Serving the Quantitative Finance Community

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by Zub
December 10th, 2009, 8:48 am
Forum: Careers Forum
Topic: Darling Places 50% Levy on U.K. Bank Bonuses
Replies: 95
Views: 45001

Darling Places 50% Levy on U.K. Bank Bonuses

<t>QuoteOriginally posted by: DominicConnorIt's a fucking mess.Even as we speak, P&D are teaming up with a vast law firm to do seminars on the bonus shit. Tax is one issue, and we can assume others.The only issue we have is that the lawyers think 70 people is a "big" number to turn up for breakf...
by Zub
December 10th, 2009, 8:35 am
Forum: General Forum
Topic: P&D Vacancy : Chancellor
Replies: 5
Views: 33059

P&D Vacancy : Chancellor

Regarding the car, trackstar, I am afraid you would have to be happy with an extremely unimpressive Jag S-type, since that's what I saw him in once.
by Zub
October 14th, 2009, 9:40 am
Forum: Technical Forum
Topic: Evolving base correlation?
Replies: 9
Views: 35804

Evolving base correlation?

<t>My 2cAs far as I understand anp31415, your idea would be to keep the existing models (since you are still talking about Base Correlation) and just postulate some diffusion (or another stochastic) process for that input parameter. I really think this is, from a fundamental point of view, a bad ide...
by Zub
July 6th, 2009, 11:50 am
Forum: Careers Forum
Topic: what to do?
Replies: 27
Views: 41518

what to do?

<t>QuoteOriginally posted by: BullBearYesterday, in my southern EU country, a head hunter told me that (gross/annual) € 28k is an outrageous (almost obscene) expectation for a wage.Is it that much in other EU countries (for someone that studied 19 years including 2 yrs M. Sc. + 5 yrs undergraduate L...
by Zub
June 29th, 2009, 12:07 pm
Forum: Technical Forum
Topic: Front-loaded liquidity and EONIA
Replies: 12
Views: 41567

Front-loaded liquidity and EONIA

I have just read this, maybe it is of some interest.
by Zub
May 29th, 2009, 2:34 pm
Forum: Technical Forum
Topic: CDO pricing with random recovery
Replies: 221
Views: 111263

CDO pricing with random recovery

<t>QuoteOriginally posted by: TrickyNathanHi all,I have 2 questions about random recovery:1- I was wondering how consistent is giving a value to super senior tranches since they don't have any in the real market. With random Recovery, we introduce additional variance to be "closer" to the market, is...
by Zub
May 20th, 2009, 8:40 am
Forum: Careers Forum
Topic: Bogus jobs on the job board?
Replies: 22
Views: 46833

Bogus jobs on the job board?

<t>QuoteOriginally posted by: daveangelthe best thing to do is to ignore the jobs board completely except for jobs posted by Administrator which seem to be genuine. I never cease to be amused by the number of different permuations that SJ, orgtel and others come up with. they must have a whole team ...
by Zub
May 19th, 2009, 2:51 pm
Forum: Careers Forum
Topic: Bogus jobs on the job board?
Replies: 22
Views: 46833

Bogus jobs on the job board?

<t>I agree with the fact that this forum is an unvaluable source of knowledge, but most importantly it constantly provides some food for thoughts to the reader. However the bogus job ads are really obnoxious, mostly because they leverage on the fact that these days there are a lot of people who are ...
by Zub
May 14th, 2009, 7:42 am
Forum: General Forum
Topic: Outrage of the Day: PhDs and Academics ...
Replies: 20
Views: 42799

Outrage of the Day: PhDs and Academics ...

After the pile of nonsense I feel the urge to rewatch at the Stewart Vs Cramer at the "Daily Show", in which this guy gets what he deserves.
by Zub
March 10th, 2009, 9:07 am
Forum: General Forum
Topic: The Formula That Killed Wall Street
Replies: 28
Views: 46961

The Formula That Killed Wall Street

I agree with you guys but apparently a lot of people here don't share that opinionhttp://www.wilmott.com/messageview.cfm?catid=3&threadid=68949
by Zub
February 24th, 2009, 8:51 am
Forum: General Forum
Topic: Here we go again...
Replies: 27
Views: 46786

Here we go again...

<t>Another (well known) financial commentator/blogger putting the blame on a single formula. People should write about what they know and understand. I actually enjoy reading Felix Salmon on his blog, but by writing this he shows as much incompentence as the one shown by the people who blindly belie...
by Zub
February 13th, 2009, 12:08 pm
Forum: General Forum
Topic: Crisis quick fix
Replies: 64
Views: 49183

Crisis quick fix

<t>QuoteDude, you may have the name and influence you have. You may be a top head hunter and screw me if try to get a job in the UK but you're so fuckin arrogant and stupid that even stink!! You are the one that should study management and finance. You quant guys are stupid assholes that can't under...
by Zub
February 11th, 2009, 10:57 am
Forum: Programming and Software Forum
Topic: VS2008 slower than VS2005
Replies: 7
Views: 44709

VS2008 slower than VS2005

Yep,unless preproc definitions have changed, I define _SECURE_SCL to 0 (as well as _HAS_ITERATOR_DEBUGGING 0, although I don't think that this last one would impact release mode)
by Zub
February 10th, 2009, 4:35 pm
Forum: Programming and Software Forum
Topic: VS2008 slower than VS2005
Replies: 7
Views: 44709

VS2008 slower than VS2005

I already use them, but unfortunately I need to run under Windows (mostly). Actually I was just wondering whther anybody who underwent the same migration has noticed the same problems
by Zub
February 10th, 2009, 3:37 pm
Forum: Programming and Software Forum
Topic: VS2008 slower than VS2005
Replies: 7
Views: 44709

VS2008 slower than VS2005

<t>Well I 'm not doing that, just becasue the MS guys have decided to become sloppy programming the Visual C++ in VS2k8. Actually, I also checked the Intel compiler (which can be still used through VS IDE) which produces roughly the same performance as of VS2005, despite the build process is much sl...
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