SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by rmeenaks
October 25th, 2006, 12:01 pm
Forum: Student Forum
Topic: mock option trading
Replies: 5
Views: 89761

mock option trading

Did you try stocktrak (www.stocktrak.com)? That is the one we use at school and its pretty good. It covers a wide range of markets too...Cheers,Ram
by rmeenaks
October 24th, 2006, 8:03 am
Forum: Student Forum
Topic: Help with my school project
Replies: 5
Views: 89640

Help with my school project

<t>Well, that is where SAS comes in. The analysis of the data and any patterns that are seen will determine if I will need to change the regression model accordingly. I might need to change it to an exponential model, etc, etc. Once the data is plotted, it should somewhat tell me how to set up the m...
by rmeenaks
October 23rd, 2006, 10:32 pm
Forum: Student Forum
Topic: Help with my school project
Replies: 5
Views: 89640

Help with my school project

<t>Wouldnt the regression point to a possible level where the S&P index might be if we predicted the crude prices, dollar index, and the interest rate? I dont see what is wrong. The regression would try to weed out the conditions that are not significant. Can you think of another way to do this ...
by rmeenaks
October 23rd, 2006, 8:58 pm
Forum: Student Forum
Topic: Help with my school project
Replies: 5
Views: 89640

Help with my school project

<t>Hi,In my finance class, we are left to do a simple research project that involves data analysis and regression testing. So, I picked a simple topic:Is the S&P Index negatively or positively correlated with the US Dollar Index, I/R Index, and the Crude Index. The 1st step is to get some respon...
by rmeenaks
October 22nd, 2006, 10:46 am
Forum: Student Forum
Topic: Masters/Honors Thesis Topics
Replies: 15
Views: 95056

Masters/Honors Thesis Topics

Hey,Count me in. I am currently working on my MBA and will continue on to my MS in Quant Finance. I already have a BS and MS in Comp Science. I was looking for a topic to do, got one idea, but not sure if I want to pursue it yet...Thanks,Ram
by rmeenaks
October 22nd, 2006, 10:43 am
Forum: Student Forum
Topic: Some questions
Replies: 31
Views: 91759

Some questions

BINGO! Its the credit risk that makes the rate higher than the risk free rate. You may or may not get that $100 :-) upon maturity. Because of that, the YTM is higher than the risk-free rate....Cheers,Ram
by rmeenaks
October 21st, 2006, 8:16 pm
Forum: Student Forum
Topic: Pricing Options with a formula-based strike price
Replies: 1
Views: 89556

Pricing Options with a formula-based strike price

<t>Hi,We are in the process of creating a new? class of options that have a formula as the strike price of an option. The strike price can be very simple like:strike price = 5.0;or it could end up as a basked of multiple indices like so:strike price = INDEX1 + INDEX2 + 50% of INDEX3 + $20.00How woul...
by rmeenaks
August 17th, 2006, 12:35 pm
Forum: Student Forum
Topic: Newbie question on FRA
Replies: 3
Views: 95026

Newbie question on FRA

But the book didnt mention anything about which yearit was calculating on. Nor did it mention anything about non-GBD calculations.That just stinks. It it only for the days that start in the month, or does it go furtherby using all holidays in the period...Thanks for the help,Ram
by rmeenaks
August 17th, 2006, 1:13 am
Forum: Student Forum
Topic: Newbie question on FRA
Replies: 3
Views: 95026

Newbie question on FRA

<t>Hi,I am reviewing my Futures class notes over again and ran into a slight problem with an example in the "Dubofsky & Miller - Derivatives, Valuation and Risk Management" book. I believe it is an error in the book, but there are no errata postings at all. So, here goes:On Sept 2, a bank sells ...
by rmeenaks
May 13th, 2006, 12:47 am
Forum: General Forum
Topic: Alternative to MathType?
Replies: 16
Views: 109873

Alternative to MathType?

What is wrong with MathType???Ram
by rmeenaks
May 10th, 2006, 8:41 am
Forum: Student Forum
Topic: Volatility Forwards? Do they exist...
Replies: 5
Views: 107200

Volatility Forwards? Do they exist...

Thanks for the response, but if you look at it that way, isnt the futures and swaps both forward contracts. Or is the swap really is a forward contract in the NORMAL (non-portfolio of forwards) sense...Thanks,Ram
by rmeenaks
May 9th, 2006, 7:37 pm
Forum: Student Forum
Topic: Volatility Forwards? Do they exist...
Replies: 5
Views: 107200

Volatility Forwards? Do they exist...

Hi,I am currently researching on volatility derivatives and I have found all different types (swaps, futures, options, etc), but could not find anything on forward contracts. Yes, I am a newbie in this topic . Can someone help me out or point me to a paper??Thanks,Ram;
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