re : chapter 3 revisions grant ,
sorry for the silence . it ' s definately not a commentary on your work - i ' ve
been travelling back and forward between sydney and london like a yo - yo and
trying to tidy up things on our end . i ' ve been working on incoporating your
material and will spend all of tomorrow on this ( hopefully ! ) so that i can
ask for the last few amendments before the w / end .
many thanks and best regards .
chris .
- - - - - original message - - - - -
from : grant masson
to : chris strickland
sent : tuesday , june 27 , 2000 8 : 54 am
subject : re : chapter 3 revisions
>
>
>
> chris :
>
> i can ' t decide if i should take your silence over the past several weeks
to mean
> that you are getting stuck into finishing up the book or you are just so
> thoroughly disgusted with our work that you would like to wash your hands
of us .
>
> i ' ve been stuck on trying to get the last figure mentioned in the chapter
into a
> format that i like . the problem is the volatility found in the
regressions is
> on the order of several hundred percent , and so when i plot the historical
data
> next to a simulated curve over the course of the year , the simulated curve
tends
> to drift up or down stupidly both in the jump diffusion and garch + jump
diffusion
> model . any suggestions would be accepted with pleasure . i wonder if i
should
> skip the figure . it seems a pity to do so however , because otherwise the
last
> section comes off as a bit of an afterthought , and i would like to present
a
> practical example . again any guidance would be appreciated .
>
> anyway , i am sending you a somewhat improved draft now ( minus only the
last
> figure ) , rather than sit on the whole thing while i stew on this bit , i
hope
> this will be useful to you . because i am leaving for holidays at the end
of the
> week , i can guarantee you that you will have a final draft before then .
>
> regards ,
> grant .
> ( see attached file : cs 260600 . doc )
>
re : chapter 3 revisions
grant ,
sorry for the silence . it ' s definately not a commentary on your work - i ' ve
been travelling back and forward between sydney and london like a yo - yo and
trying to tidy up things on our end . i ' ve been working on incoporating your
material and will spend all of tomorrow on this ( hopefully ! ) so that i can
ask for the last few amendments before the w / end .
many thanks and best regards .
chris .
- - - - - original message - - - - -
from : grant masson
to : chris strickland
sent : tuesday , june 27 , 2000 8 : 54 am
subject : re : chapter 3 revisions
>
>
>
> chris :
>
> i can ' t decide if i should take your silence over the past several weeks
to mean
> that you are getting stuck into finishing up the book or you are just so
> thoroughly disgusted with our work that you would like to wash your hands
of us .
>
> i ' ve been stuck on trying to get the last figure mentioned in the chapter
into a
> format that i like . the problem is the volatility found in the
regressions is
> on the order of several hundred percent , and so when i plot the historical
data
> next to a simulated curve over the course of the year , the simulated curve
tends
> to drift up or down stupidly both in the jump diffusion and garch + jump
diffusion
> model . any suggestions would be accepted with pleasure . i wonder if i
should
> skip the figure . it seems a pity to do so however , because otherwise the
last
> section comes off as a bit of an afterthought , and i would like to present
a
> practical example . again any guidance would be appreciated .
>
> anyway , i am sending you a somewhat improved draft now ( minus only the
last
> figure ) , rather than sit on the whole thing while i stew on this bit , i
hope
> this will be useful to you . because i am leaving for holidays at the end
of the
> week , i can guarantee you that you will have a final draft before then .
>
> regards ,
> grant .
> ( see attached file : cs 260600 . doc )
>