You guys should check out Steve Harris' daughter Lauren HArris

<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...

<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...

Well they are confident that they are going to be bought by Barclays and a japanese Bank.

<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...

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 ?

She is not as nice as the singer of Stream of passionStream of Passion

<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 ...

Speaking of that, does the NYSE have some ? How can stocks like LEH or AIG fall that low ?

<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-...

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.

Have we ever seen something with a recovery rate of 0 ?

Any idea guys about that will be the recovery value ? much lozer than Refco

So nationalizations do not only happen in France

<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...