Re: stuff

["g.g." <giancarlogaydou@xxxxxxxxxxxx>]

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Another very interesting page:

http://l3www.cern.ch/homepages/susinnog/finance/Welcome.html


some of the stuff available there:
General Databases
                          Useful Links
                     Articles available on files
                          Interest Rate Material
                          Insurance and Finance
                          Model Implementation
                          Credit Derivatives
                          Bayesian Approach
                          Unfolding and Empirical Analysis & Stochastic 
Volatility
                          Malliavin Calculus
                          Option Pricing
                          A Real Option Aproach to Firm Evaluation
                          Implied Trees and Distributions, Smiles & Smirks
                          Risk, VaR and RiskMetrics
                          Levy Flights, Scaling Laws and Interacting Agents
                          Numerical Methods & Stochastic Calculus
                          Draft for Risk
                          Energy Derivatives
                          Self Organised Criticality
                          Chaos
                          Miscellaneous
                          Documents About History
                          A.O.B.
                          Various Papers Collected by Authors

gg


At 11:16 AM 30/08/2000 +0200, you wrote:
>Hi, at this page:
>
>http://www.ingber.com/
>
>some interesting papers.
>
>Best regards
>gg
>
>At 09:24 PM 29/08/2000 -0400, you wrote:
>>Thanks for your emails
>>
>>Yes GET 7.2 is a deal. Most traders think that it's "toast" because it's not
>>Y2K compliant so you should be able to get it very cheaply.
>>
>>You can of course back date the data, and because of GET's precise methods
>>you may need to use a year exactly like 2000.  Your perpetual calendar will
>>probably show 2000 = 1972 and 2001 = 1973. Set it up in Excel and paste it
>>in.
>>
>>Best regards
>>
>>Walter
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