I lent it to someone who lost it, maybe your overly powerful brains have forgotten that possibility. I was just thinking that maybe somewhere that thing was available in pdf...thanks anyway for your "answers"

Hi,I have lost my copy of Wilmott Magazine and in there there was the article of Bruce the quant about the new greeks in the SABR model. I was wondering if anyone had it in pdf and could send it to me? that would be great.thanks a lot in advancezebbo

Hello,I ma looking for a nice article about correlation swaps IN FX. I found an article from Carr on his website about covariance swaps but I am really looking at correlation swap - is there a robust replication available for Correlation swaps byt he way?Thanks a lot for any help!Zebbo

yeah the window is rolling (i.e. i still estimate with one year using 52 data points, and they roll)what makes me think of a systematic behaviour is that i did not observe that only for GBPEUR vs GBP rateswhat is that variance test? any link to that?thanks

<t>(Sorry for the previous empty post)HiWhile looking at historical correlations of GBP rates and GBPEUR exchange rates (between 2003-2006) I found something interesting. Correlations are rolling, computed on a year of data. the 2y GBP rate and the GBPEUR exch rate (value of 1GBP in euro) are positi...

<t>quick summary for all of your wonderful answers:-Lebanon is an extremely divided country. Nobody inside Lebanon can disarm hizbullah without outside help except hizbullah itself. Hizbullah is executing mainly iranian, partly syrian agenda. It is better equipped than the Lebanese army. If you send...

<t>To everybody except well-learnt lebanese: do yo ureally think you have the information to understand the ituation in Lebnaon? I am 24 and Lebanese it is only 1y ago that I finally understood what happened during the war after reading history books spanning events from 1500 until now. This country...

Hello guys, I am looking for some ETFs to track the performance of an index that would a total return index on corporate bond indices (preferably BBB or lower), in EURO. Has anyone heard about one of those?Many thanks

<t>Hello,I am using [R] to calibrate some vector autoregressive models (using the mAr package). I know there is a test comparable to the ljung-box or portmanteau test to test for the normality of residuals, but I cant find the precise formula on the web and of course I can't find a package dealing w...

Hello, I am looking for credit-linked indices (maybe cdo, cds indices?) that are tradable and whose price decrease when correlation increases/general credit quality decreases, and increase of course if the opposite happens. have noe been able to google/wilmott one of those yet...MAny thanks

k - but he worked mainly on OATi i think...

Hello!does anyone know good books/articles dealing with the pricing of inflation derivatives (not only swaps!)?many thanks!

Hello Hello!!! Pat, or anybody kind, would you please send me a copy to sz429@nyu.edu?? It would be reaaallly niceThanks a lot in advance

ok - so we consider that the option we use to hedge is dependent on the instantaneous Variance, but doesn't it mean that we are usin Heston Model to price this hedging instrument? I am a bit lost...