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Search results

  1. M

    Calculating portfolio risk with

    Hi Ken, I didnt dislike it someone else must have done. Yeah Id appreciate that. thanks
  2. M

    Calculating portfolio risk with

    Ultimately yes. I have already constructed the dependence between 2 stock payoffs using copula but Im not sure how to calculate the standard deviation. That's where Im stuck at. I also need to choose the best weights to invest in each stock. Thanks
  3. M

    Calculating portfolio risk with

    Hello all, I need help. Im writing a diploma research and Im stuck at one point. So the story is as follows: I plan to create a portfolio of 2(for simplicity) assets with Markowitz portfolio selection model which takes linear dependency between assets into consideration. I did that thing and...
  4. M

    C++ vs C#

    Interesting...
  5. M

    C++ Book

    Not math focused book right? I already started reading what you recommended previously. It also seems very good since it explains the constructs of C++ in math language. Good one. Thanks
  6. M

    Simpson Integral Algorithm

    It depends. You cannot derive the exact formula guiding you to select the n. Its depended on the scale of the function. There will be need to manually choose n for each function.
  7. M

    American Options pricing

    General question: Is there an only way to price an American Option?
  8. M

    Paul Willmot on quantitative finance

    Completely agree. I have defined some simulations algorithms in C++ and its much more effective in the same manner as Willmot uses and much faster in the same method construction. But you can easily translate the VBA code into the C++ code. The methodology is the same, just the syntax is different.
  9. M

    C++ Book

    Thank you very much
  10. M

    C++ Book

    Thank you guys for your attention. I already ordered the book you recommended Tsotne. I'll try to follow that book and take a look at "Absolute C++/Problem Solving with C++ by Walter Savitch" also(Its seems very big in size, i'm currently downloading) As I read the description of the C++ for...
  11. M

    C++ Book

    Hello! I need to study C++ from the scratch and I need your advice which is the best book for quants. I want to study C++ from the mathematical point of view. So what do you think? Which book would you recommend? Thanks you
  12. M

    Method Overloading

    Thank you very much Tsotne. Thanks everybody for attention
  13. M

    Method Overloading

    Thank you Tsotne. I need to define the MMult (matrix multiplication) method in the same manner, now thinking of the algorithm. Any ideas? I have already taken your advice into account to cast them explicitly from the caller's scope
  14. M

    C++ vs C#

    Why do recruiters ever prefer C++ over C#? As I read most of job requirements in this field C++ is being required in the vast majority of these cases. Can I replace C++ by knowing C#? Or it cannot be altered. Actually what I'm asking is if I can send the application to a job requiring C++ when I...
  15. M

    Investments 7th VS 8th

    Actually there are several reasons to update the book every year even if it doesn't contain significant improvement: 1) To keep up with the sales rate in order to maintain reputation and popularity. 2) To increase the revenue by charging higher price even if the book is basically the same as...
  16. M

    Programming innocence - just say "Fcuk it"

    This is exactly what Ive been thinking about over the recent days. I started creating new mathematical libraries and not everything is perfect at this point. I just know that ill modify the code when I learn new ways to deal with the details involved. Actually I never fear what other programmers...
  17. M

    Investments 7th VS 8th

    That's why I asked this question. I think these books are just the replications of the previous editions. Marketing strategy : to publish new books every year or two. How can an investments book be much different from the previous one. Its not a "Harry Potter" book to invent a new tale or some...
  18. M

    Investments 7th VS 8th

    Hello! I need your opinions about the "Investments" books of Bodie-Kane-Marcus. At university I have studied "Investments 7th edition" and it was really a great book. And i wonder if something is improved significantly in 8th edition and if so what?. As I saw there are more talks about the...
  19. M

    Method Overloading

    Thank you everyone
  20. M

    Method Overloading

    Look I have 2 or 3 parameters(see the code below) and I want to make sure that Im protected against all the incoming data types (int, long,double) So I have defined a method via double types. What should I do now? Provide the same method with all the combinations of data types??? Cast them to...
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