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by DominicConnor
October 30th, 2002, 8:39 am
Forum: Programming and Software Forum
Topic: VBA Option pricing
Replies: 3
Views: 189933

VBA Option pricing

<t>VBA often gets a bad rap. OK, this is sometimes deserved but the sort of thing you describe should work easily at the speed of whateverreal time feeds you throw at it. To be sure VBA under Excel is a lot slower than C++, but the machine time is cheap, and evenif you feel underpaid, you are still ...
by DominicConnor
October 29th, 2002, 1:22 pm
Forum: General Forum
Topic: What to watch for in the Fixed Income markets - to tell us about the economy
Replies: 15
Views: 190301

What to watch for in the Fixed Income markets - to tell us about the economy

<t>I agree 100% that they do not set interest rates anymore. But neither does the British treasury.They set an environment where a given set of movements are more likely.In Britain, one such lever is the Repo rate.Germany & France hace decided to break the stability pact for the euro, in terms o...
by DominicConnor
October 28th, 2002, 10:55 am
Forum: General Forum
Topic: What to watch for in the Fixed Income markets - to tell us about the economy
Replies: 15
Views: 190301

What to watch for in the Fixed Income markets - to tell us about the economy

Well, maybe EuroLand states have, and maybe they haven't.Both France and Germany have decided that the rules don't apply to them.Bizarrely, the one EU state that has followed the rules most closely is the onethat hasn't joined the Euro, ie Britain.
by DominicConnor
October 28th, 2002, 10:53 am
Forum: General Forum
Topic: Reason for dty-up in Convertible Issuances n U.S
Replies: 3
Views: 189586

Reason for dty-up in Convertible Issuances n U.S

There is a general problem with bond issuance, there is a lot of issuance that is held up in the pipeline.
by DominicConnor
October 28th, 2002, 10:48 am
Forum: Programming and Software Forum
Topic: so much constants...what's efficient???
Replies: 4
Views: 189527

so much constants...what's efficient???

<t>If performance is your core objective, but you want database driven updates then you might considermachine written code.you can write code of the form:char *varname[N] ={"VolSmirk","thing", "other thing"};double val;fp = fopen("Parameters.h","w");for (i=0 ; i != N; i++){ GetDBVar (varname, & ...
by DominicConnor
October 25th, 2002, 8:33 am
Forum: General Forum
Topic: Public Private Partnership/PFI
Replies: 4
Views: 189388

Public Private Partnership/PFI

I have an interest, and in particular am interested in the risk premia.DominiConnor
by DominicConnor
October 25th, 2002, 7:23 am
Forum: Programming and Software Forum
Topic: .Net and Bloomberg SDK
Replies: 24
Views: 196865

.Net and Bloomberg SDK

<r>Forgive me if I said things you already knew.Bloomberg are generally quite helpful, at least when you talk to the right person.We've just finished doing a project on BBThttp://<URL url="http://www.cw360.com/bin/bladerunner?EQUNIQ=1035532015&REQSESS=QH4288DD&REQHOST=site1&2131REQEVENT=...
by DominicConnor
October 25th, 2002, 6:47 am
Forum: General Forum
Topic: Energy Trading / Power Marketing
Replies: 4
Views: 189826

Energy Trading / Power Marketing

I've always wanted to work in this sector.People just seem to have such cool titles. I encounter people with things like "Director of Global Power" on their business cards.DominiConnor
by DominicConnor
October 25th, 2002, 6:46 am
Forum: General Forum
Topic: .
Replies: 62
Views: 194650

.

<t>A form of TA that has been demonstrated to me well enough to overcome part of my skepticism, is theexploitation of liquidity traders.About the worst case of LTs are tracker funds.When a stock enters or joins an index, such as the top 100/350/1000 whatever, the managers mustbuy and sell a set of r...
by DominicConnor
October 24th, 2002, 1:59 pm
Forum: Programming and Software Forum
Topic: .Net and Bloomberg SDK
Replies: 24
Views: 196865

.Net and Bloomberg SDK

<t>Forgive me, but can I assume you're not a hard core programmer ?I totally agree with mholm on N-tier architecture.I can see why you've picked C#, personally I'd have gone C++, but that's personal taste mostly.There are a variety of issues here.Firstly, licencing. The default Bloomberg licence is ...
by DominicConnor
October 24th, 2002, 10:55 am
Forum: General Forum
Topic: .
Replies: 62
Views: 194650

.

<t>>that there will be no trading for any market in which the total demand is equal to the total supply at that priceNot really.In the specific case of a market consisting entirely of speculators, it might be true.However, many market particpants are "liquidity traders" who either want to invest cas...
by DominicConnor
October 24th, 2002, 10:43 am
Forum: Student Forum
Topic: Real option analysis, the cinema industry
Replies: 10
Views: 190486

Real option analysis, the cinema industry

<t>This is the same problem one has with options on any asset.The only volatility we know for a fact is the historical.Worse, the income flows occur over a number of years, and well after the second film is made.So there is also a major effect that the sequel affects the value of the first movie. Th...
by DominicConnor
October 24th, 2002, 10:29 am
Forum: Student Forum
Topic: Real option analysis, the cinema industry
Replies: 10
Views: 190486

Real option analysis, the cinema industry

Well, it sounds like you are pricing an option on a forward contract.This is because you are buying the right to spend omney in the future in a certain way.
by DominicConnor
October 24th, 2002, 10:27 am
Forum: Student Forum
Topic: simple question
Replies: 3
Views: 189822

simple question

Quite a wide subject, also not nearly as well covered as the US market.What do you need clarified ?DominiConnor
by DominicConnor
October 24th, 2002, 9:53 am
Forum: General Forum
Topic: .
Replies: 62
Views: 194650

.

<t>Agreed.I recall an "Applied Maths" exam where I was asked to work out the radius of the sun.The assumptions given that it was a two dimensional disk, with no internal source of energy.And naturally it was composed of a single, yet comfortingly ideal gas And, no, I can't justify it being called "a...