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Came across this interesting site while browsing yesterday - Financial Math, Modelling and Excel https://twitter.com/CFOExcelBlog

Hi @hellohi, I would like to take a shot in explaining as to what @QuantMan2318 meant by "the product is structured in such a way so as to eliminate this convexity and have a linear relationship to avoid compounding of risks" However, before I do this, I would like to delineate the difference...

The Nifty which is the Indian benchmark index of 50 stocks is expected to reach its 52-week high by the end of July. Traders have bought calls on the Nifty. Goes to show that Brexit has virtually no effect on the Indian stock market. For anyone interested in the Indian scenario post-Brexit, here...

Hi @QuantMan, Here is a link from the Economist on how the BOE has brought down the CCB in order to avoid a credit crunch in the banking system in the post-Brexit world. Made for good reading...

Hi @QuantMan2318, Yes, I saw the GARP article on the CDS. I briefly glanced through it...I get the GARP daily news in my inbox everyday. So much to read and so much of catching up to do...Currently, I am enrolled for Excel (need to brush up!), R programming and Introduction to Probability and...

I will look up Damodaran's link. I have been to Frankfurt and Paris. The former has an excellent infrastructure esp with the autobahn. It is very clean and the German's in general are highly professional and punctual. I have met some from the financial industry...the only challenge which is not...

The video link to the Seminar on Brexit, India, Europe and the World is below: www.liveibc.com/mma Thanks:)

The major takeaway's from yesterday's seminar on the 'Impact of Brexit on India' were: (1) Although the rupee slid on June 24th to Rs 68.27/dollar, down 1.5% from its previous close on June 23rd, it quickly regained ground and strengthened to Rs 67.96/dollar (2) India will not be affected by...

Hi @manish pamma, Once you are done with the FRM, you can put up your CV on LinkedIn. They post a lot of risk jobs in India on their site. Hope that helps!

Hi Nicole - thanks again - would be grateful if you let the $15 Amazon gift card accrue! Thanks:) Jayanthi

Hi @QuantMan2318 and Brian, Will be attending a seminar on Brexit and its consequences for India, EU, US and SAARC nations. It is being held tomorrow in Chennai (where I live!) by the Madras Management Association...the Chairman happens to be the Head of ICRA - a top-notch rating agency in...

Hi @hellohi, From what I gather on reading 'Corporate Bonds' by Fabozzi, prima facie there seems to be an interesting difference. As far as callable bonds go, there is a period during which the company cannot call back the bond, especially during the initial years of the bond's life. This is to...

Hi @arkabose, Yes, when there is a jump or jumps in the underlying stock price process, corresponding to say a bimodal distribution, the implied volatility vs moneyness is no longer a smile but a frown... Thanks!

Hi @QuantMan2318, I did something similar to yours and also got integral of a cum.normal variable Hi Brian, The classic example of integration by parts - tried that....