Serving the Quantitative Finance Community

 
User avatar
TraderJoe
Topic Author
Posts: 1
Joined: February 1st, 2005, 11:21 pm

Hybrid Derivatives

April 9th, 2006, 11:31 pm

QuoteOriginally posted by: pi314Trader Joe, do you like football ? Which teamI'm a Chelsea supporter.You?
 
User avatar
TraderJoe
Topic Author
Posts: 1
Joined: February 1st, 2005, 11:21 pm

Hybrid Derivatives

April 9th, 2006, 11:34 pm

QuoteMr ddrdouble: take a look at piterbargs paper about model with fx skewLink?
 
User avatar
Friesenstein
Posts: 0
Joined: November 1st, 2005, 11:03 am

Hybrid Derivatives

April 10th, 2006, 6:59 am

QuoteOriginally posted by: TraderJoeQuoteMr ddrdouble: take a look at piterbargs paper about model with fx skewLink?Google will take you there: http://papers.ssrn.com/sol3/papers.cfm? ... _id=685084
 
User avatar
devilish
Posts: 1
Joined: June 17th, 2003, 11:20 am

Hybrid Derivatives

April 13th, 2006, 2:53 pm

QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: pi314Trader Joe, do you like football ? Which teamI'm a Chelsea supporter.You?Chelsea is good. Liverpool is better :-)
 
User avatar
TraderJoe
Topic Author
Posts: 1
Joined: February 1st, 2005, 11:21 pm

Hybrid Derivatives

April 13th, 2006, 9:36 pm

QuoteOriginally posted by: devilishQuoteOriginally posted by: TraderJoeQuoteOriginally posted by: pi314Trader Joe, do you like football ? Which teamI'm a Chelsea supporter.You?Chelsea is good. Liverpool is better :-)Let's have a look at the old scoreboard .