SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by bearish
Today, 8:45 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 367

Re: Valuation of put with reflecting barrier

I hadn’t really looked at the details of the original post and was kind of addressing Alan’s simplified question of why we don’t have stock price processes with a reflecting barrier at zero. But zero is not all that special in this case.
by bearish
Today, 5:06 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 367

Re: Valuation of put with reflecting barrier

One constructive approach to a proof would be to generate a sequence of binomial lattices with increasing density, constructed so as to always have a layer of nodes exactly at zero. From each such node there is only one possible path, so an adapted and finite trading strategy of always buying one st...
by bearish
Today, 12:30 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

It’s easy to get lulled into a false sense of complacency, but the number of ways that Trump can steal the election is non-trivial. And having added a new Supreme Court justice, whose primary qualifications were being young and deeply religious, he has fortified his position. I still don’t see a non...
by bearish
Yesterday, 11:25 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 367

Re: Valuation of put with reflecting barrier

I used to know something about this stuff, and I’m with Alan. It’s perfectly fine for something like an interest rate or a volatility to have a reflecting barrier at zero, but not for the price of a traded asset. And once you’re a little bit pregnant, there is no going back. Well, actually there is,...
by bearish
October 25th, 2020, 2:45 am
Forum: Politics Forum
Topic: What is Borisism?
Replies: 237
Views: 22451

Re: What is Borisism?

In the “union of bad hair” category, BJ is evidently waiting for Trump to win before going full on his dream no-deal Brexit. He may not have got the memo that this could take weeks, accidentally blowing through his year-end deadline. But, whatever.
by bearish
October 24th, 2020, 10:28 pm
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 8
Views: 354

Re: alternative to cubic splines

Your application may or may not be related to yield curve fitting, but either way this classic from the Great Dane is worth a look: https://papers.ssrn.com/sol3/papers.cfm ... _id=871088
by bearish
October 24th, 2020, 12:02 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

You’ve got to try to get inside the mind of a Trump supporter! I know, I know, you’d worry you couldn’t get out! I think a scroll through 255 pages of posts would show some scattered efforts to go there over the last few years. But it’s mostly about fear and hatred. They fear an angry god, a libera...
by bearish
October 24th, 2020, 1:22 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

At the moment he is aggressively trying to increase the spread of the virus, flying around the country to some of the hardest hit areas and packing in drooling fans with no masks or social distancing in sight. Because, you know, if they were to wear masks it would be so hard to see how much they lov...
by bearish
October 24th, 2020, 1:18 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

Members of his base are way past caring about anything. Pinning down his greatest weakness is a tall order, but in the narrow context of the election I think it will turn out to be his demonstrated wanton disregard for human life. In the Trumpest of lines from yesterday’s debate he declared “I take ...
by bearish
October 23rd, 2020, 12:22 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

I’m glad you have moved past the annoyance of Covid. That whole pandemic thing was really a drag when it was going on. And, I’m guessing, no wildfires in your neighborhood yet either. And with the wall keeping the flow of Mexican rapists and bad hombres down, life in So Cal must be pretty good. Asid...
by bearish
October 23rd, 2020, 1:21 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

Admittedly, with Disneyland closed, there is not much to live for. As Trump almost just said, and Alan implied earlier.
by bearish
October 23rd, 2020, 12:56 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

Hopefully, “Joe blew it” won’t be the outcome of our election...
by bearish
October 22nd, 2020, 11:57 pm
Forum: Politics Forum
Topic: What is Borisism?
Replies: 237
Views: 22451

Re: What is Borisism?

But, in all fairness, it would also include a lot of natives, who are presumably exempt. I’m just an innocent bystander, so will not presume to name names.
by bearish
October 22nd, 2020, 7:15 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

Attributing the emails to Trump or his supporters was exactly what the Iranians hoped for. Good job in supporting their efforts! I thought they were crazy stupid, but now I see they were crazy smart. The Iranians? Or the Russians? Or the Proud Boys themselves? The last one is pretty unlikely, given...
by bearish
October 22nd, 2020, 3:14 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213400

Re: Trump -- the last 100 days

What was expected was illegal and massive efforts at election fraud and vote suppression by Trump and his supporters, domestic and foreign. Sufficient detail to warrant notice to the FBI would be a little harder to come by ahead of time.
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