SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by QFsurvival
March 27th, 2009, 7:39 am
Forum: General Forum
Topic: When deflation going on, what should I invest?
Replies: 5
Views: 41481

When deflation going on, what should I invest?

<t>Yup, that's the economic trend I forsee at least in next 6 months. And I am expecting the worst scenario coming in the end of this year then probably slowly bounce back. Current market moves are just too fast and make me worried. Within the fluctuation, what is the best strategy should I take to ...
by QFsurvival
January 13th, 2009, 1:52 pm
Forum: Technical Forum
Topic: Paper on Markov functional model
Replies: 2
Views: 44196

Paper on Markov functional model

Thanks
by QFsurvival
January 13th, 2009, 5:40 am
Forum: General Forum
Topic: Will OTC market die?
Replies: 6
Views: 45212

Will OTC market die?

<t>Glad to see you guys are all optimized about this. I hope I am wrong, just recent situation really confused me -- 1st-year analyst. I also saw in our internal announcement, complex structured products are out of the favor of corp clients and even banks. Structured product can cover all different ...
by QFsurvival
January 13th, 2009, 5:28 am
Forum: Technical Forum
Topic: Paper on Markov functional model
Replies: 2
Views: 44196

Paper on Markov functional model

<t>Hi guys, I am looking for the famous paper "Markov Functional Interest Rate Model." written by Hunt and Kennedy in 2000. I have tried many times to obtain it from google, but no free source available. Anyone can kindly provide that to me? Or can anyone explain to me how this model works? I got a ...
by QFsurvival
January 9th, 2009, 12:36 am
Forum: General Forum
Topic: Will OTC market die?
Replies: 6
Views: 45212

Will OTC market die?

<t>just a bit worried. Given current freezing market and obama's word (to rebuild wall street...), guess lots of OTC products will be banned under tighter regulation and more transparancy, and most of major banks will be excluded to OTC market (since they are rely on govn't lifeline). Currently our ...
by QFsurvival
December 18th, 2008, 12:52 am
Forum: Numerical Methods Forum
Topic: matlab code for markov functional model
Replies: 6
Views: 57514

matlab code for markov functional model

Hi, Following to this thread, does anyone has the paper of Markov functional model by Hunt and Kenndy? I would appreciate your help since I am so dispearate to look for it. Thanks.
by QFsurvival
December 9th, 2008, 2:34 am
Forum: General Forum
Topic: China's Sovereign Risk?
Replies: 12
Views: 46923

China's Sovereign Risk?

<t>I admin that it is a bit emotional of my words. But, it spurs when I read the words like this, "The older regimes in China were the bad guys I agree, but then they got replaced with nastier bad guys, don't see any possibility of morality being useful as a guide to future behaviour."Sorry to refer...
by QFsurvival
December 5th, 2008, 4:03 am
Forum: General Forum
Topic: China's Sovereign Risk?
Replies: 12
Views: 46923

China's Sovereign Risk?

<t>Hey, I dont care you are dominic or pizza "domino". If you are interested to talk, please comment based on the article and my comment. If you didnt read the article then dont say anything. Do not take it personally and politically, I dont think it is the right place to talk. QuoteOriginally poste...
by QFsurvival
December 3rd, 2008, 7:06 am
Forum: General Forum
Topic: China's Sovereign Risk?
Replies: 12
Views: 46923

China's Sovereign Risk?

<t>OK. The second part, author is extremely concerned about china's "selective default" on "historical loan". Seems it ends up the main point he wants to address. And based on this, he argues a country with default history should not be given a A+ credit rating. Let me introduce the history so you w...
by QFsurvival
December 3rd, 2008, 6:43 am
Forum: General Forum
Topic: China's Sovereign Risk?
Replies: 12
Views: 46923

China's Sovereign Risk?

<t>QuoteOriginally posted by: torontosimpleguyRead in GARP Risk Review magazine an article about glooming perspective on Chinese economy (link below). I know that there are some Chinese 'experts' here. So the question is whether this article is a 'typical' product of American propaganda machine or t...
by QFsurvival
October 17th, 2008, 2:42 am
Forum: General Forum
Topic: Gaussian Based VBA CDO Pricing model
Replies: 116
Views: 128747

Gaussian Based VBA CDO Pricing model

<r>I guess you are looking for Gussian copula model to price synthetic CDO? Am I right?QuoteOriginally posted by: floydmysticHello everyone, I am new here. I understand I am a bit late but is it possible that someone sends this CDO pricing VBA model to me? My address is <EMAIL email="orestishond@hot...
by QFsurvival
October 10th, 2008, 8:17 am
Forum: General Forum
Topic: close-up of Dow Jones?
Replies: 4
Views: 48568

close-up of Dow Jones?

We are going to see a disaster today. DJ down more than 1000 points..... Pray? Too late!
by QFsurvival
October 10th, 2008, 8:12 am
Forum: General Forum
Topic: close-up of Dow Jones?
Replies: 4
Views: 48568

close-up of Dow Jones?

I am curious why not ban short-selling for good? Why let it live again on wednesday in such a deadly situation?
by QFsurvival
October 10th, 2008, 8:09 am
Forum: General Forum
Topic: close-up of Dow Jones?
Replies: 4
Views: 48568

close-up of Dow Jones?

It is said DJ index will fall 20% today. True or not? We will see. To be honest, I feel like watching a great TV show full of unexpected scene.Do leave your comment plz
by QFsurvival
September 27th, 2008, 1:24 am
Forum: General Forum
Topic: The End of Structured Finance and Securitization???
Replies: 11
Views: 50170

The End of Structured Finance and Securitization???

No more credit derivatives, no transfer credit risk until people can fully understand what the underying they take on risk is and mysterious correlation.
GZIP: On