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Search found 19 matches

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by Jade
September 20th, 2002, 6:59 pm
Forum: Technical Forum
Topic: MMMVA
Replies: 3
Views: 189927

MMMVA

<t>Anyone interested in working with me on my MMMVA approach to volatility arbitrage please post here. If there is enough interest, I will post my first principles discussion. I don't know about anyone else, but this area seems to me to be the next great frontier in our field. Hope some of you are i...
by Jade
September 18th, 2002, 12:02 am
Forum: Off Topic
Topic: Hamilton Forever ...
Replies: 166
Views: 201393

Hamilton Forever ...

Oh, Hamilton !!!Let's have "the darker ones to come".Kisses !!!Yuyu
by Jade
September 17th, 2002, 11:59 pm
Forum: General Forum
Topic: options on variance swaps
Replies: 40
Views: 204731

options on variance swaps

Go guys go !!!Kisses !!!Yuyu
by Jade
September 11th, 2002, 6:13 pm
Forum: Off Topic
Topic: Hamilton Forever ...
Replies: 166
Views: 201393

Hamilton Forever ...

Hi all !!!No, Yuka, I think Hamilton is the long lost third cousin of the good doctor in the Alex Proyas film Dark City, separated by the film's reality and our fantasy.That Hamilton quotes the Pensees convinces me of this.What are you drinking these days, Hamilton?Kisses !!!
by Jade
September 11th, 2002, 2:02 pm
Forum: Off Topic
Topic: Surprising Einstein Quotations
Replies: 33
Views: 193598

Surprising Einstein Quotations

Hi !!!A little twist on the theme:My favorite Einstein quote is his nonverbal one: his immortal smile!I don't know about Yuka and Amni, but if a man smiled at me like that, I would melt.Imagine what that mind of his was thinking to itself at any random moment!Kisses !!!Yuyu
by Jade
September 4th, 2002, 11:25 pm
Forum: General Forum
Topic: Bubbles and Central Banks
Replies: 17
Views: 192048

Bubbles and Central Banks

<t>"If I were the Fed, and I wanted to increase stock prices, I would tighten rates. This would decrease the supply of long-duration assets. If I wanted to lower stock prices, I would ease rates, and stimulate asset consumption, and inflation, or something."I am not following you. Can you elaborate?...
by Jade
September 4th, 2002, 8:40 am
Forum: General Forum
Topic: Behavioral Finance
Replies: 10
Views: 190668

Behavioral Finance

<t>Hi !!!I am a practitioner who loves quantitative finance.Go for it, try to build a model even a rudimentary one.Remember somebody has to start things !!!Like Louis Bachelier, for example.My only thought for now is to focus on therelationship of behavior to the volatility of thevolatility of volat...
by Jade
September 4th, 2002, 7:51 am
Forum: General Forum
Topic: options on variance swaps
Replies: 40
Views: 204731

options on variance swaps

Hi !!!I read postings. I read yours, Reza.And I read the HJW paper, too.I am not sure I completely understand it.I like what I do understand.Can you give us a post-it-note summaryof the principle of the HJW approach?Thanks !!!Kisses !!!Yuyu
by Jade
September 4th, 2002, 7:35 am
Forum: Technical Forum
Topic: Ulrich Hommel Real Options Method
Replies: 3
Views: 190609

Ulrich Hommel Real Options Method

<r>Hi !!!A member of the Ulrich Hommel school of thoughthas two papers of interest, found at the web link below.The papers (seventh and eighth in the listing)are found at <URL url="http://www.bravo-group.com/research/papers.jspand">http://www.bravo-group.com/research/papers.jspand</URL> you will hav...
by Jade
September 1st, 2002, 11:32 am
Forum: General Forum
Topic: options on variance swaps
Replies: 40
Views: 204731

options on variance swaps

<t>Hi guys!!!Why so hesitant?Volatility products are the next step.Nobody cares about the values except the suckers on Main Street and the venture capitalists and their portfolio company employees.Everybody else should be hedged, at least if they're smarter than Mr. Market.Let's get cracking and fig...
by Jade
September 1st, 2002, 11:09 am
Forum: Technical Forum
Topic: Ulrich Hommel Real Options Method
Replies: 3
Views: 190609

Ulrich Hommel Real Options Method

Hi!!!Is anyone familiar with this real world use of quantitative finance?It seems very interesting to me.Kisses!!!
by Jade
August 30th, 2002, 10:23 am
Forum: Off Topic
Topic: US isolationism: does it matter?
Replies: 56
Views: 194264

US isolationism: does it matter?

<t>Hey guys !!!In my Harvard senior thesis work modeling the relationship of irrational behaviorto economic activity in a simulated society, I came across two oddpapers, one believe it or not containing a South African productivity equation of at leasttwenty variables including happiness with its ma...
by Jade
August 29th, 2002, 12:50 pm
Forum: Off Topic
Topic: Gwyneth Paltrow and English Men
Replies: 36
Views: 193221

Gwyneth Paltrow and English Men

<t>Hey all!!!My first attempt at a post failed so here is my second attempt albeit more terse.No one should take Gwyheth Paltrow serious about anything but acting.In Hong Kong, I dated many wonderfully charming Englishmen.That's all I will say in a posting.Kisses to all you mathematical Englishmen!!...
by Jade
August 26th, 2002, 12:54 am
Forum: Student Forum
Topic: Adjusted spot and strike rates for FX OTC options
Replies: 6
Views: 189712

Adjusted spot and strike rates for FX OTC options

Hey, rocketscience, do you have an email address?Kisses!!!
by Jade
August 26th, 2002, 12:07 am
Forum: Careers Forum
Topic: IAFE & Courant Institute Annual Career Fair
Replies: 1
Views: 189476

IAFE & Courant Institute Annual Career Fair

For those who can't make the Fair, would you provide any leads to talent?
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