SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 769 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 52
by andym
June 10th, 2004, 7:43 am
Forum: Off Topic
Topic: The birth announcement thread.
Replies: 36
Views: 192539

The birth announcement thread.

I'm a little late, but: Congratulations, James, thats great!
by andym
May 27th, 2004, 3:22 pm
Forum: Off Topic
Topic: Cannes festival: Fahrenheit 9/11 wins Palme d'Or!
Replies: 60
Views: 192039

Cannes festival: Fahrenheit 9/11 wins Palme d'Or!

QuoteOriginally posted by: James"the USA would support any bloody dictator as long as he was our son of a bitch."Yes, but time is a good ingredient. The worst examples, Pinochet, Marcos, and the ShahAnd, er, Saddam Hussein...
by andym
May 25th, 2004, 8:54 pm
Forum: General Forum
Topic: FX Pin Risk
Replies: 7
Views: 191418

FX Pin Risk

<t>PaperCut, I agree that your gamma risks are going to tend to be the far bigger issue, but that wasn't the question.what you describe is goold old gamma risk.to my mind, pin risk encompasses those risks surrounding expiration that cannot be captured by delta, gamma etc, such as:- I have a conversi...
by andym
May 25th, 2004, 12:07 pm
Forum: Off Topic
Topic: No hitters, perfect games and other rare events
Replies: 22
Views: 190752

No hitters, perfect games and other rare events

<t>Could someone place Joe di Maggio's feat in a statistical context, ie assuming each game to be an independent event, and ascribing reasonable a priori probabilities, what do we get as the cumulative probability of his run.I know its a bit unsatisfactory, but I guess its the only way that we can b...
by andym
May 25th, 2004, 8:57 am
Forum: Student Forum
Topic: Carry in IRS
Replies: 4
Views: 189383

Carry in IRS

Bun only applies to GBP IRS...
by andym
May 25th, 2004, 8:11 am
Forum: Student Forum
Topic: Carry in IRS
Replies: 4
Views: 189383

Carry in IRS

For the purposes of thinking abt carry, the fixed leg is yr bond, the floating leg is equivalent to a term repo.carry and roll are not interchangeable.
by andym
May 24th, 2004, 8:57 am
Forum: Off Topic
Topic: 10yr fixed rate mortgage (UK) ~5.7%
Replies: 19
Views: 190008

10yr fixed rate mortgage (UK) ~5.7%

QuoteSell the house, sell the car, sell the kids...Apocalypse Now, Colonel Kurtz's communication to his wife.
by andym
May 24th, 2004, 8:56 am
Forum: Off Topic
Topic: 10yr fixed rate mortgage (UK) ~5.7%
Replies: 19
Views: 190008

10yr fixed rate mortgage (UK) ~5.7%

I'm so bearish, I'm even selling puts
by andym
May 24th, 2004, 8:22 am
Forum: General Forum
Topic: FX Pin Risk
Replies: 7
Views: 191418

FX Pin Risk

<t>Well, I'm not sure that you will end up with meaningful results, but if you are determined to try, you could consider:- is it exchange-traded or OTC: exchange-traded options have more pin risk due to the clustering of strikes and expiries- if on exchange, how quickly do you get notified of assign...
by andym
May 23rd, 2004, 9:42 pm
Forum: Off Topic
Topic: 10yr fixed rate mortgage (UK) ~5.7%
Replies: 19
Views: 190008

10yr fixed rate mortgage (UK) ~5.7%

Sell the house, sell the car, sell the kids...
by andym
May 23rd, 2004, 9:39 pm
Forum: Off Topic
Topic: Ahmed Chalabi - putting the 'con' into neo-con
Replies: 20
Views: 190085

Ahmed Chalabi - putting the 'con' into neo-con

<t>I'm not sure that is an entirely fruitful debate, as 'neo-con' is a vague term with no precise definition. further, I guess that neo-cons don't tend to define themselves as neo-cons, and hence this is a term almost exclusively used by their opponents.given that, one simply can't discuss whether '...
by andym
May 23rd, 2004, 8:05 pm
Forum: Off Topic
Topic: Ahmed Chalabi - putting the 'con' into neo-con
Replies: 20
Views: 190085

Ahmed Chalabi - putting the 'con' into neo-con

<t>Fair comment. It is clear that levels of support for the neo-cons, their aims and methods has never been high in Europe. Even conservative commentators tended to be equivocal at best. My point is that the trend over here has moved from equivocation or lukewarm distaste decisively towards a full-o...
by andym
May 23rd, 2004, 6:36 pm
Forum: Off Topic
Topic: Ahmed Chalabi - putting the 'con' into neo-con
Replies: 20
Views: 190085

Ahmed Chalabi - putting the 'con' into neo-con

<t>Ppauper, I used quant to signify one who'd done serious study in a quant discipline; I agree that Jordanian banks probably wouldn't have much need of quants per se Seriously, I'm no fan of the neocons, but I'm not trying to grind an axe here. It just struck me that I've read several articles rece...
by andym
May 23rd, 2004, 8:29 am
Forum: Off Topic
Topic: Ahmed Chalabi - putting the 'con' into neo-con
Replies: 20
Views: 190085

Ahmed Chalabi - putting the 'con' into neo-con

Serious question:As a result of the Iraq adventure, the neo-cons are (a) bloodied but unbowed, or (b) in full retreat?what is the feeling in the US?
by andym
May 23rd, 2004, 8:15 am
Forum: Off Topic
Topic: Ahmed Chalabi - putting the 'con' into neo-con
Replies: 20
Views: 190085

Ahmed Chalabi - putting the 'con' into neo-con

Muhahahaha!(apparently he's a quant too; did his Ph.D. in knot theory)
  • 1
  • 2
  • 3
  • 4
  • 5
  • 52
GZIP: On