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by rish
January 13th, 2012, 10:44 am
Forum: Technical Forum
Topic: OIS Basis Swaps - EONIA v Fed Funds
Replies: 15
Views: 24455

OIS Basis Swaps - EONIA v Fed Funds

EUR USD cross currency is neagive purely becuase cash markets are quoting higher rates and but its lot cheaper to raise funding in USD and change it to EUR in FX market.The current market conditons are not arbitrage free!
by rish
January 13th, 2012, 10:21 am
Forum: Technical Forum
Topic: Closing portfolio of Equity Options
Replies: 1
Views: 14973

Closing portfolio of Equity Options

<t>Hi guysPretty new to Wilmott! So please be nice! Hopefully this is a straightforward and easy question for you guys.How would you close out the VEGA of portfolio of Equity Options? Easiest way is to close out each of these positions individually but this is going to cost a lot. At the other extre...
by rish
August 28th, 2006, 4:52 pm
Forum: Student Forum
Topic: Questions based on Wilmott Books
Replies: 0
Views: 93917

Questions based on Wilmott Books

Does anyone know of any publication or other wilmott books with lots of questions (and answers) based on each chapter?
by rish
August 28th, 2006, 4:47 pm
Forum: Student Forum
Topic: Math Finance Book with a lot of exercises
Replies: 5
Views: 190529

Math Finance Book with a lot of exercises

Are there any questions/answers available for Wilmott books? I have been looking for a book of such a kid for a long time.
by rish
August 25th, 2006, 11:21 pm
Forum: Careers Forum
Topic: Wilmott 7City Certificate in Quants Finance
Replies: 6
Views: 95042

Wilmott 7City Certificate in Quants Finance

<t>Any opinions/views on Paul Wilmott's 7City Certificate in Quants Finance (CFQ)?I am currently working in Product Control but want to move to Front Office. I have MEng in Computing from Imperial (with a lot of mathematical options) and am studying for CFA. I am considering all MSc optios in London...