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Search found 21 matches

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by Enthuse
September 28th, 2010, 1:15 pm
Forum: Book And Research Paper Forum
Topic: Basis Swap paper
Replies: 12
Views: 124778

Basis Swap paper

unkpath,Could you please send me a copy: [email protected] do not mind it is scanned ;-)Thanks.
by Enthuse
April 20th, 2007, 1:36 pm
Forum: Brainteaser Forum
Topic: Rainy weekend
Replies: 16
Views: 78764

Rainy weekend

think Paolos is right. My solution has some problem.
by Enthuse
April 20th, 2007, 1:34 pm
Forum: Brainteaser Forum
Topic: Rainy weekend
Replies: 16
Views: 78764

Rainy weekend

I got:min = 6.5%max = 50.5%
by Enthuse
February 7th, 2007, 6:06 pm
Forum: Technical Forum
Topic: Paul and Reza Ahmed's beautiful paper
Replies: 12
Views: 85972

Paul and Reza Ahmed's beautiful paper

MCarreira, Thanks a lot. That is very helpful.
by Enthuse
February 7th, 2007, 12:13 pm
Forum: Technical Forum
Topic: Paul and Reza Ahmed's beautiful paper
Replies: 12
Views: 85972

Paul and Reza Ahmed's beautiful paper

Cuchulainn,Thanks. I am not sure if Derman had a typo, but I just copied the authors from his blog.What is the title of the paper? Could someone please help post it?Thanks.
by Enthuse
February 7th, 2007, 12:13 pm
Forum: Technical Forum
Topic: Paul and Reza Ahmed's beautiful paper
Replies: 12
Views: 85972

Paul and Reza Ahmed's beautiful paper

Cuchulainn,Thanks. I am not sure if Derman had a typo, but I just copied the authors from his blog.What is the title of the paper? Could someone please help post it?Thanks.
by Enthuse
February 6th, 2007, 8:52 pm
Forum: Technical Forum
Topic: Paul and Reza Ahmed's beautiful paper
Replies: 12
Views: 85972

Paul and Reza Ahmed's beautiful paper

Derman in his blog mentioned a key result:dP&L = (1/2)Gamma*sigma^2 S^2(realized vol^2 - implied vol^2). and he mentioned Paul and Reza Ahmed have a beautiful paper on this. Could someone please let me know what that paper is?Thanks.
by Enthuse
March 9th, 2006, 12:42 pm
Forum: Student Forum
Topic: Lesbegue Integral
Replies: 6
Views: 116233

Lesbegue Integral

Thanks, Allen.
by Enthuse
March 8th, 2006, 2:19 pm
Forum: Student Forum
Topic: Lesbegue Integral
Replies: 6
Views: 116233

Lesbegue Integral

Can someone please help me to understand what this Lesbegue Integral mean: integral(W(t)dt), where W is Brownian motion and t is time.Thanks.
by Enthuse
February 22nd, 2006, 4:17 pm
Forum: General Forum
Topic: Convexity Adjustment for CMCDS
Replies: 12
Views: 121752

Convexity Adjustment for CMCDS

Thanks.
by Enthuse
February 22nd, 2006, 3:10 pm
Forum: General Forum
Topic: Convexity Adjustment for CMCDS
Replies: 12
Views: 121752

Convexity Adjustment for CMCDS

I got it. Thanks.
by Enthuse
February 22nd, 2006, 3:09 pm
Forum: General Forum
Topic: Convexity Adjustment for CMCDS
Replies: 12
Views: 121752

Convexity Adjustment for CMCDS

Could you guys let me know where I can find Nevena's thesis?Thanks.
by Enthuse
February 17th, 2006, 11:53 am
Forum: General Forum
Topic: Secondary CDO Valuations
Replies: 10
Views: 121469

Secondary CDO Valuations

Can I please get a copy? thanks. [email protected].
by Enthuse
February 13th, 2006, 2:03 pm
Forum: Technical Forum
Topic: CDS Tranche Trading
Replies: 10
Views: 122964

CDS Tranche Trading

could you please send a copy to [email protected].
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