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by rmeenaks
November 21st, 2008, 7:46 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: 89850

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

Carol,Will the current owners of the books be eligible for the book holder when the 4th volume comes out..Thanks,Ram
by rmeenaks
October 1st, 2008, 1:05 pm
Forum: Programming and Software Forum
Topic: Parallel Monte Carlo in Matlab
Replies: 5
Views: 50628

Parallel Monte Carlo in Matlab

The newer nVidia graphics cards support double precision (GTX280 and above). You can also simulate double precision using two single precision numbers (yes, it is not as good performance-wise). Ram
by rmeenaks
August 13th, 2008, 5:41 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: 89850

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

If you want to upload anything here, it has to be zipped first. This applies to PDF files as well. Looking forward to the typos...Thanks,Ram
by rmeenaks
July 31st, 2008, 12:20 pm
Forum: Book And Research Paper Forum
Topic: "Principles of Principal components" by Salomon Smith Barney
Replies: 16
Views: 57499

"Principles of Principal components" by Salomon Smith Barney

Count me in on the me too.. Please send a copy to rmeenaks@olf.comThanks,Ram
by rmeenaks
June 24th, 2008, 7:05 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Wilmott Magazine Problems
Replies: 1
Views: 53405

Wilmott Magazine Problems

<r>Don't know who to address this, so here goes:The current on-line issue is having problems with the following two articles:<URL url="http://www.wilmott.com/magazine/0807/0807_ziemba.cfmhttp://www.wilmott.com/magazine/0807/0807_gyzl.cfmCan"><LINK_TEXT text="http://www.wilmott.com/magazine/0807/08 ....
by rmeenaks
June 16th, 2008, 5:15 pm
Forum: Book And Research Paper Forum
Topic: Neuberger (1990) --- Volatility Trading
Replies: 12
Views: 62934

Neuberger (1990) --- Volatility Trading

Dude, if you have any good papers on Variance Swaps, pass them along...I am currently looking into these as well...Thanks,Ram
by rmeenaks
June 16th, 2008, 12:41 pm
Forum: Book And Research Paper Forum
Topic: Looking for the following papers...
Replies: 0
Views: 53601

Looking for the following papers...

<t>I am desperately looking for the following papers...Any help is much appreciated:Blanc, N., (2004), Index Variance Arbitrage : Arbitraging Component Correlation, BNP Paribas Technical StudiesParilla, R., (2006), Trade pure volatility via Variance Swaps, SGCIB Hedge Fund GroupParilla, R., (2006), ...
by rmeenaks
June 12th, 2008, 3:08 pm
Forum: General Forum
Topic: Symphony Swaps
Replies: 0
Views: 52395

Symphony Swaps

Anybody know or have any documentation on Symphony Swaps?Thanks,Ram
by rmeenaks
June 3rd, 2008, 4:52 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: 89850

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

I got the first volume and after going over it a bit, I have to say, I really like it...Kudos to the author. Cheers,RamPS: Waiting for the other volumes....
by rmeenaks
June 3rd, 2008, 4:40 pm
Forum: Book And Research Paper Forum
Topic: The LIBOR Market Model in Practice
Replies: 3
Views: 54537

The LIBOR Market Model in Practice

There are more than several errors in the book. Send an email to Gatarek (he frequents http://www.nuclearphynance.com/) to see if he created one yet...Cheers,Ram
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