filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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does anyone have access to
"The valuation of soccer spread bets" by Fitt, Howls and Kabelka,2006, J.Oper.Res.Soc. 57, pg 975-985
i think i may have been at bristol when howls was a post doc there...
"The kelly criterion and bet comparisons in spread betting", by Haigh, 2000, Statistician, 49, pg 531-539. |
"Game's the same, just got more fierce" |
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jungle
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| Chief Rhythm OfficerCSD LLC |
| Total Posts: 3169 |
| Joined: Jul 2004 |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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| thanks. you deserve some sort of award for this |
"Game's the same, just got more fierce" |
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Bachelier
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| Transparent Doppelgänger |
| Total Posts: 692 |
| Joined: Dec 2005 |
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"Last Wednesday (the 24th of October) there was in Paris a breakfast meeting (pardon, un petit dejeuner). Guillaume Gimonet spoke about integrating market risk and model risk: a holisitic approach to financial risk. See this link. Seems quite interesting. Does anybody have a copy of the handouts? Many thanks in advance!"
I don't have them but Guillaume will send them to you if you ask. ggimonetbloombergnet |
Dear Bernanke: Please cut interest rates so I can still buy a Bugatti Veyron. Thank you, a Goldman Sachs trader. |
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Omega
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| Total Posts: 442 |
| Joined: Jul 2006 |
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Could someone also send me a copy of the paper
Discrete and continuous time cointegration by F. Comte
Thanks |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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| Check Your e-mail |
BTW you should definitely try and take some sort of holiday... good for the soul.
(Donal Gallagher)
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urnash
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| Total Posts: 566 |
| Joined: Sep 2006 |
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| Bachelier: Thanks! |
The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. - John Tukey. |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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| does anyone have access to the jpmorgan publication "VDAX-NEW, VSTOXX and VSMI Futures" from september, 2005? |
"Game's the same, just got more fierce" |
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jungle
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| Chief Rhythm OfficerCSD LLC |
| Total Posts: 3169 |
| Joined: Jul 2004 |
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| Filled! |
Down the black swanee. |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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thanks.
actually didn't you send that to me last week as well?
but thanks anyway |
"Game's the same, just got more fierce" |
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jungle
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| Chief Rhythm OfficerCSD LLC |
| Total Posts: 3169 |
| Joined: Jul 2004 |
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I think so, and I did wonder why you requested it. I have, anyway, re-sent it.
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Down the black swanee. |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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Does by any chance somebody has a spare pdf of
Boyle, P., "Option Valuation Using a Three-Jump Process",
International Options Journal 3, pages 7-12 (1986)
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«Да чего там описывать, планировать! Жизнь всё равно богаче».
(Саня Радченко about specification writing)
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tabris
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| Total Posts: 1287 |
| Joined: Feb 2005 |
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| filthy, check your email for Haigh's paper if you still haven't found it. |
Dilbert: Why does it seem as though I am the only honest guy on earth?
Dogbert: Your type tends not to reproduce. |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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does anyone has an e-copy of the following paper:
L. Andersen and R. Brotherton-Ratcliffe,
“The equity option volatility smile: an implicit finite- difference approach”.
Journal of Computation Finance, Volume 1, Number 2 (1997)
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«Да чего там описывать, планировать! Жизнь всё равно богаче».
(Саня Радченко about specification writing)
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eye51
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| Total Posts: 213 |
| Joined: Oct 2004 |
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Hi,
Does anybody want to share:
Valuing Convertible Bonds with Credit Risk. By: Tsiveriotis, Kostas; Fernandes, Chris. Journal of Fixed Income, Sep98, Vol. 8 Issue 2, p95, 8p; (AN 1255526)
?? Thanks in advance. |
Peace means reloading your guns |
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Anyone have a copy of this paper. Very hard to find online:
Barone-Adesi G. and R. Whaley, 1988, On The Valuation of
American Put Options on Dividend Paying Stocks, Advances in Futures and
Options Research,} Volume 3, 1--14.
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Χεστήκαμε καί η βάρκα γέρνει |
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ClopeMan
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| Total Posts: 328 |
| Joined: Jan 2007 |
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| eye51, check ur email... |
twisted objective mind |
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eye51
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| Total Posts: 213 |
| Joined: Oct 2004 |
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| Thanks a lot ! |
Peace means reloading your guns |
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Chuck
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| Total Posts: 330 |
| Joined: May 2006 |
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Thank you Sir.
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Χεστήκαμε καί η βάρκα γέρνει |
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MadMax
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| Total Posts: 424 |
| Joined: Feb 2006 |
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Does anyone have access to:
Y. Yamamoto, “A path-following procedure to find a proper equilibrium of finite games,”
International Journal of Game Theory 22 (1993) 249-259
Thanks |
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dgn2
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| Total Posts: 2077 |
| Joined: May 2004 |
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Does anyone have access to:
Chris Whitrow (2007)
Algorithms for optimal allocation of bets on many simultaneous events
Journal of the Royal Statistical Society: Series C (Applied Statistics) 56 (5), 607–623.
Also looking for this one:
On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach
Lensberg and Schenk-Hoppé Review of Finance.2007; 11: 25-50
email is dgnokes gmail com
thanks
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...WARNING: I am an optimal f'er |
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filthy
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| Total Posts: 1265 |
| Joined: Jun 2004 |
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dgn2
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| Total Posts: 2077 |
| Joined: May 2004 |
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thanks filthy...sorry about that people. |
...WARNING: I am an optimal f'er |
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Graeme
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| Total Posts: 1629 |
| Joined: Jun 2004 |
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| A year or so ago a paper about modelling the yield curve under real world evolution rather than arbitrage or equilibrium considerations was discussed here. It might have had two or three authors and one of them might have been RR or MJ or ... Can anybody give me a pointer? |
Graeme West |
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