SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 212 matches

by hamster
February 26th, 2009, 4:02 pm
Forum: General Forum
Topic: Goldman Sachs & TARP funds
Replies: 11
Views: 45752

Goldman Sachs & TARP funds

TARP
by hamster
February 25th, 2009, 10:13 am
Forum: Numerical Methods Forum
Topic: Speedy Binomial Trees
Replies: 15
Views: 193589

Speedy Binomial Trees

<t>QuoteOriginally posted by: MaTTDCFC, By 'optimise', do you mean something like this?Best Regards,MaTTyou talked about this??? >>> Nine Ways to Implement the Binomial Method for Option Valuation in MatlabComputation is about 30 times faster (compare euro9.m against euro5.m). However, you cannot us...
by hamster
February 24th, 2009, 4:52 pm
Forum: Economics Forum
Topic: Economists and Banks' nationalization
Replies: 65
Views: 52018

Economists and Banks' nationalization

<t>Hey BullBeargov might try the Schumpeterian approach. Gov might pump more cash into research and technology development and early commercialisation stage. here are the arguments:(a) new ventures usually have less or no debt, b'coz it's too risky for banks (empirical observation).(b) the older a f...
by hamster
February 23rd, 2009, 3:31 pm
Forum: Off Topic
Topic: Quant Jokes
Replies: 213
Views: 192419

Quant Jokes

<t>QuoteOriginally posted by: mackbarThe hedge fund manager survives an underwater shark attack on the Great Barrier Option.QuoteOriginally posted by: Traden4AlphaThe quant drowns in a submartingale bathtub.Herds of mathematicians drown like lemma-ings.The homeowner drowns in an underwater mortgage....
by hamster
February 23rd, 2009, 8:45 am
Forum: Economics Forum
Topic: Economists and Banks' nationalization
Replies: 65
Views: 52018

Economists and Banks' nationalization

<t>some other points:the threat of failures is part of the same game: - nationlisation of everything cannot make sense. - although, everybody says the lehman case was a mistake, i don't share this opinion. - if you bailout everything, you will harvest incentives for sluggishness, corruption, resourc...
by hamster
February 23rd, 2009, 8:17 am
Forum: Economics Forum
Topic: Economists and Banks' nationalization
Replies: 65
Views: 52018

Economists and Banks' nationalization

Some arguments against nationalisationJim Rogers (Quantum Fund) on Zombie Economics
by hamster
February 23rd, 2009, 8:04 am
Forum: Off Topic
Topic: how many quants are female
Replies: 110
Views: 170707

how many quants are female

it's a question of testerone. women don't have. that's it. Endogenous steroids and financial risk taking on a London trading floor
by hamster
February 23rd, 2009, 7:52 am
Forum: Off Topic
Topic: Quant Jokes
Replies: 213
Views: 192419

Quant Jokes

<t>Optimist drowns in half full bathtub! Pessimist drowned in an half empty bathtub ! Statistician drowned in a 50.14% full bathtub! Nuclear engineer drowned in a bathtub with a heavy water! Chuck Norris drowns a bathtub! Chemist dissolves himself in a saturated bathtub! Physicist get clobbered by a...
by hamster
February 23rd, 2009, 6:55 am
Forum: Off Topic
Topic: Quant Jokes
Replies: 213
Views: 192419

Quant Jokes

the world's funniest joke
by hamster
February 17th, 2009, 9:12 pm
Forum: General Forum
Topic: Funniest argument against EMH!
Replies: 13
Views: 43969

Funniest argument against EMH!

<t>QuoteOriginally posted by: AnthisI think the findings of this study should be taken more seriously from regulators and other stakeholders and move all stock exchanges to locations in sunbelt. Umbrellas and raincoats arent the appropriate accesories for sophisticated investors. during down turns f...
by hamster
February 16th, 2009, 8:46 pm
Forum: General Forum
Topic: US real estate vs. EU real estate
Replies: 31
Views: 44069

US real estate vs. EU real estate

<t>where.|.material---------|-----------------eu.......|.brick&stoneus.......|.plywoodif you buy an eu house it might last longer than you! thus, it might be a bit more expensive. however, the more you spend on materials, the more likely you cut spending on interior down. what do you prefer? i n...
by hamster
February 11th, 2009, 11:04 am
Forum: General Forum
Topic: Bad Bank
Replies: 12
Views: 44380

Bad Bank

QuoteOriginally posted by: PaulHow Are Those Toxic Contracts Coming Along, Guys?.from individual perspective a quant would loose anyway. you can tradeoffA: you loose as a taxpayerB: you loose as an employee where is plan C ?
by hamster
February 11th, 2009, 10:29 am
Forum: General Forum
Topic: Bad Bank
Replies: 12
Views: 44380

Bad Bank

<t>vigo is right, how value it? i dunno, either. geithner might buy directly some houses to built a state owned housing association? (it's like being a super sized market maker) the result is a lower end price level for real estates, demand side people don't need to wait for, or respectively gamble ...
by hamster
February 11th, 2009, 10:01 am
Forum: General Forum
Topic: Social unrest
Replies: 27
Views: 46267

Social unrest

shoot some corals+fishies photos.
by hamster
February 9th, 2009, 1:23 pm
Forum: General Forum
Topic: Taleb wanted to get CDS banned. Why??
Replies: 92
Views: 53873

Taleb wanted to get CDS banned. Why??

<t>yesterday i have read the following paper, based on a simple heterogenous agent model with market makers (be aware of its simplicity; it's rather descriptive theory).Westerhoff 2003look at page 366 for 'hot potato trading' and it's (weak non linear) relationship to trading volume. Ok, it's about ...
GZIP: On