Hi,We are planning to use bberg server api on a solaris box, i have heard lot of criticism about bbrg data connections.It would be great if someone can share their experiences with this API.regards

<t>In addition to GoGoFa's point... People comfortable with SABR also know Alpha corresponds to atm vol, Rho to skew and Nu to vol of vol .. so you can always eliminate meaningless solutions.. Alpha is more or less independent of other parameters.. you solve a cubic equation for ATM vol (with two so...

<t>We work on unix server... Desktop is windows with favourite ssh client(putty) and XWindow system(Exceed, Xwin32 or Xmanager)... When it comes to non-windows desktop.. it seems there are lot issues related to management, it, policy,security... (the list is endless) so this setup works well for us....

<t>Hi all,I am asked to prove that liquidity modeling can save money by a sample implementation. While googling, I had a look on work done by Carlin, Lobo and Vishwanathan paper here..One nice and interesting extension to the mentioned paper by Schöneborn and Schied is also available hereIt would be...

matlab rules... all the way..if u are not woried about computational efficiency (it has to be c++ in that case.) but integration to other tools, rapid devlpmnt then its a great choice to go for.

there is a good chance..someone will turn vegie after readin this thread...

I think Investment Science by Luenberger is also a good book to start... atleast for people with enginnering/math/physics background..

>What do you mean I am not a GOD??? Dont get upset you are in the queue.. Anyway its up to the santa who gets the toys and..

<t>well... Natural advantage part ... agreed, but as i have mentioned in previous post some experience with STL and design patterns should be fine.About matlab ... me too. (I wanted to jump and clap around with you like teenage girls with matching XYZ but .. )If I am correct you are saying BS, then ...

<t>With all due respect..In my humble opinion ..this forum seems too much concerned about c++ skills.I am not saying "dont learn c++" but if u know STL and some basics of design patterns that should be OK.For a cs undergrad these should not be too hard to learnBTW lot of stuff in my bank (everything...

http://www.finmod.co.za/West_SABR_AMF.pdfHave a look... couple of years ago this worked for me....Idea is to calibrate alpha for atm vol and then two dimensional optimization on rho and nu.

Any algo doesnt work "beautifully" for all problems ....I use a combination of both .. LM and BFSG.. use one feed the result to another one.. and go on..

Hi,What is the size of market?& What percentage of market is being traded using derivatives?Any document/comment/opinion will be appreciatedthnx

Same here Yura...lets pool in some money ..I know a guy who is ready to participate in a swap: Each feb he will offer us a limb from DCFC's body... given our bonus goes below expectation what say?One more thing I haven't got the guide till now.. I don't need it .. at least for another year

someone please provide some info on good sponsored programs.Is there any?ppl often say that these things do exist but no one seems to know the specific details.