Statisticians like R. It's free and fast! There's tons of libraries available to download from CRAN. Link it with Winedit and programing can be very convenient.

Date: Summer 2005Location: US Status: 3rd year Phd in FinanceSummary: Minor in Math, also doing second Master in Machine Learning, have 2 masters in Financial Economics ( that's a lot of degrees:-)). Want to put them in practice.

I'm interested. Is it possible that I have access to your data?

Thanks inge. I did not find it there.But I eventually got matlab code from somewhere else.anyone else interested can write to me.

I need more general routine, i've got bivariate in c myself. Anyone has it?the one from matlab central is not precise enough. :-(Help!

Hi, Is there anyone who have (c c++ or matlab) code for calculating cumulative distribution probability of multivariate normal ?Thanks a lot!!

<t>QuoteOriginally posted by: Stenotry <a target=new class=ftalternatingbarlinklarge href="http://www.economicderivatives.com">Economic derivatives website</a>That's cool! Thanks Steno! //bow.XKE, I just heard that Macro Derivative is available now, didn't know the way it is traded. Dutch auction se...

<r>Yahoo has a behavioral finance group.You may find something useful there. <URL url="http://groups.yahoo.com/group/Behavioral-Finance/also">http://groups.yahoo.com/group/Behavioral-Finance/also</URL>, here you can find syllabus of a phd course offered in GSIA CMU By Bryan Routlege on BF Access to ...

Hi, Any one knows where to get the quote for those macro indicator derivatives like GDP growth options, Consumption Growth options etc?what banks are writing them?

Hi,I wonder if there is any significant change of smile shape after the 911 attack?any empirical result available? Any trader who smells it on their trading desk?thanks

Thanks HA and Sam,That helps!

A pure math problemif x, y are jointly normal (correlated), what is the expectation of exp(x+y) conditional upon x>a, y>b ie. E[exp(x+y)|(x>a,y>b)]?

You might find Prof. Shreve's notes in Stochastic Calculus helpful.http://www-2.cs.cmu.edu/~chal/shreve.htmlHe is teaching Stochastic Calc course in MSCF program of CMU.