<t>I'm like blown away here. OK. The other limits include 1%, 2%, 3%, pi% of the number written on the wall (I can't tell you which wall that is).You should look at VaR in the context of risk vs. return and what if the shit's gonna happen twice as big as what has happened in the history of the unive...

<t>I can't believe how empty this forum has become - just endless messages of nothing, full of shit and nothing more. Go give me some insight on my issues with HJM in another thread! You guys, really need to get a job (DCFC included).PS the problem with all of you "finance guys" or those who're geti...

they invented overnight rate, but that's as close as they could get to the short rate. you're not answering my question though. looks like you're trying to wiggle you way out, but no no no, I cornered you. be a man (or woman) and give me a straight answer!

Forgive my ignorance, if I'm wrong, but I thought that all model derived from HJM framework can be interpreted as short rate models. Isn't that true?

<t>I am forced to exist side by side with an HJM type model which in the current crazy market environment produces weird/unrealistic risk analytics. Please, give me some advice on how to straighten the model out. I am sure the issues I'll describe are not new and somebody faced them already.My model...

I found 3 indices that fit the description on Lehman Live. Attached.

I was actually wondering about this myself. It seems the only quant job advertisements that are still left out the are Quant Trading and High Frequency. Is that a reflection of reality?

<t>Thanks Chuch, for finding this! It's good to know for sure. I suspect that mathworks might introduce some changes to their OOP in the future to remove some of those bullet points that you quoted. OOP in Matlab is very young. I don't think you could call Object Oriented Programming that what was a...

The class interface is too large too post here and classified Here is an example which leads to the same error messageclassdef Class_Xproperties a bendmethods function obj = Class_X(obj,a) obj.a = a; end function obj = Class_X(obj,a,b) obj.a = a; obj.b = b; endend

I have a suspicion that MATLAB allows only one constructor method per class? Is that true?Here is how I arrived to this conslusion. I started defining a second constructor method per class, but MATLAB told me 'Class_X might be used incompatibly or redifined'. What does it mean?

<t>QuoteOriginally posted by: LTrainI love the private equity model: Give me your money, don't ask questions, and I will give it back in ten years. (maybe with a profit but no warranty is offered) If things go badly, I just issue a binding capital call. Forget this mark-to-market crap and investor r...

<t>QuoteOriginally posted by: ShyurikI finished my Physics PhD in December and just started looking for quant finance jobs - starting with posting my resume on quantfinancejobs, next morning I got a call at 7 (!) am EST when I was still happily asleep enjoying my unemployment vacation from a SelbyJe...

When I was in grad school, volatility was always expressed in % (as yield vol), but when I started working, I saw that interest rate volatility everywhere is expressed in BP (basis point) form. Why do people in the industry prefer BP vol to yield vol (Black vol)?

<t>QuoteOriginally posted by: timemaster007I'm thinking of packing my FO job in. I'm a bit tired of my current job role and would like to start trading online. I know it's career suicide at the moment, but I'm sure it's worth a gamble. In worst case, I could always look for another job again in a fe...

<t>When I hear "Computer Science" I think IT. Stupid IT. I don't know, maybe somewhere there are smart IT people, but in my experience, IT people know only IT and, more importantly, they are persived only as such. They even think differently from math people, or normal people in general, that it is ...