ibombs.blogspot.com
Investment By One Million Bucks: Jane Street
http://ibombs.blogspot.com/2013/10/jane-street.html
Investment By One Million Bucks. Money, money, money. There was an error in this gadget. Wednesday, October 16, 2013. Is a brand new company and becomes a super star in Wall Street. It is a proprietary trading company (i.e. no client fund) and emphasizes the use of high technology for quantitative finance. I have little interest on the company but am surprised how fast Chinese students become international and competitve over HK students. Here are some comments. 在k =2时的Closed Form Formula。 4、给出一种计...
ibombs.blogspot.com
Investment By One Million Bucks: Can reading make you rich?
http://ibombs.blogspot.com/2013/10/can-reading-make-you-rich.html
Investment By One Million Bucks. Money, money, money. There was an error in this gadget. Tuesday, October 29, 2013. Can reading make you rich? 讀書能令人發達嗎？ - 周顯. 俗語說﹕書中自有黃金屋。這句話究竟有多對？讀書真能令人發達嗎？以下是我在《我的揀股秘密》中的分析，節錄出來，以昭大眾。 我們首先要檢視的客觀條件，就是他的學歷。一個擁有甚麼學術能力的人，才會比其他人有著更高的成功機會呢？ 12298;世說新語》有這麼的一段﹕「石勒不知書，使人讀《漢書》。聞酈食其勸立六國後，刻印將授之，大驚曰﹕「此法當失，云何得遂有天下？」至留侯諫，乃曰﹕「賴有此耳！」. 結論是﹕一個成功的商人應該擁有中學程度的閱讀能力，太低則會為管理添上麻煩，再高則是多餘，雖然也非壞事。記著一件事﹕老闆看的通常都是報告的撮要版，沒有人把半米厚的原始報告交給老闆細看。 我的高見是，要做一個成功的生意人，四則運算是必須精通的，而更不可欠缺的是心算的能力...做生意成功需要的是直覺和衝刺A...
quant-press.com
The Quantitative Finance Library
http://www.quant-press.com/Commodities_SpreadOption.php
Welcome to www.quant-press.com, The Quantitative Finance Library. Fx with stochastic IRD. A Fourier transform method for spread option pricing. TRHurd, Z.Zhou (2009). Analytic Approximations for Spread Options. CAlexander, A.Venkatramanan (2007). PRICING AND HEDGING SPREAD OPTIONS IN A LOG-NORMAL MODEL. RCarmona, V.Durrleman (2000). Design by Kits Graphiques TeKa.
quant-press.com
The Quantitative Finance Library
http://www.quant-press.com/Equity_Basket_Approximation.php
Welcome to www.quant-press.com, The Quantitative Finance Library. Fx with stochastic IRD. Heterogeneous Basket Options Pricing Using Analytical Approximations. GDionne, G.Gauthier, N.Ouertani, N.Tahani (2006). Markovian Projection Method for Volatility Calibration. Generalizing the Black-Scholes formula to multivariate contingent claims. VDurrleman, R.Carmona (2006). Pricing of Arithmetic Basket Options by Conditionning. GDeelstra,J.Liinev, M.Vanmaele (2004). MAvellaneda, D.Boyer-Olson (2002). Cult to pr...
quant-press.com
The Quantitative Finance Library
http://www.quant-press.com/Equity_Exotic_Options.php
Welcome to www.quant-press.com, The Quantitative Finance Library. Fx with stochastic IRD. Simple Processes and the Pricing and Hedging of Cliquets. Ows have negative stress levels while uncapped products have positive stress levels. We illustrate the e? Ect of hedging cliquet liabilities using call options as hedging assets permiting a 10% reduction in ask prices. DPMadan, W.Schoutens (2010). Dynamics of implied volatility surfaces. Lo`eve decomposition of the daily variations of implied volatilities obt...
quant-press.com
The Quantitative Finance Library
http://www.quant-press.com/Equity_Barrier_Options.php
Welcome to www.quant-press.com, The Quantitative Finance Library. Fx with stochastic IRD. Advanced Monte Carlo methods for barrier and related exotic options. S jump models. This is supported by theoretical results and numerical experiments. Valuing double barrier options with time-dependent parameters by Fourier series expansion. CF Lo, C. H. Hui (2007). Pricing double barrier Parisian Options using Laplace transforms. In this work, we study a double barrier version of the standard Parisian options....
quant-press.com
The Quantitative Finance Library
http://www.quant-press.com/Credit_CreditRisk.php
Welcome to www.quant-press.com, The Quantitative Finance Library. Fx with stochastic IRD. Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA. Luis Manuel Garcia Munoz, Fernando de Lope Contreras, Juan Esteban Palomar Burdeus (2015). Valuing Derivatives: Funding Value Adjustments and Fair Value. John Hull, Alan White (2014). Recent Issues in the Pricing of Collateralized Derivatives Contracts. Collateral and Credit Issues in Derivatives Pricing. John Hull and Alan White (2014).
quant-press.com
The Quantitative Finance Library
http://www.quant-press.com/Commodities_SwingOption.php
Welcome to www.quant-press.com, The Quantitative Finance Library. Fx with stochastic IRD. When are Swing options bang-bang and how to use it? O Bardou, S. Bouthemy, G. Pages (2007). Design by Kits Graphiques TeKa.
ikquant.wordpress.com
Bleh…I’m still alive. | Ramblings of a ^_^
https://ikquant.wordpress.com/2010/11/15/bleh-im-still-alive
One person’s outlook on education, finance, and society as a whole. Bleh…I’m still alive. November 15, 2010. In high school (and maybe before that), when I read Homer’s (D’OH! So yeah. Smart lady with bonuses. My type of woman :P. Anyhow, I found this online webcomic (drawn by professional artists) that re-imagines Greek (and some other) mythology in a more sci-fi-ey manner. It’s called Wayward Sons, and here’s the linky. Filed in My Life At The Moment. November 16, 2010 at 12:49 am. You are commenting u...
ikquant.wordpress.com
Ramblings of a ^_^ | One person’s outlook on education, finance, and society as a whole. | Page 2
https://ikquant.wordpress.com/page/2
One person’s outlook on education, finance, and society as a whole. May 13, 2010. Well, I finished the MS at Rutgers. Not sure of the final GPA yet. Two theoretical courses taught by professors that can’t teach well=tres mauvais. But yar. Done! Will miss the friends I made, which I feel are more important than the stamp which effectively says “oh look, this kid can grind boring HWs and cram for exams…just like a zillion others”. Anyhow, time for the post. The post that got me thinking was called:. And in...
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