Origin of Wall Street�s Plunge Is Still Unclear to Regulators

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05-08-2010

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Origin of Wall Street�s Plunge Is Still Unclear to Regulators

By GRAHAM BOWLEY NYTimes.com A day after a harrowing plunge in the stock market, federal regulators were still unable on Friday to answer the one question on every investor's mind: What caused that near panic on Wall Street? Through the day and into the evening, officials from the Securities and Exchange Commission and other federal agencies hunted [...]

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marketmodels

MarketModels(1) 					      General Commands Manual						   MarketModels(1)

NAME

       MarketModels - Example of Monte Carlo pricing with market models

SYNOPSIS

       MarketModels

DESCRIPTION

       MarketModels is an example of using QuantLib.

       It prices a series of inverse floaters under market models using simulation.

SEE ALSO

       The source code MarketModels.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), Equity-
       Option(1),  FittedBondCurve(1),	FRA(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							  13 January 2010						   MarketModels(1)

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