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by tbento
November 21st, 2008, 10:48 am
Forum: Book And Research Paper Forum
Topic: Implementing Derivatives Models
Replies: 7
Views: 63890

Implementing Derivatives Models

Does anyone have an errata (or know where to download it from) of "Implementing Derivatives Models".CheersTiago
by tbento
July 3rd, 2008, 4:11 pm
Forum: Book And Research Paper Forum
Topic: Econometrics
Replies: 41
Views: 199388

Econometrics

<t>QuoteOriginally posted by: MoneyfoolWhy does no one mention Davidson/MacKinnonOk the first few chapters are painful,but once you get over that hurdle you're ready for anything!!!They recently completed their primer for "estimation and inference"I totally support this opinion. It's very very good ...
by tbento
June 5th, 2008, 3:47 pm
Forum: Book And Research Paper Forum
Topic: Dynamic Hedging
Replies: 0
Views: 53886

Dynamic Hedging

<t>pages 24/25 - soft american options exampledata provided: S=100, C(American)=20, r=6%, T=3 months; vol=1%sqrt(247)=15,7%. The author concludes: the intelligent investor can swap the call into the underlying asset and buy the put (to replicate the same initial structure at a better cost! True the ...
by tbento
June 5th, 2008, 10:39 am
Forum: Book And Research Paper Forum
Topic: Dynamic Hedging (Taleb) Errata list available?
Replies: 16
Views: 75386

Dynamic Hedging (Taleb) Errata list available?

Instead of getting upset over a lateral comment how about answering the thread's question: is there an Errata or not?