Hello,Any good books on Inflation ? I am interested in both pricing and forecasting. I am familiar with the Jarrow-Yildrim model and have implemented it.I am interested in interpreting my results.Thanks in advance.

How about conditioning wrt to x_1.E(x_1 * exp(x_1+x_2)) = E( x_1* exp x_1 E( exp x_2 / x_1))

I was recommended the following two books by an ABS Quant.Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) by Philipp J. Schönbucher Credit Risk: Modeling, Valuation and Hedging by Bielicki and Rutkowski

Thanks for the suggestions. I have started reading "Designing Components with the C++ STL". I shall wait for Duffy's book. The reason for this post was I was asked at an interview if I knew boost.

Please could you recommend a book for numerical methods , option pricing etc in C++ using STL and Boost. Please recommend a good book for an introduction to STL and Boost. Thanks in advance.

Please tell me more. What kind of work will I be doing ? I have had a years experience working in Quantitative Risk and Model Validation.Thank you in advance.

Thank you

What do quants in valuation divisions of banks do ? Does this kind of job involve a lot of mathematics and programming ? My background is PhD in Math from Texas and a degree in financial engineering from Imperial.Thanks in advance for any information.:

We solved it. We had to use the fact that if the Fourier Transform is zero then the function is zero a.s. .

Not every sigma algebra is generated by a sequence of random variables or am I wrong about this.

<t>Could you please help me with the following problem. If E(exp(i*u*X)) = E(exp(i*u*X)/ G) where G is a sigma algebra and X a random variable then X is independent of G. In the case of two random variables it can be done using inverse Fourier transforms. Is it possible to adapt that method ?Thanks ...