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by quantmeh
April 12th, 2007, 12:51 pm
Forum: Programming and Software Forum
Topic: make this line of code run as fast as possible
Replies: 12
Views: 74872

make this line of code run as fast as possible

<t>QuoteOriginally posted by: farmerBut it still tells me some crap, if I don't say (byte), that the result is an int. Is this thing making an int out of everything, and then turning it back to a byte and, if so, anybody have a code snippet that gets around this?why don't you read the C# lang spec? ...
by quantmeh
April 12th, 2007, 11:21 am
Forum: Student Forum
Topic: stock pricing interview question
Replies: 12
Views: 74590

stock pricing interview question

<t>it doesnt matter if i understood you or not, the point is that formula min(So;PV) is incorrect.if the market price of stock is S0, it's unwise to buy it for more than S0 or sell for less than S0. any price below S0 is good to buy, 'cause u can re-sell it immediately on the market .here, PV and pr...
by quantmeh
April 12th, 2007, 10:00 am
Forum: Student Forum
Topic: stock pricing interview question
Replies: 12
Views: 74590

stock pricing interview question

<t>QuoteOriginally posted by: haverI believe that is min(So;PV)If PV is less than So then we are not willing to buy the stock at current market price as we have the information that current price is overestimated, thus we are willing to pay up to PVsuppose, PV=98$I'd offer u to buy your stock for 99...
by quantmeh
April 12th, 2007, 12:16 am
Forum: Technical Forum
Topic: curve bulding
Replies: 2
Views: 74497

curve bulding

<t>Fisher, M., D. Nychka, and D. Zervos. ``Fitting the Term Structure of Interest Rates with Smoothing Splines,'' Finance andEconomics Discussion Series, 95-1, Federal Reserve Board (1995). McCulloch, J. H. ``Measuring the Term Structure of Interest Rates.' 'Journal of Business, 44 (1971): 19--31. <...
by quantmeh
April 11th, 2007, 11:07 pm
Forum: Student Forum
Topic: stock pricing interview question
Replies: 12
Views: 74590

stock pricing interview question

QuoteOriginally posted by: GorshkovWell, as a scientist I answered: 102$ you, probably, meant "natural scientist". finance is also science... kinda
by quantmeh
April 11th, 2007, 6:55 pm
Forum: Student Forum
Topic: stock pricing interview question
Replies: 12
Views: 74590

stock pricing interview question

<t>QuoteOriginally posted by: Gorshkovso, just to make it clear. How much will you pay me now for this stock? Give me the max price you would pay.it's a tricky question indeed. i would pay 100$ or less, but you won't sell for less than 100$.if I pay you 101$, you'll keep 1$, and buy one share for 10...
by quantmeh
April 11th, 2007, 6:17 pm
Forum: Student Forum
Topic: stock pricing interview question
Replies: 12
Views: 74590

stock pricing interview question

less than pv = 110$*0.6+90$*0.4 = 102$, then u make some money
by quantmeh
April 11th, 2007, 3:34 pm
Forum: Technical Forum
Topic: Question 2 on Eigen-exapnsion approach of Gorovoi and Linetsky (2004)
Replies: 3
Views: 74344

Question 2 on Eigen-exapnsion approach of Gorovoi and Linetsky (2004)

<t>QuoteOriginally posted by: tw813actually not....Hermite functions are generalizations of Hermite polynomials...that's the thing...I couldn't find much about it on web. i never dealt with Hermite functions, only with polynomials. interestingly, Linetsky and Gorovoi refer to "Lebedev (1972), p 284....
by quantmeh
April 11th, 2007, 3:10 pm
Forum: Off Topic
Topic: AMD or Intel?
Replies: 20
Views: 76378

AMD or Intel?

QuoteOriginally posted by: leveloidNo hyperthreading, just a straight pentium 4.Athosdid u try running simple tests like dhrystone, whetstone or linpack?that would give you an idea of where to look at further
by quantmeh
April 11th, 2007, 2:23 pm
Forum: Numerical Methods Forum
Topic: Mersenne Twister VBA algorithm?
Replies: 21
Views: 85466

Mersenne Twister VBA algorithm?

QuoteOriginally posted by: OI have looked at the Mersenne Twister home page, but it’s a little too “hardcore”..O.in that case i'd simply grab C/C++ version (as it was suggested) and usit from Excel. it's VERY easy. look for "excel add-in xll" in google, for example XLL how-to
by quantmeh
April 11th, 2007, 2:06 pm
Forum: Technical Forum
Topic: Question 2 on Eigen-exapnsion approach of Gorovoi and Linetsky (2004)
Replies: 3
Views: 74344

Question 2 on Eigen-exapnsion approach of Gorovoi and Linetsky (2004)

<t>QuoteOriginally posted by: tw813So I tried to compare the results produced by the built-in function HermiteH(v,z) and the definitional formula above, respectively, where the formula is implemented using Mathematica's built-in Gamma and Hypergeometric1F1 functions. It turned out that the results a...
by quantmeh
April 11th, 2007, 2:49 am
Forum: Student Forum
Topic: Brownian Motion
Replies: 6
Views: 74694

Brownian Motion

<t>QuoteOriginally posted by: letiandAs I know, the definition of markovian processes says that the future state depends only upon the present state and is conditionally independent of the past states.Why we need to know a liittle bit of history? THanks...i meant higher order markovian processes lik...
by quantmeh
April 11th, 2007, 12:42 am
Forum: Book And Research Paper Forum
Topic: New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie
Replies: 29
Views: 179197

New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

<t>I got the book from a library, started reading and felt very disappointed. I'm going to return it on my next visit to a library.The first thing he did was this. He takes Black-Scholes PDE, substitutes stock price variable by S=exp(x), then defines "Hamiltonian", but his Hamiltionian is not Hermit...
by quantmeh
April 10th, 2007, 1:36 pm
Forum: General Forum
Topic: Duration of z-bond
Replies: 4
Views: 74415

Duration of z-bond

QuoteOriginally posted by: torontosimpleguyIf you define duration this way then you have to prove formula,dPV/PV = -D*dr do you actually have to prove the formula on CFA exam? can you tell us what was the original question in the exam?
GZIP: On