<t>QuoteOriginally posted by: daveangelI am afraid I don't understand your question. You say it comes from bloomberg but you are not sure ? I think it has just been scaled up by 100.if it is the case (just scalling by 100)I will obtain 53/100 = 0.53 which is different from 13.46I think that these da...

Yes that’s true,but what should it be 53?how this should be converted to the 14%?Actually I have lots of data in 53 format and i need to convert them in percentage format.if someone knows what does it means please help

<t>Hi,I have the following data for fx implied volatility:EURUSDV1M Curncy Date VOLATILITY_30D4/22/2009 52.99this comes from bloomberg, but i'm not quite sure.And another data by different provider :EURUSDV1M Curncy2009/4/22 13.46I think that 13.46 is annualized impled volatility given in percentage...

www.finanalytica.com - Cognity

www.finanalytica.com - Cognity

Probability - Albert N. Shiryaev

QuoteOriginally posted by: JHi everyone,I can not find any information regarding how to use matrix multiplication function in Access VBA. Any clues on this issue?Try to use excel MMULT array function

QuoteOriginally posted by: seanmokHi everybody,I have seen four models used in Bloomberg (page: CDSW) for CDS pricing:1. JP Morgan2. Bloomberg3. discount spread4. Modified Hull-WhiteCan you please give some hints about where to find the methodolagy for these? thanks.Here is the JP Morgan model

<t>QuoteOriginally posted by: BalmungYou do not necessarily need a solver for that.Set Premium_Leg=Protection_Leg with N=1 and you obtain SurvivalProb(1) using simple algebra, since SurvivalProb(0)=1. Continue with N=2 to obtain SurvivalProb(2) and so on ...RegardsAnd you should also make an assumpt...

<t>QuoteOriginally posted by: tibbarWhy not just measure Kendall's tau between the two historic data sets for the stock prices and use this to back out the copula parameter? e.g. use the following function in Excel:QuotePublic Function KendallTau(xRange As Range, yRange As Range) As DoubleDim n As L...

Thanks PaperCut,now it works!!!

Has anyone ever tried to use xls besselk function in VBA?When I tried to use it in definition of my own function, the following exception has been thrown: “Object doesn't support this property or method”It is very strange, because when I use it in xls cell it work well.

Hi AllDoes anyone have an implementation of such procedure. (matlab function preferable)?

<t> This is the IMC for university students. The IMO is for high school students and it is the winners of the latter that DE Shaw likes to boast with. Actually I know that one of the MD's at Shaw personally sponsors the whole IMO team from his country. ---------------Are you talking about Bulgarian ...