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by Collector
July 9th, 2002, 2:52 am
Forum: General Forum
Topic: Hedge Fund Websites
Replies: 12
Views: 191330

Hedge Fund Websites

Another one not for free is www.HFAlert.com/and looks like some free? info here www.hedgefundcenter.com
by Collector
July 9th, 2002, 2:19 am
Forum: Careers Forum
Topic: Tax Tax Tax :(
Replies: 26
Views: 191053

Tax Tax Tax :(

<t>One thing is how much your boss pay's you, more important is how much you keep, and what you get for the money. Please let us get up with some guidelines on tax for quants in the finance "centers" of the worldTo get the ball rolling: Income Tax , sales TaxUSA NYC 50% ?, 8% ?USA CT 6%? lower than ...
by Collector
July 9th, 2002, 1:58 am
Forum: Careers Forum
Topic: Quants' Salaries
Replies: 15
Views: 193430

Quants' Salaries

Hari, do not forget you just have got a "pay cut". Unfortunately a $ is not worth what it used to be (a few months ago). With the sell off in USD it is suddenly expensive to go to Europe, and I guess we can expect all nice cars to go up in $ soon, who want's a Buck or Cadilac
by Collector
July 8th, 2002, 8:19 pm
Forum: Off Topic
Topic: To Buy or not to Buy - that is my quandry
Replies: 51
Views: 192186

To Buy or not to Buy - that is my quandry

<t>>See todays WSJ editorial on the housing bubble..... Yeah I see home owners are running a leverage much higher than a typical Hedge Fund. WSJ Jul 8-2002;"But now for the caveats, starting with the fact that prices are curiously high. Over the past couple of years housing prices have risen faster ...
by Collector
July 8th, 2002, 1:11 pm
Forum: Technical Forum
Topic: Skew and Local Volatility
Replies: 2
Views: 189995

Skew and Local Volatility

there are some VBA code of implied trinomial in my book . A possible good start point for this model.I think main problem of this model is dynamic of the smile, see SABR paper, SABR discussion.
by Collector
July 8th, 2002, 1:57 am
Forum: Careers Forum
Topic: Quants' Salaries
Replies: 15
Views: 193430

Quants' Salaries

I don't know, but I would guess, recent trend; experienced credit derivatives quants in good demand. Reasonable demand for experienced quants. Slow down in demand for fresh quants. Pay accordingly I would think.
by Collector
July 8th, 2002, 1:49 am
Forum: Technical Forum
Topic: vega of Asian Option
Replies: 12
Views: 191214

vega of Asian Option

Since we are speaking about Asian options, there are rumors of P. W. visiting Asia, is it reflected in the market? In other words have implied Asian vols gone up? sorry if I am off topic again
by Collector
July 6th, 2002, 12:38 pm
Forum: Technical Forum
Topic: vega of Asian Option
Replies: 12
Views: 191214

vega of Asian Option

<t>Never say never, there is always an exception , for a Geometric average I beleive option supersymmetry is holding up, that is you can price a call as a put with negative vol and multiply result with minus one, and opposite. In this case an increase in vol will be a reduction in vol, for example f...
by Collector
July 5th, 2002, 12:08 pm
Forum: Technical Forum
Topic: vega of Asian Option
Replies: 12
Views: 191214

vega of Asian Option

yeah Chukchi is natural right, stupid me forgot the vol in the dividend adjustment.here I have a simple Asian option Java calculator, including vega:Asian Java
by Collector
July 5th, 2002, 2:43 am
Forum: General Forum
Topic: Slide Rules and Calculators
Replies: 18
Views: 190813

Slide Rules and Calculators

<t>>What is your favorite calculator?my trading assistant>What is your most powerful calculator?my brain>How many calculators do you own?almost one>What was your first (handheld) calculator?not sure if my calculator carries my hand or if my hand carries my calculator>What are they?human calculators,...
by Collector
July 5th, 2002, 2:24 am
Forum: Technical Forum
Topic: vega of Asian Option
Replies: 12
Views: 191214

vega of Asian Option

<t>What type of Asian option? A standard Asian should have positive vega I believe. Let's keep it simple and assume geometric average Asian. Such an option can be valued using black-scholes replacing the vol of the continuous average with SpotVol/sqrt(3).The vega function will still be the same, tha...
by Collector
July 1st, 2002, 6:13 pm
Forum: General Forum
Topic: NASDAQ Gigant Head and Shoulder?
Replies: 25
Views: 190744

NASDAQ Gigant Head and Shoulder?

Look at NASDAQ chart over last 20 years or so, the part from 1997-2002 now looks like a gigantic head and shoulder formation. Fasten the seat belts ? Also S&P 500...look for the 450 levl
by Collector
June 29th, 2002, 1:32 pm
Forum: Off Topic
Topic: Amusing Quotes
Replies: 401
Views: 207302

Amusing Quotes

>there is bad cholestrol and good cholestrol and the egg yoke variety belongs to the lattergood news, so time to eat more eggs again, do they still trade egg futures in chicago? Going long a few future contracts and taking delivery could be the thing to do
by Collector
June 29th, 2002, 4:32 am
Forum: Off Topic
Topic: Amusing Quotes
Replies: 401
Views: 207302

Amusing Quotes

<t>WaaghBakri>"A kiss without a moustache is like an egg without salt" - Old Spanish QuoteNow I know why I prefer eggs without salt. From one egg topic to another: cholesterol, the egg yolk is considered very bad for the cholesterol. When I was 19-20 years old I used to eat about 8-15 eggs every day...
by Collector
June 29th, 2002, 4:10 am
Forum: Off Topic
Topic: Tired of Cigars
Replies: 25
Views: 191696

Tired of Cigars

Collector << How come you are going to start in a couple of months? Do you have it in your diary "August 1 2002 : Should start smoking cigars today." ? My life is a bit chaotic, but behind the chaos is a detailed Master Plan . Yes I am fast getting closer to my cigar smoking.
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