ExotiqThat is exactly the option that I am trying to price. Thank you for your advice. I'll probably have some more questions as I work on it.

<t>I am trying to price an Interest rate contingent put option. The option is on an equity index and the payoff is contingent on a particular interest rate swap rate at maturity. (Payoff is 0 when the swap rate at maturity is beyond/below a certain level)I dont know if there is a closed form solutio...

Need help: In pricing an option on an equity index when the payoff at maturity is dependent on a long term swap rate.Monte carlo methods preferred.Thanks!

You will have no problem with exam II. exam I will need preparation. 10 h/week for 3 months should be ok. I would suggest taking practice exams on PRMIA's website half way through your preparation.

<t>QuoteOriginally posted by: tosh137Hi,Can anybody provide links or pointers so as to help me understand PIMCO's methodologies in fixed income management.. (or related stuff)I'm hoping for a quant position ...probably in their Portfolio analytics group.(I have an MS in fin engg and can understand f...

<t>All the chapters in the book are in a secure pdf format. You can buy individual chapters also. Once you buy them you can download the secure pdf files onto your computer. You can also print them out. To open the files you may have to install a small Unsealer software. These files retrieve the lic...

<t>I bought the book and I like it. I got a student discount as I registered for the test.They have not made all the chapters available but the test content did not really match the stuff in the text. I have taken only I and II and they are easy. I was actually dissapointed with the test. The text i...

I think it is as good a risk measure as long and shorts from the same sector. But is getting the data for calculations easy to compute?

Are these kind of Total Return Swaps used? If so, how do you value them? Thanks

Most probably they are just tab delimited text files. Try opening them using notepad. If successful, export them to excel format.Rajneesh

<t>Are you talking about evaluating and comparing strategies of different hedge funds. I work for a financial consulting company and I face this problem very often. Any references will be highly appreciated. I am sure people working for hedge funds use a systematic approach to evaluate different str...

Dont know if I am alowed do that.... but here it is

<r>I found this helpful:<URL url="http://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2004/Keating_The_omega_function.pdfI"><LINK_TEXT text="http://faculty.fuqua.duke.edu/~charvey/ ... ction.pdfI">http://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2004/Keating_The_omega_function.pdfI</LINK_TEXT...