SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by rmeenaks
December 17th, 2006, 1:00 pm
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90089

The Complete Guide to Capital Markets for Quantitative Professionals

<t>I guess you have not dealt with the commodity trading side of financial markets. Unlike the financial, fixed income side, it is a mess and a lot more complex. There are too many PHYSICAL (real-world, non-monetary) constraints involved and hence pricing models vary depending on the degree on accur...
by rmeenaks
December 17th, 2006, 12:55 pm
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90089

The Complete Guide to Capital Markets for Quantitative Professionals

<t>QuoteTextI agree, but sometimes we end up writing the models for them or teach them how to do it. As a developer, you MUST provide the ability to extend the application beyond what you envisioned initially. Plug-ins, etc are a good way of doing this. We have clients who build their own pricing mo...
by rmeenaks
December 16th, 2006, 6:36 pm
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90089

The Complete Guide to Capital Markets for Quantitative Professionals

<t>As a software engineer with close to 15 years of experience in the financial industry, I have seen everything. From hard-coded scenarios that dont work during across markets, to things that are just not correct. My original background was in FX, then I moved to Govt Bonds, to Energy (Power & ...
by rmeenaks
December 16th, 2006, 12:29 pm
Forum: Book And Research Paper Forum
Topic: The Complete Guide to Capital Markets for Quantitative Professionals
Replies: 17
Views: 90089

The Complete Guide to Capital Markets for Quantitative Professionals

<r>That is so true. I agree with all the statements from the author. I have seen way too many cases where we directly compete with the internal IT and its fails misserably for them <E>;-)</E> They take on something too big for them to chew, and the clients come back within a year or two. Software, e...
by rmeenaks
December 7th, 2006, 5:35 pm
Forum: Student Forum
Topic: Paul Wilmott introduces quantitative finance
Replies: 28
Views: 87665

Paul Wilmott introduces quantitative finance

<t>Boy, math has really been dumbed down since I went to school. I remember when I took calculus in High School, our teacher provided us with an old copy of an 1960s calculus book as well as a "modern" one. The old book was great and HARD! That was way back in my senior year in HS (class of 88). Oh ...
by rmeenaks
December 1st, 2006, 1:34 pm
Forum: Book And Research Paper Forum
Topic: Understanding the Yield Curve by Salomon Brothers
Replies: 19
Views: 210814

Understanding the Yield Curve by Salomon Brothers

Great!Thanks a lot,Ram
by rmeenaks
November 5th, 2006, 8:48 pm
Forum: Book And Research Paper Forum
Topic: Lecture Notes online
Replies: 3
Views: 93737

Lecture Notes online

This is perfect. Thanks!Ram
by rmeenaks
November 2nd, 2006, 6:40 pm
Forum: Book And Research Paper Forum
Topic: Lecture Notes online
Replies: 3
Views: 93737

Lecture Notes online

Thanks,In the same limelight, I would very appreciate if someone can send me lecture notes from Haas and other MFE classes...Ram
by rmeenaks
November 1st, 2006, 4:59 pm
Forum: Book And Research Paper Forum
Topic: Options on Mortgages
Replies: 6
Views: 108560

Options on Mortgages

Can you send me a copy?Thanks,Ram
by rmeenaks
October 29th, 2006, 11:51 am
Forum: Student Forum
Topic: Thesis on Energy Markets?
Replies: 10
Views: 120550

Thesis on Energy Markets?

<t>On of the biggest things in the Energy market is generation. When should you generate Power as opposed to selling the fuel that is used to create it (NatGas, Coal, etc). Simple spread deal, but the interesting thing is you got to take into consideration outages on the generator, etc. Not that eas...
by rmeenaks
October 28th, 2006, 10:36 pm
Forum: Student Forum
Topic: Some questions
Replies: 31
Views: 91807

Some questions

<t>Dont understand. Do you want to compute it as:P = 100 / (1.0500)^5 instead? <---- Which is correct for an annually paying zero coupon bond maturing in 5 years at a YTM of 5% and principal of $100orP = 100 / (1.0500)^10 <---- Which is not correct for an annually payinng zero coupon bondorP = 100 /...
by rmeenaks
October 28th, 2006, 5:19 pm
Forum: Student Forum
Topic: Some questions
Replies: 31
Views: 91807

Some questions

<r>IIRC,The US Bond market uses simple rates to compute from an annual rate of 5% to 5%/2 = 2.5%. Other markets actually computes the actual rate which I forget how to compute it <E>:-)</E> Hence the reason why he divided it by 2. And the coupon payments are typically semi-annually....Cheers,Ram </r>
by rmeenaks
October 27th, 2006, 5:30 pm
Forum: Student Forum
Topic: Some questions
Replies: 31
Views: 91807

Some questions

Oh, you are right. I totally forgot about that. Thanks for pointing it out...Cheers,Ram
by rmeenaks
October 27th, 2006, 2:34 pm
Forum: Student Forum
Topic: Some questions
Replies: 31
Views: 91807

Some questions

Right, but they are both discounting rates. I suspect that is what he meant by "same thing"....Ram
by rmeenaks
October 27th, 2006, 1:28 pm
Forum: Student Forum
Topic: Some questions
Replies: 31
Views: 91807

Some questions

The names are totally different. The only thing similar about them is that it is a discounting rate. Ram
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