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by WaaghBakri
March 27th, 2002, 12:30 am
Forum: Student Forum
Topic: "Rolling Down the Yield Curve"
Replies: 34
Views: 193153

"Rolling Down the Yield Curve"

What does the phrase "Rolling Down the Yield Curve" mean? Thanks.
by WaaghBakri
March 26th, 2002, 4:43 pm
Forum: Student Forum
Topic: Extrapolation & Monte Carlo
Replies: 7
Views: 189619

Extrapolation & Monte Carlo

Thanks Aaron. Interesting points. Furthermore, I should correct my previous post about "extrapolating" population statistics from a sequence of sample statistics. If one excluded extreme statistics, bootstrapping would be "one way" to build a sequence of sample statistics.
by WaaghBakri
March 25th, 2002, 7:43 am
Forum: General Forum
Topic: Bullying Scientists
Replies: 31
Views: 192012

Bullying Scientists

<t>I should be more precise. Here's the snippet from Greenspan's testimony before the US Congress (27 Feb 2002): <br/> <br/> "Both deregulation and innovation in the financial sector have been especially important in enhancing overall economic resilience. New financial products--including derivative...
by WaaghBakri
March 25th, 2002, 6:54 am
Forum: General Forum
Topic: Bullying Scientists
Replies: 31
Views: 192012

Bullying Scientists

<t>Recently, Greenspan testified that the economic downturn may have been muted due to the role of derivatives in the economy (well something to that effect). <br/> <br/> How about some comments on Nassim Taleb's comment, from his famous book, Dyn. Hedging, (Preface, pp V), quote:<br/> <br/> "I am c...
by WaaghBakri
March 22nd, 2002, 8:57 pm
Forum: Student Forum
Topic: Extrapolation & Monte Carlo
Replies: 7
Views: 189619

Extrapolation & Monte Carlo

The more I think of it, the more I'm, indirectly, convinced that it may not be feasible. If such a scheme would be possible, then more fundamentally, one could probably extrapolate population statistics from a sequence of sample statistics. Well, thanks all.
by WaaghBakri
March 22nd, 2002, 1:16 am
Forum: Student Forum
Topic: Extrapolation & Monte Carlo
Replies: 7
Views: 189619

Extrapolation & Monte Carlo

<t>Thanks for your response. I suspected that it may make little sense....hence I started off by ...a naive question....I was plain curious as to why it wouldn't work.<br/> <br/> I haven't read about such possibilities, but then I haven't read any statements to the contrary either. Perhaps, its very...
by WaaghBakri
March 21st, 2002, 10:19 pm
Forum: General Forum
Topic: Patenting Math
Replies: 54
Views: 193515

Patenting Math

<t>While we are on the subject of Basmati & Tofu, anyone recall the Economist article (early-mid 90's) about the fruit "Kiwi"? Apparently, it was coined by the marketing types to sell what originally was/is called "Chinese Gooseberry" (hope my memory serves me right). After the Californians (?) ...
by WaaghBakri
March 21st, 2002, 6:02 pm
Forum: Student Forum
Topic: Extrapolation & Monte Carlo
Replies: 7
Views: 189619

Extrapolation & Monte Carlo

<t>A naive question....<br/> For the standard Monte Carlo simulation, the standard deviation for the mean of the outcome is inversely proportional to the square-root of the number of simulation runs. The question I have is: Can extrapolation techniques be applied to a sequence of Monte Carlo runs ? ...
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