SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by unkpath
March 17th, 2007, 2:01 am
Forum: Book And Research Paper Forum
Topic: Structured Products AND equity linked notes
Replies: 5
Views: 79781

Structured Products AND equity linked notes

yeah there happens to be a book, by Overhaus.
by unkpath
March 9th, 2007, 1:52 am
Forum: General Forum
Topic: John Hull's book
Replies: 4
Views: 77439

John Hull's book

<t>Hi, yeah, I use it. Not every day, but I do use it. I think it is a terrific text. It has so many problems, but it has never been equaled and is not about to. I personally use the stuff on BS and interest rate derivatives. you should do all the problemsinside out, outside in. you will have to rea...
by unkpath
March 8th, 2007, 1:24 am
Forum: Technical Forum
Topic: LMM/BGM with trees
Replies: 16
Views: 80069

LMM/BGM with trees

<t>QuoteDon't apologise too much. who is this savvysoft anyways? I would consider myself to be extremely lucky if I can get a transcript of the conversation between Prof Joshi and Prof Stapleton. Yes Prof Joshi, how do you find the academic life? Do you miss the bank? with best regards - cosmo cheer...
by unkpath
March 3rd, 2007, 3:14 pm
Forum: Book And Research Paper Forum
Topic: Options Trading: The Hidden Reality
Replies: 2
Views: 78418

Options Trading: The Hidden Reality

the 1996 edition of this book had a very good reputation, as far as I remember. Now it has been reedited last year or so, and it seems that the author is overmarketing it by a bit. he is some kind of consultant I think. this is not a quant book, but more like an equity practitioner book.
by unkpath
March 3rd, 2007, 3:13 pm
Forum: Book And Research Paper Forum
Topic: Options Trading: The Hidden Reality
Replies: 2
Views: 78418

Options Trading: The Hidden Reality

the 1996 edition of this book had a very good reputation, as far as I remember. Now it has been reedited last year or so, and it seems that the author is overmarketing it by a bit. he is some kind of consultant I think. this is not a quant book, but more like an equity practitioner book.
by unkpath
February 14th, 2007, 2:03 am
Forum: Book And Research Paper Forum
Topic: Errors in Published books---a rebellion ?
Replies: 14
Views: 118856

Errors in Published books---a rebellion ?

<t>I think that this is not a bad idea of yours, however I also think that you are grossly underestimating the difficulty of producing an error-free anything really, be it a book or a program or whatever. As an academic you are no doubt aware of it. Just start counting all the typos and errors you m...
by unkpath
February 11th, 2007, 4:46 pm
Forum: Book And Research Paper Forum
Topic: options pricing : mathematical models and computation
Replies: 3
Views: 81689

options pricing : mathematical models and computation

I think that this book is available online somewhere, but I can't remember where I have seen that.
by unkpath
February 1st, 2007, 2:59 am
Forum: Book And Research Paper Forum
Topic: advice on where to find swap curve building tutorial
Replies: 15
Views: 112221

advice on where to find swap curve building tutorial

<t>In addition to the working paper of the Bank of Canada already mentioned and the outdated, but excellent book by Miron & Swannell already mentioned, you could check out:- Priaulet, Martelini books - who cover rate curves in fair detail- some of the books by Choudhry (I have recommending any w...
by unkpath
February 1st, 2007, 2:48 am
Forum: Book And Research Paper Forum
Topic: New Book - A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics
Replies: 3
Views: 82808

New Book - A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics

probably not. although the table of contents looks good to me, there are by now sooooo many quality quant finance textbooks out there, that you don't need to pay $200 or whatever to sort yourself out.
by unkpath
January 13th, 2007, 5:25 am
Forum: General Forum
Topic: Abstract algebra & mathematical finance
Replies: 25
Views: 84174

Abstract algebra & mathematical finance

QuoteOriginally posted by: CactusManOK, I just ordered it.that book is a piece of trash - how can you even recommend that old piece of crap?
by unkpath
January 1st, 2007, 1:05 pm
Forum: General Forum
Topic: Journals from physicist perspective
Replies: 11
Views: 83634

Journals from physicist perspective

<t>QuoteNew to academe are you? errh, sorry to disappoint you, have probably been, cruised and thought about it a little more than you. no offense intended. NJ, I actually share your preference for physicists' laguage over rigorous mathematicians'language, but that is hardly the point. There is a lo...
by unkpath
December 28th, 2006, 12:52 am
Forum: General Forum
Topic: Journals from physicist perspective
Replies: 11
Views: 83634

Journals from physicist perspective

<t>dude, how is that in any sense relevant?I am always amazed by people who think that you can just pick a language, connect up with a research field and then crank the paper handle... those who do that are wrong imho. you make it sound as if journals and books are legitimate because they are writte...
by unkpath
December 16th, 2006, 11:19 pm
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90251

The Complete Guide to Capital Markets for Quantitative Professionals

<t>Quotebut financial instituitions should concentrate on other more pressing details then worrying about writing a trading system, which can be satisfied by a software vendor. For instance, pricing models, etc....Ram (who is glad to be in the financial software industry)dude, they can't. there is s...
by unkpath
December 16th, 2006, 11:12 pm
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90251

The Complete Guide to Capital Markets for Quantitative Professionals

<t>dude, the thing is that there are far too many people with no real life industry experience operating in the "quant educational system". the other thing is that a lot of the work is simply done by the wrong people. when I see people with pure physics backgrounds (as in PhD or PhD + postdoc experi...
by unkpath
December 15th, 2006, 2:00 am
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90251

The Complete Guide to Capital Markets for Quantitative Professionals

<t>QuoteOriginally posted by: AlanBQuoteOriginally posted by: skphangBy Alex Kuznetsov and endorsed by Professor Derman himself! Here is the link for the bookThe author makes an interesting comment towards the end (p 518)"What this means on a practical level for Wall Street's techincal workforce is ...
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