SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 162 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 11
by rmeenaks
September 5th, 2010, 1:20 pm
Forum: Book And Research Paper Forum
Topic: Book on Interest Rate Modelling by Leif Andersen and Vladimir Piterbarg
Replies: 244
Views: 149130

Book on Interest Rate Modelling by Leif Andersen and Vladimir Piterbarg

Ordered via Amazon.com and it shipped. Will arrive on Wed. Total cost with shipping was about $320 USD ($99 per book, free shipping, plus taxes). To bad there is no boxed set. Cheers,Ram
by rmeenaks
July 30th, 2010, 2:31 pm
Forum: Book And Research Paper Forum
Topic: Risk 1993
Replies: 10
Views: 29673

Risk 1993

If that is the case, I guess I can HTML the articles and send them out?
by rmeenaks
July 30th, 2010, 2:31 pm
Forum: Book And Research Paper Forum
Topic: Risk 1993
Replies: 10
Views: 29673

Risk 1993

If that is the case, I guess I can HTML the articles and send them out?
by rmeenaks
July 29th, 2010, 3:31 pm
Forum: Book And Research Paper Forum
Topic: RISK MAGAZINE
Replies: 7
Views: 39579

RISK MAGAZINE

<r>Both articles are in this book:<AMAZON id="1899332359I" url="http://www.amazon.com/Over-Rainbow-Developments-Options-Complex/dp/1899332359I"><URL url="http://www.amazon.com/Over-Rainbow-Developments-Options-Complex/dp/1899332359I"><LINK_TEXT text="http://www.amazon.com/Over-Rainbow-Deve ... 89933...
by rmeenaks
July 27th, 2010, 9:02 pm
Forum: Book And Research Paper Forum
Topic: RISK MAGAZINE
Replies: 7
Views: 39579

RISK MAGAZINE

Most of their older articles are published as books. So you need to spend $150-$200 for the book to get a single article or you search endlessly on the net...
by rmeenaks
February 4th, 2010, 5:24 pm
Forum: General Forum
Topic: FX correlation swap
Replies: 3
Views: 34079

FX correlation swap

Can you post the termsheet here or the actual formula for the computation? I want to take a look. Thanks,Ram
by rmeenaks
October 20th, 2009, 1:46 pm
Forum: Numerical Methods Forum
Topic: VBA code to determine eigenvalues & eigenvectors...
Replies: 9
Views: 57742

VBA code to determine eigenvalues & eigenvectors...

Even better. Full matrix package for excel with source:Matrix 2.3 (http://digilander.libero.it/foxes/SoftwareDownload.htm)Cheers,Ram
by rmeenaks
October 12th, 2009, 4:02 pm
Forum: Book And Research Paper Forum
Topic: Equity Swap
Replies: 1
Views: 34354

Equity Swap

Let me know if you find anything...Ram
by rmeenaks
July 27th, 2009, 3:07 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Wilmott Magazine missing technical articles...
Replies: 7
Views: 46482

Wilmott Magazine missing technical articles...

Missing article in the Jul/Aug 2009 issue of Wilmott:Microsoft: Start Your Engines points to the other Microsoft article..Ram PS: And we are STILL waiting for a response on the Technical Articles...
by rmeenaks
July 16th, 2009, 7:00 pm
Forum: Numerical Methods Forum
Topic: Eigenvalues & eigevectors for PCA in C#
Replies: 3
Views: 40238

Eigenvalues & eigevectors for PCA in C#

<r>Here are some sources:<URL url="http://www.imsl.com/products/imsl/cSharp/overview.phphttp://ilnumerics.net/and"><LINK_TEXT text="http://www.imsl.com/products/imsl/cShar ... cs.net/and">http://www.imsl.com/products/imsl/cSharp/overview.phphttp://ilnumerics.net/and</LINK_TEXT></URL> of course algli...
by rmeenaks
July 16th, 2009, 6:40 pm
Forum: Programming and Software Forum
Topic: Is there free C++ Standard?
Replies: 17
Views: 42955

Is there free C++ Standard?

A simple google found: ISO C++ StandardCheers,Ram
by rmeenaks
June 5th, 2009, 6:05 pm
Forum: Programming and Software Forum
Topic: Happy Birthday COBOL
Replies: 68
Views: 53252

Happy Birthday COBOL

One of the greatest features of COBOL was its built-in ISAM database support. Can't beat that!
by rmeenaks
June 2nd, 2009, 1:36 pm
Forum: Book And Research Paper Forum
Topic: Power market literature
Replies: 2
Views: 38651

Power market literature

<r>One of the best books on this subject is:<AMAZON id="0471104000" url="http://www.amazon.com/Energy-Power-Risk-Management-Developments/dp/0471104000/ref=pd_bxgy_b_img_cHave"><URL url="http://www.amazon.com/Energy-Power-Risk-Management-Developments/dp/0471104000/ref=pd_bxgy_b_img_cHave"><LINK_TEXT ...
by rmeenaks
June 1st, 2009, 1:50 pm
Forum: Programming and Software Forum
Topic: Happy Birthday COBOL
Replies: 68
Views: 53252

Happy Birthday COBOL

I was a seasoned COBOL programmer for 3 years writing international FX trading systems right after college in 92. Fond memories. Being a recent CS graduate, my COBOL programs were highly structured using PERFORM THROUGHs and a sprinkle of GOTOs. Ram
  • 1
  • 2
  • 3
  • 4
  • 5
  • 11
GZIP: On