<r>ouch good luck3 years and a half after having worked on the topic I had never been able to find something like "BASEL2 for dummies" despite a lot of the exec above me asked me something "really simple" to read.the most simple paper that I've been ableto find was this onehttp://<URL url="http://ww...

<r>QuoteOriginally posted by: mikebellI seriously doubt that Lance dopes. If you really wanna know the secret behind his success, consider this:QuoteLance Armstrong's heart is almost a third larger than that of an average man. During those rar moments when he is at rest, it beats about thirty-two ti...

<r>moreover and having a look at the other forums I found these posts that might help (figuring out that bloomberg might provide this kind of data)<URL url="http://www.wilmott.com/messageview.cfm?catid=4&threadid=18571honnestly"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... 1honne...

<r>hi,I guess the best thing to do is (if possible) to get in touch with mark-it partners and purchase them historical data?<URL url="http://www.mark-it.com/index.jsp?highlight=4#if">http://www.mark-it.com/index.jsp?highlight=4#if</URL> you bank or HF do not have any database on the subject I am wel...

<t>a question about private placement bonds. apart from the obvious, are there any (e.g. tax) advantages of holding them?> usually a private (bond) placement is done for some reasons by the issuing company (cost of the "public" offering process, cost of the rating process, cost of the induced financ...

<r>I don't know the website that you mentionned.For my part I use the daily closing fixed FX rate issued by the Central Bank of the country for which I have sold the currency (i.e. if I bought Sterling and sold Euro, I will use the Fx rate fixed by the ECB - see link below - and if I've bought USD a...

<r>Hi,I'd be quite happy to give you such data but they are quite difficult to find on a single (or even a couple of) websources.nevertheless FYI there's a French business school (in association with CSFB) that tracks quite well the HF industry (and which issues some index on it): <URL url="http://w...

<r>hellothis question had already been answered on the bottom of page 2 of the General forum (please find the link hereafter: <URL url="http://www.wilmott.com/messageview.cfm?catid=3&threadid=14419"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... adid=14419">http://www.wilmott.com/m...

<r>Good morning/afternoon,two documents in pdf format that might help you:<URL url="http://tns.ndhu.edu.tw/~pkuo/web_fic/papers/liao_The%20Pricing%20Models.pdfhttp://mahd-pc.jims.cam.ac.uk/archive/PAPERS/1997/9702.pdfRegards"><LINK_TEXT text="http://tns.ndhu.edu.tw/~pkuo/web_fic/pa ... pdfRegards">h...

<t>I'm sorry I cannot really understand clearly your question. Maybe that I've worked too much today on the parmalat subject (see my question on the general forum)... ;-)I should have a rest tonight and come back to you tomorrow with a fresh(er) mind ;o)NB: on RTRS input <CNOTEC10> then <enter> and ...

<r>what kind of P/Y information do you miss?On the following page you have a "prefixed coupon" pricing calculation method.<URL url="http://www.francetresor.com/oat/fr/tech06.htmlwhat">http://www.francetresor.com/oat/fr/tech06.htmlwhat</URL> else do you need?Maybe it's also a question of language. Ar...

thanks for this precise framework.I will try to be as precise as possible. It will keep me from having a too large sample to study ;-)regards

<t>Thanks for this answer.I know that this question is a bit stupid but I have been asked by a Credit Committee to achieve such a study so obviously I cannot reply them that their question is dumb otherwise I might have to look for another job in the following seconds after my comment ;-)Honnestly I...

<r>(i) For S&P 500 hist. DB:<URL url="http://kumo.swcp.com/stocks/%28ii%29">http://kumo.swcp.com/stocks/(ii)</URL> For Euronext's stock markets (5y database):<URL url="http://www.bourse-de-paris.fr/en/index_fs.htm?nc=2&ni=11&nom=marche%28iii%29"><LINK_TEXT text="http://www.bourse-de-pari...

<r>Good morning/afternoon,* exchange rate (euro/usd, gbp/usd, yen/usd ...) on a daily basis and up to 10 years backwards(i) ECB figures (only since 4/1/99): <URL url="http://www.ecb.int/stats/eurofxref/eurofxref-hist.zip%28ii%29"><LINK_TEXT text="http://www.ecb.int/stats/eurofxref/euro ... st.zip(ii...