<t>Can anyone recommend a good ATL COM Book for a beginner?I have heard that "ATL Internals" is a very good book, its been described as the bible. I would like a book that would build me up to that level first, starting with the basics of COM, before moving on to ATL and how it is done in VC++.Has a...

Take a look at Microsoft Excel 97 Developer's Kit

<t>Thanks Alan,Point taken on the V=0 case, because of the mean-reverting process, the instantanoeus Vol. will not stay at zero and it will revert back to VBar, so the option value is sort of independent of V thereby can't have a boundry condition at V=0.Thanks for the paper, I shall comb it for clu...

<t>Hi All,I tried asking this question in the Student Forum but I did not get an answer, so I will try to re-phrase the question.I am trying to write the Heston Model for an European Call Option and it is not very stable, can someone confirm/correct the stability & boundry conditions listed belo...

<t>Thank Rob,Unfortunately, I have to implement the Heston Model. I can get reasonable numbers and they get better with Richardson Extrapolation but I have to run an extremly large number of time steps and it is very very slow. I override the value for dt given by :-dt = [(dS^2)*(dv^2)]/[v*(S^2 x dv...

<t>Sorry, it appears that the file containig the Stability Condition did not load, so here it isdt <= [(dS^2)*(dv^2)]/[v*(S^2 x dv^2 + sig^2 x dS^2)].Since there are no replies yet, I assume that either that no one has yet implemented this (hard to believe) or that people do not want to reveal their...

<t>Hi,Has anyone implemented the Heston Model for a European Call Option in Explicit Finite Differences? If so, can you send me the Code or tell me where I may find it on the Net/Book. Failing that can anyone tell me what the stability condition is for dt in this 2-factor model. The version I tried ...

This is not a direct anwser to your question, but the link below should be of interestNews articleMexx

How about running a secondary market in good condition used books.Especially for poor students.Thanks,Mexx

<t>Hi All,Would you say that a DEA is equivalent to an M.Phil?I am not sure that one could explicitly study for an M.Phil in Quant/Maths Finance in the UK, but I have seen them awarded as a recognition of a partial completion (half or two-thirds) of a Ph.D, there is a submission and other activities...

It was very easy to spot the difference in the French team without Zidane. But teams don't really start motoring till about the Quater-Finals, still a way to go.Thanks,Mexx.

<t>reza,What do you mean bymany Hedge funds have a programming test and that's what they care most about >>Are you saying that entry in a programming role in a hedge fund, requires on the passing of a standard programming test and not a industry specific one, is no serious bussiness knowledge requir...

<t>Would you say that to be a desk Quant, the requirement of a Ph.D is much less than to be a research Quant?From what I have seen (which is not a lot) desk quants and traders are almost interchangeable and have been know to move betwwen the two, mainly from quant to trading (because of the money I ...

<t>Hi All,Firstly I would like to apologize if my question has already been answered on another thread.Where can a poor student gain access to good reliable market data, I realise that free real-time data is probably out of the question, so historical data will do just fine. The kinds of data I am l...

<t>softduck,You are right, there is a whole world of IT in Banking outside the Quant Front-Office roles (which sometimes is seperate form the IT department). Here there is the development of applications for a whole multitude of support services, i.e. confirmations, connectivity(to exchanges or othe...