Serving the Quantitative Finance Community

Search found 7 matches

by boblau
March 13th, 2005, 8:07 am
Forum: Programming and Software Forum
Topic: VBA & C++ for beginners!!!
Replies: 67
Views: 212648

VBA & C++ for beginners!!!

DCFC,I am planning to pick up programming skill. Could me your lecture note?My email is:tclau05@yahoo.comCheers.Bob
by boblau
February 24th, 2005, 10:32 pm
Forum: General Forum
Topic: Strange structure product
Replies: 6
Views: 160289

Strange structure product

<t>exotiq,Thank you for the shaded light. The product is exactly like the Harvest posted by GCS, except the figure.You mentioned that all the structurer cares about is the relative performace of the shares from their initial levels. Can we said that the payout is isolated from the FX exposure. Hence...
by boblau
February 23rd, 2005, 10:27 pm
Forum: General Forum
Topic: Strange structure product
Replies: 6
Views: 160289

Strange structure product

<t>This product is a typical coupon increasing structured product. Ratcher option is a possible candidate for the derivative portion of this structured product. But, the underlying are 15 shares traded in several countries, which the issuer is exposed to FX exposure and potential payout. Quanto coul...
by boblau
February 19th, 2005, 11:24 am
Forum: General Forum
Topic: Strange structure product
Replies: 6
Views: 160289

Strange structure product

<t>Hi there,I am wondering what options are embedded in a structure product. The summary of the product:Structure product for retail market with the following features:There are 16 underlying shares, traded in different countries / currencies (USD, EUR, Korean Won, and Japanese Yen). 5 years investm...
by boblau
December 29th, 2004, 1:43 pm
Forum: General Forum
Topic: Application of Financial Engineering in Islamic Finance
Replies: 5
Views: 165530

Application of Financial Engineering in Islamic Finance

Thanx mates. Wish you guys have a wonder new year ahead. Cheers,Bob
by boblau
December 26th, 2004, 2:05 am
Forum: General Forum
Topic: Application of Financial Engineering in Islamic Finance
Replies: 5
Views: 165530

Application of Financial Engineering in Islamic Finance

<t>Hi there, Currently, I am doing a feasibilty study of doing a project in developing Islamic Financial product such as Credit Derivative Options, Swap, Structured Product and etc. using Financial Engineering technology. There are several questions that I wish you guys could help...What is the main...
by boblau
December 24th, 2004, 5:57 am
Forum: General Forum
Topic: Islamic Hedge Fund Won't be Caught Short
Replies: 13
Views: 174307

Islamic Hedge Fund Won't be Caught Short

<t>Hi there,I am a Financial Engineering student from Singapore and planning to do a project with regards to the application of Financial Engineering technology in Islamic Finance, probably in product structuring and marketing aspects.What do you guy think about it and hope do a none-muslim get a st...