SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 70 matches

by NoelWatson
June 23rd, 2009, 5:24 am
Forum: General Forum
Topic: Paul Wilmott Blog June 17th 2009
Replies: 10
Views: 39206

Paul Wilmott Blog June 17th 2009

<r><URL url="http://seekingalpha.com/article/66967-warren-buffett-also-a-put-seller%22In"><LINK_TEXT text="http://seekingalpha.com/article/66967-w ... -seller"In">http://seekingalpha.com/article/66967-warren-buffett-also-a-put-seller"In</LINK_TEXT></URL> Berkshire Hathaway's (BRK.A) Annual Repo...
by NoelWatson
May 14th, 2009, 7:22 am
Forum: Off Topic
Topic: What is Cityboy?
Replies: 6
Views: 39006

What is Cityboy?

he is a well used merkin
by NoelWatson
May 5th, 2009, 7:59 am
Forum: Book And Research Paper Forum
Topic: Wilmott Magazine - Motoring section
Replies: 0
Views: 39601

Wilmott Magazine - Motoring section

I hear a nasty rumour that Milford Radley has actually driven one of the cars that he writes about. Please tell me this is nothing more than a vicious lie!
by NoelWatson
December 11th, 2008, 2:37 pm
Forum: Trading Forum
Topic: CDS on US Gov
Replies: 20
Views: 48670

CDS on US Gov

I see US trading in USD
by NoelWatson
December 4th, 2008, 7:22 am
Forum: Technical Forum
Topic: CDX (CDO) Index Theoretical Price
Replies: 3
Views: 48885

CDX (CDO) Index Theoretical Price

<r>This is how we used to do ithttp://<URL url="http://www.noelwatson.com/blog/PermaLink,guid,edc5d058-1a2d-4e43-88a4-d58c63a9cb74.aspx"><LINK_TEXT text="www.noelwatson.com/blog/PermaLink,guid, ... 9cb74.aspx">www.noelwatson.com/blog/PermaLink,guid,edc5d058-1a2d-4e43-88a4-d58c63a9cb74.aspx</LINK_TEX...
by NoelWatson
October 29th, 2008, 7:56 am
Forum: Book And Research Paper Forum
Topic: Moodys Corporate Default and Recovery Rates, 1920-2007
Replies: 3
Views: 50809

Moodys Corporate Default and Recovery Rates, 1920-2007

<r><URL url="http://www.moodys.com/cust/content/content.ashx?source=StaticContent/Free%20Pages/Credit%20Policy%20Research/documents/current/2007000000474979.pdf"><LINK_TEXT text="http://www.moodys.com/cust/content/cont ... 474979.pdf">http://www.moodys.com/cust/content/content.ashx?source=StaticCont...
by NoelWatson
September 26th, 2008, 2:17 pm
Forum: General Forum
Topic: CDS? "Nuclear Weapon?"
Replies: 22
Views: 51882

CDS? "Nuclear Weapon?"

<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: jawabeanQuoteOriginally posted by: ppauperit's a long time ago, but I can only remember him making a vague statement about financial derivatives being weapons of mass destruction.You seem to be saying that he said something much more sp...
by NoelWatson
September 5th, 2008, 1:08 pm
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 173626

Credit Derivatives & Subprime Crisis

QuoteOriginally posted by: penguinalooks like the UK economy is just falling apart. Incredible.But not unexpected
by NoelWatson
August 20th, 2008, 6:59 pm
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 173626

Credit Derivatives & Subprime Crisis

<r>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: NoelWatson WDCI page on Bloomberg is showing different numbersPost 'em up.<URL url="http://www.bloomberg.com/apps/news?pid=20601206&sid=aSA5c5wow9mc&refer=realestate"><LINK_TEXT text="http://www.bloomberg.com/apps/news?pid= .....
by NoelWatson
August 8th, 2008, 8:19 am
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 173626

Credit Derivatives & Subprime Crisis

<t>QuoteOriginally posted by: TraderJoeQuoteTOP WRITEDOWNS Billions of dollarsCitigroup 46.40Merrill Lynch 36.80UBS 36.70AIG 20.23HSBC 18.70RBS 16.50IKB 14.73Bank of America 14.60Morgan Stanley 11.70Deutsche Bank 11.40Ambac 9.22Barclays 9.20Wachovia 8.90MBIA 8.41Credit Suisse 8.13Wasington Mutual 8....
by NoelWatson
July 31st, 2008, 7:58 am
Forum: General Forum
Topic: House Price Crash in the UK
Replies: 73
Views: 73613

House Price Crash in the UK

<t>QuoteOriginally posted by: DominicConnorIt is always fun to point at imminent disaster.But it's absurdly unlikely for the UK market any time soon.The vast majority of home owners can simply wait for any dip in prices to go away.Unemployment is very low, this is Britain we are talking about not Eu...
by NoelWatson
July 29th, 2008, 7:59 am
Forum: General Forum
Topic: Sovereign CDS on Dubai
Replies: 2
Views: 51329

Sovereign CDS on Dubai

I can see Dubai Government on Markit with a 5 year spread of 156bps. Red code is MOAGBN
by NoelWatson
July 28th, 2008, 6:19 am
Forum: General Forum
Topic: Any other recommanded novels for Quant?
Replies: 35
Views: 74352

Any other recommanded novels for Quant?

QuoteOriginally posted by: ZmeiGorynychThis is a collection of delightfully nasty short stories.This was, by quite some margin, the worst book I have ever had the misfortune of reading
by NoelWatson
July 24th, 2008, 9:28 am
Forum: General Forum
Topic: Beating the index on a risk adjusted basis
Replies: 4
Views: 50795

Beating the index on a risk adjusted basis

<t>Ever since I started investing my own money around 10 years ago I have always been interested on beating the index on a risk adjusted basis. I've looked at loads of strategies, but have come to the belief that as soon as something becomes public knowledge, the outperformance/inefficiency disappea...
GZIP: On