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by godfather
March 11th, 2004, 10:03 am
Forum: Student Forum
Topic: default probabilities according to rating?
Replies: 3
Views: 189174

default probabilities according to rating?

ok. interesting. I would have thought that the rating agencys have some "target" probability in mind.and where would i find those historical data?
by godfather
March 11th, 2004, 9:23 am
Forum: Student Forum
Topic: default probabilities according to rating?
Replies: 3
Views: 189174

default probabilities according to rating?

Excuse my naivety, but is there a table of default probabilities S&P assigns to its rating classes?I have been searching their website and could not find anything like that. Any ideas? thx.
by godfather
March 4th, 2004, 11:42 am
Forum: Trading Forum
Topic: Brokerage Firms
Replies: 26
Views: 191756

Brokerage Firms

<t>QuoteI usually recommend options: they're cheaper than stock and if you pick the right strategies, they limit the overall risk. ok. i sell you one msft call (3month, atm) for 13, and you sell me one msft stock for 26. here you get one option for half the price of the stock! whow!now thats quite a...
by godfather
February 19th, 2004, 10:07 pm
Forum: General Forum
Topic: corellation credit risk - market risk
Replies: 7
Views: 190115

corellation credit risk - market risk

<t>People measure and manage credit risk and other measure and manage market risk.maybe after 18 hours in the office i am missing something, but there is clearly a fair amount of corellation between those two (russia, enron).how do you take care of that? how do you model that corellation?any comment...
by godfather
February 19th, 2004, 5:49 pm
Forum: Student Forum
Topic: 2 questions on interest rate structures
Replies: 2
Views: 189119

2 questions on interest rate structures

<t>my 2 cents:re q1: why not? many models have been tried, the perfect one has not been found. mean reversion models seems to work reasonably well and make sense - conceptually.re q2: long term rates are driven purely by supply & demand. you have a huge amount of natural buy and hold investors o...
by godfather
February 19th, 2004, 3:10 pm
Forum: Off Topic
Topic: is there anything more annoying that
Replies: 9
Views: 189410

is there anything more annoying that

as long as those dogs are not trained to detect my daily portion of dope which keeps me going ..... now that would really piss me off
by godfather
February 19th, 2004, 12:34 pm
Forum: Brainteaser Forum
Topic: Math/Counting Prob
Replies: 4
Views: 190114

Math/Counting Prob

just by a symmetry argument and since (64/2)*3= 96, I would come to the same conclusion as Halliron that Quoteclearly, the number of subsets for which (a+b+c)<95 = the number of subsets for which (a+b+c) >192 - 95=97"and the remainder is left to the reader."
by godfather
February 18th, 2004, 6:45 pm
Forum: Programming and Software Forum
Topic: Bloomberg and Mathematica
Replies: 12
Views: 190441

Bloomberg and Mathematica

you're welcome
by godfather
February 18th, 2004, 6:25 pm
Forum: Programming and Software Forum
Topic: Bloomberg and Mathematica
Replies: 12
Views: 190441

Bloomberg and Mathematica

<t>thats the point: i am not aware of any solution to your problem, which i read as direct data transfer bloomberg -> mathematica.whats the legal problem with a third product like mathlink for excel? blbg allows you to transfer data to excel. fine! there is no legal issue involved in transferring th...
by godfather
February 18th, 2004, 5:18 pm
Forum: Programming and Software Forum
Topic: Bloomberg and Mathematica
Replies: 12
Views: 190441

Bloomberg and Mathematica

<r>you are adding points which did not seem to be a problem in your original question.don't know what kind & quantity of data you are looking at, but if you are really concerned with speed forget mathematica (and bloomberg).i also don't see why there are legal issues involved in getting bloomber...
by godfather
February 18th, 2004, 2:33 pm
Forum: Programming and Software Forum
Topic: Bloomberg and Mathematica
Replies: 12
Views: 190441

Bloomberg and Mathematica

<t>do you have MathLink? this connects Mathematica with Excel.assuming you know how to download data from bloomberg to excel, you can then connect from mtmca to excel.bad news is, that mathlink was originally written for (i believe) Mathematica 3.0. And has not really been updated since, which makes...
by godfather
February 3rd, 2004, 11:54 am
Forum: Off Topic
Topic: The Curious Incident of the Dog in the Night-time
Replies: 21
Views: 190196

The Curious Incident of the Dog in the Night-time

herd, whats your reasoning for not switching?
by godfather
February 3rd, 2004, 11:04 am
Forum: Off Topic
Topic: Political Compass
Replies: 51
Views: 190736

Political Compass

QuoteI'm a little surprised we have all got big negative Social Libertarian/Authoritarian, umm just wait until mp & mikebell do this. their score will level the average at 0.
by godfather
February 3rd, 2004, 8:56 am
Forum: Off Topic
Topic: Political Compass
Replies: 51
Views: 190736

Political Compass

Economic Left/Right: -1.88Social Libertarian/Authoritarian: -6.41
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