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by hamster
May 14th, 2009, 11:52 am
Forum: Numerical Methods Forum
Topic: Problem using FFT to get prob dist in Matlab
Replies: 2
Views: 41463

Problem using FFT to get prob dist in Matlab

other entry at wilmott some matlab codeit's about this bias correction. it can drive you crazy...
by hamster
May 14th, 2009, 11:26 am
Forum: General Forum
Topic: EU Fines Intel for Illegal Competitive Practices
Replies: 12
Views: 39617

EU Fines Intel for Illegal Competitive Practices

<t>hey hey "illegal practices" , "antitrust" ??? one might argue intel offered discount for cross-selling!? thus, general accepted business practice, isn't !? is selling products "illegal practice"?! it might be that some less law-knowledgable sales staff used colloquial phrases, or even documented ...
by hamster
May 13th, 2009, 7:11 pm
Forum: Economics Forum
Topic: EMH fundamentalists
Replies: 18
Views: 43534

EMH fundamentalists

Fermion, so what happens to options, to counterparties, if noise bust too toooo much??? a delta-neutral portfolio might not help if one counterparty is down
by hamster
May 13th, 2009, 5:53 pm
Forum: Economics Forum
Topic: How to protect emerging market dollar reserves
Replies: 4
Views: 39800

How to protect emerging market dollar reserves

<t>hmm, tips, no inflation tricks? i am not sure if us gov will be happy about it. i would recommend that china, middle east, and so forth come up with a big, huge list of local projects, hiring to larger extent us subcontractors, and pay them in usd. in other words, the should flip their trade defi...
by hamster
May 13th, 2009, 5:06 pm
Forum: Economics Forum
Topic: My Own Private Stimulus - Emanuel Derman blog posted May 13, 2009 5:02 PM
Replies: 13
Views: 41984

My Own Private Stimulus - Emanuel Derman blog posted May 13, 2009 5:02 PM

you might pronouce a contest to your students how to spend your university computer budget! maybe they come up with something what you didnt consider before, or at least how to spend it anyway.
by hamster
May 13th, 2009, 4:55 pm
Forum: Economics Forum
Topic: Blame me, blame you...
Replies: 14
Views: 43873

Blame me, blame you...

sorry for saying simple-minded. as you point out it's a matter how complex decisions are, and when trust emerges to be only due dilligence available. the madhoff case is good example of misusing trust. who exspected a former nasdaq boss to cheat big.
by hamster
May 13th, 2009, 4:23 pm
Forum: Economics Forum
Topic: EMH fundamentalists
Replies: 18
Views: 43534

EMH fundamentalists

<t>i like the idea "noise trader risk", which claim the Friedman Hypothesis (1953) is false. if an arbitrageur (=fundamentalist) find mispricing he might not exploit it bcoz other market participants are exspecting (and trading) further upward or downward movement (=noise trader risk). an arbitrageu...
by hamster
May 13th, 2009, 3:16 pm
Forum: General Forum
Topic: Outrage of the Day: PhDs and Academics ...
Replies: 20
Views: 41659

Outrage of the Day: PhDs and Academics ...

<t>have you seen the philips health heart attack bla bla advertisment??? I was exspecting Cramer will freak out. however, he seems to be relatively cool and in particular sarcastic. his main critique against phds is, they unlearn thinking over the course of their research endeavor. finally, i was wo...
by hamster
May 11th, 2009, 5:22 pm
Forum: Numerical Methods Forum
Topic: minimization algorithms
Replies: 8
Views: 41527

minimization algorithms

i guees it depends whether you talk about deterministic or heuristic optimization, the initial conditions, and what you are actually try to find.
by hamster
May 11th, 2009, 5:10 pm
Forum: Economics Forum
Topic: Economics as Economics - Emanuel Derman blog posted May 7, 2009 7:59 PM
Replies: 16
Views: 42200

Economics as Economics - Emanuel Derman blog posted May 7, 2009 7:59 PM

<t>Derman's point is right. i would say there are three sources of ideas for any field of whatever you need people to progress. 1. analogies or metaphors, 2. combining something, 3. the real new. for the first you need imagination, the second requires much brain capacity, the last one is more seldom...
by hamster
May 11th, 2009, 4:21 pm
Forum: Economics Forum
Topic: Macro Economics Forum
Replies: 11
Views: 43827

Macro Economics Forum

hihi, welcome to the yochoco-forum...i like this one "...maybe even how to save the world..."
by hamster
May 11th, 2009, 4:15 pm
Forum: Economics Forum
Topic: Blame me, blame you...
Replies: 14
Views: 43873

Blame me, blame you...

<t>QuoteOriginally posted by: HerdThe last think a political leader should do is stirr hatred, play groups of people (race/natinality/class) against each other.Some simple minded people will believe them, and feel that they would be on the right side in attacking a member of this group.If that happe...
by hamster
May 10th, 2009, 9:37 am
Forum: General Forum
Topic: Asian Liquidity Fund
Replies: 3
Views: 39303

Asian Liquidity Fund

you are right. that are 20bn more than in march, and the question who is promising how much. china contribute more than i exspected.
by hamster
May 9th, 2009, 11:59 pm
Forum: General Forum
Topic: Asian Liquidity Fund
Replies: 3
Views: 39303

Asian Liquidity Fund

<t>old news isnt? Look at declaration of the ASEAN Summit 27 Feb - 1 Mar 2009. seems to be a smart idea. east asian firms are big investors in south east asia. thus '97-like crashing currencies arent welcome. is more or less the same with the eu, e.g. swed kroner in baltic states, austrian euros in ...
by hamster
May 9th, 2009, 11:20 pm
Forum: General Forum
Topic: Banking Fortunes – From “Catastrophic!” to “Just Awful”! - Satyajit Das blog posted May 1, 2009 11:27 PM
Replies: 8
Views: 40309

Banking Fortunes – From “Catastrophic!” to “Just Awful”! - Satyajit Das blog posted May 1, 2009 11:27 PM

nice article. regarding equities, the crowd might think that depreciating the whole world was to much, or we see the first signs of usd inflation. re china, the us have a serious problem. if china doesnt buy more us tbonds, who will buy it? the fx rates are in a mess...
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