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by wstguru
August 17th, 2006, 6:58 am
Forum: Book And Research Paper Forum
Topic: Marcus Overhaus' article on himalaya options
Replies: 8
Views: 197062

Marcus Overhaus' article on himalaya options

Hi all, could one of you guys send me a copy of that paper to [email protected] thanks
by wstguru
August 14th, 2006, 2:18 pm
Forum: General Forum
Topic: Citigroup Research
Replies: 60
Views: 107106

Citigroup Research

could anyone of u guys be kind and send me those papers to [email protected] thanks
by wstguru
July 30th, 2006, 10:03 am
Forum: Technical Forum
Topic: Sukuk, Islamic banking
Replies: 0
Views: 96873

Sukuk, Islamic banking

Hi all, can anyone please shed some light on how this structure (sukuk is the islamic sharia compliant equivalent of a bond) work?what is the difference between a sukuk and a bond? do both contreparties run risk and how?many thanks
by wstguru
May 30th, 2006, 6:23 am
Forum: Brainteaser Forum
Topic: good arithmetic teaser
Replies: 8
Views: 105378

good arithmetic teaser

hi sevost, what do u mean by infinite descent? can't it be done by decomposition in premier factors
by wstguru
May 29th, 2006, 8:49 am
Forum: Brainteaser Forum
Topic: good arithmetic teaser
Replies: 8
Views: 105378

good arithmetic teaser

let a and b be positive integeres, if (a*b+1) divides a^2+b^2, then is (a^2+b^2)/(a*b+1) a perfect square?
by wstguru
May 3rd, 2006, 11:39 am
Forum: Technical Forum
Topic: Merton 1973 paper
Replies: 5
Views: 112292

Merton 1973 paper

pm me with your email and i will send it to u
by wstguru
May 3rd, 2006, 6:21 am
Forum: Technical Forum
Topic: Two math proplems
Replies: 5
Views: 108890

Two math proplems

<t>QuoteOriginally posted by: allenishandsCould somebody help me to give a proof or a hint to the following two questions ?(1) If X(t) is AR(2), i.e, there exist a1, a2 such that X(t) = a1X(t-1) + a2X(t-2) + e(t) (where e(t) ~ N(0,1)),then prove that Y(t) = (X(t), X(t+1)) is Markovian.(2) If B(t) is...
by wstguru
April 27th, 2006, 2:49 pm
Forum: Technical Forum
Topic: Leveraged Super Senior Tranche
Replies: 35
Views: 144331

Leveraged Super Senior Tranche

Hi guys, does anyone please or phillip can provide some hints on how to calibrate the the diffusion of the transition rates and what form of the volatility function one should takethanks vm
by wstguru
April 20th, 2006, 6:36 am
Forum: Off Topic
Topic: Oil Prices
Replies: 55
Views: 144196

Oil Prices

<t>QuoteOriginally posted by: AlanBQuoteOriginally posted by: wstgurudo u think oil will run out one day? I think NOEventually. The earth is of finite size. Consequently, so are her oil reserves. How can they not eventually run out?I meant In 40 years as some experts say, of course if u take a lot l...
by wstguru
April 19th, 2006, 2:32 pm
Forum: Technical Forum
Topic: Aven theorem, compensator of a point process
Replies: 4
Views: 110841

Aven theorem, compensator of a point process

I don't have it, do u have his paper ?
by wstguru
April 19th, 2006, 1:27 pm
Forum: Off Topic
Topic: Oil Prices
Replies: 55
Views: 144196

Oil Prices

do u think oil will run out one day? I think NO
by wstguru
April 19th, 2006, 1:21 pm
Forum: Technical Forum
Topic: Aven theorem, compensator of a point process
Replies: 4
Views: 110841

Aven theorem, compensator of a point process

hi jfuqua, thanks for ur help, actually the papers u pointed only use the theorm but dont describe it nor demonstrate it, a part from the last one, the one by aven itself, and this is the one am looking for, I don't know if anyone has it and can pm me coz it's not free on the netthnks
by wstguru
April 18th, 2006, 2:03 pm
Forum: Technical Forum
Topic: Aven theorem, compensator of a point process
Replies: 4
Views: 110841

Aven theorem, compensator of a point process

Hi all,I am looking for the statement of this theorem and if there is any web source which gives some details about it.thnks in advance
by wstguru
April 13th, 2006, 6:50 am
Forum: General Forum
Topic: Implied and Based Correlation
Replies: 6
Views: 111200

Implied and Based Correlation

hi shaom, I can't see any graph
by wstguru
April 12th, 2006, 2:35 pm
Forum: General Forum
Topic: Implied and Based Correlation
Replies: 6
Views: 111200

Implied and Based Correlation

<t>exact, it should not change with the tranche because it depends only on the structure of the pft, it should be constant for all tranches, but, adjusting the correlation for each tranche allows to take into account the inefficiencies of the model (especially the copula model) which under-estimate ...
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