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by Nonius
May 28th, 2004, 1:04 pm
Forum: General Forum
Topic: A simple Hull-White calibration question
Replies: 3
Views: 190025

A simple Hull-White calibration question

<t>QuoteOriginally posted by: stampeding(This might be a typical "newbie/FAQ/whatever" question...)Is there a way to calculate "local" sigmas and alphas from "global" sigmas and alphas for Hull-White (lattice methods) that is as simple as calculating the local volatilities from global volatilities i...
by Nonius
May 28th, 2004, 1:00 pm
Forum: General Forum
Topic: Lost in the world of Quant
Replies: 4
Views: 189794

Lost in the world of Quant

that is a great name for a story.....but, let us make it..."Lost in the world of Planet Quant."
by Nonius
May 28th, 2004, 12:56 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

Cool Pools of Tewls for Geeky Risk Management Ghouls. Da Fuel for da Fool.
by Nonius
May 28th, 2004, 12:52 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

Nu Skool Risk Tewls
by Nonius
May 28th, 2004, 12:50 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

QuoteOriginally posted by: DCFCI need to tyhink of a cool name for a Risk management tool.I've failed so far to think up an original one Any suggestions welcome.Cool Tools for Risk Schools
by Nonius
May 28th, 2004, 12:46 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

QuoteOriginally posted by: DCFCI need to tyhink of a cool name for a Risk management tool.I've failed so far to think up an original one Any suggestions welcome.London Tool of risky Economics
by Nonius
May 28th, 2004, 12:42 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

QuoteOriginally posted by: DCFCI need to tyhink of a cool name for a Risk management tool.I've failed so far to think up an original one Any suggestions welcome.MyTool@Risk
by Nonius
May 28th, 2004, 12:41 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

QuoteOriginally posted by: DCFCI need to tyhink of a cool name for a Risk management tool.I've failed so far to think up an original one Any suggestions welcome.Tools@Risk
by Nonius
May 28th, 2004, 12:40 pm
Forum: Off Topic
Topic: I need a name for a risk tool
Replies: 30
Views: 190561

I need a name for a risk tool

QuoteOriginally posted by: DCFCI need to tyhink of a cool name for a Risk management tool.I've failed so far to think up an original one Any suggestions welcome.UseIt@Risk
by Nonius
May 27th, 2004, 11:55 am
Forum: General Forum
Topic: Quant: Competitive Advantage?
Replies: 26
Views: 192772

Quant: Competitive Advantage?

<t>QuoteOriginally posted by: pobazeeQuoteOriginally posted by: KochTrue about the salary. I guess I had in mind premium on salary compared to a quant role in another industry / academia.In my circles, I still have not found a quant that uses his own models to make money on his personal account, so ...
by Nonius
May 27th, 2004, 11:26 am
Forum: Off Topic
Topic: I'd bet my reputation on buying CBOT fed funds (FFZ04) at-the-market here
Replies: 12
Views: 190044

I'd bet my reputation on buying CBOT fed funds (FFZ04) at-the-market here

QuoteOriginally posted by: EarthwormGodAnybody want to shame himself by betting against me? Last trade 97.930, I'll let you go short against me at 98.000.So, dude, you make a lot of moola on that trade?
by Nonius
May 27th, 2004, 11:24 am
Forum: General Forum
Topic: Quant: Competitive Advantage?
Replies: 26
Views: 192772

Quant: Competitive Advantage?

QuoteOriginally posted by: EnergyQuantQuoteP.S. you related to the Koch brothers of Witchita fame?Don't you mean infamous??? The only nice thing anyone has ever said about Charles Koch is that he is a great businessman.Is he totally evil?
by Nonius
May 27th, 2004, 6:53 am
Forum: General Forum
Topic: Quant: Competitive Advantage?
Replies: 26
Views: 192772

Quant: Competitive Advantage?

<t>QuoteOriginally posted by: KochTrue about the salary. I guess I had in mind premium on salary compared to a quant role in another industry / academia.In my circles, I still have not found a quant that uses his own models to make money on his personal account, so I was wondering if they exist. On ...
by Nonius
May 27th, 2004, 4:48 am
Forum: General Forum
Topic: Quant: Competitive Advantage?
Replies: 26
Views: 192772

Quant: Competitive Advantage?

<t>QuoteOriginally posted by: KochI was wondering, what do Quants think their competitive advantage is? or why do we do it?a) Salary: Premium attibuted to technical skills, because non-quant people feel assured by the numbers that are produced from all those complex models.b) Market: using complex m...
by Nonius
May 26th, 2004, 4:53 pm
Forum: General Forum
Topic: Do we have one too many Risk Management Associations?
Replies: 7
Views: 190132

Do we have one too many Risk Management Associations?

<t>QuoteOriginally posted by: csparkerGARP's 2nd Credit & Counterparty Risk Summit for the Americas June 14-16. PRMIA and the RMA Capital Management and Basel II Implementation, June 15-16. OK, Credit Risk and Basel II aren't the same thing, but I hope the venues aren't too far apart.that's two ...
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