Hi, Spaceinvader. I sent you a private message.v.

, but .An increment of 100% cannot be ocnsidered an infinitesimal anymore.victor.

The square of an operator is the operator acting twice on the function and by symmetry of the second derivatives (if they exists) you arrive to your first expression.victor

<t>I am writing this class to be used in a variety of different programs. Members of the class are options and other derivatives.I am using these members in collections to generate portfolios or baskets, and evauate scenarios, back testing, ...I want it ot be quite general, but the problem is whethe...

<t>One of the members of my class is actually a function that evaluates some properties and returns a value.I suppose i should implement it as a method. The question is that this member must be called several times even if the parameters did not change.Is the followjng an admissible solution?-implem...

That's true, but a recovery rate of 0.4 is a standard assumption.

<t>I suppose that the yield is all you need to get the price of the bond, since it encodes all the information. (risk free rate, spread, recovery rate, and probability of default).You can use the yield to get the price of the bond, and then you can implement a model (let's say an intensity model) th...

<t>Quote... it is merely redundant because only two constants are needed to describe all possible quadratic equations.I disagree -- x^2 + bx + c = 0 is a projection of all possible quadratic equations; it can't describe them all (what if the x^2 term is absent?) By this logic how many constants woul...

<t>For every different parametrization of the smaple space, (a x^2 + bx + c=0, or (x^2+bX+c=0), or thelast form that needaclue suggested, the fact that keeping the "same" probability distribution for the parameter that appear in the representation is giving us different probability spaces, an hence ...

<t>Thanks for your reply.I'm mathematician. My goal is to implement myself the models i make, and also to add some new value to my background, or let's say, just because i learn new things every day. Next steps seem logically to me that it should be some average programmimng skills.I knew fortran an...

<t>Yes and not, saigmqnthe spaces l2 (with lower case L) consisting on the square integrable functions is the one that we are descrbing. As you sais, there are functions that for which their distance (in the l2 norm) is zero.This defines an equivalence relation in l2 (agan lower case L).By taking th...

Ok, i'm not a programmer.if i should to start to learn properly a language now, which one should i choose and for what? C++, C#, Cuchulainn?

<t>The point was the second line of my post. (apologize if it wasnt clear enough)Most of the people i know is NOT in QF, they are in e-commerce and global solutions that's why most of the poeple I know dont use C++.The question is if this trend is local (proper e-commerce, web applications, ...) or ...

<t>QuoteClaiming everyone moving from C++ to Java is just a meaningless assertion!People use Java to develop e-commerce, web applications because Java ,more correctly, J2EE is good for the task.[...] I claimed that almost everyone that i know in moving to Java.80% of my friend are programmers for e-...

<t>Bhutes, The spaces of square integrable functions is an EXAMPLE of hilbert space., and it shouldn'tbe taken as a definition. There are many other different examples.p-integrable spaces also exists (L^p spaces) and are also different examples of banach spaces. (every hilbert space is a Banach spac...