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by bashirf
December 1st, 2005, 7:19 am
Forum: General Forum
Topic: The Genius Professors Paradox
Replies: 40
Views: 131969

The Genius Professors Paradox

<t>A recent survey conducted by Scientist magazine chose Weizmann Institute of Science as the top-ranking multidisciplinary research institution in the eastern hemisphere. In an interview following the poll (of over 2600 academics), several scientists at the institute not only express their satisfac...
by bashirf
November 27th, 2005, 2:50 pm
Forum: Technical Forum
Topic: Singular Perturbation analysis and QF
Replies: 2
Views: 128732

Singular Perturbation analysis and QF

<t>QuoteOriginally posted by: CuchulainnAre these useful techniques when working on stochastic volatility models? Is the effort worth it when compared with other methods?Yes of course. See SABR model for example. You may ask Pat, or try a forum search under the terms "SABR" and "Singular Pertubratio...
by bashirf
November 25th, 2005, 6:30 am
Forum: Off Topic
Topic: world's worst zoo ?
Replies: 10
Views: 128818

world's worst zoo ?

<t>QuoteOriginally posted by: CollectorPpauper you say the worlds worst zoo is in northern Thailand? You must be joking?That must definitely be Wall Street!! I have observed several gropes of exotic animals on trading floors around the street: ...Quants (chimpanzees, donkeys, monkeys)Yes ineed. How ...
by bashirf
November 22nd, 2005, 10:30 am
Forum: Off Topic
Topic: ppauper = mikebell
Replies: 16
Views: 170704

ppauper = mikebell

<t>QuoteOriginally posted by: DCFCYou are number 6.I'm interested by the formal mechanism by which MikeBell intends to prove that he is not Ppauper ?At least one of The two possibilities is true:1. ppauper is mikebell's clone.2. Mikebell swap his mind with that of ppauper so he's still with us.... <...
by bashirf
November 22nd, 2005, 10:08 am
Forum: Technical Forum
Topic: What are the most current frontiers in finance math/engineering research?
Replies: 12
Views: 130093

What are the most current frontiers in finance math/engineering research?

<t>QuoteOriginally posted by: NStochastic assumptions are applied to systems in which the underlying dynamics have been too difficult to understand. The dynamics in those situations are replaced with a Weiner probability distribution.I'm just saying that there are systems where stochastic approximat...
by bashirf
November 17th, 2005, 3:05 pm
Forum: Careers Forum
Topic: A Trader's Typical Day at Work
Replies: 8
Views: 130809

A Trader's Typical Day at Work

I bought Shreve's, but should I go through Hull's first?Yes!Shreve's stochastic calculus is streets ahead of Hull.In addition to Hull you should start reading Neftci or Baxter & Rennie, continue with Oksendal, and onlythen wrestle with Shreve.
by bashirf
November 17th, 2005, 4:25 am
Forum: Off Topic
Topic: why is that
Replies: 1
Views: 129149

why is that

why is thatTheta
by bashirf
November 16th, 2005, 3:30 pm
Forum: Student Forum
Topic: risk neutral
Replies: 5
Views: 129631

risk neutral

Antoher way of proving the validity of the risk free rate over a growth rate is by the binominal option pricing model (portfolio replication to match the value of a call option). edit: Alan summed it nicely
by bashirf
November 15th, 2005, 4:50 pm
Forum: Technical Forum
Topic: Volatility
Replies: 10
Views: 130491

Volatility

<t>QuoteOriginally posted by: boyIf a firm keep issuing options on a stock, which significantly pushes its implied vol lower than its historical vol. We know that the firm can't keep doing that forever (or the implied vol will raise eventually), can we capitalize on this?What do you mean by 'issuing...
by bashirf
November 15th, 2005, 9:05 am
Forum: Brainteaser Forum
Topic: Sudoku
Replies: 12
Views: 139213

Sudoku

<t>I played with mrowel's codel and came up with a 3-dim with double check. I think it should work...namespace Sudoku{ class Class1 { static void Main(string[] args) { int [,,] mat = new int[10,10,10]; int[][] m = new int[][] new int[] {5,3,0,0,7,0,0,0,0}, new int[] {6,0,0,1,9,5,0,0,0}, new int[] {0...
by bashirf
November 13th, 2005, 12:57 pm
Forum: Off Topic
Topic: England's World Cup Side
Replies: 11
Views: 129909

England's World Cup Side

As long as Beckham is on the opening team there's not much hope. Once a loser always a loser!
by bashirf
November 13th, 2005, 7:12 am
Forum: Off Topic
Topic: Deaf Gods
Replies: 11
Views: 130121

Deaf Gods

QuoteOriginally posted by: GrenvilleCrollSadly, my recent request for twenty million quid and a tall blonde has gone unansweredAny Advice?Unfortunately, such a request comes with a price tag. God gives no free lunch. Have you purchased a ticket?
by bashirf
November 9th, 2005, 11:57 am
Forum: Off Topic
Topic: my latest album cover art
Replies: 17
Views: 130947

my latest album cover art

So here you're farmer, hanging out with intense looking latin chicks. But honestly, you should be cramming for the exam in Lie Groups.Here's a warm up question to get you back to topic...Pls explain why a - is constant. ??
by bashirf
November 7th, 2005, 12:36 pm
Forum: Off Topic
Topic: Theoretical Biology
Replies: 718
Views: 211070

Theoretical Biology

N:Thanks for the convincing answer. Actually, I 'm currently reading Penrose’s new book 'Road to Reality' in which the issue of Kaluza-Klein models and theory are discussed in great details, I believe (currently got to CH-13).GrenvilleCroll: Check your pm box
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