hello i was wondering if there is a closed form solution to pricing down-and-out bond call option under the assumption that interest rate follows either arithm brownian or mean reverting process? thanks

hi, does anybody have access to alexanders edwards ferri aricle "The determinants of trading volume of high-yield corporate bonds" (2002, journal of financial markets)thanks a lot

<t>in my school it worked as follows: there were 10 subjects + project. all subjects with assignments, marked 1 to 4, and with overall weight of ~40%. exams were marked 50 to 100 (100 was impossible to achieve as rightly noted before) - weight in total score ~60%. final scores normalised so that cla...

<t>i'm trying to find PRACTICAL solution to junk bond liquidity monitoring. i've couple of points which are not perfectly clear for me, and would highly appreciate your recommendations:since i'm working on risk management rather than trading solution, i guess estimating current liquidity premium (if...

<t>hi Kanivan,i didnt fully understand your question (i dont have my 'hull' w/me now)... if you roll over your forward contract on fx at time 0 then k2 (or forward exchange rate) is going to beS1*exp{(rd(t2)-rf(t2))*T2) where rd(t2) is domestic interest rate for the period t2, and rf(t2) is foreign ...

<t>hi agreeing with guy would mean the same as to aprove of dismissing all doctors/researchers since they haven't yet found panacea to all deceases.yes, qf is not perfect but it's much better than conservatives' approach of 'gut-feeling' and former is developing.... and neither ltcm nor 87 portfolio...

<t>hi topzhou,if your trading strategy is to capitalise on existing inefficiency(ies), please make sure that your model does not attribute inefficiency to stock-specific component )if you are to use apt type models). also, building on enPassants point, before giving preference to any model, make sur...

thanks everybody

<t>hi,does anybody know where can i get hold of the paper presented on workshop on "bayesian inference and maximum entropy methods in science and engineering" (gif sur yvette, france july 2000).i attach an abstract...also hints on any other material related to this topic would be highly appreciatedt...

please be aware that goblin may still get you once you're on terra firma (if you are as lousy a runner as swimmer)

<t>the solution is straightforward (just requires brute force calculations) once you realise that the only route to escape is to divert from the line along radius at certain stagei assume throughout that neither you nor goblin does get tired (so speeds, or at least their ratio does not change)1) we ...

Hi Mario,could you please send me your spreadsheet? my email address is: vasor@yahoo.comthanks in advance

oops...

himy excel gives me a different answer((R+h)^2-R^2)^0.5)+R*(Pi-Acos(R/(R+h))-Pi*R=0.5 --> for R=6K h~12

thanks Nikolai, will have a look...