Serving the Quantitative Finance Community

Search found 10 matches

by V786
April 7th, 2006, 3:57 pm
Forum: Off Topic
Topic: Iran's radar avoiding missile
Replies: 91
Views: 116275

Iran's radar avoiding missile

<r>yeah of course - 20 mins it would all be over... <URL url="http://news.bbc.co.uk/onthisday/hi/dates/stories/april/25/newsid_2503000/2503899.stm"><LINK_TEXT text="http://news.bbc.co.uk/onthisday/hi/date ... 503899.stm">http://news.bbc.co.uk/onthisday/hi/dates/stories/april/25/newsid_2503000/250389...
by V786
January 4th, 2006, 11:13 am
Forum: General Forum
Topic: SIV Structure
Replies: 5
Views: 126550

SIV Structure

<t>"A structured investment vehicle or "SIV" is a limited-purpose operating company that undertakes arbitrage activities by purchasing mostly highly rated medium- and long-term, fixed-income assets and funding itself with cheaper, mostly short-term, highly rated CP and MTNs. While there are a number...
by V786
October 7th, 2005, 9:09 am
Forum: Off Topic
Topic: Iranian nuclear reactor will be knocked out during this year
Replies: 564
Views: 245480

Iranian nuclear reactor will be knocked out during this year

<t>Jaafari defends Iran against fresh allegations Agence France-Presse Thu Oct 6, 2005 11:56 AM ETTEHRAN (AFP) - Iraqi Prime Minister Ibrahim Jaafari has rejected fresh British allegations that Iran is backing insurgents in his country and described relations between Baghdad and Tehran as "friendly ...
by V786
October 6th, 2005, 9:35 am
Forum: General Forum
Topic: CPPI/Leveraged Super SEnior
Replies: 3
Views: 135217

CPPI/Leveraged Super SEnior

ML research have papers on both Leveraged Super Seniors and CPPI.
by V786
September 23rd, 2005, 3:27 pm
Forum: Off Topic
Topic: New Orleans: Holy Crap
Replies: 259
Views: 155769

New Orleans: Holy Crap

Rabbi: Hurricane is Bush's punishment for pullout support http://www.haaretzdaily.com/hasen/spages/622278.html
by V786
July 8th, 2005, 11:06 am
Forum: Book And Research Paper Forum
Topic: Correlation Skew
Replies: 0
Views: 143432

Correlation Skew

Can anyone pls post the ML paper on 'correlation skew' by Kakodkar/Galiani pls. Thanks
by V786
June 20th, 2005, 7:26 am
Forum: General Forum
Topic: CDO Senior Tranche
Replies: 2
Views: 145284

CDO Senior Tranche

paper by merrills on correlation trading. 26/11/03
by V786
June 17th, 2005, 12:28 pm
Forum: General Forum
Topic: Leveraged Super Senior
Replies: 4
Views: 146140

Leveraged Super Senior

secondMan, can you elaborate on delevered risk uplevered.. is it the unwind on the trigger event that is the issue ?
by V786
June 17th, 2005, 7:25 am
Forum: General Forum
Topic: Leveraged Super Senior
Replies: 4
Views: 146140

Leveraged Super Senior

not really, different structure, the leverage is located outside the structure, as opposed to being an integral feature of it.
by V786
June 16th, 2005, 9:45 am
Forum: General Forum
Topic: Leveraged Super Senior
Replies: 4
Views: 146140

Leveraged Super Senior

Anyone come across leveraged super senior tranches, the spread is good but is it worth it ?