thanks

<t>If you were asked to pay fixed on a 10 year swap 10years forward, your natural hedge might be to receive fixed on a 20 year swap and pay fixed on a 10 year swap. But then in a positive curve you are effectively receiving known amounts for the first ten years, and then paying known amounts from ye...

"you were definitely the frontrunner amongst the external candidates"

<r>Thanks, I'll have a look.QuoteOriginally posted by: ppauperlots of placeshttp://<URL url="http://www.register.comis">www.register.comis</URL> one (google threw it out first)you can search for existing names there and register new ones.If you have a name in mind, an obvious check is just to try su...

<t>Can anyone tell me how you buy a website name? If you have a particular name in mind, how do you check if somebody already 'owns' that name? If you have thought of a new name, who would you contact in order to own it?Thanks for any help. I would be interested to hear from anyone else who has gone...

<t>Guys - chill! I didn't mean to offend.I've been to both so I thought I might be in a good position to make a comparison - IMHO Warwick is stronger in Maths, Finance, OR, and warmer too (though still a little on the grey side). Of course both have had strong students/lecturers in the past (Lancast...

<t>I've studied at both Lancaster and Warwick - and Warwick has a far stronger reputation in the marketplace. The Lancaster business school is decent, but then so is the one in Warwick, plus Warwick has a much stronger Maths department, possibly second only to Cambridge in the UK. I can't remember a...

<r>QuoteOriginally posted by: LucetiosQuoteOriginally posted by: benwmAnyone researching/studying in this area? Is it being used in the financial arena? I'm wondering if research in this area would be interesting/potentially fruitful ..If you are talking about the path integral approach, my understa...

Anyone researching/studying in this area? Is it being used in the financial arena? I'm wondering if research in this area would be interesting/potentially fruitful ..

<t>QuoteOriginally posted by: JamesH83well there are a lot of firms operating in this space. what markets?Hi James. Well the thread could cover all markets. My background is in OTC interest rates but I'm guessing that high frequency trading methods would be used mostly in the more liquid exchange tr...

Thought it might be interesting to start a thread on what is known about the firms involved in this area and the specific methods used?Any former employees out there who fancy spilling the beans? Anyone care to speculate?

<t>Esrtwhile, just found this old topic and have found it fascinating and informative. But for the risk of revisiting old ground, when you say:"If he now does nothing all day but watch the stock go up and down without delta hedging, he more or less has a coin flip for his P&L.If it finishes belo...

By the way DCFC, do you offer any special rates for your C++ course for us penniless students?!

<t>Hi Anth0nyAs I think you know, I will also be doing Part III and will be taking the courses mj suggests (as well as an essay on interest rate modelling). I know for a fact that I won't be doing a PhD. Unlike yourself I have five years financial markets experience (just turned 30), but it sounds l...

<t>QuoteOriginally posted by: twofishI don't see advances in computer languages making skilled programmers less important. On the contrary, the trend seems to be in the other direction. Isn't it the trend that programming languages over time are more closely reflecting the way we think about a probl...