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by tagoma
December 19th, 2010, 3:23 pm
Forum: Book And Research Paper Forum
Topic: Books for beginners of trading
Replies: 2
Views: 25884

Books for beginners of trading

as regards quantitative finance, i would recommend the following authors (i am sorry i am not original at all) :paul wilmottjc hullcarol alexanderand, daniel duffy, bernt arne odegaard and mark joshi for very valuable insights in c++ programming
by tagoma
December 19th, 2010, 3:13 pm
Forum: Book And Research Paper Forum
Topic: Books for beginners of trading
Replies: 2
Views: 25884

Books for beginners of trading

no offence intended, but are you sure to understand well what trading, quantitative analysis, technical analysis, statistics and finance are ? there are very different from each other.
by tagoma
December 19th, 2010, 3:05 pm
Forum: Trading Forum
Topic: Technical trading signals with statistical significance
Replies: 4
Views: 26215

Technical trading signals with statistical significance

you got hired despite the skepticim you talk about. well done (?) !which type of trading the compagny you are going to enter is involved in ? the toolbox ?
by tagoma
December 19th, 2010, 10:53 am
Forum: Careers Forum
Topic: Can a CFA help mom back to work?
Replies: 14
Views: 25709

Can a CFA help mom back to work?

<r>wilmotter above gave various hints (networking, questions to ask to yourself ... ).maybe you'd like to read that it is feasible to be a mom and a quant at the same time :<URL url="http://www.quantnet.com/my-journey-to-be-a-quant/btw">http://www.quantnet.com/my-journey-to-be-a-quant/btw</URL>, be ...
by tagoma
December 18th, 2010, 3:00 pm
Forum: Numerical Methods Forum
Topic: Cubic Spline Interpolation for natural Spline
Replies: 3
Views: 32696

Cubic Spline Interpolation for natural Spline

<r>IMO it is better to first undertand well what cubic spline interpolation is about.you can find lots of materials over the internet on this subject.spursfan suggests a "first help" resource.if you can't cope, you should get a copy of Option pricing models and volatility using Excel-VBAcubic spline...
by tagoma
December 18th, 2010, 12:00 pm
Forum: Off Topic
Topic: U.B.S. - Underwear (thong). Bras(colourful). Skirts(short)
Replies: 45
Views: 24704

U.B.S. - Underwear (thong). Bras(colourful). Skirts(short)

<r>pour ceux qui s'ennuient pendant ce week-end froid en europe, voici une copie du dresscode en question :<URL url="http://www.letemps.ch/rw/Le_Temps/Quotidien/2010/12/09/Culture%20&%20Societe/ImagesWeb/Dresscode_F.pdfhere"><LINK_TEXT text="http://www.letemps.ch/rw/Le_Temps/Quoti ... _F.pdfhere...
by tagoma
December 18th, 2010, 10:18 am
Forum: Careers Forum
Topic: dress code for UBS interviews
Replies: 13
Views: 25015

dress code for UBS interviews

<r>have a look at this thread, too :<URL url="http://www.wilmott.com/messageview.cfm?catid=15&threadid=81202jejejejejejejsometimes"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... jsometimes">http://www.wilmott.com/messageview.cfm?catid=15&threadid=81202jejejejejejejsometimes</L...
by tagoma
December 18th, 2010, 10:10 am
Forum: Off Topic
Topic: U.B.S. - Underwear (thong). Bras(colourful). Skirts(short)
Replies: 45
Views: 24704

U.B.S. - Underwear (thong). Bras(colourful). Skirts(short)

<t>jejejejejejejsometimes things get out of control.as a worldwide reputated banking institution (yes? ), UBS enforces a ridiculously strict dressing-code.that's a matter of image.and it turns out that everyone gets ironical, cynical, and bursts out laughing about it btw, how many of you read "UPS" ...
by tagoma
December 18th, 2010, 9:51 am
Forum: General Forum
Topic: Asian option hedging - forward curve slope
Replies: 2
Views: 23426

Asian option hedging - forward curve slope

QuoteBasically, I'm concerned about forward curve slope changes.what about focusing back on the pricing and then the hedging of your options ?i like a lot Asian options, the sum of lognormals and the reciprocal gamma distributionjust like tw i wonder the type of assets involved ????
by tagoma
December 17th, 2010, 8:21 pm
Forum: Technical Forum
Topic: Convexity adjustment for swap futures
Replies: 8
Views: 25286

Convexity adjustment for swap futures

QuoteDIH1 Comdtydo you mean the march 11 demarc natural gas index swap the listed on the cme market ?
by tagoma
December 17th, 2010, 6:00 pm
Forum: General Forum
Topic: Forex insider trading
Replies: 24
Views: 31506

Forex insider trading

<t>hello hendon. do you fear tu use insider information for your next trade on the forex ? or do you distrust the guys of those committees ? everyone before me replied along a particular line. for my part, i would say that the presence of insider trading is an expected risk/reward issue. and, that s...
by tagoma
December 16th, 2010, 9:31 pm
Forum: Trading Forum
Topic: FX, Interest Rates, Futures & Commodities Data
Replies: 4
Views: 46219

FX, Interest Rates, Futures & Commodities Data

i work in the commodities space. and i'd like to play around with commodities at nighttime , too.but, i am not aware of any free access to historical data ...
by tagoma
December 16th, 2010, 9:25 pm
Forum: Student Forum
Topic: Using Black76 for EuroDollar option
Replies: 4
Views: 23917

Using Black76 for EuroDollar option

QuoteDays to mat = 13 days => 0.049 yrs.no ! but , 0.052 !"what else ?"