<t>A 2 dimensional copula that maps from [0,1]^2->[0,1] has the 3 following properties (from Nelson's introduction):1. For every u in [0,1] C(0,u)=C(u,0)=02. For every u in [0,1] C(u,1)=u and C(1,u)=u3. For every (u1,u2),(v1,v2) in [0,1]x[0,1] with u1<=v1 and u2<=v2 C(v1,v2)-C(v1,u2)-C(u1,v2)+C(u1,u...

def. of VaRdef. and examples of Delta-Gamma approximation models-t.

QuoteOriginally posted by: ppauperde suka = "isn't it" ?You're pretty close. desu ka. The 'ka' means it's a question, and the 'desu' means 'is'."Isn't it" (or "innit" if you prefer ) is more like 'arimasen ka?'-t.

QuoteOriginally posted by: brontosaurusQuoteOriginally posted by: Jwhich music instrument such as violin, piano, flute, clainet, guitar, sax. do you like to play?guitar. badly.I play guitar, too! And apparantly we play the same style!-t.

<t>This thread sucks. Why did someone bring up Java? I asked if anyone wanted to discuss Stroustrup on the direction of C++, and it's too redundant because someone has already mentioned it, but this dead horse gets beat again?Every reference about Java that I've seen is out of date, and it looks lik...

<t>QuoteOriginally posted by: alohashirtI think the Date example is a good one. In Java the Date class is notorious. It was one of the first Java classes writtenand it sucks. It is really a DateTime class and does too much. It's expensive to create and has the wrong equality semanticsfor a financial...

<t>i was thinking that one good way to use aop would be to check properties for null and replacing null strings with empty ones. with aop I can do it with a wildcard, so I can apply it to all my methods at once! isn't that great! that way, the method body itself is more clear, and only deals with bu...

<t>QuoteOriginally posted by: mdubuqueI'm don't understand why GCHQ and NSA can't geographically identify where these terror websites which claim responsibility for crimes like the London bombings. Can't they just obtain the TCP/IP address of the server which hosts such a site, even if for a few day...

<t>We had an AOP thread a while back, trying to come up with other potential uses. It's definitely an interesting technology, but I think many of the problems it will cause are not even clear yet. When you crosscut, you are changing an existing implementation in a way that breaks the assumptions tha...

QuoteOriginally posted by: SierpinskyJanitorthis article has already been commented here ...Sorry, my bad. I spent April and May preparing for level II of CFA, I'm still catching up with my magazines. I'll go read the old thread.-t.

<r>You may have seen this article from the May C++ Users Journal:<URL url="http://www.informit.com/content/images/art_stroustrup_2005/elementLinks/rules.pdfAny"><LINK_TEXT text="http://www.informit.com/content/images/ ... les.pdfAny">http://www.informit.com/content/images/art_stroustrup_2005/element...

<t>QuoteOriginally posted by: CuchulainnMark, TristanAny ideas on modelling the following using design patterns?In general managing Date is the starting point for real calculation:1) Interest rate derivatives in general (swap, cap floor , swaption). Here is very useful to calculate the YearFraction ...

<t>QuoteOriginally posted by: Cuchulainn> Some Gurus like Ivor Jacobson, already began the aspect-oriented revolution. We should try to follow.SerpHow long until we have ROI? In my experience I have seen that it take 15 years before a promsing technology becomes mainstream. With all respect, just be...

<t>I like AOP too, but it's too cutting edge for production software. I think it will be a while before our technical architecture team approves it. In the meantime I can only use it for my own purposes, which I've only done for self-education, not for anything serious. That being said, I think it c...

<t>QuoteOriginally posted by: DCFC are 'optimized' for certain cards more than others. It's true that they know much more than I do about the hardware, but much of that knowledge becomes obsolete every time there's a new console. And they get paid crap!Very true, currently. I rather suspect that wil...