cash flows representation

emergix · February 19th, 2003, 3:41 pm

Has any one heard about a method to represent the cash flows (may be originated by J.P. Morgan ?)that would represent non constant cash flows , contingent on other market information, may be on the past ?that would allow to represent all the ordinary options for exemple.

pareshgokhale · February 24th, 2003, 4:44 am

Hi,I have recently seen an application wherein you can write rules based on market data for cashflows linked to such data.There is a rule engine which applies the same to the instrument and generates cash flows.Probably this could be used on simulated market movements also.Regards.

VJOHNNY · February 24th, 2003, 6:58 pm

I am a postgraduate student. I study "MSc RISK MANAGEMENT & FINANCIAL SERVICES", I have some strong educational background in the trading and use of financial derivatives. I need some good idea for a dissertation that will combine financial risk management techniques, with the uses in financial institutions, banks, intermediaries, hedge funds etc.I am particullary interested in the uptodate key sector aspects.