SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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mijklh
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Joined: July 14th, 2002, 3:00 am

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May 30th, 2006, 7:54 pm

how do you best extend black-scholes or numerical methods based on lognormal processes to handle discrete dividends?
 
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Alan
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May 31st, 2006, 5:44 pm

This is definitely a FAQ: Mathematica or Matlab -- why?
 
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greghm
Posts: 1094
Joined: July 14th, 2002, 3:00 am

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June 12th, 2006, 7:29 am

What is CPPI ? This link put by Derivababy is really a good point to start Trustnet Educational news - CPPI
Last edited by greghm on June 11th, 2006, 10:00 pm, edited 1 time in total.
 
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CactusMan
Posts: 2990
Joined: October 27th, 2005, 8:26 pm

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June 15th, 2006, 10:02 pm

Linear Path Space and Monte Carlo.
 
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leonee
Posts: 5
Joined: July 18th, 2006, 12:40 pm

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July 24th, 2006, 7:55 am

Time series analysis with Levy Processes instead of GARCH? I´ve just heard of it, so what ist the basic idea and which method is better?
 
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slym
Posts: 80
Joined: May 12th, 2003, 8:48 am

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July 26th, 2006, 3:05 pm

What is the difference between a hedge ratio and a delta ?
 
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KackToodles
Posts: 4100
Joined: August 28th, 2005, 10:46 pm

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September 8th, 2006, 12:24 am

Aside from tractability reasons, why is most finance done in continuous time whereas macro-economics is done in discrete time? I'd like to find a reference on I-CAPM in discrete time.
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

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October 13th, 2006, 10:01 pm

Why is ppauper here ?
 
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N
Posts: 2808
Joined: May 9th, 2003, 8:26 pm

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October 13th, 2006, 11:23 pm

QuoteOriginally posted by: TraderJoeWhy is ppauper here ?Don't you mean "How the hell do we get rid of ppauper?"
 
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Cuchulainn
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October 14th, 2006, 12:45 pm

DELETED
Last edited by Cuchulainn on October 15th, 2006, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
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gevor
Posts: 39
Joined: July 20th, 2006, 9:10 pm

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October 22nd, 2006, 9:33 am

What are the main pros and cons of a quant position in the IB vs prop trading group vs hedge fund?Simple question, yet very important for newbies like me.
 
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cvereker
Posts: 3
Joined: July 14th, 2002, 3:00 am

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October 30th, 2006, 10:08 am

What are the COT IMM reports and how are they used?What are the differences between hedgers and speculators positions, and why do we prefer one over the other?
 
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manolom
Posts: 238
Joined: March 14th, 2006, 2:52 pm

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November 24th, 2006, 7:37 pm

What is a Principal Components Analysis?
 
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ZmeiGorynych
Posts: 876
Joined: July 10th, 2005, 11:46 am

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December 10th, 2006, 12:43 pm

What is worth knowing about technical analysis?Obviously I don't believe the answer is 'Nothing'
 
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MF01
Posts: 43
Joined: August 5th, 2005, 8:13 am

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February 26th, 2007, 4:01 pm

Price of derivative and the Value of derivative...what is the difference?
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