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by tagoma
December 16th, 2010, 7:12 pm
Forum: Student Forum
Topic: American Futures Options
Replies: 2
Views: 28599

American Futures Options

Options, Futures, and Other Derivatives, 7th Edition J.C Hullplease have a look at echapter 16more specifically, 16.9 American Futures Options vs. American Spot Options
by tagoma
December 14th, 2010, 9:01 pm
Forum: Book And Research Paper Forum
Topic: "Fooling Some of the People All of the Time" David Einhorn
Replies: 1
Views: 25056

"Fooling Some of the People All of the Time" David Einhorn

money, power, secret, lie, sex ... life, i guess.
by tagoma
December 14th, 2010, 8:31 am
Forum: Student Forum
Topic: ARIMA notation
Replies: 5
Views: 24296

ARIMA notation

Quotewhy an AR(2) process is noted as ARIMA(1,x,x) where did you read that ? what is your source ?
by tagoma
December 13th, 2010, 11:16 am
Forum: Technical Forum
Topic: Find distribution
Replies: 11
Views: 24916

Find distribution

<t>my organic suggestion :determine the type of data you work with.you must be aware that there are two types of probablity distributions, that is continuous and discrete.draw an histogramplot your data series in an histogram to see how the shape looks like.acknowledge the main probability distribut...
by tagoma
December 12th, 2010, 10:25 pm
Forum: Student Forum
Topic: Data on dead stocks from bloomberg
Replies: 2
Views: 22375

Data on dead stocks from bloomberg

a practicioner's thought (?) : ringing the bloomberg's customer support service
by tagoma
December 11th, 2010, 5:16 pm
Forum: Programming and Software Forum
Topic: RapidMiner / Rapid-i Software
Replies: 6
Views: 25432

RapidMiner / Rapid-i Software

yale was the former name of rapid miner.i had a look at wikipedia pages.the RapidMiner entry is helpful to understand where is comes from as well as what it is for :http://en.wikipedia.org/wiki/RapidMinerhere it is !
by tagoma
December 11th, 2010, 1:44 pm
Forum: Student Forum
Topic: Mistake In Voitle Book???
Replies: 2
Views: 23397

Mistake In Voitle Book???

<r>hello idgafwyd. no one has provided you with any answer/suggestion.for my part, i didn't read this book. and, i admit that i have never heard of this author before. but, i found out that jennifer voitle did an "errata sheet", available there : <URL url="http://www.docstoc.com/docs/23893928/Errata...
by tagoma
December 11th, 2010, 1:06 pm
Forum: Trading Forum
Topic: Exiting Put/Call spreads without massive losses?
Replies: 8
Views: 26802

Exiting Put/Call spreads without massive losses?

<t>Quotegood option markets have tight bid ask spreads. A way for you to check in the future is to look at the open interest, volume, you can also look at last price. If you are watching an option strike and it hasnt traded all day thats not a good sign.i like very much what np3 coments here. basic ...
by tagoma
December 11th, 2010, 12:49 pm
Forum: Student Forum
Topic: open source model
Replies: 2
Views: 22413

open source model

it seems that many of the links to the file on the web are broken.the file is big ... to big to die (!?) .... is open source volatile ? (!?) ....
by tagoma
December 11th, 2010, 10:38 am
Forum: Programming and Software Forum
Topic: RapidMiner / Rapid-i Software
Replies: 6
Views: 25432

RapidMiner / Rapid-i Software

<r>rapid miner is cool and user-friendly. (but ..)it allows to implement loads of classification algorithms like the famous C4.5, other decision-trees and even neural networks.in the language of statistics one would say that it is cross-sectional analysis and not so much time series.thus, it is not ...
by tagoma
December 9th, 2010, 11:19 pm
Forum: Numerical Methods Forum
Topic: American Option Approximation
Replies: 8
Views: 31901

American Option Approximation

i must miss something, too ... getting 1- (1-1) = 1 but not 0 just as the text implies
by tagoma
December 9th, 2010, 9:50 am
Forum: Book And Research Paper Forum
Topic: Favorite Books
Replies: 8
Views: 25700

Favorite Books

many excellent things on Bojan Nikolic's blog, too !http://www.bnikolic.co.uk/blog/
by tagoma
December 8th, 2010, 3:44 pm
Forum: Book And Research Paper Forum
Topic: Favorite Books
Replies: 8
Views: 25700

Favorite Books

practical experience preferred and why this way with C++.ok, i get it.
by tagoma
December 8th, 2010, 3:00 pm
Forum: Book And Research Paper Forum
Topic: Favorite Books
Replies: 8
Views: 25700

Favorite Books

Justin London's book is .... challenging. Should be restricted to those who like debugging code.I am sorry to comment this . :$Computational Methods for Option Pricing by Y.Achdou and O.Pironneau is rarely mentionned and/or commented Do you know it Hansi ?