The thinking process a modeler may do

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The thinking process a modeler may do

Postby zhouxingchi » Fri May 23, 2008 2:57 am

I would like to know when one quant is given a particular assignment, i.e., a payoff structure of a derivative. The intuitive thinking procedures that run in his head on how to model such a derivative, together with a few real life examples you have been through.
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Postby mj » Sat May 24, 2008 7:45 am

that's a bit of a tricky one. I try to discuss that a bit in the last chapter of concepts. Thanks for the idea.
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Postby quant » Wed Nov 26, 2008 4:04 pm


I like that idea. Something like Polya's "How to solve it", but applied to quant finance :)
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