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by mc
April 11th, 2005, 1:49 pm
Forum: Off Topic
Topic: max sex life within the regime of finance
Replies: 35
Views: 158949

max sex life within the regime of finance

<t>That is one of the funniest parts of the story. The girlfriend was always a significant factor. I guess the phone # with the bonds was an odd hedge of sorts. I have to admit, I wish I had called just for the entertainment. But when I think this way, I wonder if I would have been a footnote in a S...
by mc
April 11th, 2005, 5:11 am
Forum: Off Topic
Topic: max sex life within the regime of finance
Replies: 35
Views: 158949

max sex life within the regime of finance

<t>True storyI went to the Federal Reserve to buy bonds after my bonus a few years ago.I bought some 10 years, then some 5 years. I thought it would be a great experience. As I was walking out of the fortress a well dressed beautiful Russian girl stops me. She asks what I was doing inside. I brush h...
by mc
May 19th, 2004, 7:12 pm
Forum: Off Topic
Topic: In London for CQF Maths Finance next week.
Replies: 3
Views: 189748

In London for CQF Maths Finance next week.

I plan to use my savings to bet on black. I mean, if red won before, it must mean black has a higher probability. I hope to check out this theory the second day of class.
by mc
May 18th, 2004, 5:32 pm
Forum: Off Topic
Topic: In London for CQF Maths Finance next week.
Replies: 3
Views: 189748

In London for CQF Maths Finance next week.

I'm Checking out the CQF pogram and attending the Wilmott 2 - day Mathematical Finance class. I am looking for cheap, student housing options for the week.I have a place to swim/shower, so looking to spend as little as necessary for a bed.Serious responses and sarcastic comments accepted.
by mc
April 13th, 2004, 7:00 pm
Forum: Off Topic
Topic: I will be in Rome next week.
Replies: 23
Views: 192100

I will be in Rome next week.

Any suggestions while in Rome? I will not have a lot of free time and don't plan on doing much of the usual tourism thing. Anything spectacular, that can be suggested would be appreciated.
by mc
March 1st, 2004, 6:09 pm
Forum: Off Topic
Topic: Disney: Throw the Bum Out?
Replies: 13
Views: 190768

Disney: Throw the Bum Out?

<t>Tro-da-Bum-Out, as some in NYC would say.Do you have an opinion on the battle to 'Save Disney' that Roy Disney is waging?How do you think this will play out with the annual meeting this week and Comcast on the sidelines (Both in Philly)?Is Eisner getting the cumulative reaction of shareholders of...
by mc
February 16th, 2004, 6:47 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are copulas and how are they used in quantitative finance?
Replies: 85
Views: 357320

What are copulas and how are they used in quantitative finance?

I would also enjoy seeing the spreadsheet. Could you send to lmac50@yahoo.com?Thanks
by mc
June 3rd, 2003, 12:42 pm
Forum: Student Forum
Topic: TIPS I-LB Today's Best Buy?
Replies: 9
Views: 190574

TIPS I-LB Today's Best Buy?

<t>In returning to the deflation floor talk - The embedded Put option in TIPS.I see why the put option is so far worthless - CPI had increased and put is far out-of-the-money.But a new 10-yr (30-yr Better ex. but canceled) in the present environment that the Fed 'says' there is more danger of D than...
by mc
May 27th, 2003, 8:04 pm
Forum: Student Forum
Topic: TIPS I-LB Today's Best Buy?
Replies: 9
Views: 190574

TIPS I-LB Today's Best Buy?

<t>No, I am not refering to any particular article when I ask if TIPS are really "cheap". I have seen this repeatedly in the last 6 months from multiple sources. As I look into TIPS, I believe this is due to multiple factors. A few of which are????) 1)TIPS have been discovered by funds eager to sell...
by mc
May 15th, 2003, 6:19 pm
Forum: Student Forum
Topic: TIPS I-LB Today's Best Buy?
Replies: 9
Views: 190574

TIPS I-LB Today's Best Buy?

<t>Yes, but given those and other caveats are TIPS really cheap as Bill Gross insists? What is the put option worth?Is it valued correctly?Also why did the maturing 5-yr TIPS behave so erratically near expiration- Negitive yields and high volatility in yields?The idea that the TIPS yield = Nominal -...
by mc
May 11th, 2003, 11:40 pm
Forum: Student Forum
Topic: TIPS I-LB Today's Best Buy?
Replies: 9
Views: 190574

TIPS I-LB Today's Best Buy?

How would you suggest answering this question? In the U.S. these bonds are only 5 years old, but there are a flurry of suggestions that TIPS are cheap. Do I smell a rat? I would appreciate any opinions and/or suggestions on ways to investigate and answer this question.Thanks,Mc