obeelde,thanks so much for ur good example and clear explanation!will go through it later step by step

well, by means of regression analysis, the data used to forecast the futures price could be the factors like oil prices, USD index, spot prices, etc.not sure abt the data type or sth like u said, sorry abt that...maybe u d like to show me the most basic one for the form of forecast model

<t>hello,anyone who can give me a simple Regression model or equation on forecasting using both Cross-sectional Data and Time-series Data?the thing is that i can do the forecast based in time series analysis only, but hv no idea abt Cross-sectional Data, just wanna know the model structure... tks a ...

for data analysis based in time series, anyone knows how to compute the ML estimator in t-innovation, known as its degree of freedom?the key point however might be to look for a numerical technique to differentiate gamma functiontks a lot!

well, i hv no idea but interest abt the topicjust wanna help up this post to wait for the good tips

<t>guess bloomberg doesnt work in this case, u may ask someone working in banks for helpthis is just the way in which i used to get the option data with different strikes and maturitiesas long as market data is available (i mean the related trading price has been kept and published within the bank)a...

well, a very good question, it seems to me however we can find no answer for thatfrom my point of view, OTC might would die for a period of time, but not forevermarket instruments need to be improved step by step while speculators never give up any chances to grab stake

ok then, i will try, tks

<t>well, i used to meet the same prob as u have, basically its pretty hard to get the full market data on OTC products, like exotic options, FX options, etc.that means u may need to try far more to build an implied vol surface across moneyness-maturity categoriesalso, bloomberg doesnt help in this c...

<t>hey guysnice to be a new comer heretoday got a question from a HR, given a floating leg bond with time to maturity T. now consider an option on this bond, the strike could be a fixed payment or sth and doesnt matter so much, then think abt the method used to value this optioncoz i know a little a...