SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 10233 matches

by Alan
Today, 4:06 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3679
Views: 202556

Re: Trump -- the last 100 days

Since you obviously don't speak Trumpese, let me translate for you. "Get rid of the mail-in ballots and there won't be a transition issue because I'll be the winner". Was that so hard? The mail-in ballots are definitely going to be a source of delay. I know you agree with that. I doubt there will be...
by Alan
Yesterday, 8:01 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3679
Views: 202556

Re: Trump -- the last 100 days

You honestly don’t believe at least half of Americans who have died from Covid so far could have been prevented by marginally competent leadership from the top?  Correct.  I do believe a lot of deaths in assisted living facilities could have been prevented. California and New York screwed up there,...
by Alan
Yesterday, 2:11 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3679
Views: 202556

Re: Trump -- the last 100 days

Honest question to Alan, Paul, and any other Trump fans out there. Is there anything he could say or do that would change your opinion of him? Obviously, just killing off a hundred thousand Americans doesn’t move the needle. They were probably losers anyway. Well, not really an honest question with...
by Alan
September 22nd, 2020, 5:48 pm
Forum: Off Topic
Topic: A Music Game II for 2009
Replies: 2932
Views: 343084

Re: A Music Game II for 2009

If you're number  7 billion  you get lunch with Joe Biden  There's not much sand on that beach. Tourists seeking Despacito ... Something unusual is happening in La Perla, a poor barrio clinging to a steep hillside between Old San Juan and the sea where the video for the pop hit  Despacito  was film...
by Alan
September 22nd, 2020, 3:59 am
Forum: Off Topic
Topic: A Music Game II for 2009
Replies: 2932
Views: 343084

Re: A Music Game II for 2009

If you're number 7 billion you get lunch with Joe Biden 
by Alan
September 20th, 2020, 10:50 pm
Forum: Politics Forum
Topic: Politics and Pragmatism: Elections, Appointments, and Confirmations
Replies: 11
Views: 357

Re: Politics and Pragmatism: Elections, Appointments, and Confirmations

@"1) The average and median time for confirmation - about 2.3 - 2.3 months."

So she, nomen omen, concluded exactly at the time before the election to keep everyone in the maximum suspense?

Reminds, What else can we pile on?
by Alan
September 20th, 2020, 7:37 pm
Forum: Numerical Methods Forum
Topic: Monte Carlo simulation of SABR model
Replies: 7
Views: 225

Re: Monte Carlo simulation of SABR model

I didn't want to completely discourage the OP from clicking on it. 
by Alan
September 20th, 2020, 7:12 pm
Forum: Numerical Methods Forum
Topic: Monte Carlo simulation of SABR model
Replies: 7
Views: 225

Re: Monte Carlo simulation of SABR model

Also, this old thread, unfortunately somewhat corrupted, has a nice tricky case for testing putative SABR MC's or other approaches.
by Alan
September 20th, 2020, 6:43 pm
Forum: Numerical Methods Forum
Topic: Monte Carlo simulation of SABR model
Replies: 7
Views: 225

Re: Monte Carlo simulation of SABR model

Presumably, you will use the MC as a proxy for 'exact'. If so, I can point you to a source for actual exact -- at least for the lognormal SABR model. See Ch. 8 of my 'Option Valuation under Stochastic Volatility II' book.  While my derivations are complicated, you can just trust me that the tables a...
by Alan
September 20th, 2020, 2:45 am
Forum: Politics Forum
Topic: Politics and Pragmatism: Elections, Appointments, and Confirmations
Replies: 11
Views: 357

Re: Politics and Pragmatism: Elections, Appointments, and Confirmations

- This is very unlikely to be concluded before the election on November 3, due to even normal timeframes. - If Biden wins by a "fair/wide" margin and/or the Democrats take the Senate, this may not be concluded before the inauguration. - On the Senate side, in particular, look at the rules on filibu...
by Alan
September 19th, 2020, 4:30 am
Forum: Off Topic
Topic: RIP thread
Replies: 151
Views: 21606

Re: RIP thread

RIP RBG.  My guess on how the battle for her seat will play out.  There will be a nomination to replace her in a couple of weeks.  Operation double Warp Speed.  The confirmation hearing will be started, but not concluded before the election. Then, there will be the election, which will be ambiguous ...
by Alan
September 16th, 2020, 6:20 pm
Forum: Off Topic
Topic: RIP thread
Replies: 151
Views: 21606

Re: RIP thread

I've often wondered how many takes it took to film "My name is Pussy Galore ..." without everybody cracking up.  After N takes, where I will guess N is large, there's still a  residual smirk  on both actors.  Alan,  The link is broken. Our younger viewers might like it. Tried it twice since your po...
by Alan
September 16th, 2020, 6:09 pm
Forum: Book And Research Paper Forum
Topic: Jan DASH: Quant-risk papers SSRN/PRMIA; Crises/RFT; Book; BBG CarbonClock; Climate Encyclo; Climate Portal; Climate CARO
Replies: 4
Views: 7966

Re: Jan DASH - My quant-risk papers on SSRN, PRMIA, Bloomberg Carbon Clock, Book 2nd Ed, Climate Encyclopedia

World Scientific ENCYCLOPEDIA OF CLIMATE CHANGE Case Studies of Climate Risk, Action, and Opportunity Jan W Dash , Editor Hey Jan, First, congratulations on this major project. Then, an honest question. What is the business case for this encyclopedia from the publisher's point of view? Looking at t...
by Alan
September 14th, 2020, 7:49 pm
Forum: Off Topic
Topic: RIP thread
Replies: 151
Views: 21606

Re: RIP thread

I've often wondered how many takes it took to film "My name is Pussy Galore ..." without everybody cracking up. After N takes, where I will guess N is large, there's still a residual smirk on both actors. 
by Alan
September 12th, 2020, 10:23 pm
Forum: Off Topic
Topic: RIP thread
Replies: 151
Views: 21606

Re: RIP thread

RIP Mrs. Peel www.youtube.com/watch?v=tvmgrnsaE1U Enjoyed her in the Avengers, but didn't realize she also played the great Olenna Tyrell in Game of Thrones. Also, RIP to Toots Hibbert of Toots in the Maytals fame -- have enjoyed them live many times from 1975 - 2019, the last date (for me) being t...
GZIP: On