SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 35 matches

by DrEvil
April 25th, 2004, 9:29 pm
Forum: Careers Forum
Topic: Quant to Trader
Replies: 2
Views: 189609

Quant to Trader

There are so many different types of quants, and some of them are traders. What kind are you?
by DrEvil
April 25th, 2004, 9:23 pm
Forum: Student Forum
Topic: need help solving two sde's
Replies: 5
Views: 189455

need help solving two sde's

Looks like a modified Vasicek model where the instantaneous reversion mean follows another (possibly correlated) Vasicek process. Any reason you're doing this other than simulate a rate process so chaotic it gives Oldrich a headache?
by DrEvil
April 25th, 2004, 7:42 pm
Forum: Student Forum
Topic: Local volatility
Replies: 10
Views: 190486

Local volatility

<t>QuoteOriginally posted by: asdQuoteOriginally posted by: DrEvilThe 'local volatility' at price S and time t is a function v(S,t) such when the process dS/S = r dt + v(S,t) dZ is simulated, all option prices match those seen in the market. I have a confusion to what is referred in Dr.Wilmott's tex...
by DrEvil
April 25th, 2004, 7:08 pm
Forum: General Forum
Topic: Snake Oil, Anyone?
Replies: 4
Views: 189459

Snake Oil, Anyone?

What did they say that was false?
by DrEvil
April 25th, 2004, 6:37 pm
Forum: The Quantitative Finance FAQs Project
Topic: Gambling and trading, what is the difference?
Replies: 53
Views: 262368

Gambling and trading, what is the difference?

<t>apine, Don't take it personally, those comments were attacks on silly reasons behind some prohibitions, not against any views you might have. It just shows which side of the seat belt law debate I am on :-PPerhaps taking this a step further though, is there a connection between laws prohibiting g...
by DrEvil
April 25th, 2004, 6:29 pm
Forum: General Forum
Topic: Pricing IRS
Replies: 2
Views: 189398

Pricing IRS

Price the paying leg and receiving leg as positions in two bonds.
by DrEvil
April 23rd, 2004, 8:16 pm
Forum: Off Topic
Topic: Should tipping be abolished?
Replies: 50
Views: 192655

Should tipping be abolished?

<t>Only in San Francisco would you expect something so silly. Next thing you know, a Columbus Street restaurant bill will have as many items and surcharges as a California phone bill.Before abolishing tipping, why doesn't the States start including tax in the prices it posts? I don't mind gratuity a...
by DrEvil
April 23rd, 2004, 6:47 pm
Forum: Technical Forum
Topic: Vol-Bond pricing
Replies: 1
Views: 189993

Vol-Bond pricing

Val - What's a vol bond? Sounds cool, but I can't find the paper either.
by DrEvil
April 23rd, 2004, 3:17 pm
Forum: The Quantitative Finance FAQs Project
Topic: Gambling and trading, what is the difference?
Replies: 53
Views: 262368

Gambling and trading, what is the difference?

<t>QuoteOriginally posted by: apinethe argument for prohibiting gambling is that it is deemed to have a negative impact on those who choose to not gamble. as an extreme example ofsuch an argument (i.e., not to make the two equivalent), is to say "anyone opposed to driving drunk can simply choose not...
by DrEvil
April 23rd, 2004, 2:25 pm
Forum: Off Topic
Topic: How do single people working on WS meet their soulmate?
Replies: 49
Views: 191970

How do single people working on WS meet their soulmate?

<t>QuoteOriginally posted by: BeavisIf you're referring to Americans, then you're mostly correct. However this isn't necessarily the case with foreign women. Especially eastern Europeans.Beavis -- while you're stereotyping will you say that Energetic is even more correct when it comes to East Asians...
by DrEvil
April 23rd, 2004, 1:49 pm
Forum: Student Forum
Topic: Local volatility
Replies: 10
Views: 190486

Local volatility

Is that 4% vol or 4% variance (vol^2)? It seems awfully coincidental that (20%)^2 = 4%...
by DrEvil
April 23rd, 2004, 1:47 pm
Forum: Off Topic
Topic: Hair Loss
Replies: 50
Views: 191338

Hair Loss

<t>Someone tried to tell me I have a bald spot, but I don't see it.Isn't it nuts that there are ads on TV for Bosley Medical and Medical Hair Restoration, and then ads for Viagra and the like? Well what is it, TV, are you saying I have too much or too little testosterone? Maybe the former is why the...
by DrEvil
April 23rd, 2004, 1:07 pm
Forum: Off Topic
Topic: How do single people working on WS meet their soulmate?
Replies: 49
Views: 191970

How do single people working on WS meet their soulmate?

<t>Frau just approached me at a good time I guess...meeting one's soulmate is 99% luck.I think Dancer's comment on a wholistic intellectual challenge and complement are why Americans divorce so much...their expectations are too high. Show me a woman that challenges me physically and is fine with my ...
by DrEvil
April 23rd, 2004, 12:53 pm
Forum: Brainteaser Forum
Topic: Percentage Change
Replies: 4
Views: 190367

Percentage Change

-50% and +100%; sounds good enough for me. In one case your negative position is cut in half, and in the other, it doubles.
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