SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Paul
September 6th, 2019, 7:08 pm
Forum: Politics Forum
Topic: Are you ready for NO BREXIT?
Replies: 28
Views: 1905

Re: Are you ready for NO BREXIT?

Labour: “We will negotiate a better deal with the EU...and then vote against it.”
by Paul
September 6th, 2019, 7:07 pm
Forum: Politics Forum
Topic: Are you ready for NO BREXIT?
Replies: 28
Views: 1905

Re: Are you ready for NO BREXIT?

Labour: “Get rid of this dictator Johnson!”

Conservatives: “Ok, let’s have an election.”

Labour: “No!”
by Paul
September 6th, 2019, 4:43 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 4751

Re: Boris Johnson - the last 100 days

I've had a mancrush on JR-M for years, long before anyone else knew who he was. I think I'm on record as saying I want to have his babies. 
by Paul
September 6th, 2019, 12:59 am
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2052
Views: 97143

Re: Stupid question of the day

Inventor of cinder/breeze blocks. Genius or evil genius?
by Paul
September 5th, 2019, 10:06 pm
Forum: General Forum
Topic: Negative Strike Price
Replies: 11
Views: 1005

Re: Negative Strike Price

Larry Kudlow!! I had a long chat with the production team before that. They laid out exactly what they wanted to discuss. And then I got some unrelated question! You can see the panic on my face as I was thinking how can I get from this topic to what they said they wanted to talk about!
by Paul
September 5th, 2019, 9:02 pm
Forum: General Forum
Topic: Negative Strike Price
Replies: 11
Views: 1005

Re: Negative Strike Price

If you can’t even do it on campus...!
by Paul
September 5th, 2019, 8:27 pm
Forum: Technical Forum
Topic: DL and PDEs
Replies: 165
Views: 12010

Re: DL and PDEs

Derman? I am shocked!
by Paul
September 5th, 2019, 5:53 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 4751

Re: Boris Johnson - the last 100 days

You’re really getting a lot out of that Marx Brothers box set I got you!
by Paul
September 5th, 2019, 5:02 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 4751

Re: Boris Johnson - the last 100 days

Like BoJo. no one trusts anything he says. That's what they say.
They say some terrible things about me too. I usually go with "In my defence I was under a lot of stress/I have very poor night vision." "Your honour."
by Paul
September 5th, 2019, 4:40 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 4751

Re: Boris Johnson - the last 100 days

Cuch, I think you'd be fun to negotiate with! If people can't enjoy negotiating then they are in the wrong species.
by Paul
September 5th, 2019, 3:25 pm
Forum: General Forum
Topic: Negative Strike Price
Replies: 11
Views: 1005

Re: Negative Strike Price

You can use any model or formula you like. The question is whether there is any rigorous (ish) justification. There’s usually a stage in the modeling involving hedging. If you can’t use that then your foundations are weak.
by Paul
September 5th, 2019, 3:21 pm
Forum: Off Topic
Topic: "Best" invention of the 20th century?
Replies: 193
Views: 186100

Re: "Best" invention of the 20th century?

Definitely the mouth end. That goes soggy first in my experience. You can’t suck with gusto, you have to be quite precious with paper straws. There are metal straws in every shop now, some that fold. But you need something to clean them with. It’s a whole palaver. You just need to stop the mouth end...
by Paul
September 5th, 2019, 3:01 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 4751

Re: Boris Johnson - the last 100 days

There would be fewer parallels!

But the main difference is that it’s much harder to lighten the mood with a German. There’s a dimension missing. Russians have a sense of humour. Yes they are miserable but they can laugh about it.
by Paul
September 5th, 2019, 2:25 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 4751

Re: Boris Johnson - the last 100 days

I’ve been involved in some minor negotiating over the last two weeks. A deal was done without me knowing about it. When I was told I immediately pulled the plug on it. It caused my side some inconvenience for a while. The other side got very upset. It turned out that we’d been misled a couple of tim...
by Paul
September 5th, 2019, 2:14 pm
Forum: Technical Forum
Topic: DL and PDEs
Replies: 165
Views: 12010

Re: DL and PDEs

What are the not silly assumptions about what is stable? Good question. Maybe there aren’t any. The best finance assumption of the 20th century is that portfolios (stocks or option plus stock) have nicer properties than single instruments. Work with that but don’t go to the extremes of Markowitz an...
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