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by BobM
June 19th, 2006, 10:43 am
Forum: Off Topic
Topic: Westferry/Limehouse nice? not nice?
Replies: 2
Views: 101706

Westferry/Limehouse nice? not nice?

<t>Limehouse is nice but Westferry can be dodgy, I would avoid. For Limehouse stay on the river side of the tracks, and the West / Wapping side is better. Narrow St is the place to be, avoid places such as grenade st., three colt street..Limehouse is very convenient for Canary Wharf / City, though s...
by BobM
November 25th, 2005, 4:45 pm
Forum: Off Topic
Topic: best
Replies: 11
Views: 129488

best

"I spent 90% of my money on women, booze & fast cars. The rest I wasted"
by BobM
November 14th, 2005, 11:37 am
Forum: Off Topic
Topic: England's World Cup Side
Replies: 11
Views: 130642

England's World Cup Side

Woody (if he gets over his latest setback) should be starting alongside Terry. Carrick is capable of doing the holding role, though his lack of experience counts against him...
by BobM
November 11th, 2005, 12:14 pm
Forum: Careers Forum
Topic: middle office
Replies: 17
Views: 132509

middle office

QuoteOriginally posted by: playerWhen they ask you your weakness what are you meant to say??Despite my excellent rucking technique, I just don't have the physique to be a front row forward.
by BobM
June 22nd, 2005, 8:12 am
Forum: Student Forum
Topic: IMM Roll
Replies: 5
Views: 152039

IMM Roll

usually curves are built using the first x futures (+ cash, swaps,..) so every 3 months the first future rolls out of the curve and an extra future is added at the back of the futures strip which cause some issues....
by BobM
May 26th, 2005, 1:16 pm
Forum: Off Topic
Topic: Liverpool
Replies: 17
Views: 148558

Liverpool

I just had to start a thread....
by BobM
May 11th, 2005, 10:42 am
Forum: Off Topic
Topic: Illegal immigrants to get free health care
Replies: 79
Views: 154522

Illegal immigrants to get free health care

<t>You may like this : Reefer MadnessQuoteOriginally posted by: mikebellQuoteOriginally posted by: AnthisIt makes me laugh that you consider two categories of people, citizens and immigrants I guess you would rather catch cholera than put your arm into your pocket...Keyword here, Anthis, is illegal ...
by BobM
May 5th, 2005, 10:52 am
Forum: Student Forum
Topic: Need help with Leland (1985) article
Replies: 8
Views: 151275

Need help with Leland (1985) article

Thanks !! It has been awhile since I looked at this stuff...
by BobM
May 4th, 2005, 10:40 am
Forum: Student Forum
Topic: Need help with Leland (1985) article
Replies: 8
Views: 151275

Need help with Leland (1985) article

Kabanov & Safrian address some issues in Leland's paper.Also check out the work by Hoggard, Whalley & Wilmott; Davis, Panas & .... (my memory is failing - some greek sounding name); Hodges & Neuberger and Boyle & Vorst as mentioned below.....
by BobM
April 5th, 2005, 11:02 am
Forum: Off Topic
Topic: Pope John Paul II
Replies: 110
Views: 162716

Pope John Paul II

QuoteOriginally posted by: mdubuqueTwo things..... I wonder if Ringo had this in mind when he wrote the tune?MatthewSurely you mean Paul ??
by BobM
March 9th, 2005, 11:51 am
Forum: Off Topic
Topic: The John Eales Bridge
Replies: 3
Views: 157314

The John Eales Bridge

I believed the scottish attempts to rig this vote were brought up in parliment recently....
by BobM
March 4th, 2005, 3:22 pm
Forum: Student Forum
Topic: State of the art VaR
Replies: 12
Views: 160753

State of the art VaR

<t>QuoteOriginally posted by: Aaron The important points are financial control and aggregation across markets.Historical simulation is much less common than variance-covariance VaR. It is suitable only for portfolios whose risk comes mostly from a single risk factor. I am confused by this, as from m...
by BobM
March 4th, 2005, 11:58 am
Forum: Student Forum
Topic: State of the art VaR
Replies: 12
Views: 160753

State of the art VaR

<t>VaR is usually calculated using a hist sim type approach, so that no assumption about the distribution of risk factors is required (other than that the past distribution is a good approximation to the future distribution....) and correlations are easily captured.... If you are going to assume a d...
by BobM
January 18th, 2005, 12:27 pm
Forum: Off Topic
Topic: double Standards
Replies: 14
Views: 164373

double Standards

<t>Damn based on those conditions looks like the investment bank I work at is communist - that sure is a blow for capitalism... QuoteOriginally posted by: playerLast time I checked you could vote in Sweden, surf the web freely and say what you want about political leaders and also a freedom of press...
by BobM
January 17th, 2005, 12:07 pm
Forum: Off Topic
Topic: most outstanding litterature work and author
Replies: 89
Views: 170591

most outstanding litterature work and author

1984 - George Orwell
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