Thanks Alan.

Hi, Does anyone know how can one access the daily return data of all funds? I know one can buy from bloomberg, is there any free source? Asking For actively managing ones pension pot, in say, scottish widows, as they have do many funds. But also not just Scottish widows, but other pension providers ...

Hi,This question has been asked before on the forum, but I couldn't find any answers to them could someone please explain the process of calculating the Delta ladder for an IR Future.regards

Hi,Where can I buy PDF version of the latest edition of his book. It's not available on kindle.Thanks

I like this idea. We don't need an App really, we just need the Admin to activate a forum App's support (like taptalk) so we can tap the forum to it when we install it on our iPhone.

I like this idea. We don't need an App really, we just need the Admin to activate a forum App's support (like taptalk) so we can tap the forum to it when we install it on our iPhone.

Hi Dominic you have a PM.

HiAnyone has Drezner, and Wesolowsky's 1989 paper: "On the Computation of the Bivariate Normal Integral" that are willing to share?appreciate it.

<t>Thanks for the reply eh,QuoteOriginally posted by: eh1-You just solve for z and use that value. Do not rescale it.But then if don't rescale it, z1*sqrt(t_n) will not be equal to my final BM value which is z.I thought that I should take z1=(z/sqrt(t_n)), and then as W(t_n)=z1*sqrt(t_n), then W(t_n...

<t> Hi WilmottersI have a couple of question and I try to formulate them as best as I can:We have a GBM for asset S, we know its value at time t=0 is 10, and its value at time T=1 is 25we want to, using monte carlo, simulate the asset price in between.solution of GBM is obviouslys(T)=s(t) * exp( (r-...

<t>Hi WilmottersI have a couple of question and I try to formulate them as best as I can:We have a GBM for asset S, we know its value at time t=0 is 10, and its value at time T=1 is 25we want to, using monte carlo, simulate the asset price in between.solution of GBM is obviouslys(T)=s(t) * exp( (r-0...

thanks for your replies. You have PM.

Can anyone help me out here please?Would I be able to move from trading operation specialist/ support role into quant developer role in the same organisation or other firms later on.I have no prior finance experience, but I have 7+ years development experience.I appreciate your input

<t>Hi,can one start on a High Frequency Trading Operations Engineer role and later on move into Algo trading developer or quant dev position in a HF shop?I was told that the HF Trading Operations Engineer role that I interviewed for is a half trading operation and support role and half development r...

BTW Daniel when is your book: "Financial Instrument Pricing Using C++ 2e" released?