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Search found 21 matches

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by vin100
November 27th, 2009, 11:36 am
Forum: Book And Research Paper Forum
Topic: Looking for Numerical Methods for the Markov functional model
Replies: 0
Views: 34259

Looking for Numerical Methods for the Markov functional model

It is by Simon. Johnson. Numerical Methods for the Markov-Functional Model. WilmottMagazine, pages 6875, January 2006.Thanks very much .
by vin100
August 18th, 2009, 7:49 pm
Forum: General Forum
Topic: examples on how to build zero curve
Replies: 52
Views: 100182

examples on how to build zero curve

Can someone send it to me please.Many thanks.designolle@gmail.com
by vin100
March 18th, 2008, 8:07 pm
Forum: Off Topic
Topic: China vs Tibet
Replies: 150
Views: 73220

China vs Tibet

<t>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: vin100I am Chinese and have shame to see a guy like TraderJoe who can say stupid thing around .Call yourself Chinese? You are in fact nothing more than a traitor, in your leaders' and others' eyes. Why don't you say what you have said...
by vin100
March 18th, 2008, 6:32 am
Forum: Off Topic
Topic: China vs Tibet
Replies: 150
Views: 73220

China vs Tibet

I am Chinese and have shame to see a guy like TraderJoe who can say stupid thing around .
by vin100
March 16th, 2008, 4:50 pm
Forum: Off Topic
Topic: China vs Tibet
Replies: 150
Views: 73220

China vs Tibet

QuoteOriginally posted by: TraderJoeI know Tibet is the underdog, with friendly monks and all, but I just can't help feeling a little empathy for China here.Clashes leave ten dead in Tibet.Does China have a little fucking empathy?
by vin100
May 29th, 2007, 8:14 pm
Forum: Careers Forum
Topic: Legal advice
Replies: 6
Views: 71296

Legal advice

Here following is one phrase that someone sent me:"You oriental people should go back to your own country and live where there is no honor"Should I raise this issue to court as a racial discrimination,how much I can expect for a compensasion.
by vin100
April 19th, 2007, 1:00 pm
Forum: Technical Forum
Topic: Good CMS spread article recommondation
Replies: 41
Views: 102867

Good CMS spread article recommondation

Could someone send to me at designolle@gmail.comMany thanks.
by vin100
March 4th, 2007, 12:27 pm
Forum: Student Forum
Topic: Does terminal correlation change much if we change probability
Replies: 0
Views: 77568

Does terminal correlation change much if we change probability

Could you give me an example.Thank you.
by vin100
February 11th, 2007, 10:43 am
Forum: Student Forum
Topic: Why matrix of correlation should be definitive positive
Replies: 7
Views: 79880

Why matrix of correlation should be definitive positive

I read Brigo and Rebonato 's book.They state always that matrix of correlation should be definitive positive.Could you please explain why?Thank you.
by vin100
April 11th, 2006, 9:03 am
Forum: Numerical Methods Forum
Topic: Good way to apply jump diffusion model numerically?
Replies: 53
Views: 122537

Good way to apply jump diffusion model numerically?

<t>Last year ,I worked on a problem of hedging(approach by utility function) in a jump model by technique of stochastic control.The PIDE now become a HJB-PIDE.I coded it by the scheme implicit-explicit and had a little pretty result of convergence.We looked at the price in the sense of indifference ...
by vin100
March 20th, 2006, 7:55 pm
Forum: Book And Research Paper Forum
Topic: Finance [and related] Journals
Replies: 12
Views: 124999

Finance [and related] Journals

Finance and Stochastics(Springer)
by vin100
February 17th, 2006, 1:12 pm
Forum: Book And Research Paper Forum
Topic: papers on HJM with stochastic volatility
Replies: 2
Views: 120063

papers on HJM with stochastic volatility

Thanks jfuqua.I am looking of these articles :- Back to the futures , Andreasen- Time to smile , Pitterbarg- Smile dynamics , BergomiCan somme one please send them to me designolle@gmail.com.Thanks in advance.
by vin100
February 15th, 2006, 7:41 am
Forum: Book And Research Paper Forum
Topic: papers on HJM with stochastic volatility
Replies: 2
Views: 120063

papers on HJM with stochastic volatility

Could you recommend me somme good references on HJM models with stochastic volatility?Thank you.
by vin100
February 3rd, 2006, 9:40 pm
Forum: Careers Forum
Topic: How to well start
Replies: 2
Views: 120071

How to well start

<t>Hi ,I will begin my internship in two month as a front office quant fixed income.We have all received the guide of P&D for how to getting a quant job.However, I would like to know how to well start a role of junior quant.What I should pay more attention (like product knowledge,communication s...
by vin100
January 29th, 2006, 10:18 pm
Forum: Careers Forum
Topic: Quant jobs outside UK/US
Replies: 24
Views: 146143

Quant jobs outside UK/US

Do you have any insigh about Banco Santander(Madrid) and the quant team there?Thanks.
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