<t>could you elaborate how to get 3.24 based on the paragrpah starting with "if t<t0" it seems to me that in the whole sector on interest rate swap, authors tend to add the principal of 1 which is paid back at the maturity into the formula (e.g. 3.14 & 3.15). this makes much easier to get the eq...

<t>Hello,I am reading the book and have a few questions:1. on Page 44, is the equation 3.25 correct? shouldn't the P(t, t0) be 1?2. if 3.25 is wrong, the equation 3.31 on page 47 should be also questionable. right?if I am right on above two questions, are there any other paper/books cover the same t...

it makes sense that they want to sell more books by doing so.but I suspect they consider the backlash from the subscribers.

how about the Tech Hackers?

Hi DCFC,May I have a copy of your lecture notes too?my email is sird.quants@gmail.comThanks a lot

<t>i am more interested in knowing the magazines normally you can`t find in the university library. i.e. practitioners`d like to read.one example is "journal of investment management". Not many schools subscribe it since it`s not included in the products like Gale or Proquest. So it`s not easy to fi...

Just want to get a sense on what the magazines are popular in the industry and academia.Thanks

thanks so much

could someone please send me a copy at sird.quants@gmail.comthanks

could someone please send me a copy at sird.quants@gmail.comthanks

anyone?

could anyone who has this article send me a copy?my email issird.quants@gmail.comThanks

<t>I recommend SUSE if you want to use Linux as a develpment platform as well as an entertaining environment.I installed RedHat/Federa before and after installation I spend several hours to get it ready to use. For SUSE, once you installed it, it seems that everything is ready: internet, multimedia,...

Hi all,want to know what kind of risks are in the retail & commercial banking products. What options are embedded in those products?what kind of option pricing models are used?thx

how about the Gamma?the reason is:since we assume the volatility is constant in B-S, the vega will be zero.since usually we make the portfolio delta-neutral, the delta is less important.