R-SIG-Finance December 2005

Thread Subject Author Date

35 messages in 17 threads

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Butterworth low-pass filter

1 msg · Dec 18

Andy Bunn Butterworth low-pass filter Dec 18, 2005

Constrained Log-Likelihood with SQP Solver

5 msgs · Dec 13 – Dec 16

Diethelm Wuertz Constrained Log-Likelihood with SQP Solver Dec 13, 2005 Andrew Piskorski Constrained Log-Likelihood with SQP Solver Dec 14, 2005 Max Constrained Log-Likelihood with SQP Solver Dec 16, 2005 Andrew Piskorski Constrained Log-Likelihood with SQP Solver Dec 16, 2005 Max Constrained Log-Likelihood with SQP Solver Dec 16, 2005

Kalman Smoothing - time-variant parameters (sspir)

2 msgs · Dec 1 – Dec 1

¨Tariq Khan Kalman Smoothing - time-variant parameters (sspir) Dec 1, 2005 Claus Dethlefsen Kalman Smoothing - time-variant parameters (sspir) Dec 1, 2005

NIG Option Pricing

4 msgs · Dec 5 – Dec 7

dkf@specere.com NIG Option Pricing Dec 5, 2005 dkf@specere.com NIG Option Pricing Dec 6, 2005 Krishna Kumar NIG Option Pricing Dec 6, 2005 Martin Maechler NIG Option Pricing Dec 7, 2005

Optimization of Non-Quadratic Functions

1 msg · Dec 13

L.Isella Optimization of Non-Quadratic Functions Dec 13, 2005

Puzzled in arch estimation

3 msgs · Dec 24 – Dec 30

Ajay Shah Puzzled in arch estimation Dec 24, 2005 Spencer Graves Puzzled in arch estimation Dec 29, 2005 Wojciech Slusarski Puzzled in arch estimation Dec 30, 2005

R and C++

2 msgs · Dec 2 – Dec 2

L.Isella R and C++ Dec 2, 2005 Krishna Kumar R and C++ Dec 2, 2005

R and exchanges

5 msgs · Dec 2 – Dec 5

Molins, Jordi R and exchanges Dec 2, 2005 Dirk Eddelbuettel R and exchanges Dec 2, 2005 Gabor Grothendieck R and exchanges Dec 2, 2005 Molins, Jordi R and exchanges Dec 2, 2005 Adrian Trapletti R and exchanges Dec 5, 2005

R-sig-finance Digest, Vol 19, Issue 11

1 msg · Dec 25

Michael Parzen R-sig-finance Digest, Vol 19, Issue 11 Dec 25, 2005

R-sig-finance Digest, Vol 19, Issue 12

1 msg · Dec 26

Michael Parzen R-sig-finance Digest, Vol 19, Issue 12 Dec 26, 2005

R-sig-finance Digest, Vol 19, Issue 13

1 msg · Dec 27

Michael Parzen R-sig-finance Digest, Vol 19, Issue 13 Dec 27, 2005

R-sig-finance Digest, Vol 19, Issue 6

1 msg · Dec 14

Vivek Satsangi R-sig-finance Digest, Vol 19, Issue 6 Dec 14, 2005

RV: please ...i need help...

2 msgs · Dec 7 – Dec 10

Ricardo Zambrano Aguilera RV: please ...i need help... Dec 7, 2005 Spencer Graves RV: please ...i need help... Dec 10, 2005

Version 3 of POP Portfolio Construction Suite released

1 msg · Dec 6

Patrick Burns Version 3 of POP Portfolio Construction Suite released Dec 6, 2005

coherency

1 msg · Dec 2

Spencer Graves coherency Dec 2, 2005

query string tokens for Yahoo finance site

2 msgs · Dec 7 – Dec 7

Schwarz,Paul query string tokens for Yahoo finance site Dec 7, 2005 Guy Yollin query string tokens for Yahoo finance site Dec 7, 2005

rMetrics bug

2 msgs · Dec 1 – Dec 2

Parlamis Franklin rMetrics bug Dec 1, 2005 Diethelm Wuertz rMetrics bug Dec 2, 2005