not exactly about a city, but about a street in a city (Paris):great song!Rue de mouffetard

QuoteOriginally posted by: CuchulainnAmsterdam Belfast PittsburghCuch, the best one ever about Amsterdam (or any city for that matter) is of course this one Amsterdam

german coastguard

paradors in Spain. they have good deals for people below 35...

Blur, song 2Oasis, don't look back in anger

<t>for dutch speakers on the forum:Haar haar is zwartDe band is hardIk voel de bassen tot in m'n stuitZe heeft haar trotsEn ik de mijneEn langzaam, langzaam gaan we onderuitDood in haar armenDoodgaan en opstaan in een T-shirt van haarOnderuitDood in haar armenDoodgaan, even maarHaar lichaam grootHaa...

<t>Well, i was wondering whether Lehman held any collateral for this trade. I think what ISDA says is that unwind of the deal should happen based on a price that is either based on 4 independent quotes or based on the price of a new deal you put in place with a different CP to replace the deal with ...

did you have ISDAs and CSAs with Lehman in place?

<t>let's say i have data for volatilities to construct vol surfaces for USD/KRW and for EUR/USD, but i do not have EUR/KRW data. I guess i can then try to derive EUR/KRW vol if i imply certain correlation levels. Could someone please explain to me if/how this is done in practice, and more specifical...

QuoteOriginally posted by: BroardviewQuoteOriginally posted by: dirtydroogAre you white?Of course not. Any issues with racialism?very surprised at you ask me this question.very funny!

<t>QuoteOriginally posted by: greek2This is a great topic. One way that I have seen relating VAR limit to a profitability target is: if senior management says to a trading desk that they need to generate 100MM of profit during the year, then this would translate to a 1 day VAR limit of 100/sqrt(250)...

<t>how many call spreads are u using?if the digital pays 1, and the difference in strikes in the call spread is x, then u have to use 1/x call spreads for your approximation to make sense.example:spot price =100R=5%vol=30%T=1div=0digital strike =100digital pay-off = 1digital price is 0.48194if i use...

<t>QuoteMaybe it's my money. If I bootstrap a USD libor curve using deposits + swaps only I get a 1 yr zero rate around 4.50 which matches the 1 yr USD libor deposit rate. If I use deposits + futures + swaps I get something more like 4.32 for a 1 yr zero rate (same conventions Act/360, simple compou...

how about taking implied vols of listed options as a basis?

Does anyone else care to share his/her opinion on this with me?