Serving the Quantitative Finance Community

Search found 11 matches

by Sanskript
March 19th, 2008, 1:23 pm
Forum: Technical Forum
Topic: Paper Request:Survival of the Fittest? New Fund Applies Science to the Markets
Replies: 1
Views: 57359

Paper Request:Survival of the Fittest? New Fund Applies Science to the Markets

Survival of the Fittest? New Fund Applies Science to the MarketsPaper was produced by: Financial Labs
by Sanskript
March 12th, 2008, 1:06 pm
Forum: Technical Forum
Topic: quantitative analyst, n. From OED
Replies: 0
Views: 57452

quantitative analyst, n. From OED

<t>A practitioner of or expert in quantitative analysis.1867 J. ATTFIELD Introd. Pharmaceut. Chem. 309 The scope of this work precludes any attempt to describe all the little mechanical details observed by quantitative analysts. 1925 Amer. Econ. Rev. 15 5 Our whole apparatus of reasoning..on the bas...
by Sanskript
March 12th, 2008, 1:06 pm
Forum: Technical Forum
Topic: quantitative analyst, n. From OED
Replies: 0
Views: 57493

quantitative analyst, n. From OED

<t>A practitioner of or expert in quantitative analysis.1867 J. ATTFIELD Introd. Pharmaceut. Chem. 309 The scope of this work precludes any attempt to describe all the little mechanical details observed by quantitative analysts. 1925 Amer. Econ. Rev. 15 5 Our whole apparatus of reasoning..on the bas...
by Sanskript
September 20th, 2007, 8:09 am
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 187943

Credit Derivatives & Subprime Crisis

<r>Does anyone have the report on "Re-intermediation" produced by Nigel Myer of Dresdner Kleinwort?If so please post....Welcome to the world of ‘re-intermediation’ [<URL url="http://ftalphaville.ft.com/blog/2007/09/12/7243/welcome-to-the-world-of-re-intermediation/"><LINK_TEXT text="http://ftalphavi...
by Sanskript
September 13th, 2007, 6:04 am
Forum: Technical Forum
Topic: Theory of Risk Capital in Financial Firms (Paper)
Replies: 2
Views: 68078

Theory of Risk Capital in Financial Firms (Paper)

Does anyone have the paper "Theory of Risk Capital in Financial Firms" Merton, Robert C., and André F. Perold. ?It was published inJournal of Applied Corporate Finance 6, no. 3 (fall 1993): 16-32Please post if you do....
by Sanskript
August 29th, 2007, 8:38 am
Forum: Technical Forum
Topic: Hedging a Portfolio of Synthetic CDOs...
Replies: 9
Views: 68386

Hedging a Portfolio of Synthetic CDOs...

Hi vespaGL150Kindly post the paper from BoA please...Thanks
by Sanskript
April 25th, 2007, 9:46 am
Forum: Technical Forum
Topic: Pricing Bespoke CDOs: Latest Developments-Turc
Replies: 0
Views: 73679

Pricing Bespoke CDOs: Latest Developments-Turc

Hi Does anybody have this SG paper? I believe that it was published last year.It would be most appreciated if it could be posted.ThanksS
by Sanskript
March 29th, 2007, 3:17 pm
Forum: Technical Forum
Topic: Mapping of bespokes CDO using Base Correlation - the Square Root Moneyness Approach
Replies: 7
Views: 78097

Mapping of bespokes CDO using Base Correlation - the Square Root Moneyness Approach

Can anyone please post the presentation?Was it by Jon Gregory?
by Sanskript
January 19th, 2007, 10:10 am
Forum: Technical Forum
Topic: Harmstone, A., 2004 “Investing in Implied Volatility”, Lehman Brothers
Replies: 4
Views: 82831

Harmstone, A., 2004 “Investing in Implied Volatility”, Lehman Brothers

Has file sharing of bank produced papers stopped?Has it migrated to another forum?
by Sanskript
May 4th, 2006, 4:44 pm
Forum: Technical Forum
Topic: Paper Request "Simulation and calibration of the HJM"
Replies: 0
Views: 106569

Paper Request "Simulation and calibration of the HJM"

If anybody has the above paper by: L. Andersen, 1995, General Re Financial Products- Please post.Thanks