<t>QuoteOriginally posted by: CuchulainnThe first time I heard about Morgan was 25years ago. I was a teenager in a taxi in London, and the driver had some funny accent. When I asked where was he from, he raised his chest, turned to me, opened a huge smile and said: " BARDADOS! LAND OF CAPTAIN MORGAN...

QuoteOriginally posted by: trackstarAhoy, Captain Hook!May your Ships be fastYour Doubloons plentiful,Your Rum strong, andYour ladies lovely (and loving!) in 2015 Above all, endeavor to stay out of the Brig!HURRA!

Ahoy Mateys!My crew and I wish you a Merry Christmas and a Happy 2015!Cheers,Hook

<t>Can you talk like a Pirate?Says you, says I, I can.I've been talking this waySince me birthday began.You can talk like a PirateC'mon and give it a try.Avast, Ahoy, Aye Aye!Avast, Ahoy, Aye Aye!Call my friends "me hearties"and call my pals "mateys."Call them golden coins"Dubloonies" if you please....

QuoteOriginally posted by: CuchulainnWhen God created Adam, he was thinking of Chuck Norris.The serpent would be eternally injured by a roundhouse kick.

"in the presence of Chuck Norris, all black swans become white"

Q: What really happened to the markets in 2008?A: Chuck Norris woke in a bad mood.

"In the presence of Chuck Norris, all Differencial Equation becomes dF(X(t),t)= dC(t), where C(t) is Chuck Norris desire at time t"

"Chuck Norris does not do approximations to mathematical functions. They become what he writes""Chuck Norris does not calculate credit risks, he ensures no defaults occur"

Thank you, outrun.

Dear all,Does anyone know any polynomial approximation for the cumulative four-dimensional standard normal curve?Cheers,Hook

12 - In 2013 London was the most visited city in the worldI guess the Olympic Games had some positive effect on tourism.

<t>NICE!I was woking on the derivatives of the bivariate lognormal with respect to each strike, but there was one missing term, I knew that.It was easily verifiable when rho=1 and rho=0 (situations that we know the result) that one term was missing.I did not consider the correlation might also chang...

<t>Dear all,Consider a binary option that pays $1 if at maturity asset A is above a level Xa and asset B is above a level Xb.To incorporate smile effects, in the univarite case we need to add -vega*d(vol)/d(strile). Does anybody know the smile correction term for this derivative on 2 assets?Cheers <...

Consider an up and out call, with barrier B and strike =0 (zero).It will simply be the (present value) of expected value of S(T), conditioned of not having crossed the barrier.