Hello everybody,I was wondering whether there are places in the WWW where to download e-books on derivatives and structured products?I found several good books on Amazon.com, but maybe the same books can be downloaded for free or purchased in e-book format at a lower price?Thanks.
<t>Hello everybody,I have a aquestion that sound very simple - what instruments does the notion of "structured financial products" include? It seems as if the term can be used in a very broad sense, as well as in a narrower sense.I have always thought that only hybrid securities consisting of a comm...
<t>Hello everybody,I am looking for good books on structured financial products. I am a beginner in the field of structured products and need books starting from the basics of structured products. I would like to buy one or two books, found several on Amazon.com. Please suggest which of them are the...
<t>Hello everybody,Imagine you have 2 forward contracts, with the following value and delivery dates.1) Delivery Date = 1 June 2005, Value Date = 1 June 2005.2) Delivery Date = 1 June 2010, Value Date = 1 June 2005.The forward contracts are on a stock that will not pay dividends until 2011.Will thes...
Hello everybody,Does anybody know any good articles that can be downloaded via Internet on extensions of the Markowitz theory, particularly on using the theory to deal not only with porfolios of stocks, but bond, futures and other assets?Thanks.
<t>Hello everybody,Who knows algorithms (just algorithms or maybe ready-to-use C++ routines) that can be used to create the effective Markowitz frontier? I want to have constraints like w1 + w2 < 0.5 (where w denotes weight).Also I would like to know whether the Markowitz method is being used in pra...
<t>Hello everybody,It seems as if everyone agrees that markets are efficient and that trying to obtain returns higher than "normal" is useless. Efficient markets also imply the inefficiency of technical analysis. However, all banks have traders that use technical analysis and try to get big returns....
<r>Thank you, guys, for your answers.I have the RiskMetrics document. I looked it up again and found what I was looking for. Strange that I did not notice that before.I will explain once more what I could not understand. Imagine you have weekly close prices of a bond.101%97%93%96%98%100%101%102%101%...
<t>Hello, everybody,I am writing a paper at my university in Moscow on VaR and have a question. RiskMetrics provides volatilities and correlations of zero coupon bonds. To be more exact, these are forecasted standard deviations and correlations between future returns of zero coupon bonds with differ...