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by rogers
November 18th, 2005, 12:26 pm
Forum: Technical Forum
Topic: Beyond Copula
Replies: 6
Views: 130872

Beyond Copula

QuoteOriginally posted by: erstwhilerogers: what are the limitations of copula methods that bother you?copula is too static. we need a dynmaic model able to incorporate more realistic market information--eg. spreads change.
by rogers
November 18th, 2005, 12:23 pm
Forum: Off Topic
Topic: ppauper's China-bashing thread
Replies: 4948
Views: 973191

ppauper's China-bashing thread

<t>There are two types of politicians in China. One is conservative and the other is open. As economy keeps growing up, the power of the conservative will be lowered.Because of looking back Chinses history, a war only hurt Chinese economy and life. No one wants to have a war. So what is the most imp...
by rogers
November 18th, 2005, 5:13 am
Forum: Off Topic
Topic: ppauper's China-bashing thread
Replies: 4948
Views: 973191

ppauper's China-bashing thread

<t>If the US does not interfere in the things between Mainland China and Taiwan, every thing there should be fine. It is just because american politiicans are ugly and tend get benefits. The US is the largestly weapons export country in the world. As I know, Taiwaneses do not want to buy weapons any...
by rogers
November 18th, 2005, 5:03 am
Forum: General Forum
Topic: Tranche re-pricing
Replies: 2
Views: 129902

Tranche re-pricing

any body?
by rogers
November 18th, 2005, 4:55 am
Forum: Off Topic
Topic: who will trade divorice derivatives?
Replies: 7
Views: 129902

who will trade divorice derivatives?

<t>There are lots of unfortunate men who met bitchs and lost lots of their assets. How to hege this risk is a big issue.. Will divorice derivatives be traded in the future?I guess the most potential clients shoud be rich men having lots of sub-wifes. Here is a one. thanks for someone from the forumC...
by rogers
November 18th, 2005, 4:54 am
Forum: Off Topic
Topic: the best city to settle down in the world
Replies: 40
Views: 133783

the best city to settle down in the world

QuoteOriginally posted by: AnthisQuoteKate losed her virginal memrane. wasnt she insured for this casualty? How about Greek girls? I knew few girls from the capital city of Greece. How is life there?
by rogers
November 18th, 2005, 4:52 am
Forum: Off Topic
Topic: the best city to settle down in the world
Replies: 40
Views: 133783

the best city to settle down in the world

QuoteOriginally posted by: TraderJoeThis "best city in the world" thread has inexplicably evolved into a divorce thread!!? Ho hum.How about we have another new thread called "divorce derivatives"?Let us talk about which city is the most SEXY in the world.Any one?
by rogers
November 18th, 2005, 1:12 am
Forum: Careers Forum
Topic: systematic high frequency trading methods
Replies: 13
Views: 140556

systematic high frequency trading methods

<r>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: moogleTJ: you can check this link out.<URL url="http://finance.groups.yahoo.com/group/econometrics05/I">http://finance.groups.yahoo.com/group/econometrics05/I</URL> notice my instructor didn't put any restrictions on non-enrolled stud...
by rogers
November 18th, 2005, 12:35 am
Forum: Off Topic
Topic: the best city to settle down in the world
Replies: 40
Views: 133783

the best city to settle down in the world

a man in love usually hardly finds if his woman is greedy. Like Tom & Kat's marriage. Kate asked Tom to give her US1000,000 if they broke up in five years. Who is the smartest in this deal? Tom can not stop from lure of sex. Kate losed her virginal memrane.
by rogers
November 18th, 2005, 12:28 am
Forum: Careers Forum
Topic: Ph.D in Stat --> teach in a business school
Replies: 7
Views: 130275

Ph.D in Stat --> teach in a business school

<t>QuoteOriginally posted by: quantumarYes this is possible. I know one prof. who has a phd in statistics and do some great work in credit risks in a business school. However he had masters in economics if i am not mistaken.Is he a facutly member of a business school as well? Teaching in a business ...
by rogers
November 17th, 2005, 5:04 am
Forum: Off Topic
Topic: ppauper's China-bashing thread
Replies: 4948
Views: 973191

ppauper's China-bashing thread

ppauper & DCFC,Seriously, have you guys thought about traveling to China, drinking a beer and pulling off a becutiful chinese girl there?
by rogers
November 17th, 2005, 4:50 am
Forum: Off Topic
Topic: the best city to settle down in the world
Replies: 40
Views: 133783

the best city to settle down in the world

<t>QuoteOriginally posted by: almosteverywhereThe US divorce rate has dropped into the 40s lately, and it was lauded as some sort of triumph. Yay, only 2 out of 5 marriages go into the toilet! A lot of Americans, of both sexes, are too selfish and immature to make marriages work. The worst bit of th...
by rogers
November 17th, 2005, 2:27 am
Forum: Careers Forum
Topic: A Trader's Typical Day at Work
Replies: 8
Views: 131580

A Trader's Typical Day at Work

hammerbacher,To do your job well, what critical skills should a person have? You must know how to price and hedging FX exotic options, right?
by rogers
November 17th, 2005, 1:45 am
Forum: Off Topic
Topic: the best city to settle down in the world
Replies: 40
Views: 133783

the best city to settle down in the world

<t>QuoteOriginally posted by: almosteverywhereQuoteThat is true. Always want to know how to date a Italian woman.American women are, by far, the hardest women to date. Their expectations are way out of proportion with what they have to offer, and (for most) they don't grow up until their mid-30s whe...
by rogers
November 17th, 2005, 1:40 am
Forum: Technical Forum
Topic: Beyond Copula
Replies: 6
Views: 130872

Beyond Copula

forget about intensity process. Think about how you get the spread for equity tranche, you will not want to use intensity process. any better statstical inference tools better than copula?
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