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by hamster
March 12th, 2014, 12:15 pm
Forum: The Quantitative Finance Code Library Project
Topic: Is this project going anywhere?
Replies: 11
Views: 38229

Is this project going anywhere?

<t>hello i am trying to jump in but dont know where to start.(1) how can I contribute? Is there a svn or git repo available for download?(2) are there maintainer who manages the repo?(3) what is the main language? I've seen comments about C++, C#, Matlab, ... (4) are there any external libs develope...
by hamster
March 11th, 2014, 6:28 pm
Forum: Technical Forum
Topic: Crypto problem
Replies: 62
Views: 10264

Crypto problem

<t>QuoteOriginally posted by: outrunthis "Ostrovsky's Anonymous Broadcast via XOR-Trees" is smart. It's a method for hiding a message sender in a network. Not exactly the same problem but it has smart elements.* The first idea is to have N senders, 1 real one and N-1 fake ones that send random data....
by hamster
March 11th, 2014, 6:19 pm
Forum: Technical Forum
Topic: Crypto problem
Replies: 62
Views: 10264

Crypto problem

<r>QuoteOriginally posted by: outrunlol, there is a joke in the Debian manual. It say's "ioerror@nsa". Ioerror is the twitter handle of Jacob Appelbaum <E>:-)</E> of course a remailer is not the 100% solution. cant be bcoz there is none.you can compare the mixer (mix type II) to an onion router - bo...
by hamster
March 10th, 2014, 10:00 pm
Forum: Technical Forum
Topic: Crypto problem
Replies: 62
Views: 10264

Crypto problem

<r>you might add the remailer mixmaster to your efforthttp://<URL url="http://www.debian-administration.org/articles/483http://mixmaster.sourceforge.net/"><LINK_TEXT text="www.debian-administration.org/articles/ ... forge.net/">www.debian-administration.org/articles/483http://mixmaster.sourceforge.n...
by hamster
November 14th, 2012, 7:11 pm
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 13014

Quant Research - Current trends

nice pic victor. is your question about "research" or related to the job market?in both cases it is always good to know how to model stuff and program it.
by hamster
October 28th, 2012, 5:10 pm
Forum: General Forum
Topic: PhD not worth the time says Economist
Replies: 11
Views: 12893

PhD not worth the time says Economist

<t>i think you ask the wrong question to get enlightened. As long as you are not able to find (or understand why it is important to find) "good" questions you should never go for PhD. Any. If your only interest is to figure out the economic payoff of an PhD, you should just buy the academic title fr...
by hamster
October 7th, 2012, 8:07 pm
Forum: Programming and Software Forum
Topic: 1 liner to get time zone offset (tz database)
Replies: 4
Views: 11263

1 liner to get time zone offset (tz database)

QuoteOriginally posted by: CuchulainnYou're welcome. It is a 1-liner.Does your chemist friend have any ideas on how to abolish time itself? i will ask him next time.that is likely to be very long symmetric vs irreversible answer... if it works I will tell you yesterday
by hamster
October 7th, 2012, 5:42 pm
Forum: Programming and Software Forum
Topic: 1 liner to get time zone offset (tz database)
Replies: 4
Views: 11263

1 liner to get time zone offset (tz database)

<t>QuoteOriginally posted by: CuchulainnMaybe Boost Date and Time?Maybe not 1-liner, but not far offthanks// triangle from EST to UTC to Arizona timet2 = us_arizona::utc_to_local( us_eastern::local_to_utc( t1 ) );i just talked to friend (a chemist) and we agreed to abolish time zones... b/c the peop...
by hamster
October 7th, 2012, 3:26 pm
Forum: Programming and Software Forum
Topic: 1 liner to get time zone offset (tz database)
Replies: 4
Views: 11263

1 liner to get time zone offset (tz database)

<t>Hello folks, i am wondering if there is C function to convert a datetime+timezone to another time zone. something similar to mysql's convert_tz function, e.g.select convert_tz('2011-06-30 20:20:00','US/Eastern','GMT');... returns '2011-07-01 00:20:00' ...is there anything similar in C? I mean som...
by hamster
August 6th, 2012, 5:09 pm
Forum: The Quantitative Finance Code Library Project
Topic: C++11
Replies: 22
Views: 27392

C++11

<r>Lucky me. I can use C++11 at work (GCC compiler/Debian; Rule 1: Maintain good relationship to BOFHs). My approach is that I go for C++11 as long as there is no other own existing code that used the boost sibling/predecessor (or anything else). I am always favor an ISO standard over a custom lib (...
by hamster
May 13th, 2012, 3:33 pm
Forum: General Forum
Topic: credits: early prepayment option
Replies: 6
Views: 106680

credits: early prepayment option

<r><URL url="http://www.algorithmics.com/EN/media/pdfs/arq3-3_credit.pdf">www.algorithmics.com/EN/media/pdfs/arq3-3_credit.pdf</URL> the paper follows the "legal claim approach"you can simply value your loan with/without prepayment option from lender's perspective. the difference have to be the prep...
by hamster
May 13th, 2012, 1:45 pm
Forum: General Forum
Topic: Regulatory Capital for private equity deals
Replies: 2
Views: 13311

Regulatory Capital for private equity deals

could you be more specific?what type of instruments? (2nd lien, unsecured debt, participations, ...)for what type of investors? (banks, insurance, pensions, ... from country/jurisdiction A, B,C ,... )
by hamster
November 26th, 2011, 8:16 pm
Forum: Economics Forum
Topic: iTraxx Series 9 base correlation data
Replies: 9
Views: 20632

iTraxx Series 9 base correlation data

<t>QuoteOriginally posted by: HomerJay1984You are right with CDOs. Maybe I Have has expressed myself incorrectly. I mean, that I still need the data, because they are for my (Diplom-)thesis. I don't choose the topic with the cdos. My prof select it for me.you forgot a simple rule of writing thesis: ...
by hamster
November 24th, 2011, 10:21 pm
Forum: General Forum
Topic: Bootstrapping the intensity of default from CDS when the CDS market is illiquid
Replies: 3
Views: 16832

Bootstrapping the intensity of default from CDS when the CDS market is illiquid

<t>hmm... an illiquid contract where someone will pay 1-R if something else goes down...a try...- take a big bunch of cds contracts from different protection sellers for a set of comparable reference entities over a time period you believe nothing material changed in your illiquid world- check how m...
by hamster
November 17th, 2011, 7:13 pm
Forum: Economics Forum
Topic: Who was auditing Dexia?
Replies: 10
Views: 23704

Who was auditing Dexia?

<t>QuoteOriginally posted by: BullBearDexia statement:It looks like Dexia, under the allowance of its Regulator, Risk Managers and Auditors, wasn't taking MTM losses into consideration in their financial disclosures to investors neither was Dexia taking market values into consideration regarding the...
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