SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Paul
December 28th, 2002, 9:49 am
Forum: Student Forum
Topic: Doubts in PWOQF - basic ones though
Replies: 6
Views: 189640

Doubts in PWOQF - basic ones though

<t>VforVodka, I'm glad you are 'beginning' to like it a lot!You are correct that the key assumption about dividends is that they are known in advance. When you get to Chapter 37 on Advanced Dividend Modeling more will be revealed!As for the intuition behind non single-signed gamma, Chapter 27 and qu...
by Paul
December 28th, 2002, 1:22 am
Forum: The Quantitative Finance FAQs Project
Topic: What is quantitative finance?
Replies: 26
Views: 225753

What is quantitative finance?

The obvious question to get the ball rolling. Definitions suitable for dinner parties, nightclubs, parents, children...P
by Paul
December 27th, 2002, 11:50 pm
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 323663

Subjects, please...

Let's hear some suggestions...P
by Paul
December 27th, 2002, 5:18 pm
Forum: Off Topic
Topic: Quantitative Finance FAQ?
Replies: 34
Views: 191762

Quantitative Finance FAQ?

Dimitris...Dimitris...apparently not bayes, I am still having problems visualising the end product. But shouldn't the FAQs be decided upon before the 'answers'?(reza, where can I find the C++ FAQs?)P
by Paul
December 27th, 2002, 3:02 pm
Forum: Off Topic
Topic: Quantitative Finance FAQ?
Replies: 34
Views: 191762

Quantitative Finance FAQ?

bayes, at least this suggestion isn't a $$$-consuming one!Can you be more precise about what the end result will be? Book, website, CD...Can you visualise it for me?P
by Paul
December 26th, 2002, 11:00 pm
Forum: Numerical Methods Forum
Topic: Finite Diff method and consistency with stock price.
Replies: 13
Views: 192467

Finite Diff method and consistency with stock price.

<t>This is a very good question (also DoubleSix's answer). It reminds me of a test I use whenever I derive some new model (outside of the Black-Scholes world). Generally speaking, whatever the 'model' turns out to be, it should have two simple exact solutions:1. exp(rt)2. S(Or there has to be a very...
by Paul
December 17th, 2002, 9:44 pm
Forum: General Forum
Topic: General Decency On The Forum.
Replies: 25
Views: 190773

General Decency On The Forum.

PM me the URL of any messages/threads that you find offensive and we will deal with the matter immediately.P
by Paul
December 17th, 2002, 6:37 pm
Forum: Careers Forum
Topic: Convincing Profs at an MS program that you can do Math
Replies: 24
Views: 191435

Convincing Profs at an MS program that you can do Math

<t>Vikram,You've got to pull out all the stops to get an interview. This means doing some polite nagging, and enthusing about your interests and abilities. Once you are at an interview it gets easier. It's a well known fact that interviews are a bad idea...for employers...since poor candidates can b...
by Paul
December 16th, 2002, 11:48 am
Forum: Student Forum
Topic: Pricing American Style Binary Options
Replies: 3
Views: 190013

Pricing American Style Binary Options

RTFM! I.e. search the site!P
by Paul
December 16th, 2002, 9:57 am
Forum: Student Forum
Topic: Pricing American Style Binary Options
Replies: 3
Views: 190013

Pricing American Style Binary Options

Get PWIQF or PWOQF!P
by Paul
December 14th, 2002, 11:03 am
Forum: Book And Research Paper Forum
Topic: Arbitrage in continuous time
Replies: 26
Views: 191618

Arbitrage in continuous time

<t>Omar, take a look at what I write about discrete hedging. There is no mention of Ito. Just Taylor series. And that is far more real in practice. The continuous limit packs a hell of a lot under the carpet. Once you get outside a classroom you will trip over the lump in the rug on your first day o...
by Paul
December 13th, 2002, 7:01 pm
Forum: Off Topic
Topic: The Random Walkers, Thursday 12th Dec from 7pm
Replies: 52
Views: 192131

The Random Walkers, Thursday 12th Dec from 7pm

by Paul
December 13th, 2002, 9:32 am
Forum: Off Topic
Topic: The Random Walkers, Thursday 12th Dec from 7pm
Replies: 52
Views: 192131

The Random Walkers, Thursday 12th Dec from 7pm

London was great fun! But there was a bit of a cock up with the venue...it had been booked for a private party...and it wasn't our private party!!! So we had to reconvene around the corner in a sports bar.No sign of DCFC again!P
by Paul
December 9th, 2002, 3:21 pm
Forum: Off Topic
Topic: The Random Walkers, Thursday 12th Dec from 7pm
Replies: 52
Views: 192131

The Random Walkers, Thursday 12th Dec from 7pm

<r>The locations for Thursday 12th December drinks, commencing 7.00pm, are...In NY:A bar called "Baker Street" on 1st Avenue & 63rd StreetIn Chicago:"Elephant & Castle" 111 West Adams StreetIn London:"The Slug & Lettuce" on Bucklersbury, next to Mansion House (the building not the tube s...
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