<t>Greetings to everyone,I am currently taking a course in Treasurey management and would like to know the various trading strategies involved.eg, when do we short put, long put, short call, long call ... etcAny books to recommend on those? Like what are the strategies and flip side involved.As for ...

musiela rutkowski 's martingale methods in financial modelling

Hi, where can i find that paper?thanks

<t>Help!! I am at a loss on how to do thisQuestion : Option Pricing and Integration Consider a basic European Barrier Knock Up and In Call, whose price is given by the expectation call = exp ^(-rT) E[0,ST -K]+ for all ST >BWherer = local interest rateST = price at maturity time TK = strike price B =...

<t>Thanks, however I am solving this problem where I havedXo = r dtdx1 = adt + c dbt and X1(0) = x1Here I am wondering how to price the American put and call option .Coming back on the differential equation.How do we solve the following de?a p"(x) + bxp'(x) +cp(x) = 0?Thanks. Just need to solve this...

Hi I am new here and would like to find out how to solve the followind DE.(ax^2+bx+c)p'(x) + (dx+e)p''(x)=0

thinking of either Phd in finance or econometrics.

<t>Hi I am trying to dip my fingers and prepare myself for Phd . Was wondering what are the standard recommended mathematics text for 1) Econometrics / Time Series 2) stochastic calculus 3) probability theory. For me I am using oksendal's book currently for this term for stochastic calculusI learnt ...

Hi I am interested in doing a Phd finance in Switzerland in particular zurich or FAME.I have a few questions :1. How much does one need to survive in switzerland per year?2. Does one get to work there after graduation?3. Why did you choose there?Thank you and Regards

ok will take a look at those thx.

Actually if you look under careers, sometimes orgtel just look for Phd in Physics, astro physics w/o prior experiencesso I guess actually you are more than able to switch to finance. From the forums posted by Orgtel

sorry what is the difference between DEA , MFE or PHD ?

Hi I would like to find out where did you obtain your Phd and how long did you take?I like your Mphil course. Was thinking of adding a Probability theory to it.I am doing a MFE and doing stochastic calculus at the moment.

<t>i mean phd finance in insead, zurich as compared to the american universities and also on the job market.My understanding is that phd in finance is more flexible but having looked at orgtel and huxley's requirementi felt that a phd in finance might be a waste of time.Rather a phd in physics is mo...

<t>wasn't thinking abt differentiation or integrationsince most of the random processes in finance are modelled by brownian motionso what happens when a brownian motion experiences some external force ( in newtonian mechanics it is f=ma)now this force we can translate it to an event say 9/11 in fina...