<r>Hi allDoes any of you know anything worth sharing here on this forum about the recently appeared book "Understanding and Managing Model Risk" by M.Morini?<AMAZON id="0470977612" tld="uk" url="http://www.amazon.co.uk/gp/product/0470977612/Have"><URL url="http://www.amazon.co.uk/gp/product/04709776...

1.4924225000000001.2335756732290710.292640500000000M.

E(E(S(T2) | T1) | t) = E(S(T2) | t) = F(t, T2) (t<=T1<=T2)M.

Maybe C.Alexander Market Risk Analysis III vol. with its chapters on options and volatility would be of some help.M.

Nelsen, Introduction to CopulasCherubini, Copula Methods in FinanceAlexander, Market Risk Analysis v.2Matlab Econometrics Toolbox covers copulas. Read its documentation.M.

Cormen, Knuth, WirthM.

Simply invert delta strike to price strike. There is a paper by U.Wystup to be found on the web with a proper formula. Or simply derive it by yourself.M.

QuoteOriginally posted by: HansiGet someone who's done the CFA to lend/give you their level 1 books.Or do CFA yourself M.

<t>QuoteOriginally posted by: martingullHi guysIm doing iterations where i need the program to stop at the last cell with value in a column.like: for i to (the last cell with value)any suggestions?you guys are always helpfull, so thank you in advance!!!BTW; im doing this in VBA, or excel 07I see it ...

Sth like this one?M.

Hamilton, Time Series Analysis, Chapter 3.M.

Reuters and Bloomberg provide tools to "calculate probabilities and expected future levels of a number of Central Bank target interest rates". I have never used them and don't know how they work in detail. You may have a look and decide if it is of any interest to you.M.

1. Convert delta to strike (see Leonidas' post).2. Interpolate.M.

I'd say: Maddala (introductory), Greene, Hayashi (advanced), Kennedy (what econometrics is about), Hamilton (time series).M.

In my opinion you should invert the sequence.M.