There is one book on Wavelets and finance:An Introduction to Wavelets and Other Filtering Methods in Finance and Economics Ramazan Gencay, Faruk Selcuk, Brandon Whitcher. Academic Press. Regards,Sojohan

<t>Dear quants I am writing a thesis where I need to simulate the Cox Ingersoll Ross Interest rate process.....I implemented in Excel VB the process and would like to hear from others if code is correct ! ?When I use the code for simulation it looks ok!, but.............Comments are very welcome.......

Hi Chukchi I have the Table of contents.....sojohan

<r>Hi AllFYI: You can download Mandelbrots papers from Quantitative Finance, from his website: <URL url="http://www.math.yale.edu/mandelbrot/http://www.math.yale.edu/mandelbrot/Go"><LINK_TEXT text="http://www.math.yale.edu/mandelbrot/htt ... delbrot/Go">http://www.math.yale.edu/mandelbrot/http://www...

<r>Hi AllFYI: You can download Mandelbrots papers from Quantitative Finance, from his website: <URL url="http://www.math.yale.edu/mandelbrot/http://www.math.yale.edu/mandelbrot/Go"><LINK_TEXT text="http://www.math.yale.edu/mandelbrot/htt ... delbrot/Go">http://www.math.yale.edu/mandelbrot/http://www...

Hi,Have anybody read Gencay book on Wavelets? What is your opinion?Regards,Sojohan

Hi QuantiwannabeRegarding the new book by Jan Dash, it is difficult to say how technical it is......I have the table of contents, but no sample chapter. The Publishing company "world Scientific" does not publish sample chapters......sojohan

<r>Hi QuantwannabeI think it is quite good. It is more engineering than mathematical technical. There is some interesting chapters on variance/volatility swaps. And he have collected a lot of real world business cases! You can see more on his web site <URL url="http://www.neftci.com">www.neftci.com<...

Hi BoncoupIs this the same as "pricing with a smile"?Sojohan

Hi I am looking for the original article "Pricing with a smile" by Bruno Dupire. I would be very happy if somebody could email it to me.......Regards,Sojohan

Hi QuantieDo you have the book? If yes: is it any good?regards,Sojohan

<t>Hi, I have the Moodys Zest Investments V PreSales Report. I am currently writting af term paper on this deal and have a question regarding the Subordination Ratio.Is this the Tranches so that Class A cover the first 56%, Class B take the next 38%.....Could somebody explain what Subordination Rati...

Hi Could somebody please email (as a pdf), the article Fear of Jumps by Alan Lewis, to me?I need it for my thesis....Thanks in advance.Please use my email address: sojohan@yahoo.dkSoren

Hi, Does anyone have a pdf of the article "Volatility swaps made simple" by Oliver Brockhaus and Douglas Long Risk Magazine 2000?I would be very happy if I could get a copy.Best regardsSoren

Hi PauldreiDo you think you could be so kind as to forward the sample chapters to me?They are not available any more at www.neftci.com and I like to see a sample before buying. Regards, sojohan