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by vgoklani
December 23rd, 2009, 5:30 pm
Forum: Trading Forum
Topic: Dickey-Fuller test for co-integration
Replies: 4
Views: 36876

Dickey-Fuller test for co-integration

Thanks for the response. Could you recommend a good book?
by vgoklani
December 22nd, 2009, 6:08 pm
Forum: Trading Forum
Topic: Dickey-Fuller test for co-integration
Replies: 4
Views: 36876

Dickey-Fuller test for co-integration

<t>Hi, Could someone please explain how the dickey-fuller test for cointegration works, and what is meant by the term "null hypothesis"? I should add that I've read the standard definitions Wikipedia, but I was hoping for something more intuitive.I understand that the term "co-integrated" means that...
by vgoklani
February 27th, 2009, 2:21 pm
Forum: Student Forum
Topic: trying to plot a BS implied vol surface from Heston
Replies: 19
Views: 45311

trying to plot a BS implied vol surface from Heston

Just curious, which library did you use for the plots/charts?
by vgoklani
February 5th, 2009, 12:20 am
Forum: Numerical Methods Forum
Topic: Multithreading tool
Replies: 9
Views: 44619

Multithreading tool

Why choose this framework over another? What about CUDA?
by vgoklani
May 30th, 2008, 7:10 pm
Forum: Trading Forum
Topic: Starting out in "Quant Trading" discussion
Replies: 18
Views: 61430

Starting out in "Quant Trading" discussion

Hey yabbadabba, can you send me the link for the second blog that you xxx'ed out.
by vgoklani
May 30th, 2008, 12:16 pm
Forum: Trading Forum
Topic: best strike price for buying puts in citigroup
Replies: 1
Views: 54516

best strike price for buying puts in citigroup

<r>Hi,After reading this:<URL url="http://www.telegraph.co.uk/money/main.jhtml?xml=/money/2008/05/29/cndebt129.xml&CMP=ILC-mostviewedbox"><LINK_TEXT text="http://www.telegraph.co.uk/money/main.j ... tviewedbox">http://www.telegraph.co.uk/money/main.jhtml?xml=/money/2008/05/29/cndebt129.xml&C...
by vgoklani
May 14th, 2008, 5:51 pm
Forum: Brainteaser Forum
Topic: intern position interview
Replies: 14
Views: 73964

intern position interview

by vgoklani
May 12th, 2008, 10:55 am
Forum: Book And Research Paper Forum
Topic: "C++ Design Patterns and Derivatives Pricing" by Mark Joshi
Replies: 24
Views: 63287

"C++ Design Patterns and Derivatives Pricing" by Mark Joshi

Hi Mark,Where can I purchase a PDF version of your book(s)? I prefer to read things on my screen, and use an annotation program (like SKIM). Please let me know!Thanks,Vishal
by vgoklani
February 5th, 2008, 4:07 am
Forum: Technical Forum
Topic: Monte Carlo with trading days
Replies: 9
Views: 61514

Monte Carlo with trading days

Where did you get the internet code from? Can you please post a link.
by vgoklani
June 5th, 2007, 8:25 pm
Forum: Student Forum
Topic: Basic Integral Question
Replies: 12
Views: 72074

Basic Integral Question

zedr0n: what books did you read for learning stochastic calculus?
by vgoklani
June 5th, 2007, 12:41 pm
Forum: Student Forum
Topic: Basic Integral Question
Replies: 12
Views: 72074

Basic Integral Question

Thanks - what about E[e^W(t)]?
by vgoklani
June 5th, 2007, 12:41 pm
Forum: Student Forum
Topic: Basic Integral Question
Replies: 12
Views: 72074

Basic Integral Question

by vgoklani
June 4th, 2007, 7:46 pm
Forum: Student Forum
Topic: Basic Integral Question
Replies: 12
Views: 72074

Basic Integral Question

Hi,How do I evaluate the following integral:\Int_0^{Infinity} Exp{W(t)} dW(t)
by vgoklani
May 11th, 2007, 10:58 pm
Forum: Technical Forum
Topic: Merrill Lynch Credit Derivatives Research papers
Replies: 16
Views: 124909

Merrill Lynch Credit Derivatives Research papers

can someone email it to me as well - my email address
by vgoklani
May 1st, 2007, 8:45 pm
Forum: Brainteaser Forum
Topic: "next element in the series"?
Replies: 28
Views: 81411

"next element in the series"?

well, this was a preliminary interview question - and it was all the information provided (nothing more).
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