SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Cuchulainn
Yesterday, 3:06 pm
Forum: The Quantitative Finance FAQs Project
Topic: Why do quants like closed-form solutions?
Replies: 70
Views: 234052

Re: Why do quants like closed-form solutions?

A final remark on the relative merits of producing analytical solutions versus defining a finite difference framework that subsumes and supports a range of pdes sharing similar structure and functionality:  in the former case each new specific option type will need its own specific formula (at great...
by Cuchulainn
Yesterday, 2:48 pm
Forum: Off Topic
Topic: Random quotes
Replies: 409
Views: 36222

Re: Random quotes

by Cuchulainn
Yesterday, 11:18 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 4392
Views: 248106

Re: Trump -- the last 100 days

Republican U.S. Sens. John Cornyn and Ted Cruz plan to attend President-elect Joe Biden’s inauguration https://www.texastribune.org/2021/01/15/ted-cruz-john-cornyn-inauguration-joe-biden/ he's probably a very nice man behind it all...  reminds one of the funeral scene in the Godfather, the other 'c...
by Cuchulainn
January 23rd, 2021, 1:16 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46910

Re: trackstar's Needle Exchange

Ten Keys just came out and there are a few reviews online. Not all would agree with his views, but thought provoking and a good project for the deep winter weeks ahead. : )

I am coming out of hibernation. Great stretch in the evenings.
by Cuchulainn
January 23rd, 2021, 12:09 pm
Forum: Off Topic
Topic: Bad things that come out of this pandemic
Replies: 167
Views: 15286

Re: Bad things that come out of this pandemic

The town achieved national – indeed international – notoriety recently because of the post-Christmas infections surge. The State’s national rate between January 4th to 18th ran to 1,334.6 infected people per 100,000. Around Belmullet, with 700 confirmed cases, the rate ran, incredibly, to 5,556.6 p...
by Cuchulainn
January 23rd, 2021, 11:44 am
Forum: Off Topic
Topic: Sciencey research
Replies: 9
Views: 2535

Re: Sciencey research

.
use a higher-degree polynomial?
by Cuchulainn
January 23rd, 2021, 11:25 am
Forum: Politics Forum
Topic: The vaccines
Replies: 10
Views: 353

Re: The vaccines

What if the vaccines don't work? 

Why have countries like New Zealand, Vietnam, Taiwan, China it under control?

Ireland was the best 2 months ago, now it's the worst. Christmas and porous borders is the cause.
by Cuchulainn
January 23rd, 2021, 10:42 am
Forum: Technical Forum
Topic: American options with two free boundaries
Replies: 5
Views: 191

Re: American options with two free boundaries

A bit of reasoning by analogy is always good but a formula is better. If we scope to the usual perpetual, we use basic calculus to differentiate the solution to maximise the option value before expiry. So, now we have two free boundaries. So, an explicit solution for S < [$]S_*[$] [$]S_*[$] <= S <= ...
by Cuchulainn
January 23rd, 2021, 10:14 am
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5787

Re: Biden and Harris - the first 100 days

I object! Not only am I sporting a closely cropped homemade haircut, but I invariably wear shorts while hanging out in the apartment.
That's just hair-splitting.
by Cuchulainn
January 22nd, 2021, 8:59 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5787

Re: Biden and Harris - the first 100 days

Alondra Nelson. Discuss. Be careful with your pronouns.
Image

2025?
by Cuchulainn
January 22nd, 2021, 8:50 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5787

Re: Biden and Harris - the first 100 days

So, after Biden begins, of course the expected alt-right rioting continues. Oh wait, it is actually the  radical left .  How inconvenient for the narrative! I guess some people just can't take 'yes' for an answer.  :D I bet it was a bunch of Berkeley left-wing agitators. www.youtube.com/watch?v=-nJ...
by Cuchulainn
January 22nd, 2021, 7:52 pm
Forum: Technical Forum
Topic: American options with two free boundaries
Replies: 5
Views: 191

Re: American options with two free boundaries

You’re being a little stingy on details. I think we need to know the process for S (I can assume GBM, I suppose, although that doesn’t play really well with a constant non-zero value for H, unless that is a proportional cost), the payoff upon development, and the payoff upon abandonment (0?). And t...
by Cuchulainn
January 22nd, 2021, 5:36 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5787

Re: Biden and Harris - the first 100 days

Question: I dare not ask, but what about the golf schedule? Joe Biden,left, and Enda Kenny at Castlebar Golf Club in Co Mayo. They halved the match on the 18th green 2016. https://www.thetimes.co.uk/imageserver/image/%2Fmethode%2Ftimes%2Fprod%2Fweb%2Fbin%2F0308e2ec-3959-11e6-aa72-a53adb7df446.jpg?cr...
by Cuchulainn
January 22nd, 2021, 11:16 am
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5787

Re: Biden and Harris - the first 100 days

I struggle with CNN. They seem to have caught something from bearish.
CNN has changed gears; they are in feigning and fawning mode. Unbecomimg.
by Cuchulainn
January 22nd, 2021, 11:12 am
Forum: Off Topic
Topic: I wish I'd said that
Replies: 60
Views: 32586

Re: I wish I'd said that

"I struggle with CNN. They seem to have caught something from bearish."

PW
GZIP: On