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by bm
June 25th, 2004, 3:20 pm
Forum: General Forum
Topic: Structured Product
Replies: 3
Views: 186309

Structured Product

<t>Typically, the issuer of these notes have a back to back swap to hedge out the structured component of the note, so that they end up net only paying their funding. The swap counterparty will decide to cancel the swap based on whater model they use to value the thing (normally along the lines of i...
by bm
June 25th, 2004, 1:14 pm
Forum: Off Topic
Topic: I'm kicking myself now
Replies: 47
Views: 188039

I'm kicking myself now

That's true, but I was just thinking that while I could think of several pre 20th century female writers, I couldn't think of ANY female composers. there were plenty of female performers (opera singers etc) and instrument players, I can't think of any composers.
by bm
June 25th, 2004, 12:59 pm
Forum: Off Topic
Topic: I'm kicking myself now
Replies: 47
Views: 188039

I'm kicking myself now

that's got me thinking, I can't actually think of any well know women composers....
by bm
June 25th, 2004, 12:32 pm
Forum: Off Topic
Topic: I'm kicking myself now
Replies: 47
Views: 188039

I'm kicking myself now

Er, Bronte's, Austen, Mary Shelley, there are loads....
by bm
June 25th, 2004, 12:23 pm
Forum: Off Topic
Topic: Classical Music
Replies: 24
Views: 186786

Classical Music

<t>When it comes to piano music, I think Rachmaninov is perhap the composer I find most evocative. I've been trying to learn some of his less challenging preludes for years now. Otherwise Chopin, surely. The good thing about Chopin when you're trying to play it is the way so many of the notes natura...
by bm
November 27th, 2003, 4:42 pm
Forum: Brainteaser Forum
Topic: Nice little thinking game....
Replies: 16
Views: 191872

Nice little thinking game....

Damn, I thought you said nice little drinking game.
by bm
November 26th, 2003, 2:21 pm
Forum: Careers Forum
Topic: CV compilation - any ideas
Replies: 15
Views: 190806

CV compilation - any ideas

<r>--------------------------------------------------------------------------------Originally posted by: MattFWhether you agree with putting interets/hobbies down or not, some excellent advice about listing interests on a CV that I read somewhere else: "Don't put reading. The only people who can exp...
by bm
November 25th, 2003, 4:54 pm
Forum: Careers Forum
Topic: ABN-AMRO
Replies: 60
Views: 197614

ABN-AMRO

<t>I think I can say a couple of things on what’s been said, having worked at ABN and a couple of US house as employee and as “outsourcee”. I think a lot of the comments so far are fair, but quite a lot has also been exaggerated, and some are just plain wrong. DCFC’s criticism seems mostly aimed at ...
by bm
November 25th, 2003, 3:00 pm
Forum: General Forum
Topic: The world economy in 2050
Replies: 112
Views: 194827

The world economy in 2050

<t>Quote--------------------------------------------------------------------------------I think it does take a major shock to create the type of structural change that reshapes the global order in one single generation. The end of the world would certainly qualify...a major war, or some type of ecol...
by bm
November 13th, 2003, 1:54 pm
Forum: Off Topic
Topic: Edit: How Should I cook Rouletabille?
Replies: 91
Views: 193317

Edit: How Should I cook Rouletabille?

Weird, I had steak Tartare at Ches Gerard couple of nights ago. Did taste slightly unusual.
by bm
November 13th, 2003, 9:53 am
Forum: Technical Forum
Topic: Intelligent choice of IR model
Replies: 9
Views: 190685

Intelligent choice of IR model

<t>This is a difficult question, and I think almost impossible to answer based on the the level criteria you outline. Every model not only has implicit assumptions about how the interest rates / vols / correlations etc. interact and are able to evolve, but typically also have further calibration / i...
by bm
October 2nd, 2003, 10:54 am
Forum: Technical Forum
Topic: TARN
Replies: 14
Views: 192415

TARN

<t>These have many names, have already come up under a previous thread with a different disguise: "ACRN - Latest interest rate exotic"I think these are mad, investors risking 10y zero coupon note for the sake of a year's worth of good coupon. Then again not as mad as the "Callable geared reverse flo...
by bm
September 10th, 2003, 9:45 am
Forum: Technical Forum
Topic: ACRN - Latest interest rate exotic
Replies: 11
Views: 190485

ACRN - Latest interest rate exotic

<t>Saw yesterday that these are now being traded in the market in Polish Zloty.....The market in USD is getting really big, most big banks are printing the paper, although I suspect that a lot of these are offloading the risk onto just a few swap desks. Pricing is also not that consistent across ban...
by bm
September 1st, 2003, 9:57 am
Forum: Technical Forum
Topic: ACRN - Latest interest rate exotic
Replies: 11
Views: 190485

ACRN - Latest interest rate exotic

<t>The investor motivation behind these is the same as the Callable Range Acccruals: you get a massive coupon pickup for a short period of time with the risk of a low to zero coupon for the remainder of the life of the trade. You're also using the same aspects of the current market: very steep curve...
by bm
August 5th, 2003, 9:34 am
Forum: Off Topic
Topic: London attractions
Replies: 26
Views: 190646

London attractions

Beware taking the train as well, they're so bad over here that there's a speed restriction on all trains at the moment cos they're worried the rails might buckle in this heat. Apparently the wrong kind of sun.....
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