SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 7417 matches

by Paul
April 15th, 2002, 10:44 am
Forum: General Forum
Topic: .
Replies: 32
Views: 190412

.

<t>It seems irrational to me that he would buy this contract, and then use it in a market in which he had a directional opinion, meaning an opinion on anything other than the shape of volatility. Because he would be overpaying! >> Certainly...if he's never wrong. But then he would have retired to hi...
by Paul
April 15th, 2002, 10:27 am
Forum: General Forum
Topic: .
Replies: 32
Views: 190412

.

In the extremely likely event that his view on the market changes during the life of the contract he would change his position.P
by Paul
April 12th, 2002, 9:26 am
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

Paul, pleeeeeeeeeeeeeeeeease!!!!!!!!!!! >>What's not to like about it? Great plot, a rich diversity of characters portrayed deeply and with feeling, a happy ending,...

P
by Paul
April 12th, 2002, 8:19 am
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

Jim Murray's book on Math Biology (now in two vols!) by Springer is green. That's Springer's best IMHO publication as well.

P
by Paul
April 11th, 2002, 5:48 pm
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

<t>I too seem to recall that it was a heavy trudge....going through the book. I suppose it was a matter of whether one could associate with the Raskolnikov (?) or not. Or, perhaps it was the translation... >>Heavy trudging is ok. I managed to get through Tolstoy's War & Peace. Waste of time. Pur...
by Paul
April 11th, 2002, 5:44 pm
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

<t>Well, try to read 'Paperweight' of Stephen Fry - very clever, very funny, brilliant language >>Everything by Stephen Fry is great.<br/> <br/> Anyone read any Joseph Heller, other than Catch 22? I've read most. Of course, Catch 22 is incredible...but the rest is garbage. He really ruins the otherw...
by Paul
April 11th, 2002, 5:29 pm
Forum: Student Forum
Topic: Implied Volatility of Index Options
Replies: 8
Views: 189666

Implied Volatility of Index Options

I know of some data vendors who quote implied vols calculated from BS always using zero dividend, regardless.

P
by Paul
April 11th, 2002, 3:30 pm
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

Isn't it the book that Ignatius Reilly keeps reading in A confederacy of dunces (John Kennedy Toole)? >>This thread has definitely taken a turn for the better!

P
by Paul
April 11th, 2002, 3:12 pm
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

Does anyone on the board read A Solzenhitsyn [ouch -- brutal spelling sorry] >>Not since I was a teenager

P
by Paul
April 11th, 2002, 1:22 pm
Forum: Student Forum
Topic: Calculation speed
Replies: 17
Views: 190605

Calculation speed

>With a regrettable 'h' >>A sure sign!I consulted another very popular book and noted the same misspelling. Then I went to Google, final score: Crank-Nicolson 3610 hits, Crank-Nicholson 2930 hits. (The market is right, as usual.) >>Breakdown by field?

P
by Paul
April 11th, 2002, 1:13 pm
Forum: Off Topic
Topic: The Book Thread
Replies: 98
Views: 193989

The Book Thread

I've 'picked up' C&P just the once, and put it down again after about 10%. At least I managed to finish M&M but never saw what all the fuss was about.

P
by Paul
April 11th, 2002, 10:55 am
Forum: Book And Research Paper Forum
Topic: Has anyone read Equity Derivatives: Theory and Applications by Marcus Overhaus
Replies: 2
Views: 189894

Has anyone read Equity Derivatives: Theory and Applications by Marcus Overhaus

<t>It's a very interesting book. It doesn't seem to have a 'theme' or structure but bounces around all over the place! That's not necessarily a bad thing because it bounces to some interesting places! There is material about incomplete markets, which I always like Equity Derivatives: Theory and Appl...
by Paul
April 11th, 2002, 10:49 am
Forum: Student Forum
Topic: Local volatility
Replies: 4
Views: 189707

Local volatility

I believe that Black-Scholes and Beyond by Neil Chriss has something about this.

P
by Paul
April 11th, 2002, 7:56 am
Forum: Student Forum
Topic: Calculation speed
Replies: 17
Views: 190605

Calculation speed

<t>Aaron, that doesn't justify the 'reasonably competent' finance professor setting up their stall proclaiming their numerical methods are cutting edge. And that's what many are doing. Publishing their 'research' in 'learned' journals??? Don't make me laugh! Inaccurately rehashing some long-dead mat...
by Paul
April 10th, 2002, 12:58 pm
Forum: Student Forum
Topic: Calculation speed
Replies: 17
Views: 190605

Calculation speed

Aaron, I can still find my Harold Robbins!

Athletico, I am curious, how does the 'finance professor' spell 'Nicolson'?

P
GZIP: On