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This library allows C++ programs to be written in a multi-threaded environment. Just a matter of 'thinking parallel'? OpenMP Edited: Thu Nov 30, 06 at 05:00 PM by Cuchulainn

Hi guys, this fall I'll graduate from a cozy European university with a two degrees in business administration (MA) where my mayor was corporate finance as well as Japanese Studies (BA). Two professors of mine want me to do a PhD. So now I have lots of options but I'm not really sure which I should execute. I know that I should probably "Do what I want" or achieve some ...

Hello, why does the implied vol of a cap without an amortizing structur differ from the same cap only with an amortizing structur? Is it due to the flat caplet vols? Thank you!

I was reading this very good book until he came to Chapter 7 artial Differential Equation. I can't make head or tail out of that chapter. The exercises don't really help too. So I am posting the 1st question here to pick you guys brain so I can continue with my self-study. Thanks a bunch. Consider an option with value V(S,t) which has payoff at time T. Reduce the Black-...

<deleted my duplicate post> Edited: Fri Sep 05, 08 at 09:05 AM by AVt

I was reading this article from the Financial Times on what killed Ospraie but it really didn't make any sense to me since they were short commodities and long resource stocks, so to some some degree, they were hedge which shouldn't result in a 38% drawdown. http://ftalphaville.ft.com/blog/2008/09/05/15645/s implify-semper-fi-to-the-usd/ I read this comment by a reader on...

Spurious regression in non-stationary (deterministic or stochastic) time series is well documented in literature. However does anyone know whether Spurious regression might also come in case of both series are stationary i.e. I(0) as well? In my best knowledge it is NOT. However one of my friend argued that for stationary case also spurious regression type problem may come....

Hi, I am a newbie in interest rate modeling and getting lot of confusion in modeling interest rate, while studying Baxter's Derivative pricing book. My nightmare starts from page-137 itself. Here my understanding is that, at this stage, instead of directly modeling instantaneous interest rate, at time , , he is trying to find the value of a particular bond at time , ...

Hi I found a program in Financial mathematics and economics. Interesting combination if you ask me, but I thought I would better ask the experts Here's the program plan: http://www.economics.nuig.ie/ugrad/fme-details/fme -Firstyearcourses.pdf http://www.economics.nuig.ie/ugrad/fme-details/fme -secondyearcourses.pdf http://www.economics.nuig.ie/ugrad/fme-details/fme -...

Is there a way to arbitrage a market of bond futures, where the delivery option and the convexity adjustment (due to negative correlation of the futures prices and interest rates) are not taken into account? i.e. the price of the contract is very close to the forward price of the cheapest to deliver bond at the time when the contract is made. Disregarding both facts would ...

The easiest bets on intrade are for things that are already known, but still are traveling from 75% to 85% for as long as an hour. Obama picking Biden was an example of this. It seemed like an easy bet to bet against Romney yesterday as McCain's VP at 65%. But after Bush's Harriet Miers ploy, it is easy to be jittery. Anyway, just as Bush destroyed his reputation in the...

I only saw 15 seconds of Obama's convention speech, on my way through the room to walk my dogs. It was the phoniest, angriest left-wing propaganda nonsense I had heard yet. Bill Clinton can dish out the leftist mirage with a sincerity of a political moderate that suspends disbelief. But Obama had none of that polish. Obama's speech was so over the top, a caricature of ...

Do you think that increasing interest in commodities speculation could lead to more people being unable to feed themselves?

Quote Originally posted by: zerdna Quote Since most people are dumb, that means: Dumb it down. Sad....Why would anybody sane advocate creationism to be taught in schools? How could anybody with some remaining common sense not believe in global warming? Most people are dumb? .... You said creationism, which is a belief, should not be taught. In the next sentence ...

<deleted my duplicate post> Edited: Fri Sep 05, 08 at 09:05 AM by AVt