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by player
January 14th, 2003, 8:29 am
Forum: Student Forum
Topic: a simple question on integration
Replies: 2
Views: 189685

a simple question on integration

<t>Have another simple questionHow do you obtain the answer to the following problemIf W represents standard Brownian MotionWhat do we get when we integrate W(s)^2 - s with respect to dW(s) from 0 to t?NB I know the answer and I can go from the answer to the question but I dont know how to go from t...
by player
January 13th, 2003, 12:39 pm
Forum: Student Forum
Topic: hedging
Replies: 2
Views: 189623

hedging

<t>Have a very (simple) question regarding hedging.When we short a call we replicate the payoff from a call by buying delta units of the stock. however this only approximately replicates the portfolio over a small change in the value of the stock. My question is what happens when there is a sudden j...
by player
January 7th, 2003, 10:51 am
Forum: Off Topic
Topic: Wilmott Chat Room
Replies: 3
Views: 189591

Wilmott Chat Room

Definitely should have a chat room...for many many reasons.As Paul himself said in his magazine.may even increase the probability of quant dating...
by player
January 6th, 2003, 3:20 pm
Forum: Student Forum
Topic: shreve notes
Replies: 7
Views: 190400

shreve notes

jChapter seven......now your starting to get to the interesting bits..It took me about a month since I was reading it on and off. did miss out the chapter on capmAfraid i dont have the exercises on this course but if anyone outthere does could you please email them to meplayer
by player
January 6th, 2003, 1:03 pm
Forum: Student Forum
Topic: shreve notes
Replies: 7
Views: 190400

shreve notes

Everyone relax......I've figured it out
by player
January 6th, 2003, 12:13 pm
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 393873

Subjects, please...

What is the purpose of the state price deflator since it seems to do the same job as the RN probabiltiy. IE why should one use this as compared to probabiltiy methods???
by player
January 6th, 2003, 12:10 pm
Forum: Student Forum
Topic: shreve notes
Replies: 7
Views: 190400

shreve notes

Dear allJust have a quick question regarding shreve notes.On page 209 chapter 20 I am wondering how from the joint prob of P(M(T)>m,B(T)<b) he derives the joint density formula.why in the next couple of line does he take a partial differrentiation wrt to dm and db?Player
by player
December 30th, 2002, 2:42 pm
Forum: Off Topic
Topic: Who really controls the US Congress .....Read this and weep
Replies: 213
Views: 206168

Who really controls the US Congress .....Read this and weep

Far too much hate around in the world without a bunch of quants adding to it!!! What happened to "peace and good will to all men" in the season tidings. Relax and Chill and start celebrating the new year in happiness and in peace...Happy New Year all!!!
by player
December 30th, 2002, 1:35 pm
Forum: Student Forum
Topic: matrix
Replies: 15
Views: 191488

matrix

<t>Dear MJThanks for your help. Starting to see the light!!Just have one further and probably final question on this. I was reading an article focussing on hypersphere decomposition and I was just wondering where does one derive the angular cooordinates which are used in this decomposition. playerHa...
by player
December 28th, 2002, 3:29 pm
Forum: Student Forum
Topic: matrix
Replies: 15
Views: 191488

matrix

dear chiral3Thanks for the info. However I was just wondering is it possible to convert a singular symmetric square matrix in some manner to a non singluar symmetric square matrix. The psuedo inverse technique is really to find the inverse of a singular matrix. Regardsplayer
by player
December 23rd, 2002, 3:04 pm
Forum: Student Forum
Topic: matrix
Replies: 15
Views: 191488

matrix

regarding the singular value decomposition how exactly would i use it to obtain a matrix which is non singular, having originally had a singular matrixplayer
by player
December 23rd, 2002, 2:39 pm
Forum: Student Forum
Topic: matrix
Replies: 15
Views: 191488

matrix

Thanks for the info although has left me a little confused.Have another question.If you have a singular matrix how can you convert it into a non singular matrix while trying to keep as much information as possible in the original matrixplayer
by player
December 23rd, 2002, 10:35 am
Forum: Student Forum
Topic: matrix
Replies: 15
Views: 191488

matrix

Dear AllHave a quick question to nyone who is still working out there in the christmas seasonIf you have a n*n matrix and if the matrix is non-singular then is any submatrix along the diagonal also non-singular and if so can you give me a proof/explanationThanking anyone in advancePlayer
by player
December 18th, 2002, 11:14 am
Forum: Technical Forum
Topic: Weather Derivatives
Replies: 17
Views: 192725

Weather Derivatives

SlothCan you send me those papers on weather derivatives please. I've accessed my private mesage service. I'm working at hte moment on alternative risk transfer and am interested in this area.Player
by player
December 10th, 2002, 12:26 pm
Forum: Careers Forum
Topic: Programming skills required for a Quant
Replies: 13
Views: 192080

Programming skills required for a Quant

Dear ezhikIs the answer to 1 , 4.5?Player