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by unkpath
December 15th, 2006, 1:46 am
Forum: Book And Research Paper Forum
Topic: good books on multivariate calculus?
Replies: 5
Views: 84995

good books on multivariate calculus?

<t>Given your question, your level, and your interest in this forum and therefore quantitative finance, I would recommend you study a "Mathematical Methods for Science and Engineering Book", instead of a pure calculus book.There are some very thorough and modern ones. You could start for example wit...
by unkpath
December 15th, 2006, 1:31 am
Forum: Book And Research Paper Forum
Topic: Does this research paper really exist ?
Replies: 4
Views: 87123

Does this research paper really exist ?

how would that help? why not scan it and post it instead! go ahead, do something for the community...
by unkpath
December 7th, 2006, 2:18 am
Forum: Book And Research Paper Forum
Topic: Slutions to Bjork's book
Replies: 32
Views: 218817

Slutions to Bjork's book

<t>yeah, you're a slacker, I agree, you should always work without solutions and spend so much time that you can turn around that problem in every sense, so that in the end there can be only one solution and that is yours. problem with that is that you don't have an infinite amount of time... I kept...
by unkpath
December 7th, 2006, 2:17 am
Forum: Book And Research Paper Forum
Topic: Slutions to Bjork's book
Replies: 32
Views: 218817

Slutions to Bjork's book

<t>yeah, you're a slacker, I agree, you should always work without solutions and spend so much time that you can turn around that problem in every sense, so that in the end there can be only one solution and that is yours. problem with that is that you don't have an infinite amount of time... I kept...
by unkpath
November 18th, 2006, 5:20 am
Forum: General Forum
Topic: Finite Difference techniques - common?
Replies: 7
Views: 88345

Finite Difference techniques - common?

do you have any stuff related to path dependent and/or american payoffs?
by unkpath
November 18th, 2006, 5:15 am
Forum: Book And Research Paper Forum
Topic: Looking for Hull-White 1994a paper
Replies: 10
Views: 95555

Looking for Hull-White 1994a paper

here you go...
by unkpath
November 16th, 2006, 3:49 am
Forum: Book And Research Paper Forum
Topic: Looking for Hull-White 1994a paper
Replies: 10
Views: 95555

Looking for Hull-White 1994a paper

do you still want that paper? vol II also?
by unkpath
November 14th, 2006, 1:28 am
Forum: Careers Forum
Topic: Is Quant considered a sexy job?
Replies: 14
Views: 90822

Is Quant considered a sexy job?

don't be ridiculous, it is a gawdang support role. what can possibly sexy about this? the only place quantitative methods are sexy is in academia or in some small start-upmaybe. but in IB...
by unkpath
November 10th, 2006, 2:45 am
Forum: Book And Research Paper Forum
Topic: Is Allan Baird's book on option market-making outdated?
Replies: 3
Views: 90174

Is Allan Baird's book on option market-making outdated?

not really, but it is not exhaustive either. it covers mostly equity type stuff I think. it's a good read, but you will want to read other stuff, just don't expect too much of it.
by unkpath
October 25th, 2006, 11:53 pm
Forum: Book And Research Paper Forum
Topic: Interest Rate Derivatives- by Todd James
Replies: 7
Views: 93476

Interest Rate Derivatives- by Todd James

<t>thanks for pointing this out. To judge from the table of contents, this looks like a fairly elementary everyday knowledge sort of book. that is not to say that this is bad though, on the contrary, if the author has done a good job, this could be nice to have as a handbook. you can see that only t...
by unkpath
October 7th, 2006, 3:25 pm
Forum: Book And Research Paper Forum
Topic: Good Intro Book for Stochastic Calculus
Replies: 3
Views: 91475

Good Intro Book for Stochastic Calculus

also Mikosch's book is very decent and demands less investment, depending on who you are that might fit.
by unkpath
October 2nd, 2006, 11:33 pm
Forum: Book And Research Paper Forum
Topic: Financial Calculus: Baxter&Rennie vs Etheridge
Replies: 33
Views: 204118

Financial Calculus: Baxter&Rennie vs Etheridge

<t>I can send you that. Be warned however that the "solution manual" contains hints mostly. PS: B&R contains a lot more material than Etheridge, in particular on rates. QuoteOriginally posted by: dwaringA large drawback to the Etheridge book is that solutions to the exercises are only available ...
by unkpath
September 7th, 2006, 12:59 am
Forum: Book And Research Paper Forum
Topic: books like compendium of option pricing
Replies: 3
Views: 93582

books like compendium of option pricing

<t>hi, two books I have found really useful lately are the guide to option pricing formulas by haug and exotic options by zhang, which has just been reprinted. the first one I find actually wanting, because there are too few explanations in there and it looks like a book for traders. the second one ...
by unkpath
July 20th, 2006, 1:15 am
Forum: Book And Research Paper Forum
Topic: Recommendation for introduction to Fourier Transform
Replies: 5
Views: 99057

Recommendation for introduction to Fourier Transform

<t>you should not be able to be an ME without ever having heard about FTs etc... mechanics is full of vibrations all over the place. so you definitely missed something there.a classic book full of great insights is the book by Bracewell. A significantly more modern book that covers also Lebesgue int...
by unkpath
July 13th, 2006, 1:25 am
Forum: General Forum
Topic: Volatility for American and European Option
Replies: 4
Views: 99286

Volatility for American and European Option

<t>QuoteOriginally posted by: mapleleafsare you in the market or just learn from theory?sometimes theory can't be appliedcorrect. seach the forum on this. there are a limited number of threads on this and I think that Taleb discusses this issue in his book. The difference between european and americ...
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