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by rpfeynman
December 11th, 2005, 1:23 am
Forum: Off Topic
Topic: thought I would share my improv... comments welcome
Replies: 5
Views: 128157

thought I would share my improv... comments welcome

<t>Thanks NW and A for your comments. What happened was I basically turned on my brand new PC recording system and played - no plans, no charts, just go. After listening to the burst a couple of times I connected with it and "heard" some chords being implied so I added them on top later on. In terms...
by rpfeynman
February 25th, 2005, 9:31 pm
Forum: Off Topic
Topic: What to do in London
Replies: 9
Views: 159523

What to do in London

haha - duly noted!
by rpfeynman
February 24th, 2005, 5:54 pm
Forum: Off Topic
Topic: What to do in London
Replies: 9
Views: 159523

What to do in London

Thanks all for the suggestions!
by rpfeynman
February 23rd, 2005, 3:08 pm
Forum: Off Topic
Topic: What to do in London
Replies: 9
Views: 159523

What to do in London

I'm here for a few weeks. Would appreciate recommendations. Thanks!
by rpfeynman
January 1st, 2005, 12:19 am
Forum: Technical Forum
Topic: Clayton Copula
Replies: 7
Views: 176798

Clayton Copula

<t>I wrote the S-Plus script below for 2 dimensions - cause I wanted to plot 2 dimensions. Should be straightforward to do for n-dimensions (except for the plotting).genClaytonCopulaSamples = function(n, theta){#Effects: Draw n pairs from a Clayton copula.#-------------------------------------------...
by rpfeynman
January 2nd, 2004, 12:20 pm
Forum: Student Forum
Topic: volga,vanna,rho,phi: explicit formulas for reverse barrier
Replies: 6
Views: 190090

volga,vanna,rho,phi: explicit formulas for reverse barrier

There is a paper "Managing Smile Risk" by Pat Hagan etc. which may help.
by rpfeynman
January 2nd, 2004, 3:09 am
Forum: Off Topic
Topic: soloing a la mode(s)
Replies: 5
Views: 189744

soloing a la mode(s)

hi pusher,check out Frank Gambale's modes video.rpfeynman
by rpfeynman
December 2nd, 2003, 3:39 pm
Forum: Careers Forum
Topic: IQ (As in Interview Question)
Replies: 11
Views: 191138

IQ (As in Interview Question)

Jensen's Inequality