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by Polysena
April 20th, 2011, 7:18 pm
Forum: Technical Forum
Topic: QIS5 Solvency 2
Replies: 4
Views: 21885

QIS5 Solvency 2

No but it is a very interesting issue you raise.
by Polysena
April 20th, 2011, 4:28 pm
Forum: General Forum
Topic: Bond equivalent market value of a CDS
Replies: 15
Views: 52350

Bond equivalent market value of a CDS

Viking66 hmm could make a lot of sense.. will try thinking along these lines
by Polysena
April 20th, 2011, 4:27 pm
Forum: General Forum
Topic: Bond equivalent market value of a CDS
Replies: 15
Views: 52350

Bond equivalent market value of a CDS

Never too late still have not found out really how this is defined.. :-( mysterious uh
by Polysena
November 5th, 2009, 9:44 pm
Forum: Off Topic
Topic: Mongolia - Beyond Ulaanbaatar
Replies: 47
Views: 39247

Mongolia - Beyond Ulaanbaatar

QuoteOriginally posted by: zerdnaGood izbushka can even dance as documented in this clip Documentary on russian traditionsExcellent!
by Polysena
November 4th, 2009, 1:31 pm
Forum: General Forum
Topic: top researchers in microstructure
Replies: 13
Views: 34977

top researchers in microstructure

<t>you could try this a little old and very mathematic paperMERTENS, Jean-Franois, 1996. "The limit-price mechanism," CORE Discussion Papers 1996050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). Published as:Mertens, J. F., 2003. "The limit-price mechanis...
by Polysena
November 3rd, 2009, 3:44 pm
Forum: Off Topic
Topic: Mongolia - Beyond Ulaanbaatar
Replies: 47
Views: 39247

Mongolia - Beyond Ulaanbaatar

QuoteOriginally posted by: jawabeanQuoteOriginally posted by: Polysena but still traditionnal russian isbouchkis differ from canadian'sRussian izbushki are mobile unlike Canadien onesoh boy.. on foot, ready to march, to run... super foto!
by Polysena
November 3rd, 2009, 2:37 pm
Forum: Off Topic
Topic: Mongolia - Beyond Ulaanbaatar
Replies: 47
Views: 39247

Mongolia - Beyond Ulaanbaatar

<r>QuoteOriginally posted by: jawabeanQuoteOriginally posted by: Polysenathis is why I liked Dr Jivago so authentic Russia ( <E>;-)</E> filmed in Canada)...you mean with Omar Sharif YESthe funny thing's that Canada is not that different from Russia winter time, snow, snow, cold, cold. we were SUVing...
by Polysena
November 3rd, 2009, 1:28 pm
Forum: Off Topic
Topic: Mongolia - Beyond Ulaanbaatar
Replies: 47
Views: 39247

Mongolia - Beyond Ulaanbaatar

<r>QuoteOriginally posted by: jawabeanQuoteOriginally posted by: zerdnaWatch the movie "Mongol". The shots of Mongolia are phenomenal.except that it was filmed in China and Kazakhstanthis is why I liked Dr Jivago so authentic Russia ( <E>;-)</E> filmed in Canada)... Weeping camel was a cool film and...
by Polysena
November 2nd, 2009, 8:25 pm
Forum: General Forum
Topic: LGD modelling
Replies: 8
Views: 35128

LGD modelling

<t>I understand that you cannot reveal all of what you are doing, but some clarity would be helpful.1. Are you supposed to come up with a "Downturn LGD" model for your bank? 2. Does your bank already have a model for computing Loans to middle corporates LGDs? Is it an actuarial model? Or do you have...
by Polysena
November 2nd, 2009, 8:04 pm
Forum: Off Topic
Topic: Mongolia - Beyond Ulaanbaatar
Replies: 47
Views: 39247

Mongolia - Beyond Ulaanbaatar

Kazakhs or mongol, not that important.. the photos are beautiful :-)
by Polysena
May 13th, 2009, 5:37 pm
Forum: General Forum
Topic: Dynamic hedging with CDS and swaptions
Replies: 3
Views: 57429

Dynamic hedging with CDS and swaptions

Excellent source thanks!
by Polysena
April 16th, 2009, 8:32 pm
Forum: Student Forum
Topic: question about Salih Neftci
Replies: 13
Views: 54473

question about Salih Neftci

Not in Geneva but in Aubonne between geneva and Lausanne. Yes this is sad. he was charming.
by Polysena
April 16th, 2009, 6:12 am
Forum: Technical Forum
Topic: Basel II: Market Risk issue
Replies: 5
Views: 44198

Basel II: Market Risk issue

<t>To my knowledge, the formulation has always been so and there seems to be no clear explanation to why it was formulated like that.. edit 16.04.2009 20:50CET: Actually in this Lehman case below you would clearly have an example of what can happen and why this (BII) was done so...a IB with a "hold"...
by Polysena
February 27th, 2009, 11:21 am
Forum: General Forum
Topic: Is quant finance the new Cargo cult ?
Replies: 30
Views: 45397

Is quant finance the new Cargo cult ?

<t>QuoteOriginally posted by: PaulPolysena,I play various roles in life, and one of them is as an educator. As such I never spoonfeed students and I encourage them to think for themselves. I absolutely despise groupthink, and look down on people who just regurgitate what they have been told. I under...
by Polysena
February 27th, 2009, 10:43 am
Forum: General Forum
Topic: Is quant finance the new Cargo cult ?
Replies: 30
Views: 45397

Is quant finance the new Cargo cult ?

<r>Paul, sorry for being slightly pert but are you being ingenuous on purpose?? Large institutions (academia being not the less of them) are characterised by conformist behaviour... you can't tell me you don't know about that <E>:-)</E> independence of mind is lesser and lesser rewarded...Herd: some...
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