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by rmeenaks
June 3rd, 2008, 4:36 pm
Forum: Book And Research Paper Forum
Topic: The LIBOR Market Model in Practice
Replies: 3
Views: 54528

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
by rmeenaks
June 2nd, 2008, 12:31 pm
Forum: Programming and Software Forum
Topic: Mathematica software
Replies: 40
Views: 60673

Mathematica software

FYI,According to Shaw, a new updated version of his book is in the woodworks... I contacted him about updating the Mathematica code to be in line with 6.0...Cheers,Ram
by rmeenaks
June 2nd, 2008, 12:26 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: 89605

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

Volume I and II are available, still waiting for Volume III, but the price is the same as the other two. Volume IV is in the woodworks and is expected to be available in Oct/Nov/Dec timeframe...Cheers,Ram
by rmeenaks
May 30th, 2008, 6:43 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: 89605

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

Yep, I am in North America...In NY, Amazon is planning on charging taxes if you order on or after June 1, but even so, it is far cheaper than getting it from Wiley...Ram
by rmeenaks
May 30th, 2008, 12:58 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: 89605

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

Even with Carol Alexander's coupon and Wiley's 30% discount, it is still cheaper to get it from Amazon since they provide free shipping and no taxes... I just placed an order for all three volumes.Thanks,RamPS: Eagerly waiting for the 4th Volume...
by rmeenaks
May 22nd, 2008, 12:29 pm
Forum: Book And Research Paper Forum
Topic: lulu.com
Replies: 440
Views: 255382

lulu.com

Just ordered one...Cant wait to get it...Thanks,Ram
by rmeenaks
May 19th, 2008, 10:57 am
Forum: General Forum
Topic: Dividend Forecasting
Replies: 16
Views: 61971

Dividend Forecasting

<t>I know that dividends are voted by the board, but in order to do any modeling of equity derivatives (especially dividend paying stocks), the dividend yield and any future projected dividends needs to be computed. Historic dividends are the way I was planning on doing it, but wanted to know if the...
by rmeenaks
May 16th, 2008, 5:40 pm
Forum: General Forum
Topic: Dividend Forecasting
Replies: 16
Views: 61971

Dividend Forecasting

<r>Does anyone have algorithms, papers, etc on Dividend Forecasting? I want to know how companies such as MarkIT (<URL url="http://www.markit.com/information/products/dividend_forecasting.html"><LINK_TEXT text="http://www.markit.com/information/produ ... sting.html">http://www.markit.com/information...
by rmeenaks
May 12th, 2008, 3:56 pm
Forum: Book And Research Paper Forum
Topic: "C++ Design Patterns and Derivatives Pricing" by Mark Joshi
Replies: 24
Views: 62055

"C++ Design Patterns and Derivatives Pricing" by Mark Joshi

Mark,Any chance of getting a PDF addendum since I already own both of your excellent books? Thanks,Ram
by rmeenaks
April 21st, 2008, 3:55 pm
Forum: General Forum
Topic: Wilmott Resignation 'Letter'
Replies: 6
Views: 77205

Wilmott Resignation 'Letter'

Make sure you change the file to have a PDF extension...Ram
by rmeenaks
April 12th, 2008, 3:39 pm
Forum: Book And Research Paper Forum
Topic: Looking for ML Credit Derivatives Handbooks 2007
Replies: 8
Views: 78237

Looking for ML Credit Derivatives Handbooks 2007

See http://www.classiccmp.org/transputer/finengineer for the 2006 Handbooks, I'll see if I can get the 2007 ones. Does anyone have the ML World Bond Assessment for 2006 or higher?Cheers,Ram
by rmeenaks
January 5th, 2008, 8:56 pm
Forum: General Forum
Topic: Equity Derivatives and Corporate Actions
Replies: 1
Views: 60216

Equity Derivatives and Corporate Actions

<r>Hi,Other than the following book:<AMAZON id="0470870664" url="http://www.amazon.com/Corporate-Actions-Securities-Management-Finance/dp/0470870664/ref=pd_bbs_sr_1?ie=UTF8&s=books&qid=1199570106&sr=8-1Is"><URL url="http://www.amazon.com/Corporate-Actions-Securities-Management-Finance/dp...
by rmeenaks
December 27th, 2007, 2:47 pm
Forum: Programming and Software Forum
Topic: Option Position Pairing Engine
Replies: 1
Views: 60855

Option Position Pairing Engine

Let me know if you got any responses. I am interested in this as well...Thanks,Ram
by rmeenaks
October 17th, 2007, 5:26 pm
Forum: General Forum
Topic: American options Zhu's paper
Replies: 4
Views: 63884

American options Zhu's paper

Please send me a copy of the paper as well : rmeenaks@olf.comThanks,Ram
by rmeenaks
October 17th, 2007, 4:27 pm
Forum: Book And Research Paper Forum
Topic: Equity Instruments at Credit Suisse
Replies: 0
Views: 63966

Equity Instruments at Credit Suisse

Anyone have any material on Credit Suisse Research Notes on their equity instruments such as the Equity Yield Note? This is their Structured Product Group..Thanks,Ram
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