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by gwadkar
May 3rd, 2010, 5:43 am
Forum: General Forum
Topic: interesting interest rate pattern
Replies: 4
Views: 47822

interesting interest rate pattern

These rates were for ICICI bank, India around Aug 2008.
by gwadkar
May 1st, 2010, 9:29 am
Forum: General Forum
Topic: HOW TO Bulk deal information?
Replies: 0
Views: 27966

HOW TO Bulk deal information?

How do I interpret bulk deal information before taking any positions in the market ? Also what effect does it have on the market ?Bulk dealsThanks in advance.
by gwadkar
May 1st, 2010, 9:24 am
Forum: General Forum
Topic: interesting interest rate pattern
Replies: 4
Views: 47822

interesting interest rate pattern

any thoughts, guys ?
by gwadkar
April 29th, 2010, 12:35 am
Forum: Careers Forum
Topic: Certification for Super-baskets ?
Replies: 1
Views: 28298

Certification for Super-baskets ?

hi,What Certification is recommended for complex OTC derivatives - Structured products like super-baskets ?Thanks in advance.
by gwadkar
March 28th, 2010, 10:25 am
Forum: The Quantitative Finance FAQs Project
Topic: Where can I find free financial data?
Replies: 65
Views: 360004

Where can I find free financial data?

Free NSE Historical Tick data
by gwadkar
January 31st, 2010, 5:42 am
Forum: Numerical Methods Forum
Topic: Basket Option greeks using Monte Carlo ?
Replies: 3
Views: 39852

Basket Option greeks using Monte Carlo ?

Hi,Could you explain how to price greeks for basket european options using Monte carlo technique ? Thanks in advance.
by gwadkar
November 30th, 2009, 6:03 am
Forum: General Forum
Topic: learning Exotic options
Replies: 5
Views: 33577

learning Exotic options

Purpose is to both risk manage & trade them.
by gwadkar
November 27th, 2009, 1:16 pm
Forum: General Forum
Topic: learning Exotic options
Replies: 5
Views: 33577

learning Exotic options

I can get the concept, payoffs & pricing formula from the books. Goal: Develop sound knowledge of Exotic Options.What else do I need to know & how do I go about it ?
by gwadkar
November 26th, 2009, 11:00 am
Forum: General Forum
Topic: learning Exotic options
Replies: 5
Views: 33577

learning Exotic options

hi,I'm learning exotic options & was referring Complete guide to Option Pricing formula - Espen haug & book by Hull.For exotic options ( exchange, Quanto, Compound, etc ), where could I get information like quotes, volume of trades, products currently traded etc ?Thanks in advance.
by gwadkar
July 29th, 2009, 5:56 pm
Forum: Programming and Software Forum
Topic: monte carlo commercial software ?
Replies: 5
Views: 38079

monte carlo commercial software ?

hi,Which are the best monte carlo commercial softwares for derivatives and/or risk ?THanks in advance.
by gwadkar
March 16th, 2009, 4:52 pm
Forum: Programming and Software Forum
Topic: Is Numerical Java really used ?
Replies: 66
Views: 50828

Is Numerical Java really used ?

<t>hi,This question is for all experienced software & quant finance guys:In the industry, how many companies use Java for Numerical analysis as compared to C++ & other languages (ratio or percentage would be great)?Also suggest one thing where you would like the industry to change?Thanks in ...
by gwadkar
November 26th, 2008, 6:36 pm
Forum: General Forum
Topic: interesting interest rate pattern
Replies: 4
Views: 47822

interesting interest rate pattern

One of the banks has fixed deposit interest rates of:181 days to 189 days - 7.50%190 days - 10.50%191 days to 269 days - 7.50%This is real data.What is the significance of such a high interest rate for 190 days?
by gwadkar
September 9th, 2008, 2:04 am
Forum: General Forum
Topic: Region specific skills
Replies: 1
Views: 49090

Region specific skills

<t>hi,How does trading differ in different regions ( APAC, AMRS & EMEA), based on parameters like instruments, products, strategies , etc ?In other words when people say, I specialize in Asia-pacific ( both quants & software engg), how do skills vary for specialists in different regions?Than...