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by FDAXHunter
December 30th, 2003, 7:26 pm
Forum: Book And Research Paper Forum
Topic: The concepts and practice of mathematical finance
Replies: 165
Views: 226186

The concepts and practice of mathematical finance

Looking at the wilmott bookshop, I can see that people who bought MJ's books also bought:Teach yourself C++ in 10 minutesInteresting audience... it seems he has occupied quite a nice there... right in between those who don't know C++ and those who have studied it for, say 2 hours.
by FDAXHunter
December 30th, 2003, 7:20 pm
Forum: Off Topic
Topic: understanding the language of George W. Bush
Replies: 90
Views: 196726

understanding the language of George W. Bush

Heeey wait a minute... I thought he was a muppet? Muppets can't talk... can they?
by FDAXHunter
December 30th, 2003, 7:17 pm
Forum: Student Forum
Topic: IRS
Replies: 22
Views: 191389

IRS

<t>Au contraire! I was hoping this could become very interesting, but then again, I'm not unemployed like you, so boredom is not something of my daily routine. If this is too boooooring for you, may I suggest:Ancient Art of Origami to pass the time? Perhaps you could create... hm.... yes.... an orig...
by FDAXHunter
December 30th, 2003, 1:20 pm
Forum: Off Topic
Topic: Strange stuff in New Jersey
Replies: 30
Views: 192953

Strange stuff in New Jersey

<t>There is a track on the "Bloodhound Gang" Album "Hooray for Boobies"...Track 15: The 10 coolest things about New JerseyIt contains 10 seconds of silence. Also, by the same band is this song ("Going nowhere slow")We rock Philadelphia Baltimore Las Vegas Indianapolis Louisville Atlanta New Orleans ...
by FDAXHunter
December 30th, 2003, 12:34 pm
Forum: Student Forum
Topic: IRS
Replies: 22
Views: 191389

IRS

Hm... where in my post do you see that I have a very inflated opinion of myself? Please point it out.. thanks.
by FDAXHunter
December 30th, 2003, 11:45 am
Forum: Student Forum
Topic: IRS
Replies: 22
Views: 191389

IRS

<t>Castro is a decent enough guy, don't hold anything against him... yet. As far as Saddam goes, I've taken care of him already... apparently you don't keep to-up-to-date with the current state of the world. Are you on a delayed feed or something?And with regard to 'Dubya' ... apparently you didn't ...
by FDAXHunter
December 30th, 2003, 11:02 am
Forum: Student Forum
Topic: IRS
Replies: 22
Views: 191389

IRS

You should be... your right in there with George "?" B., Kim Jong Il and your old buddies Mobutu and Milosovic.Quite a stellar rise for a former options trader, don't you think?
by FDAXHunter
December 30th, 2003, 10:51 am
Forum: Student Forum
Topic: rainbow options hedging
Replies: 4
Views: 189696

rainbow options hedging

The simplest way ist to proxy vega hedge with something more liquid.Regards.
by FDAXHunter
December 30th, 2003, 10:49 am
Forum: Careers Forum
Topic: Self Employed Quant
Replies: 6
Views: 190159

Self Employed Quant

Hope is the mother of poverty.German proverb.
by FDAXHunter
December 30th, 2003, 9:53 am
Forum: Careers Forum
Topic: Self Employed Quant
Replies: 6
Views: 190159

Self Employed Quant

There are many places that hire quants: Banks, funds, software companies, (re)-insurers all have (ab)uses for people with m4d qu4nt ski11z. A software company is not going to need market experience and neither will an insurance company.Regards.
by FDAXHunter
December 30th, 2003, 9:46 am
Forum: Student Forum
Topic: IRS
Replies: 22
Views: 191389

IRS

quadrature, you have just made it to the front page of my little black book.Regards.
by FDAXHunter
December 30th, 2003, 8:00 am
Forum: Technical Forum
Topic: rainbow options hedging in practice
Replies: 4
Views: 190315

rainbow options hedging in practice

<t>Work out the greeks with regard to S1, S2, S3, S4, S5 and hedged accordingly. These leaves you net exposed to a set of correlation parameters, which you can only hedge with other correlation products. If S1-S5 are in the same index and provide reasonable diversification, you might be able to get ...
by FDAXHunter
December 30th, 2003, 7:34 am
Forum: Student Forum
Topic: Earnings and vol
Replies: 3
Views: 189469

Earnings and vol

Implied vol tends to run up to the news and then come off, as there is usually one large move that's being priced in, so you've got lower your implied vol right away.Realized vol tends to not do much before earnings, then spike sharply and ease out a bit more gradually.
by FDAXHunter
December 30th, 2003, 7:31 am
Forum: Off Topic
Topic: It's Canada's fault, lets stop screwin' around
Replies: 10
Views: 190244

It's Canada's fault, lets stop screwin' around

Nice...
by FDAXHunter
December 30th, 2003, 7:28 am
Forum: Student Forum
Topic: IRS
Replies: 22
Views: 191389

IRS

If he quotes you 62/59 why don't you ask him if he's willing to pay 62 and receive 59?Apart from that, it is one hell of a shitty price, but then again, with you they can probably get that....