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by Monkey
April 5th, 2005, 1:13 pm
Forum: Book And Research Paper Forum
Topic: Energy Risk Management
Replies: 8
Views: 155808

Energy Risk Management

I liked Eydeland's book: sufficiently practical that it covers some of the more interesting facets of the energy markets. I'd say C&S's book is a must read as well.Has anyone read the new book by Helyette Geman ?Monkey
by Monkey
September 6th, 2004, 11:35 am
Forum: Technical Forum
Topic: Mean Reversion Jump diffusion Process (MRJD)
Replies: 24
Views: 197040

Mean Reversion Jump diffusion Process (MRJD)

Anita,If possible, I too would also like to be included in the distribution of your thesis.My email address is monkey@myrandomstuff.co.ukKindest regardsMonkey
by Monkey
August 27th, 2004, 6:27 am
Forum: Programming and Software Forum
Topic: Excel graph. Counting number of series ...
Replies: 3
Views: 177433

Excel graph. Counting number of series ...

Try ActiveSheet.ChartObjects(1).Chart.SeriesCollection.CountAssuming you've only got one chart on the worksheetHTH
by Monkey
July 21st, 2004, 11:16 am
Forum: Book And Research Paper Forum
Topic: C++ Design Patterns and Derivatives Pricing
Replies: 82
Views: 200914

C++ Design Patterns and Derivatives Pricing

My copy just arrived.... time for a coffee break!
by Monkey
August 29th, 2003, 2:27 pm
Forum: Programming and Software Forum
Topic: binomial trees in LATEX
Replies: 7
Views: 190557

binomial trees in LATEX

Attached is a quick hack I put together to draw trinomial trees in excel. Hope this helpsAndy
by Monkey
June 17th, 2003, 4:43 pm
Forum: Book And Research Paper Forum
Topic: Deng's PhD Thesis
Replies: 2
Views: 190087

Deng's PhD Thesis

Deng's paper seems to be available at this addressRegardsAndy
by Monkey
February 5th, 2003, 9:51 am
Forum: Programming and Software Forum
Topic: Best way to add functionality to Excel
Replies: 1
Views: 189542

Best way to add functionality to Excel

<t>I've written a couple of routines that I would now like to access from within an Excel worksheet (and maybe Word but that is not a requirement). They are currently written in VB.net and I'm looking for advice on the best way to proceed. Thus the question is: What are the options for adding functi...
by Monkey
July 2nd, 2002, 12:57 pm
Forum: Student Forum
Topic: Estimating transition density functions
Replies: 0
Views: 189180

Estimating transition density functions

<t>I'm fairly new to all this so please bear with me...I'm looking at the possibilities attached to valuing optionality (actually in physical assets) using a stochastic mesh. Looking at some of the existing research, the methodology looks feasible (computationally that is over a small time horizon),...