Hi,Does anyone know the closed-form solution for pricing bond options with barrier or know where I can find it?

<t>QuoteOriginally posted by: lballabioQuoteOriginally posted by: DCFCMayl brings us to a valid point.Is there a whole page of code in that book which you'd not be embarassed to have written ?Well, I probably wrote quite a few pages of the QuantLib code he included in the book LuigiCan someone pleas...

<t>Saw a review on Duffy's book on amazon.com:The best book in c++ instrument pricing, period., September 29, 2004Reviewer: A Senior Programmer (New York, NY) Let me just say that I have a few financial modelling books, from Dr. Brooks to Mr. Joshi, and this is the best book by far. It clearly expla...

<r>QuoteOriginally posted by: jfuquaSince there is so much agreement on how bad the book is typos and <I><s>[I take it contents]</s> maybe those who have gone though a portion of the book would post the typos and errors in this thread. The typos and errors would make another book... certainly not wo...

QuoteOriginally posted by: TraderJoe<bri can't believe this !Go read the book and you will believe this... it won't take long since you are likely to give up after a few pages.

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: glendaleSounds good. When will your book be published?... Second edition or a new book?No it's a completely new book but is the forerunner of the first C++ book I wrote in 2004.The publication date is September 2006. There is a threa...

Sounds good. When will your book be published?... Second edition or a new book?

<t>Just got Justin's book Modeling Derivatives in C++ and started to read it. 5 pages into it and I decided to look up the reviews on this book... there were just too many glaring errors. Nice to know that it is the book that is shitty, and not me!... But disappointing because I had planned to learn...

Has anyone here ever traded CFDs? What are the career prospects like in this field?

There seems to be an over-supply of quants these days. What's your (or anybody else's) opinion on the career prospects of financial advisors.....advising on insurance, investments, etc.? I know this is a very different role from that of a quant but these are the only roles I'm being offered.

Something about the NUS FE program....the module taught at Cornell, NY, is an elective (not a core module). Let me know if you need more information.

<t>You can rent a room in any HDB flat but you are not supposed to rent the whole flat unless the landlord has been given permission to do so by HDB. It's easy to find a place to rent these days, given the weak rental market here. Rental rates of private apartments have dropped tremendously in the p...

<t>Hi,I was surprized to learn that there's so much interest in Singapore. Unemployment has hit 5% here and may get worse. And many of those laid off are from the financial sector....thanks to consolidation of the banks and the poor economy. Actually, I was planning to look at Europe or the US.....b...

Vikram is right...there's very little activity in the derivatives market in Asia. And most of the people I've spoken to in the industry don't have a clue what CF is...and these are senior people I'm talking about. Hope things will change...

Dominic, thanks for the reply. Went through this Forum yesterday and realised the job market in the UK and US is as bad as Asia's. Hope Jobseeker has found his dream job.