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by DavidJN
May 5th, 2019, 5:28 pm
Forum: Off Topic
Topic: Global Warming - What We Can Do (Mitigation)
Replies: 577
Views: 195210

Re: Global Warming - What We Can Do (Mitigation)

BTW, the authors of that article are just journalists, if I'm not mistaken...."

You are mistaken. This particular research was done by qualified scientists and peer reviewed. And yes, having fewer or no children is something also found high on their list of things people can do on their own.
by DavidJN
May 5th, 2019, 1:14 pm
Forum: Off Topic
Topic: Global Warming - What We Can Do (Mitigation)
Replies: 577
Views: 195210

Re: Global Warming - What We Can Do (Mitigation)

A couple of years ago I corresponded with one of the authors of a refereed article that rated the efficacy of actions for reducing one's personal environmental footprint. The article included the obvious suggestions (ditching the car, going vegetarian, etc.) but completely missed an obvious one - na...
by DavidJN
May 4th, 2019, 6:19 pm
Forum: Technical Forum
Topic: Simulate extremes of a Brownian motion
Replies: 6
Views: 346

Re: Simulate extremes of a Brownian motion

Seeing as both Monte Carlo and binomial trees can be used to price options, can the poster's questions be related to the geometry of the binomial tree? 
by DavidJN
March 14th, 2019, 9:52 pm
Forum: Book And Research Paper Forum
Topic: Machine Learning for Bond Options pricing/hedging
Replies: 5
Views: 337

Re: Machine Learning for Bond Options pricing/hedging

Does it have to be options? If not, how about Treasury bond futures?
by DavidJN
March 8th, 2019, 12:26 pm
Forum: General Forum
Topic: I want to steal his CEO job NOW!
Replies: 19
Views: 968

Re: I want to steal his CEO job NOW!

".... it is very very hard, for a life insurance company to be under distress."

You might instead consider stand-up comedy as a career?
by DavidJN
March 4th, 2019, 11:56 pm
Forum: Off Topic
Topic: Sixties Music *****
Replies: 43
Views: 4825

Re: Sixties Music *****

Let's take this thread a little "outside"?
by DavidJN
February 21st, 2019, 2:14 am
Forum: Student Forum
Topic: SOFR discounting
Replies: 1
Views: 225

Re: SOFR discounting

I recommend you read this:
https://www.newyorkfed.org/medialibrary ... RC-faq.pdf
The ARRC is the  Alternative Reference Rates Committee.
by DavidJN
February 19th, 2019, 2:21 pm
Forum: Student Forum
Topic: ATMF ?
Replies: 4
Views: 311

Re: ATMF ?

Forgetting options for a moment, ATMF means that no money needs to change hands today when agreeing to a transaction settling at some date later than spot settlement. Don’t get too hung up on measure here, just think of what the price has to be for the transaction to be arbitrage-free. Review the 'c...
by DavidJN
February 15th, 2019, 4:20 am
Forum: Programming and Software Forum
Topic: Excel C API question
Replies: 5
Views: 311

Re: Excel C API question

Okay, I remembered it. Count the number of characters including blank spaces in the text string and convert the answer from decimal to octal. 
by DavidJN
February 13th, 2019, 4:17 am
Forum: Programming and Software Forum
Topic: Excel C API question
Replies: 5
Views: 311

Excel C API question

I've built my XLL add-ins using the Excel C API for ages but not lately, and I've forgotten a detail. The code line below assigns an error message string that will be returned by a function if a certain argument fails a certain error check: result.val.str = "\043Time_in_years must be non-negative!" ...
by DavidJN
February 10th, 2019, 4:49 pm
Forum: Student Forum
Topic: EASY QUESTION: Is futures / cash hedge dynamic or static?
Replies: 2
Views: 151

Re: EASY QUESTION: Is futures / cash hedge dynamic or static?

Google "tailing a hedge" or "tailing a futures hedge".
by DavidJN
January 14th, 2019, 11:40 pm
Forum: Off Topic
Topic: Quants in POLAND
Replies: 158
Views: 198823

Re: Quants in POLAND

"Who has a fascist government?"
Hungary. They've been there before, of course.
by DavidJN
January 5th, 2019, 2:38 pm
Forum: General Forum
Topic: Fixing offset in AUD swaps
Replies: 7
Views: 348

Re: Fixing offset in AUD swaps

Commonwealth countries (UK, Canada, Aussie, New Zealand) tend to have a zero day lag, that is fixing dates are the same as value dates.
by DavidJN
January 2nd, 2019, 3:10 pm
Forum: Book And Research Paper Forum
Topic: The FLAW & HOW TO FIX CAPITALISM
Replies: 15
Views: 880

Re: The FLAW & HOW TO FIX CAPITALISM

" yes this is an interesting topic, some we can find from option theory and practice." Indeed. I did that kind of research in the late 1980's and that is partly how I informed my opinion on the topic. Have you read any of the Free Banking literature? Kevin Dowd from the UK is one proponent of this i...
by DavidJN
December 4th, 2018, 4:04 am
Forum: Book And Research Paper Forum
Topic: The FLAW & HOW TO FIX CAPITALISM
Replies: 15
Views: 880

Re: The FLAW & HOW TO FIX CAPITALISM

Limited liability is a fascinating topic. Assuming any private company ever had the wherewithal to sell it (which I totally doubt), what would the premium to buy limited liability insurance? I imagine it would be enormous. This being so, I have always thought that the corporate tax should be fairly ...
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