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What's New |
• Financial Engineering Problems FE Problem Set 18
Posted June 29, 2009
• Exotic Option Strategies for the current market
Posted June 20, 2009
• Financial Engineering Problems FE Problem Set 17
Posted May 10, 2009
• Worst of Up and Out Put Option Vega Risk and the Correlation Skew
Posted June 11, 2009
• What does the Black-Scholes Option Pricing Formula really tell us?
Posted June 06, 2009
• Indias Unexpected Growth Is the Feldman-Mahalanobis Model finally paying off?
Posted May 31, 2009
• Worst of Up and Out Put Option Need for such a Structure and its Risk Management
Posted May 29, 2009
• The Problem with measuring risk sensitivities in Black-Scholes Option pricing model
Posted May 23, 2009
• Japan shrinking, East Asian Exports plunging are the “Flying Geese” finally dead?
Posted May 21, 2009
• Why are Asset paths unpredictable in the short run?
Posted May 16, 2009
• Like you, we are all Bayesians, Mr Greenspan!
Posted May 13, 2009
• Why do we have Log Returns in continuous time finance?
Posted May 10, 2009
• How Random are Random Numbers in a Monte Carlo Simulation problem
Posted May 08, 2009
• The Great Depression, the Great Inflation and the Great Moderation and now what?
Posted April 29, 2009
• Financial Derivatives Quiz (Quiz # 9)
Posted April 26, 2009
• “Bernie of Wall Street” and “Bernie the Beatnik” - A Half a Century of American Capitalism
Posted April 13, 2009
• True or False: Over the past thirty years “Even Warren Buffet got lucky.”
Posted March 31, 2009
• When a Stochastic Differential Equation blows up on an Excel spreadsheet
Posted March 25, 2009
• Market and Credit Risk Quiz (Quiz #4)
Posted March 17, 2009
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