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by bajazet
June 28th, 2006, 6:06 pm
Forum: Programming and Software Forum
Topic: Plotting Library for C++: help!
Replies: 3
Views: 101174

Plotting Library for C++: help!

<t> Crisis: I don't think my boss will approve enough MATLAB licenses. i need to roll my own surface charts, contour plots, etc(i work with massive data sets, and so excel is not an option). Any decent free(or cheap, i.e. <=300, and very, very well documented) graphics libraries out there, or should...
by bajazet
June 26th, 2006, 4:46 pm
Forum: Programming and Software Forum
Topic: Matlab programs in Excel
Replies: 9
Views: 104420

Matlab programs in Excel

I'm curious to know how robust the matlab compiler is for excel. I'm thinking of building web apps using the matlab compiler, and I want something that won't croak on me(too often). What are people's experiences with this?
by bajazet
June 19th, 2006, 6:18 pm
Forum: Student Forum
Topic: Naive CDS - Stock Lag Measurement
Replies: 6
Views: 101462

Naive CDS - Stock Lag Measurement

How would one define implied volatility for a cds? Are we treating the CDS as a call?
by bajazet
June 16th, 2006, 5:56 pm
Forum: Student Forum
Topic: Naive CDS - Stock Lag Measurement
Replies: 6
Views: 101462

Naive CDS - Stock Lag Measurement

<r> i appreciate the help! I was totally clueless, and I figured to assume CDS leads equity after reading a paper(some guys at LBS) on insider trading and CDS's. <URL url="http://www.moodyskmv.com/conf05/pdf/presentations/v_acharya.pdf"><LINK_TEXT text="http://www.moodyskmv.com/conf05/pdf/pre ... ch...
by bajazet
June 16th, 2006, 5:16 pm
Forum: Student Forum
Topic: Naive CDS - Stock Lag Measurement
Replies: 6
Views: 101462

Naive CDS - Stock Lag Measurement

I'm thinking I should just use the time-series data to estimate coefficients for a LTI model and be done with it.
by bajazet
June 16th, 2006, 4:18 pm
Forum: Student Forum
Topic: Naive CDS - Stock Lag Measurement
Replies: 6
Views: 101462

Naive CDS - Stock Lag Measurement

<t> I'm working on a simple tool for a brokerage(not trader) that needs an indicator for an equity's "volatility". I've been given the CDS(5 yr) and equity history for Ford for about 18 months, and from that I've been unable to correlate the variables because clearly a two-variable regression for so...