What is the closest font in MS Word that is used as the standard font in latex?

Do guys get much interest from the structurers ? Meaning that do they use these types of options to hedge/create more complex structures?

True thats why its been hell trying to get any relevant data.The thesis is mostly more academic.Have you seen liquidity increase over the last couple of years? or do you reckon this market is never going to properly pick up?

From what I remember and from some single-name data that I already have, I can see that a skew does exist in most markets for cds options. But I needed some extra examples just to quickly show that they exist for my thesis.

Sorry, Double post.

I was wondering whether anyone had even a couple of implied volatilities so that I can show the existence of a volatility smile/skew on CDS indices?(even some single-name numbers will do)ML.

<t>I would be interested in this question too!I have checked around a little and know of the Birkbeck part-time PHD (although I think this can be finished in 2 years). There is some LSE PT PHD, and there used to be an Imperial one in quant finance but this has been made strictly full-time from this ...

<t>I'm a bit confused as to why stochastically time-changing a pure jump levy process (like variance-gamma) leads to a change in the volatility of that process. I understand that more time passing on the clock means more variation in 'business time' but I'm not sure why exactly this is. Is it someth...

After closely looking at zeta's code on this thread. You can just put in a \left. to match up with the \right| so no problem is caused.Cheers zeta

How can you write: \frac{dx}{dy} "evaluated at t"I was trying using Braket package but I this also puts in extra un-needed brackets. I cant use \right| because that requires a \left|

Does time-changing a pure jump levy process affect volatility alone? or does it affect kurtosis also?how can one explain why volaility changes with random time. is it through the Brownian scaling property when you model the model process as a brownian motion subordinated by some process?

Sorry, meant p.128Spoke to my supervisor yesterday and he cleared it up. The method is fine its just that I wasn't forming the time-changed X path matrix properly.Cheers,monlavingia.

<t>I'm trying to simulate a VG process with stochastic clock (generated by CIR process). I have followed Schoutens method (p.120 of his levy process book):1. simulate dy (rate of time change)2. calculate Y the time change (Y_t=int_{0}^{t}y_s ds)3. simulate VG process X from 0 to Y_T4. calculate time...

Cheers,i just put in a loop to go through the whole matrix and find the correct (row,col). this find function may be better though.

Does a function like Excel's VLOOKUP exist in Matlab to search through a large matrix?ANy help much appreciated,M.