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by SierpinskyJanitor
March 23rd, 2012, 10:31 am
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

Quite the contrary: I am trying to say these matters are serious and deserve a more rigorous treatment. These are not the object of funny remarks or smart observations such as the one you´ve just posted yourself.
by SierpinskyJanitor
March 23rd, 2012, 9:51 am
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

where have you learnt your History from, Marvel comics?
by SierpinskyJanitor
March 22nd, 2012, 3:02 pm
Forum: General Forum
Topic: Zero Coupon Curve : the new way...
Replies: 17
Views: 17088

Zero Coupon Curve : the new way...

<t>this is what you´re written:QuoteThey just define a simple way to generate discount factors based on some reference data...concluding:Quote Its precisely to avoid the problem of both sides having to agree on a zero curve for some discounted settlement.What we conclude from the ensuing posts is th...
by SierpinskyJanitor
March 22nd, 2012, 2:40 pm
Forum: Careers Forum
Topic: New Movie about Wall Street "Margin Call"
Replies: 76
Views: 31471

New Movie about Wall Street "Margin Call"

Pamela Buchanan? You´re old man!
by SierpinskyJanitor
March 22nd, 2012, 2:33 pm
Forum: Programming and Software Forum
Topic: How to find out two large files identical or not remotely ?
Replies: 8
Views: 14638

How to find out two large files identical or not remotely ?

you´re not being dumb at all, that would work with small ASCII files, for larger and especially BINARY stuff you´d go myopic in 10min.....
by SierpinskyJanitor
March 22nd, 2012, 2:12 pm
Forum: Careers Forum
Topic: New Movie about Wall Street "Margin Call"
Replies: 76
Views: 31471

New Movie about Wall Street "Margin Call"

<t>Hey CrashedMint, please don´t take this personally, I really have the utmost respect for you and your ideas, and happen to really appreciate your posts here. However, I do hate your disturbing Avatar, it looks like a recently captured serial killer´s mugshot. I end up avoiding your brilliant post...
by SierpinskyJanitor
March 22nd, 2012, 1:59 pm
Forum: Careers Forum
Topic: New Movie about Wall Street "Margin Call"
Replies: 76
Views: 31471

New Movie about Wall Street "Margin Call"

Here´s a good Wall St. movie
by SierpinskyJanitor
March 22nd, 2012, 1:55 pm
Forum: Off Topic
Topic: after three cigarettes... i feel born again
Replies: 26
Views: 19942

after three cigarettes... i feel born again

Quoteif some wilmotter likes sport would probably confirm sport and smoking are not compatiblesmoking never really effected my chess moves...
by SierpinskyJanitor
March 22nd, 2012, 9:35 am
Forum: General Forum
Topic: Zero Coupon Curve : the new way...
Replies: 17
Views: 17088

Zero Coupon Curve : the new way...

No. Not even them.
by SierpinskyJanitor
March 21st, 2012, 3:19 pm
Forum: General Forum
Topic: Zero Coupon Curve : the new way...
Replies: 17
Views: 17088

Zero Coupon Curve : the new way...

<t>No, not really.Regulators can go as far as recommending which stress tests should be in place, what are the limit controls and how liquidity is measured. These fall under the wider scope of "Interest Rate Risk and Liquidity Risk Management". I have worked in teams directly exposed to the regulato...
by SierpinskyJanitor
March 21st, 2012, 3:01 pm
Forum: Programming and Software Forum
Topic: QLNet Vanilla Options with Discrete Dividends (C# port of QuantLib)
Replies: 10
Views: 17116

QLNet Vanilla Options with Discrete Dividends (C# port of QuantLib)

JRobinson,it would be interesting sharing strategies - what exactly are you doing with QuantLib+SWIG in order to hack this?
by SierpinskyJanitor
March 21st, 2012, 2:51 pm
Forum: Book And Research Paper Forum
Topic: turbo warrants paper
Replies: 3
Views: 15801

turbo warrants paper

beware of any contracts which can be priced with "explicit formulas", since this usually implies "implicit arbitrage".
by SierpinskyJanitor
March 21st, 2012, 10:42 am
Forum: Programming and Software Forum
Topic: Worst Apps and Systems ever seen in Finance!
Replies: 28
Views: 17918

Worst Apps and Systems ever seen in Finance!

<t>beg to disagree Hansi, that´s not an issue at all, in fact, that´s one of the cornerstones of the whole .NET platform, multiple languages over CLR. This may well become a nightmare if the deployment process is not really well organised or if developers are siloed and not really integrated though....
by SierpinskyJanitor
March 21st, 2012, 10:12 am
Forum: Student Forum
Topic: hull-white swaption closed form formula
Replies: 5
Views: 16919

hull-white swaption closed form formula

<t>Indeed Sir, even Wikipedia got this one right:The valuation of Swaptions is complicated in that the at-the-money level is the forward swap rate, being the forward rate that would apply between the maturity of the option - time m - and the tenor of the underlying swap such that the swap, at time m...
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