SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 162 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 11
by rmeenaks
May 25th, 2009, 9:54 am
Forum: Book And Research Paper Forum
Topic: Solution Manual to The Mathematics of Financial Derivatives
Replies: 3
Views: 129863

Solution Manual to The Mathematics of Financial Derivatives

I am assuming you are talking about Paul Wilmott's book, which I have not seen. But if you are talking about Neftci's book, it is here:http://www.neftci.com/Math/Cheers,Ram
by rmeenaks
May 19th, 2009, 4:34 pm
Forum: Programming and Software Forum
Topic: C++ PCA, eigen vectors and values
Replies: 26
Views: 49389

C++ PCA, eigen vectors and values

<r>See Matrix 2.3. It is god-sent in terms of VBA and Matrix Manipulation:<URL url="http://digilander.libero.it/foxes/SoftwareDownload.htmCreating"><LINK_TEXT text="http://digilander.libero.it/foxes/Softw ... tmCreating">http://digilander.libero.it/foxes/SoftwareDownload.htmCreating</LINK_TEXT></URL...
by rmeenaks
April 22nd, 2009, 7:39 pm
Forum: Student Forum
Topic: correlation swaps
Replies: 5
Views: 72830

correlation swaps

Hi tibbar,Did you get any information, papers, *anything* on these instruments? I am in the same predicament as you are. Basket of stocks and pricing of correlation swaps using an arithmetic average realized correlation. I also need info on dividend swaps as well..Thanks,Ram
by rmeenaks
April 3rd, 2009, 3:34 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Wilmott Magazine missing technical articles...
Replies: 7
Views: 46441

Wilmott Magazine missing technical articles...

Are you guys planning on adding the Journal to the website?
by rmeenaks
March 31st, 2009, 5:00 pm
Forum: Technical Forum
Topic: Timer options
Replies: 29
Views: 51485

Timer options

EndofTheWorld,Do you have:Structured Flow Handbook: A Guide to Volatility Investingthat is mentioned in the Timer Options PDF?Thanks,Ram
by rmeenaks
March 20th, 2009, 7:20 pm
Forum: Book And Research Paper Forum
Topic: Where can I find paper by Kirk E. "Correlation in the Energy Markets"
Replies: 20
Views: 131162

Where can I find paper by Kirk E. "Correlation in the Energy Markets"

<r>Unfortunately, the 2nd Edition of the book doesn't carry Kirk's paper. They, however, have another chapter titled:Correlation and Cointegration in Energy Markets, by Carol AlexanderThis can be obtained on the author's website:<URL url="http://www.ismacentre.rdg.ac.uk/pdf/energy.pdfIf">http://www....
by rmeenaks
March 13th, 2009, 12:58 pm
Forum: Book And Research Paper Forum
Topic: Basis Swap paper
Replies: 12
Views: 123901

Basis Swap paper

Don't worry I have a wonderful life :-) I just prefer un-touched originals. Scanned docs are sometimes difficult to read especially when you have graphs...Ram
by rmeenaks
March 11th, 2009, 10:46 am
Forum: Book And Research Paper Forum
Topic: Basis Swap paper
Replies: 12
Views: 123901

Basis Swap paper

unkpath,Do you have a non-scanned version of that paper? If so, can you send it to me please? Email address is rmeenaks@olf.comThanksRam
by rmeenaks
March 10th, 2009, 8:38 pm
Forum: Book And Research Paper Forum
Topic: Basis Swap paper
Replies: 12
Views: 123901

Basis Swap paper

http://www.classiccmp.org/transputer/finengineer/[Risk Magazine, Fruchard] Basis for Change.pdfYou can now send the £95 to my bank account Cheers,Ram
by rmeenaks
March 10th, 2009, 3:10 pm
Forum: Programming and Software Forum
Topic: Fincad Vs PowerPlus Pro
Replies: 9
Views: 45061

Fincad Vs PowerPlus Pro

Download the fully-enabled 7-day trial and check it out yourself...http://www.fincad.comRam
by rmeenaks
March 10th, 2009, 9:47 am
Forum: Forum and Website Bugs and Suggestions
Topic: Posts in the US are off by one hour due to Daylight Savings
Replies: 8
Views: 45010

Posts in the US are off by one hour due to Daylight Savings

Hi,The daylight savings setting is not correct in the US. My posts are one hour off. I guess the daylight savings hasn't changed from April to March yet in your system...Cheers,Ram
by rmeenaks
March 10th, 2009, 9:44 am
Forum: Book And Research Paper Forum
Topic: PERCS, DECS, and other mandatory convertibles
Replies: 1
Views: 44955

PERCS, DECS, and other mandatory convertibles

<r>a few seconds (literally!) of googling found:<URL url="http://www1.gsb.columbia.edu/mygsb/faculty/research/pubfiles/788/Percs_article.pdfand"><LINK_TEXT text="http://www1.gsb.columbia.edu/mygsb/facu ... cle.pdfand">http://www1.gsb.columbia.edu/mygsb/faculty/research/pubfiles/788/Percs_article.pdf...
by rmeenaks
February 24th, 2009, 10:28 am
Forum: Student Forum
Topic: !!!Time Series Analysis Help Seeked!!!
Replies: 9
Views: 90806

!!!Time Series Analysis Help Seeked!!!

<r>Free books:<URL url="http://statistik.mathematik.uni-wuerzburg.de/timeseries">http://statistik.mathematik.uni-wuerzburg.de/timeseries</URL> (SAS-based)<URL url="http://www.statoek.wiso.uni-goettingen.de/veranstaltungen/zeitreihen/sommer03/ts_r_intro.pdf"><LINK_TEXT text="http://www.statoek.wiso.u...
by rmeenaks
February 23rd, 2009, 3:53 pm
Forum: General Forum
Topic: Quant Math course
Replies: 5
Views: 43230

Quant Math course

<r>And here:<URL url="http://www.7city.co.uk/cqf.php?area=quants&outline=cqf&course=cqf&country=ukThey"><LINK_TEXT text="http://www.7city.co.uk/cqf.php?area=qua ... try=ukThey">http://www.7city.co.uk/cqf.php?area=quants&outline=cqf&course=cqf&country=ukThey</LINK_TEXT></URL> ...
  • 1
  • 2
  • 3
  • 4
  • 5
  • 11
GZIP: On