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- May 24th, 2022, 7:20 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
Let's not forget about eurodollar futures in Black and Karasinski.
- 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?
- May 18th, 2022, 2:53 pm
- Forum: Trading Forum
- Topic: End of bitcoin?
- Replies: 891
- Views: 151728
- May 16th, 2022, 9:48 am
- Forum: Off Topic
- Topic: Russia земля борца самбо
- Replies: 410
- Views: 32872
- 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...
- May 9th, 2022, 5:58 am
- Forum: Off Topic
- Topic: Russia земля борца самбо
- Replies: 410
- Views: 32872
Re: Russia земля борца самбо
All the numerous Russian quants aren't nice and friendly? I think, they are.
- May 8th, 2022, 3:16 pm
- Forum: Off Topic
- Topic: Russia земля борца самбо
- Replies: 410
- Views: 32872
Re: Russia земля борца самбо
They want peace, so they prepare to war.
- March 2nd, 2022, 8:47 pm
- Forum: Off Topic
- Topic: RIP thread
- Replies: 300
- Views: 43173
Re: RIP thread
1958, your age (and mine)What happened? How old was he? Late fifties? He always seemed to be 25 years old.
- March 2nd, 2022, 8:46 pm
- Forum: Off Topic
- Topic: RIP thread
- Replies: 300
- Views: 43173
Re: RIP thread
RIP
- 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.
- 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?
- 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.
- September 21st, 2021, 6:53 pm
- Forum: Off Topic
- Topic: Nouvelles de France
- Replies: 2362
- Views: 130210
- 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...
- September 4th, 2021, 9:30 am
- Forum: Politics Forum
- Topic: Random Republican WINGNUTS (or RRWs as they are affectionately known as)
- Replies: 172
- Views: 24703
Re: Random Republican WINGNUTS (or RRWs as they are affectionately known as)
Those Vikings are so bloodthirsty...