You guys are fascinatingly smart. Hints were very helpful, I was getting a wrong C1 because of algebra error.Thanks!

Hello Financial Studs, can anyone give me a hand solving the following?Show thatcan be solved in closed form, namelyI know that I have to use partial fractions, that is, How can I get C1 and C2, and then how can I integrate the resulting term Thanks in advance for any hint!

<t>They are still a way off from by-passing the FCMs. Goldman would not allow that.Besides, fee changes were mostly cosmetic and the big players will keep paying the same prices, albeit in different Levels. Non-members are the ones getting screwed by having to pay more for trading U.S. Treasury Futu...

<t>Single Stock Futures almost never made it in the US because of turf wars between the SEC and the CFTC that created basically what is double legislation for these products. But it has slowly been getting some traction, with OneChicago being the sole survivor in the field. Another general advantage...

<t>QuoteOriginally posted by: brotherbear1220To All:1.) New York University (Master's of Science in Mathematics in Finance)2.) Columbia University (Master's of Science in Financial Engineering--has joint MBA option)3.) Carnegie-Mellon University (Master's of Science in Computational Finance)4.) Stan...

<t>EnergyQuant:That's a very interesting recap of the development of Energy markets. In light of what you have said (the consolidation of exchange-based trading and clearing to eliminate counterparty risk), how do you see the initiatives of NYMEX and ICE, ClearPort and ICE OTC, to be exact? Are they...

<t>- How long till the new company drops the "Euronext" part of the name?H0: In a year. It does not look to me like a real merger of equals (more like a Daimler-Benz Chrysler merger)- Will they increase fees on the LIFFE market?H0: No, but they will on stocks- Will LSE merge with Deutsche Boerse?H0:...

I worked at Bloomberg for a while, and if the financial community realized the amounts of errors we found daily, it would just stop using it immediately.

<t>Hi quant Masters. I wanted to invoke your expertise today, given that I have one final question before I end my stochastic calculus class and have not been able to crack it.An asset is tradable if it can be traded either directly or indirectly by trading a matching portfolio. In a complete market...

<t>I am a bit frustrated with the fact that Ito calculus involves not only procedural problems but a LOT of proofs. God Bless Ito. But keep him away from me!!!I circle and circle the same options. So, to get our of that poverty trap, can anyone help me with the following?Suppose dXt = u(t,w)dt + dWt...

<t>Hello, Quant masters. Although my background is in finance, I am not well versed in quant finance. Right now I am taking a quant finance course and have a problem with the following problem:Let Wt be a Brownian motion and let mk(t) = E(Wt^k), k=0,1,2....a) Use Ito's formula to show that mk(t) = [...

<t>I guess that depends on the University you are aiming for. From what I have learned here and in other related forums, top programmes such as CMU and UCB value work experience positively, as long as it is relevant. Programmes such as Columbia and Stanford do prefer fresh undergrads. Try then, to f...

<t>Hi, being a newbie at this forum, could I kindly ask all of you for some help? I have the following proofs to make:-Suppose Wt and Zt be two independent Brownian Motions. Show that Xt = [Wt + Zt]/sqrt(2) is also a Brownian motion.- For any real number Theta, let Zt = exp[theta*Wt- (theta^2*t)/2]....