More mathematical finance

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More mathematical finance

Mark joshi-2

Dear All,

I have finally published More Mathematical Finance,

http://www.markjoshi.com/more

I haven't included discussion of QuantLib code. However, at various points, I have
put in pointers to where the relevant routines in QuantLib can be found.

There is extensive discussion of market models and if you want to understand
the point of view adopted in the QuantLib LMM code this is a good place to start.

I will also be doing a course in Sydney at QMF in December,

http://www.qfrc.uts.edu.au/qmf/Workshop_QMF11_Dec_12_13.pdf

where I will be further explaining my modelling philosophy for the LMM.

best

Mark


--

Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

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libreoffice on Linux

YuHong-4

Hello, all.  May I have a question about office suite on Linux? 

After I upgraded to Ubuntu-Linux-11.04, I found LibreOffice instead of OpenOffice in the system.  Will it be meaningful to expose QuantLib functions to LibreOffice like on Windows?  Thanks.

Best regards,

Hong Yu


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Re: libreoffice on Linux

Luigi Ballabio
On Sun, 2011-10-09 at 08:49 +0000, YuHong wrote:
> After I upgraded to Ubuntu-Linux-11.04, I found LibreOffice instead of
> OpenOffice in the system.  Will it be meaningful to expose QuantLib
> functions to LibreOffice like on Windows?  Thanks.

I'm not involved in the addin, but aren't OpenOffice addins compatible
with LibreOffice?  You might try using the existing addin for OpenOffice
and see what happens...

Luigi


--

All generalizations are dangerous, even this one.
-- Alexandre Dumas



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definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2dcopy1
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Re: libreoffice on Linux

YuHong-4

Hello,

Yes, to continue the existing openoffice addin.  Thanks!

Best regards,

Hong Yu



> Subject: Re: [Quantlib-users] libreoffice on Linux

> From: [hidden email]
> To: [hidden email]
> CC: [hidden email]
> Date: Mon, 10 Oct 2011 10:24:15 +0200
>
> On Sun, 2011-10-09 at 08:49 +0000, YuHong wrote:
> > After I upgraded to Ubuntu-Linux-11.04, I found LibreOffice instead of
> > OpenOffice in the system. Will it be meaningful to expose QuantLib
> > functions to LibreOffice like on Windows? Thanks.
>
> I'm not involved in the addin, but aren't OpenOffice addins compatible
> with LibreOffice? You might try using the existing addin for OpenOffice
> and see what happens...
>
> Luigi
>
>
> --
>
> All generalizations are dangerous, even this one.
> -- Alexandre Dumas
>
>

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Ubuntu 11.10: network ?

YuHong-4
May I have a question not relevant to quantLib?
 
I recently tried to upgrade my Ubuntu Linux to version 11.10.  However, even with the 54Mbps up home wireless set-up, the networking of 11.10 became terribly slow, even affected other computers’ networking usage at home.  I googled for solutions, but the problem remained unsolved.  I then had to downgrade the system back to Ubuntu-11.04.
 
I wonder if other Ubuntu-Linux user ever encountered similar problem?  Just curious & thanks.
 
Best regards,
 
Hong Yu
 

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threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
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Re: Ubuntu 11.10: network ?

StephenWong
Can you not download the CD image, burn the CD and upgrade from that instead of using the slow net.

2011/10/16 YuHong <[hidden email]>
May I have a question not relevant to quantLib?
 
I recently tried to upgrade my Ubuntu Linux to version 11.10.  However, even with the 54Mbps up home wireless set-up, the networking of 11.10 became terribly slow, even affected other computers’ networking usage at home.  I googled for solutions, but the problem remained unsolved.  I then had to downgrade the system back to Ubuntu-11.04.
 
I wonder if other Ubuntu-Linux user ever encountered similar problem?  Just curious & thanks.
 
Best regards,
 
Hong Yu
 

------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
_______________________________________________
QuantLib-users mailing list
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https://lists.sourceforge.net/lists/listinfo/quantlib-users



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definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
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Re: Ubuntu 11.10: network ?

YuHong-4
 
Hello,
 
Thanks for the suggestions! 
 
I first upgraded to 11.10 in 11.04 system, and the network downloading had no problem, until I hit slow network in 11.10.  Then I downloaded 11.10-64bit image on Windows-7 with the real speed 2Mbps, and burned to CD, and installed 11.10 again on Linux partition.  And then slow networking in 11.10 persisted. 
 
Now I am back to 11.04, the network is normal again, except that connection to Ubuntu package download might have relatively lower speed (around 40Kbps, say).
 
So from my 10 to 20 hours failure and observations, the networking problem may be mainly 11.10-64bit OS software related.  Some on the web suggested disabling IPv6, and I tried but no improvement.
 
If anyone has experiences with Ubuntu 11.10, mind share?  Also is there anyway to report the problem to Ubuntu-dev community?  Thanks.
 
Best regards,
 
Hong Yu
 
 
 
Sent: Wednesday, October 19, 2011 8:04 AM
Subject: Re: [Quantlib-users] Ubuntu 11.10: network ?
 
Can you not download the CD image, burn the CD and upgrade from that instead of using the slow net.

2011/10/16 YuHong <[hidden email]>
May I have a question not relevant to quantLib?
 
I recently tried to upgrade my Ubuntu Linux to version 11.10.  However, even with the 54Mbps up home wireless set-up, the networking of 11.10 became terribly slow, even affected other computers’ networking usage at home.  I googled for solutions, but the problem remained unsolved.  I then had to downgrade the system back to Ubuntu-11.04.
 
I wonder if other Ubuntu-Linux user ever encountered similar problem?  Just curious & thanks.
 
Best regards,
 
Hong Yu
 

------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

 

------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
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