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Search found 21 matches

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by youyn
June 27th, 2007, 1:58 pm
Forum: Student Forum
Topic: a question in the "interest rate modelling" by James & Webber
Replies: 2
Views: 69839

a question in the "interest rate modelling" by James & Webber

<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...
by youyn
June 27th, 2007, 2:33 am
Forum: Student Forum
Topic: a question in the "interest rate modelling" by James & Webber
Replies: 2
Views: 69839

a question in the "interest rate modelling" by James & Webber

<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...
by youyn
June 7th, 2007, 10:30 pm
Forum: Book And Research Paper Forum
Topic: Get Mad at Risk Magazine
Replies: 8
Views: 72230

Get Mad at Risk Magazine

it makes sense that they want to sell more books by doing so.but I suspect they consider the backlash from the subscribers.
by youyn
December 10th, 2006, 11:34 pm
Forum: Programming and Software Forum
Topic: List of commercial pricing library ?
Replies: 7
Views: 130808

List of commercial pricing library ?

how about the Tech Hackers?
by youyn
December 9th, 2006, 5:09 am
Forum: Programming and Software Forum
Topic: VBA & C++ for beginners!!!
Replies: 67
Views: 212670

VBA & C++ for beginners!!!

Hi DCFC,May I have a copy of your lecture notes too?my email is sird.quants@gmail.comThanks a lot
by youyn
December 6th, 2006, 6:36 pm
Forum: Book And Research Paper Forum
Topic: what magazines are you reading?
Replies: 6
Views: 87139

what magazines are you reading?

<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...
by youyn
December 6th, 2006, 12:48 am
Forum: Book And Research Paper Forum
Topic: what magazines are you reading?
Replies: 6
Views: 87139

what magazines are you reading?

Just want to get a sense on what the magazines are popular in the industry and academia.Thanks
by youyn
November 26th, 2006, 4:01 am
Forum: Book And Research Paper Forum
Topic: Understanding the Yield Curve by Salomon Brothers
Replies: 19
Views: 212329

Understanding the Yield Curve by Salomon Brothers

could someone please send me a copy at sird.quants@gmail.comthanks
by youyn
November 26th, 2006, 4:00 am
Forum: General Forum
Topic: Understanding the Yield Curve...
Replies: 12
Views: 203554

Understanding the Yield Curve...

could someone please send me a copy at sird.quants@gmail.comthanks
by youyn
November 25th, 2006, 9:30 pm
Forum: Book And Research Paper Forum
Topic: Jamshidian (1991)
Replies: 14
Views: 197600

Jamshidian (1991)

anyone?
by youyn
November 2nd, 2006, 2:40 pm
Forum: Book And Research Paper Forum
Topic: Jamshidian (1991)
Replies: 14
Views: 197600

Jamshidian (1991)

could anyone who has this article send me a copy?my email issird.quants@gmail.comThanks
by youyn
July 12th, 2005, 12:47 am
Forum: Programming and Software Forum
Topic: Advice on Linux
Replies: 15
Views: 146653

Advice on Linux

<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,...
by youyn
July 14th, 2004, 2:09 am
Forum: Careers Forum
Topic: what the retail market risk is dealing with?
Replies: 0
Views: 181938

what the retail market risk is dealing with?

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
by youyn
July 11th, 2004, 2:09 pm
Forum: Student Forum
Topic: what's the most important property of options
Replies: 27
Views: 185753

what's the most important property of options

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.
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