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by rmeenaks
February 23rd, 2009, 3:50 pm
Forum: Book And Research Paper Forum
Topic: New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander
Replies: 189
Views: 89184

New Books - 4 Vols. Market Risk Analysis: Quantitative Methods in Finance - Value-at-Risk Models by Carol Alexander

<r>QuoteThe story goes that some of the folks who bought these notes took them along to the exam for last minute revision, and of course the proctors noticed them reading them, and from there they were booted from the CFA program and likely reported to the copyright holder of the notes as well.Moron...
by rmeenaks
February 5th, 2009, 2:41 pm
Forum: General Forum
Topic: cds - jpm to give away its model?
Replies: 58
Views: 55435

cds - jpm to give away its model?

<t>It is funny when people consider "goto" harmful. Goto are helpful when you have to do:1) Break out of loops that are inside another loop. The old CS philosophy of having boolean variables to do this can be tedious and hamper readability. I wish C had the JAVA notion of labeled breaks which would ...
by rmeenaks
February 4th, 2009, 4:07 pm
Forum: Book And Research Paper Forum
Topic: Looking for ML Credit Derivatives Handbooks 2007
Replies: 8
Views: 78214

Looking for ML Credit Derivatives Handbooks 2007

It is now back up and I added more stuff to it...Ram
by rmeenaks
February 3rd, 2009, 10:36 pm
Forum: Book And Research Paper Forum
Topic: Looking for ML Credit Derivatives Handbooks 2007
Replies: 8
Views: 78214

Looking for ML Credit Derivatives Handbooks 2007

It is not the greatest server, but it serves it purpose. Can't expect much when I get it hosted for free...Cheers,Ram
by rmeenaks
January 30th, 2009, 3:56 pm
Forum: General Forum
Topic: cds - jpm to give away its model?
Replies: 58
Views: 55435

cds - jpm to give away its model?

Just contacted ISDA and they are in the process of packaging it up. They said it will be released in the very near future for download...Ram
by rmeenaks
January 29th, 2009, 6:55 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Wilmott Magazine missing technical articles...
Replies: 7
Views: 46441

Wilmott Magazine missing technical articles...

Is it me or is the technical articles missing from the current issue of Wilmott...Thanks,Ram
by rmeenaks
January 15th, 2009, 8:33 pm
Forum: General Forum
Topic: Lehman Brothers AAA 8.5+ Year CMBS Index
Replies: 2
Views: 46152

Lehman Brothers AAA 8.5+ Year CMBS Index

Hi,Can someone please send me historical closing rates for this index from 01-Jan-2008 til today? I want to use it to model a CMBS Total Rate of Return Swap...Our bloomberg terminal doesn't have access to the Lehman Indexes...Thanks,Ram
by rmeenaks
January 13th, 2009, 5:18 pm
Forum: Book And Research Paper Forum
Topic: Rubinstein's 3D binomial tree
Replies: 2
Views: 47658

Rubinstein's 3D binomial tree

<r>Check Rubinstein's web page (<URL url="http://www.in-the-money.com">http://www.in-the-money.com</URL>)...He is pretty good about dispersing his papers. In fact, I remember seeing it.Hmmm, it looks like it is dead, try the following:<URL url="http://web.archive.org/web/20070622150346/www.in-the-mo...
by rmeenaks
January 6th, 2009, 6:21 pm
Forum: Book And Research Paper Forum
Topic: solutions to shreve?
Replies: 5
Views: 66173

solutions to shreve?

I, personally, never found one, but what you can do is google some of the universities and see if there are solutions to some of the exercises. It is a fairly common university book and hence several of the assigned homework might have solutions on the website.Cheers,Ram
by rmeenaks
January 5th, 2009, 12:52 am
Forum: Book And Research Paper Forum
Topic: Stefanica Dan 'A Primer for the Mathematics of Financial Engineering' FE Press 2008
Replies: 23
Views: 61633

Stefanica Dan 'A Primer for the Mathematics of Financial Engineering' FE Press 2008

I have this book. It is really nice and a great refresher book. See the following website for more info about the book. The author is there:http://www.quantnet.orgCheeers,Ram
by rmeenaks
December 23rd, 2008, 3:08 pm
Forum: Programming and Software Forum
Topic: C# C++ Quantlib/xlw
Replies: 7
Views: 48774

C# C++ Quantlib/xlw

See the following site on C# and Quantlib:http://www.qlnet.org/Cheers,Ram
by rmeenaks
December 9th, 2008, 1:48 pm
Forum: Programming and Software Forum
Topic: Fincad aNy suggestions?
Replies: 1
Views: 45251

Fincad aNy suggestions?

Why not download it and try it out for 7 days? It has a free unlimited trial (expires in 7 days) which you can download at www.fincad.com...Ram
by rmeenaks
December 5th, 2008, 1:17 am
Forum: Book And Research Paper Forum
Topic: Financial Calculus: Baxter&Rennie vs Etheridge
Replies: 33
Views: 203799

Financial Calculus: Baxter&Rennie vs Etheridge

Self study without a lecturer is definitely hard and hence solutions or even hints comes a long way, but if you are taking a class, then yes this is cheating :-) Not fair for the other students who might be sweating it out...Cheers,Ram
by rmeenaks
December 4th, 2008, 7:19 pm
Forum: Book And Research Paper Forum
Topic: Financial Calculus: Baxter&Rennie vs Etheridge
Replies: 33
Views: 203799

Financial Calculus: Baxter&Rennie vs Etheridge

I don't know where I got this from, but since I am not taking a University course (hence not CHEATING), find attached the solutions manual.Cheers,Ram
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