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by Yanshuf
January 30th, 2007, 7:43 am
Forum: Trading Forum
Topic: Good fuel oil broker
Replies: 1
Views: 81770

Good fuel oil broker

Does anyone know a good broker for fuel oil? Perhaps high in the rankings?
by Yanshuf
January 11th, 2006, 8:37 am
Forum: Technical Forum
Topic: Correlated Binomial Default Distribution
Replies: 27
Views: 136535

Correlated Binomial Default Distribution

I took a close look at the code and tidied it up a bit - more comments, high-precision routines split out so they can be used elsewhere etc. In case it's useful to anyone I am posting it here.
by Yanshuf
June 7th, 2005, 9:12 am
Forum: Careers Forum
Topic: Hedge Fund employment in Israel ?
Replies: 9
Views: 148491

Hedge Fund employment in Israel ?

I know some details, pls send me pm and/or CV and I might be able to help
by Yanshuf
November 12th, 2003, 7:24 am
Forum: General Forum
Topic: What is the source of the name greenshoe (as in a greenshoe provision)?
Replies: 1
Views: 189614

What is the source of the name greenshoe (as in a greenshoe provision)?

The first time this was done was in an issue for the GreenShoe Corp.
by Yanshuf
November 3rd, 2003, 9:38 am
Forum: Careers Forum
Topic: I'm hiring (London) - which Headhunter(s) to use?
Replies: 4
Views: 190153

I'm hiring (London) - which Headhunter(s) to use?

I'm looking for an experienced top-quality quant. Which HH should I use?
by Yanshuf
February 3rd, 2003, 12:42 pm
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>QuoteOriginally posted by: Marsdendo I need to explain the meaning of "the pot calling the kettle black"?Yes, why don't you explain the meaning of the phrase you used.Disappointing to have to fill in gaps for you, but here is an English lesson:Marsden, in response to David:Again, you are obviousl...
by Yanshuf
January 28th, 2003, 5:16 pm
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>Originally posted by: MarsdenDo you think that the application of laws and self-determination according to geography is a stale policy that has outlived its worth, regardless that it is still almost universally applied throughout the world?No, I do not think it stale; but like all rights, it come...
by Yanshuf
January 28th, 2003, 4:46 pm
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>Originally posted by: DCFCThe equibrium you seek is not between Israel and the PA, but between individuals who must learn to put aside generations of war and hatred.Exactly. And it is difficult - but has been achieved in other parts of the world by combinations of war-weariness and decent policin...
by Yanshuf
January 28th, 2003, 8:55 am
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>Originally posted by: MarsdenSometimes complex attitudes can be summarized by simple facts.The simple facts are these:a) Jews have a right to a national self-determination, as do Palestinians and other nationsb) Both Jews and Palestinians have suffered during the past and it is most likely that b...
by Yanshuf
January 27th, 2003, 9:17 am
Forum: General Forum
Topic: volatility arbitrage in FX options?
Replies: 11
Views: 192880

volatility arbitrage in FX options?

<t>Originally posted by: kapitalq1: when you say that it's close to the black scholes "ideal" market, do you mean that vol is pretty much constant over time? it doesn't tend to vary much with the level of the currency or "cluster", shifting from low to high (except in a tight range around one number...
by Yanshuf
January 27th, 2003, 8:57 am
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

QuoteOriginally posted by: MarsdenAgain, you are obviously presenting a biased perspective, and prejudicially choosing your sources. So your notion ... is pretty much crap.The pot calls the kettle black!
by Yanshuf
January 25th, 2003, 11:45 pm
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>Originally posted by: ManNice extremes. Now lets talk about an incident that falls in between those extremes. How about when the IDF uses F16s to bomb an apartment building, that has 10 innocent bystanders, and one terrorist. If I remember correctly, the IDF did kill like 13 Palestinians, and the...
by Yanshuf
January 24th, 2003, 12:35 pm
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>Originally posted by: ManTell me again, how the IDF is more so justified in killing innocent people than Hamas? Proximity to a terrorist, does not constitute a crime punishable with execution, do you disagree?"Killing innocent people" is not justified in either case. however in a war/conflict sit...
by Yanshuf
January 23rd, 2003, 2:36 pm
Forum: Off Topic
Topic: 12,000 pages of Arabic Text
Replies: 663
Views: 271762

12,000 pages of Arabic Text

<t>Originally posted by: ManAre the family of terrorists' militants? Are innocent people who live near a terrorist, when the IDF uses F-16s to bomb the apartment building to get the terrorist, are they considered militant? Are 13 year-old rock throwers militant?The point is that Israel's stated aim ...
by Yanshuf
January 23rd, 2003, 1:45 pm
Forum: General Forum
Topic: volatility arbitrage in FX options?
Replies: 11
Views: 192880

volatility arbitrage in FX options?

<t>kapital asks "why?" One reason for the liquidity in FX options is that the FX market is nearer to Black-Scholes "ideal" market. It trades nearly 24 hours, bid/ask spreads are tiny, liquidity is very deep, and the stochastic process is nearly a brownian motion (ie there are few jumps). IMHO none o...