies: 443
Views: 103151

sigma-algebra

Wasn't the problem of real numbers solved almost 100 years ago here?
by phenomenologist
November 18th, 2006, 8:02 pm
Forum: Programming and Software Forum
Topic: VBA C++ Dll
Replies: 6
Views: 88535

VBA C++ Dll

The xl8.zip page is not found, btw:-(
by phenomenologist
October 12th, 2006, 9:38 pm
Forum: General Forum
Topic: Where the market heading to?
Replies: 4
Views: 90406

Where the market heading to?

Who cares, the reality is that the markets were simply waiting for signs that the Fed can't tighten much further and for oil to correct below $58-to-$62 support levels to suggest a top in that bubble and the DOW at 40,000 is just ahead
by phenomenologist
September 15th, 2006, 6:46 am
Forum: Brainteaser Forum
Topic: a+b+c=abc
Replies: 29
Views: 161597

a+b+c=abc

QuoteOriginally posted by: Chukchi...
by phenomenologist
September 14th, 2006, 12:17 am
Forum: Brainteaser Forum
Topic: a+b+c=abc
Replies: 29
Views: 161597

a+b+c=abc

<t>QuoteOriginally posted by: iadamsQuoteOriginally posted by: phenomenologistJust check the "hyperboloid" link.I did, and it said "A hyperboloid of one sheet is also obtained as the envelope of a cube rotated about a space diagonal (Steinhaus 1999, pp. 171-172)." This is like saying that a cone is ...
by phenomenologist
September 13th, 2006, 3:49 pm
Forum: Brainteaser Forum
Topic: a+b+c=abc
Replies: 29
Views: 161597

a+b+c=abc

QuoteOriginally posted by: iadamsQuoteOriginally posted by: phenomenologistx*y*z=const is a cubic surface, not a hyperboloid. And the section is not a circle either.Would you care to justify that statement?Just check the "hyperboloid" link.
by phenomenologist
September 12th, 2006, 8:55 am
Forum: Brainteaser Forum
Topic: a+b+c=abc
Replies: 29
Views: 161597

a+b+c=abc

<t>QuoteOriginally posted by: ChukchiFrom the linear algebra point of view the equation x+y+z=Const defines a plane in 3d-space. This plane is perpendicular to the bissectrice of the first quadrant (x,y,z>0).The equation x*y*z=Const defines a hyperboloid with the same bissectrice as an axis of symme...
by phenomenologist
August 5th, 2006, 10:07 am
Forum: Book And Research Paper Forum
Topic: Rate these Excel/VBA books please
Replies: 4
Views: 97031

Rate these Excel/VBA books please

Another VBA book you may consider:VBA Developer's Handbookby Ken Getz, Mike Gilbert
by phenomenologist
July 24th, 2006, 2:47 pm
Forum: Programming and Software Forum
Topic: FORTRAN
Replies: 22
Views: 99078

FORTRAN

QuoteOriginally posted by: MikeCroweThanks all for your feedback, the Fortran I was most familiar with was 95, so probably that but I'd be happy to learn the more modern version.If it's the performance, what is critical, I would not go for g95:Fortran Compiler Comparisons
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