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by greghm
December 21st, 2011, 4:42 pm
Forum: Off Topic
Topic: For Gothic Punk Finance Girls
Replies: 746
Views: 100310

For Gothic Punk Finance Girls

You guys should check out Steve Harris' daughter Lauren HArris
by greghm
March 25th, 2009, 4:26 pm
Forum: Student Forum
Topic: implied distribution
Replies: 8
Views: 190977

implied distribution

<r>QuoteOriginally posted by: bagheadCorrado-Su modelImplied volatility skews and stock return skewness and kurtosis implied by stock option priceshttp://<URL url="http://www.bus.miami.edu/~tsu/ejf97.pdfhttp://www.geocities.com/gbosmis/files/Corrado_Su_Model.xlshave"><LINK_TEXT text="www.bus.miami.e...
by greghm
September 22nd, 2008, 11:45 am
Forum: Off Topic
Topic: For Gothic Punk Finance Girls
Replies: 746
Views: 100310

For Gothic Punk Finance Girls

<t>QuoteOriginally posted by: CactusManHere are some great photos of Marcela that I found.Marcela BovioMarcela BovioThese two are especially nice.Marcela Bovio Marcela Bovio Dark and lovely, with a few beauty marks, and untameable hair. Amazing woman!I just received the copy of the Restraining order...
by greghm
September 22nd, 2008, 11:35 am
Forum: General Forum
Topic: any leh or mer quant here?
Replies: 12
Views: 52429

any leh or mer quant here?

Well they are confident that they are going to be bought by Barclays and a japanese Bank.
by greghm
September 19th, 2008, 11:32 am
Forum: General Forum
Topic: When are we going to see hedge funds blow up?
Replies: 20
Views: 52880

When are we going to see hedge funds blow up?

<t>QuoteOriginally posted by: twofishWhen hedge funds die, they crawl into some corner and quietly go **poof**. At this point they are much too small to bring down the world financial system.Well they obviously trade against counterparties so that is an issue. Sometimes the counterparty is the one w...
by greghm
September 17th, 2008, 2:03 pm
Forum: General Forum
Topic: UK: HBOS
Replies: 5
Views: 49761

UK: HBOS

QuoteOriginally posted by: penguinathe UK seems to be disintegrating even faster than the US. They're both well on the way to becoming banana republics (and banana Monarchy?)Haven't always been ?I wonder what are the next banks in the UK to know the same fate... What is the rating of HBOS ?
by greghm
September 17th, 2008, 12:30 pm
Forum: Off Topic
Topic: For Gothic Punk Finance Girls
Replies: 746
Views: 100310

For Gothic Punk Finance Girls

She is not as nice as the singer of Stream of passionStream of Passion
by greghm
September 17th, 2008, 12:13 pm
Forum: Trading Forum
Topic: Russian market and circuit breakers
Replies: 8
Views: 49506

Russian market and circuit breakers

<t>QuoteOriginally posted by: mackbarFunny you should ask. They are set each quarter, so they are callibrated to current market levels.NYSE Circuit Breakers for Q3 2008The debate, as you might expect, concerns pent up demand, among other things.People are going very hard on the moral hazard in some ...
by greghm
September 17th, 2008, 12:00 pm
Forum: Trading Forum
Topic: Russian market and circuit breakers
Replies: 8
Views: 49506

Russian market and circuit breakers

Speaking of that, does the NYSE have some ? How can stocks like LEH or AIG fall that low ?
by greghm
September 17th, 2008, 11:45 am
Forum: Trading Forum
Topic: Russian market and circuit breakers
Replies: 8
Views: 49506

Russian market and circuit breakers

<t>QuoteTrading on all RTS markets suspendedTrading on RTS markets was suspended at 12.10 Moscow time due to the order of the Federal Financial Markets Service of Russia until a special instruction of the FFSM.For further information, please contact the RTS Public Relations Department at +7(495)705-...
by greghm
September 17th, 2008, 11:33 am
Forum: General Forum
Topic: any leh or mer quant here?
Replies: 12
Views: 52429

any leh or mer quant here?

I know a friend there, quant on a trading desk. He was surprisingly still there and working yesterday but no one is authorzed to trade.
by greghm
September 17th, 2008, 11:23 am
Forum: General Forum
Topic: Where is Dick Fuld?
Replies: 24
Views: 51885

Where is Dick Fuld?

Have we ever seen something with a recovery rate of 0 ?
by greghm
September 17th, 2008, 9:08 am
Forum: General Forum
Topic: Where is Dick Fuld?
Replies: 24
Views: 51885

Where is Dick Fuld?

Any idea guys about that will be the recovery value ? much lozer than Refco
by greghm
September 17th, 2008, 9:01 am
Forum: General Forum
Topic: AIG next ?
Replies: 61
Views: 57185

AIG next ?

So nationalizations do not only happen in France
by greghm
September 18th, 2007, 2:37 pm
Forum: Student Forum
Topic: TARN - Target redemption note
Replies: 0
Views: 65867

TARN - Target redemption note

<t>Hi,I have made a search and read the difference threads about TARNs in here. I have a question regarding the hedging of a TARN.Let s say you have this product:______________________________________________________Maturity: 5 YTARGET: 8%periodicity: annualCp[0]: 5 %Cp : Max([Si/S0-1] ; 0)Si : Pric...
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