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by tw
October 17th, 2019, 9:23 am
Forum: Off Topic
Topic: Nobel Price 2016
Replies: 154
Views: 8002

Re: Nobel Price 2016

I would not be surprised if one of the coming Nobels in economics could be linked to climate bonds...  (10 year horizon)   

Green's function will not necessarily qualify!
The ILS market doesn't have the best rep.  A Nobel would add some lustre, worked well for LTCM.
by tw
October 13th, 2019, 4:10 pm
Forum: General Forum
Topic: Volatility for Commodity Swaption
Replies: 3
Views: 277

Re: Volatility for Commodity Swaption

I have a swaption that when exercised it has 12 delivery months as a strip, all or nothing.  I have the implied volatilites of the options and I have a historical vol of the underlying prices.  What is a good starting point to model the volatility of this swaption??  There are numerous models for t...
by tw
October 10th, 2019, 2:35 pm
Forum: Off Topic
Topic: Nobel Price 2016
Replies: 154
Views: 8002

Re: Nobel Price 2016

https://www.bbc.co.uk/news/entertainment-arts-49976107

Good choice in Tokarczuk, IMHO.  Double plus good result for Fitzcarraldo books, also.


Not far in time before Norway giving out the peace (comedy) prize either. 
If they did, it would be no laughing matter.
by tw
October 4th, 2019, 6:54 pm
Forum: General Forum
Topic: Inner Circle
Replies: 6
Views: 625

Re: Inner Circle

Thanks - so I guess I have to go through some more checks... it's the Wilmott Inner Circle after all! 
I fell at the first hurdle
What is the Wilmott Inner Circle Inclusivity Policy?
by tw
October 2nd, 2019, 3:09 pm
Forum: Off Topic
Topic: Classical music threat...
Replies: 29
Views: 145143

Re: Classical music threat...

Since where I come from they had quite relaxed attitude to administrative burdens, for a long time, if asked about my bio, I put just "I was born." That was the only certain thing to me. I will try an obit in your style Albert Einstein. Born. Did some physics. Escaped to the US from the Nazis. Ever...
by tw
October 2nd, 2019, 10:35 am
Forum: Off Topic
Topic: Classical music threat...
Replies: 29
Views: 145143

Re: Classical music threat...

Lakshimi by Leo Delibes
Blah, blah, blah...
Beautiful duet: https://www.youtube.com/watch?v=SmEX4hEw4kQ
and then she dies.
<Curtain>
You should get a sideline writing obituaries.   Everyone's life should be summarisable in a form shorter than a clerihew.
by tw
September 10th, 2019, 4:01 pm
Forum: Politics Forum
Topic: Time for BREXIT FAQ
Replies: 101
Views: 8932

Re: Time for BREXIT FAQ

Payout coming towards JB Poland also went through a rough patch at the end of the XVIIIth century, when foreign agents bribed Polish nobles to disrupt the government. It didn't end well (partitions). Are you talking about Ukrainian magnates' revolt against the Polish occupation government, which re...
by tw
July 24th, 2019, 8:34 pm
Forum: Off Topic
Topic: RIP thread
Replies: 70
Views: 6530

Re: RIP thread

I've seen things you people wouldn't believe. Attack ships on fire off the shoulder of Orion. I watched C-beams glitter in the dark near the Tannhäuser Gate. All those moments will be lost in time, like tears in rain. Time to die. Rutger Hauer www.youtube.com/watch?v=ZMp-JBsUz-o The Brits had Invan...
by tw
July 24th, 2019, 5:54 pm
Forum: Off Topic
Topic: RIP thread
Replies: 70
Views: 6530

Re: RIP thread

I've seen things you people wouldn't believe. Attack ships on fire off the shoulder of Orion. I watched C-beams glitter in the dark near the Tannhäuser Gate. All those moments will be lost in time, like tears in rain. Time to die.
Rutger Hauer
by tw
July 19th, 2019, 10:50 am
Forum: Off Topic
Topic: All about Cats
Replies: 846
Views: 55433

Re: All about Cats

Seriously. That's the only way to avoid the quarantine. I'd personally prefer the quarantine to Huns, but I trust people who organise such adoptions that it's better for the cat. There's a steadily growing animal welfare/community project behind it - not just a crazy lady who wants another Egyptian...
by tw
July 19th, 2019, 10:36 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103661

Re: Trump -- the last 100 days

As an aside, why do all the crowd chants so frequently end up being three syllables?  "Lock her up",  "send her back" "build that wall" etc.
by tw
July 18th, 2019, 10:54 pm
Forum: Off Topic
Topic: All about Cats
Replies: 846
Views: 55433

Re: All about Cats

That's fantastic! Thank you! Mau sounds interesting too - an Egyptian way of commemorating one of my favourite actresses and movies, Audrey Hepburn in Breakfast at Tiffany - Holly's cat's name was Cat :-) If it was a boy cat you could go with Chairman Mau https://2eu.funnyjunk.com/thumbnails/commen...
by tw
July 14th, 2019, 7:42 am
Forum: Politics Forum
Topic: Are you ready for Brexit?
Replies: 550
Views: 17109

Re: Are you ready for Brexit?

So I am playing around with the idea of putting on a PA trade that will pay out if Boris does his thing by Halloween (or even a bit later). Slightly OTM January puts on EWU (iShares ETF tracking the MSCI UK index) look favorable, with implied vols in the 10% range last I looked. As I understand it,...
by tw
July 11th, 2019, 4:44 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103661

Re: Trump -- the last 100 days

Megan Rapinoe: World Cup winners USA to snub White House invite

https://metro.co.uk/2019/07/09/megan-ra ... -10137594/
Now they have won something does this mean the US officially plays proper sports now?
by tw
June 28th, 2019, 4:10 pm
Forum: Politics Forum
Topic: Survival of the Richest - An updated infographic look at super-rich survivalist strategies
Replies: 6
Views: 1249

Re: Survival of the Richest - An updated infographic look at super-rich survivalist strategies

In 2017, The New Yorker published an extremely popular piece on this topic. Since then, extremely rich survivalists have devised new strategies to avert a so-called armageddon. They range from the amusing to the confounding to the grandiose. I thought it would be interesting to represent them in an...
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