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by chiral3
May 24th, 2005, 12:26 am
Forum: Off Topic
Topic: Interview: Confessions Of An Economic Hit Man
Replies: 2
Views: 148522

Interview: Confessions Of An Economic Hit Man

His other book is far more..... insightful.
by chiral3
April 20th, 2005, 12:51 pm
Forum: Technical Forum
Topic: Malliavin Calculus, MBS, and MC simulations
Replies: 16
Views: 155267

Malliavin Calculus, MBS, and MC simulations

Would not call it advanced, but used to use Poisson intesity for pp times. These were on IO strips.
by chiral3
April 19th, 2005, 8:33 pm
Forum: Technical Forum
Topic: Malliavin Calculus, MBS, and MC simulations
Replies: 16
Views: 155267

Malliavin Calculus, MBS, and MC simulations

<t>Hey Jan. I used to be involved in MBS and currenly use Malliavin practically (where it actually helps and is not hunting flies with a mortar). I am not aware of any applications to MBS, and even some of the interesting areas of MBS, prepayment, hedging, I can't think of any practical application ...
by chiral3
March 26th, 2005, 4:29 pm
Forum: Off Topic
Topic: .
Replies: 159
Views: 164566

.

I thought that "Do Not Dodge Moral Anguish" by Christopher Caldwell in today's FT was a very well written interpretation of the situation.
by chiral3
February 18th, 2005, 1:37 pm
Forum: Book And Research Paper Forum
Topic: statistical arbitrage
Replies: 9
Views: 168832

statistical arbitrage

alpha is hiding in the land of the snipes. google "statistical minimization of transaction costs in the presence of significant volume" ;-)
by chiral3
February 14th, 2005, 10:57 pm
Forum: Off Topic
Topic: how many quants are female
Replies: 110
Views: 174778

how many quants are female

I think it is a problem, primarily, of inheritance, where quant fin inherits the asymmetry in math and physics of academia.
by chiral3
February 14th, 2005, 10:37 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

matthew, if you would like to discuss the Paganini when you get it, you can email me at aidan . chase AT gmail.com.I think I would like to hear that Mahler through my SACD, but I was reading that what was gained in quality was lost on his lacking of conducting experience. Thoughts?
by chiral3
February 14th, 2005, 9:01 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

Dunno, to each. I still can't listen to Wagner recreationally. I would need to be commanding a beach invasion or something.
by chiral3
February 14th, 2005, 8:13 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

wagner, no offense James, is far too pompous. I like Mahler, but I believe that I was reading in yesterdys ft that he made his wife stop composing because she was good. Also, Barrios' Le Catedral is great. One of the best classical guitar pieces.
by chiral3
February 14th, 2005, 7:52 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

I just meant that Indian music is hard. I ordered it.
by chiral3
February 14th, 2005, 7:43 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

<t>He is Indian? Indians are inspired by Indian scales, which are not intuitive for Gringos. All those semi-tones and modal acid trips. I am great Samudra, thanks for asking. The business is great, making money, and all the old denizens of this forum are hard at work nearby while I troll this forum ...
by chiral3
February 14th, 2005, 7:36 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

<t>Sure. Paganini was a mysterious fellow. Nobody, contemporary or otherwise, played/s like him. There are many stories. He invented certain techniques, such as double bowing and linear runs on a single string. Some say that he learned to play on a single string during an incarceration. The E, A, an...
by chiral3
February 14th, 2005, 7:14 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

I would order it now, before it goes away. It isn't on amazon and it is 2-3 days at bn.
by chiral3
February 14th, 2005, 7:13 pm
Forum: Off Topic
Topic: Classical music thread...
Replies: 263
Views: 189379

Classical music thread...

<r>I could only find it at bn. It is the 24 Caprices. His is better than Midori's although I think you have to listen to it a 100 times to tell.<URL url="http://music.barnesandnoble.com/search/product.asp?EAN=0724356725720&x=51151402"><LINK_TEXT text="http://music.barnesandnoble.com/search/ ... ...
by chiral3
February 14th, 2005, 7:07 pm
Forum: Student Forum
Topic: Brownian motion question
Replies: 7
Views: 161239

Brownian motion question

<t>M'gale, you sneaky little dude, what are you doing in the same thread as me here? This feels wierd, I need a shower.@James: Look around at the definitions of the two integrals and you will see what I mean regarding the points they are evaluated on. Also, that will explain how one is referred to a...