Comments for IT and Quantitative finance

Comment on What is quantitative finance ? by vietdung

vietdung — Fri, 08 Aug 2008 12:33:37 +0000

Ban Ha lam o VBA o phong nao the ? Hoi xua minh cung lam o Huyndai cho C3 Phuong Liet. Ban Ha muon hoi hoc QF o nuoc ngoai hay tai Vietnam ?

Comment on What is quantitative finance ? by Ly Manh Ha

Ly Manh Ha — Sun, 03 Aug 2008 16:49:58 +0000

Cảm ơn bài viết của bạn, tôi đang rất quan tâm tới lĩnh vực này, bạn có thể chỉ cho tôi biết có thể học ngành này ở đâu???

Comment on Monte Carlo methods in option pricing by rigorous

rigorous — Tue, 27 May 2008 18:15:33 +0000

rigorous says : I absolutely agree with this !

Comment on American Bermudian option pricing through the optimal exercise boundary approach. (Cont. 2) by Trong Hieu

Trong Hieu — Thu, 10 Jan 2008 22:42:57 +0000

Anything new for 2008 ?

Comment on Monte Carlo methods in option pricing by vietdung

vietdung — Mon, 30 Jul 2007 08:21:17 +0000

Thanks for comments.
J’ve just started this blog for 3 days and you know everything need time at the beginning.
Blog always has its private meaning and I only post here everything about my works. And there are some little diaries about daily working (if I like to share them, of course). I think if we are interested in new stuff, we should go to a more common place such as the wilmott forum or vnqf. Join and distribute in a community is a good idea than focus on a private blog.
By the way, welcome to my blog. Can you introduce a little bit about yourself ?

Comment on Monte Carlo methods in option pricing by drew

drew — Mon, 30 Jul 2007 00:55:35 +0000

I’ve got to say I’m impressed with your enthusiasm, and thanks. But just to make sure of the blog’s purpose, is it like an introduction to quantitative finance aimed at quant wannabes, or is it like a “typical” blog (where you put your new ideas, new results, new advances in QF, etc.) ?

Personally I would like to see more of the latter, because:
1) there are 00s of QF textboks out there, easily accessible to everyone.
2) well, you know, we all are interested in new stuff.

But hey, if this blog’s purpose is really the former then kudos to you.

Comment on What is quantitative finance ? by vietdung

vietdung — Fri, 27 Jul 2007 12:25:03 +0000

You are right drew.

A quanto is a type of option in which the underlying asset price is in one currency but the payoff is in another.

Thanks for your comment

Comment on What is quantitative finance ? by drew

drew — Fri, 27 Jul 2007 11:55:36 +0000

Never heard of “quantos” except as in FX stuff of course !
Useful stuff, keep up the good work bro !
If you could write a short intro of what you’re doing (grid computing in QF), that would be really terrific !

P.S: A few names for “quant”: quantitative analyst, quantitative researcher, quantitative developer, or trader’s slave !

Comment on I know where you are, my friend. by zz.z.z.z..

zz.z.z.z.. — Thu, 26 Jul 2007 16:18:38 +0000

alo alo

Comment on Derivatives productions: the most simple example is an European option in finance by vietdung

vietdung — Thu, 26 Jul 2007 09:47:05 +0000

feel free to comment