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by math9
August 12th, 2014, 9:15 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

<r>QuoteOriginally posted by: bearishQuoteOriginally posted by: math9QuoteOriginally posted by: GamalDid you try <EMAIL email="hans-peter.bermin@morganstanley.com">hans-peter.bermin@morganstanley.com</EMAIL>?Hopefully, it will appear in Arxiv.It would be highly irregular for a math finance paper (I ...
by math9
August 12th, 2014, 3:27 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

QuoteOriginally posted by: GamalDid you try hans-peter.bermin@morganstanley.com?Hopefully, it will appear in Arxiv.
by math9
August 12th, 2014, 3:25 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

QuoteOriginally posted by: BramJQuoteOriginally posted by: math9No, it is only to you.Well, ask a specialist if you are so curious and not lazy to visit.
by math9
August 12th, 2014, 1:40 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

<t>QuoteOriginally posted by: BramJQuoteOriginally posted by: bearishOne may legitimately question the role and influence of World Scientific, Springer, Elsevier, and the like in scientific publishing. Requests for blatant copyright violation as a matter of course ("how these procedures work") is al...
by math9
August 12th, 2014, 1:40 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

<t>QuoteOriginally posted by: bearishQuoteOriginally posted by: math9QuoteOriginally posted by: BramJSo you're too lazy to get a reimbursement for 20 pounds and instead expect somebody else to deliver content to you (which a. requires somebody else to do work for you and b. might be asking them to a...
by math9
August 11th, 2014, 4:48 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

<t>QuoteOriginally posted by: BramJQuoteOriginally posted by: math9QuoteOriginally posted by: BramJSo you're too lazy to get a reimbursement for 20 pounds and instead expect somebody else to deliver content to you (which a. requires somebody else to do work for you and b. might be asking them to act...
by math9
August 11th, 2014, 2:17 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

<t>QuoteOriginally posted by: BramJSo you're too lazy to get a reimbursement for 20 pounds and instead expect somebody else to deliver content to you (which a. requires somebody else to do work for you and b. might be asking them to actual violate the law, not sure on that one)?You obviously have no...
by math9
August 11th, 2014, 11:20 am
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

<t>Nobody could predict the value added in research, right? The standard is only libs to pay for journal subscriptions and affiliates to get the stuff for free. That's not a book. An affiliate could go through 100 papers for a single line of idea. Imagine to pay on private those 20 pounds for all of...
by math9
August 10th, 2014, 1:46 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

Strangely, the unis' libs where I reside have missed that particular journal from the subscription's list. It would be too complicated to ask in the summer for £20 reimbursement for knowledge that must disseminate quickly and for free, typical for academic journals articles.
by math9
August 9th, 2014, 1:40 pm
Forum: Book And Research Paper Forum
Topic: Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
Replies: 20
Views: 8361

Paper: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

Looking urgently for this article: ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSISHANS-PETER BERMIN, International Journal of Theoretical and Applied Finance, Volume 17, Issue 05, August 2014
by math9
July 2nd, 2014, 10:25 am
Forum: Book And Research Paper Forum
Topic: J.P. Morgan Trading credit in different currencies via Quanto CDS
Replies: 2
Views: 5997

J.P. Morgan Trading credit in different currencies via Quanto CDS

Looking urgently for this stuff: J.P. Morgan, 2010, Trading credit in different currencies via Quanto CDS, Europe Credit Derivatives ResearchAny help kindly appreciated.
by math9
December 17th, 2013, 12:17 pm
Forum: Careers Forum
Topic: omitted comma on a cv how fatal?
Replies: 35
Views: 11520

omitted comma on a cv how fatal?

...............
by math9
June 12th, 2013, 12:28 pm
Forum: Technical Forum
Topic: hedging time inhomogeneous models
Replies: 5
Views: 8725

hedging time inhomogeneous models

<t>Yep, it's sad, and more sad is that, at least to my knowledge, I haven't seen this to be finally resolved, even in Bergomi series, aren't it? What confuses me exactly in the posed context of time inhomogeneous case is: OK, we need to find a good stoch. process for the dynamics of [spot(t), vol(t)...
by math9
June 8th, 2013, 7:23 pm
Forum: Technical Forum
Topic: hedging time inhomogeneous models
Replies: 5
Views: 8725

hedging time inhomogeneous models

Just googled that abstract, and nope, no survey paper like that. Still keep hope.
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