<t>for the moment, they are still "testing" and going for organic growth through issuing invites to current members to give to other people. Hence the black market etc. Not sure when the actual launch date is. Don't actually have an account myself, but would be interested to see what it's like, so i...

<r>try the official IAS website <URL url="http://www.iasb.orgalso">www.iasb.orgalso</URL>, the deloitte site is very good, <URL url="http://www.iasplus.combear">www.iasplus.combear</URL> in mind that ias is a very large standard, even ias39 has lots of different bits, so you may need to think about ...

> a) UK based quants/traders - do your company/FSA regs. forbid you trading derivaties/spot FX/CFDs/Spreads on your own account ?FSA regs don't forbid trading per se. Compliance can. FSA prevents abuse etc but then you don't have to be working in the city to have a problem there...

As far as I'm aware, FSA doesn't have anything to say on the matter. It's between you and your compliance dept. And that'll depend on what it is you do...

<t>In some sense you're hyperbolic in a, but with diffusion terms, it's really still a parabolic equation. I don't know what other a-dependence you have in there, but might be an idea to try and get a out of the way first then you've just got a usual 2-d parabolic equation to deal with... or is a re...

I can vouch for Morgan, he was a good guy. As far as I'm aware, he's still at Huxley but has moved on from quant work.

You know, I'd forgotten this was a post about posts...Cheers guy(s?) for keeping us all amusedfozzie

Hmm, think you just ruined the impression that you're one and the same, guys...

Agreed, the only worse thing you could write would be "member of mensa"

There are a few threads on this here, search for CPPI. From my perspective, mostly it's providing capital guarantees to whoever is selling on to the end (usually retail) investor.Nonius, BNP or socgen?

did you actually try searching the site? There are 3 or 4 threads on it...

Do they have any? Not noticed them in there, isn't it mainly fiction?The financial world bookshop on bishopsgate has some of the risk books, mainly in the corner on the left hand side as you go in.

ppauper, try V=0 on S=0...

All important issues. however, in the first instance, it's common to interpolate on the quantity sigma^2 * t, so if all you're looking for is a really basic answer, with linear interpolation, we're looking at sqrt( 28^2 * 2 - 30^2) = 25.9%

In defence of MP, he "named" me a couple of pages back. And he was good to his word. Many thanks Mob.fozzie