SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Collector
Today, 10:13 am
Forum: General Forum
Topic: Average Vol in Turnbull Wakeman
Replies: 5
Views: 1336

Re: Average Vol in Turnbull Wakeman

 the European Energy Exchange claims they use my 2006 extension of the TW formula (the no vol term structure variant). I was blowing dust of and brushing up that working paper  and just published a note on it Asian options with zero cost-of-carry: EEX options on freight and iron ore futures ( a few ...
by Collector
Yesterday, 6:04 pm
Forum: Numerical Methods Forum
Topic: Physicists, Stop the Churlishness
Replies: 7
Views: 485

Re: Physicists, Stop the Churlishness

physics is the foundation of all science, including math... mathematicians, economists, biologists,  chemists are fiddling in physics when they talk about their own disciple..  but as physics is held hostage by mathematicians there is little hope... what to do? robotic farming until the crisis is ov...
by Collector
Yesterday, 4:56 pm
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 216
Views: 8292

Re: Good things that come out of this pandemic...

my robots kept working hard under the whole corona episode, without complaining even once. Dont worry I programed them to rest on Sunday (so inside the EU/Eøs regulative). My grass cutter robot, my vacuum robot, and my house cleaning robot.   based on observing my robots from time to time I am not v...
by Collector
May 23rd, 2020, 5:47 pm
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 854
Views: 84542

Re: How good or bad are the pandemic warning models?

Sweden which is worst hit per capita in Europe? due to very open policy: Interesting "We have to go back to December 1993 to find more deaths in a single month. Then, 11,057 people died. In total, 97,008 people died in 1993 which was the highest number of deaths in one year since 1918 during the pe...
by Collector
May 22nd, 2020, 7:14 am
Forum: Off Topic
Topic: Is everyone ok?
Replies: 38
Views: 2951

Re: Is everyone ok?

Bjørnen er tilbake and walking the Wall and the Street, så bra!
by Collector
May 21st, 2020, 9:56 am
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 290
Views: 38676

Re: Philosophy of Mathematics

"(majority of physicists make this stupid mistake)" the Parrot mistake!
by Collector
May 17th, 2020, 2:05 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 290
Views: 38676

Re: Philosophy of Mathematics

interesting, but since the wheels are affected by length contraction I am not sure this solution works, possibly at best a good approximation, but need to study it more carefully. It is Norwegian national day now so not allowed to work, need to look at it next week!
by Collector
May 16th, 2020, 8:48 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 290
Views: 38676

Re: Philosophy of Mathematics

Any mathematics enthusiast here? or only spherical oxford heads that need to be boxed?
if the ancient Greeks couldn't solve it, why do you think Oxford can? 
Have you tried Imperial?
off course it is impossible to square the Imperial circle even for oxfordians!
by Collector
May 16th, 2020, 5:29 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 290
Views: 38676

Re: Philosophy of Mathematics

Any mathematics enthusiast here? or only spherical oxford heads that need to be boxed?
by Collector
May 13th, 2020, 9:21 am
Forum: Off Topic
Topic: Gallows humour
Replies: 128
Views: 7149

Re: Gallows humour

snowing here yesterday even in the low land, some places in mountain 9 meter snow along the roads (more than twice as much as last year), but snow is melting, time for body counts, soon a short summer...then winter again...
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by Collector
May 1st, 2020, 11:23 am
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 854
Views: 84542

Re: How good or bad are the pandemic warning models?

yes the baby boom will start in the fall.
by Collector
May 1st, 2020, 8:12 am
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 854
Views: 84542

Re: How good or bad are the pandemic warning models?

how many more weeks before the number of people that labeled died of Covid-19 reach the number of people born in one day?
by Collector
April 23rd, 2020, 12:44 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 235
Views: 12903

Re: How should we deal with the coronavirus pandemic?

I am thinking of patenting this Covid-risk reducing hand shaking machine, can also be used for Covid free Swedish massage! (to stay safe burn it after one time use). Stay safe! Stay healthy! Please do not let Covid stop you from Shaking hands!  Just do it a bit smarter than that Borris dude! Screen ...
by Collector
April 21st, 2020, 10:05 am
Forum: Off Topic
Topic: Gallows humour
Replies: 128
Views: 7149

Re: Gallows humour

anyone else using these massage balls? quite popular to relax the mind 
Screen Shot 2020-04-21 at 12.02.40 PM.png
by Collector
April 13th, 2020, 10:45 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 235
Views: 12903

Re: How should we deal with the coronavirus pandemic?

Norway and Sweden counts Covid death very different they found out. In Sweden everyone that dies and are positive for Covid virus (I assume PCR?) counts into Covid death statistics.  In Norway if you die, even if you have tested positive for covid it is up to the doctor to register what died from. I...
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