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by SanFranCA2002
May 27th, 2004, 4:31 pm
Forum: Technical Forum
Topic: Bloomberg OAS1 function
Replies: 5
Views: 192164

Bloomberg OAS1 function

Could someone complete the sentence: "I would not seriously use the Bloomberg OAS1 function to calculate spreads because.."
by SanFranCA2002
May 27th, 2004, 2:51 pm
Forum: Technical Forum
Topic: CDO of ABS
Replies: 9
Views: 190398

CDO of ABS

The only ones who will really understand the risks are the ones who structured it. I'm sure they will honestly tell you how little risk is involved.
by SanFranCA2002
May 26th, 2004, 5:13 pm
Forum: Student Forum
Topic: Literature on Capital budgeting under uncertainty: real options approach
Replies: 5
Views: 189178

Literature on Capital budgeting under uncertainty: real options approach

<t>QuoteOriginally posted by: AGalenkothx Icecloud, I will try it. Has anyone read Real Options and Energy ManagementUsing Options Methodology to Enhance Capital Budgeting Decisionsby Ehud I. Ronn?Any comments on this book? (...hmmm maybe I should have posted it in the Books forum)Thank youThere is ...
by SanFranCA2002
May 26th, 2004, 3:50 pm
Forum: General Forum
Topic: searching for internet sources dealing wiht credit
Replies: 2
Views: 189126

searching for internet sources dealing wiht credit

Are you looking for papers or numbers? For the former, try papers and for the later try numbers , at least for cds spreads.
by SanFranCA2002
May 25th, 2004, 6:24 pm
Forum: General Forum
Topic: Do we have one too many Risk Management Associations?
Replies: 7
Views: 190165

Do we have one too many Risk Management Associations?

If you mean to take the tests, our RM told me yesterday that it is difficult to find anyone who has heard of either program, and that he is better off with a CFA (he has a CFA and one of those others).
by SanFranCA2002
May 24th, 2004, 7:29 pm
Forum: Student Forum
Topic: Silly questions on Clewlow-Strickland
Replies: 5
Views: 189717

Silly questions on Clewlow-Strickland

<t>QuoteOriginally posted by: gnatty8The generic versions are brought into Excel with just CL1 CMDTY, CL2 CMDTY, CL3 CMDTY and so on for front month, two month out and three month out crude products, whereas Brent is CD1 etc. As long as you brought this up, maybe you could answer a question. I am to...
by SanFranCA2002
May 24th, 2004, 4:12 pm
Forum: Technical Forum
Topic: Seasonal transitions create workable Spread strategies
Replies: 8
Views: 189451

Seasonal transitions create workable Spread strategies

<t>If you go to the website, there is a colorful graphic that appears to be some guy at the helm of a boat that sank and he is waist deep in water. I guess there was not much artistic interaction with the teenager that set up this site for him, but the symbolism is hilarious. Struggling in the surf ...
by SanFranCA2002
May 19th, 2004, 8:21 pm
Forum: Technical Forum
Topic: Exposure for Currency Swap
Replies: 4
Views: 189450

Exposure for Currency Swap

<t>QuoteOriginally posted by: BoryaThis may be a very naive question. I encountered that currency swap with maturity around10yrs has potential exposure around 1.5-2 times Notional. This strikes me as high but I don't havesense of numbers here.I think that sounds possible. If you look at the Yen deca...
by SanFranCA2002
May 16th, 2004, 4:40 am
Forum: General Forum
Topic: Open Problems in Finance
Replies: 29
Views: 193374

Open Problems in Finance

<t>QuoteOriginally posted by: AaronQuoteOriginally posted by: SanFranCA2002Back to the open problems, how about incomplete markets. There is probably about a zillion dollars in fees available to anyone who can create a way for home owners or mortgage lenders to hedge/lock in the value of a house.Act...
by SanFranCA2002
May 14th, 2004, 6:30 pm
Forum: Programming and Software Forum
Topic: Monte Carlo Software
Replies: 20
Views: 191356

Monte Carlo Software

<t>Yes. You asked for some software without specifics, and @RISK is good for exploring general relationships and results. Easy to learn, cheap and flexible. It is a first step or the final vehicle depending on your needs. If you want to do a large number of iterations with a very complex model, then...
by SanFranCA2002
May 14th, 2004, 3:45 pm
Forum: General Forum
Topic: Open Problems in Finance
Replies: 29
Views: 193374

Open Problems in Finance

Back to the open problems, how about incomplete markets. There is probably about a zillion dollars in fees available to anyone who can create a way for home owners or mortgage lenders to hedge/lock in the value of a house.
by SanFranCA2002
May 14th, 2004, 3:35 pm
Forum: Programming and Software Forum
Topic: Monte Carlo Software
Replies: 20
Views: 191356

Monte Carlo Software

@RISK by the Palisade corporation
by SanFranCA2002
May 13th, 2004, 11:16 pm
Forum: General Forum
Topic: Open Problems in Finance
Replies: 29
Views: 193374

Open Problems in Finance

How about the problem with accuracy on company's financial statements? GAAP accounting is not a good presentation of value, plus management can manipulate some reported items for various reasons, in addition to outright fraudulent statements.
by SanFranCA2002
May 13th, 2004, 3:16 pm
Forum: Off Topic
Topic: .
Replies: 14
Views: 189961

.

QuoteOriginally posted by: krwas gonna suggest 'Licensed International Financial Optimist'but then I'd be a FILO and not a LIFOHow about Licensed Investments Analyst/Researcher ?SanFranCA2002, CFA, LIAR
by SanFranCA2002
May 12th, 2004, 7:16 pm
Forum: Off Topic
Topic: .
Replies: 14
Views: 189961

.

<t>QuoteOriginally posted by: krStill, of all the certifications, MBA included, I think the CFA concept isn't such a bad one.I think the concept has unresolved issues. As in the MBA, it is seen as many as a certificate of knowledge or of having some particular skillset. Fine. But with an MBA, the sc...
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