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by gatarek
May 23rd, 2022, 7:43 am
Forum: Book And Research Paper Forum
Topic: New paper -- Proof of non-convergence of the short-maturity expansion for the SABR model
Replies: 8
Views: 2558

Re: New paper -- Proof of non-convergence of the short-maturity expansion for the SABR model

Dan is a serial model killer. He's already killed LMM, quadratic Cheyette and now SABR. What's next?
by gatarek
May 18th, 2022, 2:53 pm
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 891
Views: 151728

Re: End of bitcoin?

Image
by gatarek
May 9th, 2022, 6:40 am
Forum: Off Topic
Topic: Russia земля борца самбо
Replies: 410
Views: 32872

Re: Russia земля борца самбо

The secret is in the Russian language. Imagine a simple sentence: All Russians want is peace. Now translate it into Russian: Все, чего хотят русские, это мир, which also means: All Russians want is the whole world. The Russian word мир (mir) means both: peace and world. They will fight for peace un...
by gatarek
March 2nd, 2022, 8:47 pm
Forum: Off Topic
Topic: RIP thread
Replies: 300
Views: 43173

Re: RIP thread

What happened? How old was he? Late fifties? He always seemed to be 25 years old.
1958, your age (and mine)
by gatarek
March 2nd, 2022, 8:46 pm
Forum: Off Topic
Topic: RIP thread
Replies: 300
Views: 43173

Re: RIP thread

RIP
by gatarek
October 27th, 2021, 9:37 am
Forum: Politics Forum
Topic: FSU, Toby Young, Eugenics & Wilmott.com
Replies: 135
Views: 33530

Re: FSU, Toby Young, Eugenics & Wilmott.com

The hell, the f*ck... Irrelevant. Who is this gentleman and why should I bother? Not enough funny for a comedian, not enough smart for a lecturer. A prophet maybe? The audience seemed to be quite excited. Times are worth their religion.
by gatarek
October 26th, 2021, 7:15 am
Forum: Politics Forum
Topic: FSU, Toby Young, Eugenics & Wilmott.com
Replies: 135
Views: 33530

Re: FSU, Toby Young, Eugenics & Wilmott.com

Who the hell is Alice?
by gatarek
October 25th, 2021, 12:54 pm
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 359
Views: 38963

Re: Good things that come out of this pandemic...

It depends on the quantity.
by gatarek
September 21st, 2021, 6:53 pm
Forum: Off Topic
Topic: Nouvelles de France
Replies: 2362
Views: 130210

Re: Nouvelles de France

by gatarek
September 16th, 2021, 8:39 am
Forum: Book And Research Paper Forum
Topic: Malliavin Calculus in Finance by Elisa Alòs and David García Lorite
Replies: 0
Views: 2545

Malliavin Calculus in Finance by Elisa Alòs and David García Lorite

https://www.taylorfrancis.com/books/mono/10.1201/9781003018681/malliavin-calculus-finance-elisa-al%C3%B2s-david-garc%C3%ADa-lorite-dariusz-gatarek https://i5.walmartimages.com/asr/9a796bb3-9fa1-4a1f-bf2b-2744cd7da660.51bd95153936d974f1c587e6ec264b9f.jpeg?odnHeight=612&odnWidth=612&odnBg=FFF...
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