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by drcurious
March 29th, 2018, 8:07 am
Forum: General Forum
Topic: Crypto equivalent of IB ?
Replies: 0
Views: 1005

Crypto equivalent of IB ?

What is Crypto-currency equivalent of Derivatives & Structured Products?

If derivatives business is motivated by mitigating risks, legal and tax aspects, then would they be solved using crypto currency, and related ways?

Can it be generalized, or rather case by case?

Cheers!
by drcurious
February 6th, 2013, 12:14 am
Forum: Off Topic
Topic: US slaps $US5b lawsuit on S&P over GFC
Replies: 1
Views: 8318

US slaps $US5b lawsuit on S&P over GFC

<r>HiFrom <URL url="http://www.bloomberg.com/news/2013-02-05/u-s-files-lawsuit-against-mcgraw-hill-standard-poor-s.html%22The"><LINK_TEXT text="http://www.bloomberg.com/news/2013-02-0 ... s.html"The">http://www.bloomberg.com/news/2013-02-05/u-s-files-lawsuit-against-mcgraw-hill-standard-poor-s....
by drcurious
January 5th, 2012, 5:30 pm
Forum: Off Topic
Topic: looking for adventure
Replies: 10
Views: 15310

looking for adventure

hey, thanks, Antarctica actually sounds interesting, but I would prefer to be around more people, and it might not be very populated place.. heheany other suggestions, please?
by drcurious
January 5th, 2012, 11:05 am
Forum: Off Topic
Topic: looking for adventure
Replies: 10
Views: 15310

looking for adventure

Hi,Currently I work in banking / credit. But for couple of months I'm thinking about career break for about half a year. Any ideas about some adventurous jobs out there? Maybe even with use of quant skills?Thanks!
by drcurious
July 21st, 2011, 10:17 am
Forum: Student Forum
Topic: correlation of indicators..?
Replies: 1
Views: 18865

correlation of indicators..?

Hi,Can you guys help me with that one, please?U_1, U_2 are Uniform random variable on (0,1) interval, correlated with rho.For given 0<Q<1, lets define Y_i = I ( U_i < Q ), for i=1,2, where I( ) is indicator function.What is correlation of Y_1 and Y_2?
by drcurious
July 7th, 2011, 8:21 am
Forum: General Forum
Topic: CDS with premium based on floating rate
Replies: 1
Views: 20513

CDS with premium based on floating rate

Hi,Has anybody seen CDS with premium based on floating rate?Thanks!
by drcurious
May 6th, 2011, 9:12 pm
Forum: Off Topic
Topic: social committee in a bank
Replies: 12
Views: 19491

social committee in a bank

Hi I'd like to ask for some ideas or link to web resources on topic of organizing activities withing social committee framework..I appreciate any input and would like to hear from anyone who had some good or bad experience with that concept..D
by drcurious
October 28th, 2009, 10:50 pm
Forum: General Forum
Topic: LGD modelling
Replies: 8
Views: 35820

LGD modelling

Hi, There is quite innovative approach to downturn LGD in Hillebrand (2006): 'Modeling and estimating dependent loss given default'...
by drcurious
October 22nd, 2009, 11:48 am
Forum: General Forum
Topic: Wrong-Way Risk / Exposure
Replies: 2
Views: 37662

Wrong-Way Risk / Exposure

yes, thanks!
by drcurious
October 20th, 2009, 7:05 am
Forum: General Forum
Topic: Wrong-Way Risk / Exposure
Replies: 2
Views: 37662

Wrong-Way Risk / Exposure

<t>Hi, I'd like to ask for methods, papers, or examples of implementations of Wrong-Way Risk/Exposure in credit risk?I'm interested how correlations are implemented in that approach.definition: Wrong Way Exposure occures when exposure to a counterparty is adversely correlated with the credit quality...
by drcurious
April 27th, 2009, 7:55 am
Forum: Careers Forum
Topic: traders support
Replies: 3
Views: 40160

traders support

thanks! sounds interesting!so if would apply for that, what would they expect me to know or be good at? what would be the most important, and what might be a thing they wouldn't like?
by drcurious
April 27th, 2009, 4:15 am
Forum: Careers Forum
Topic: traders support
Replies: 3
Views: 40160

traders support

Hi!I'm browsing some job ads and wanted to ask.. what are responsibilities of trader support of a software company? Any examples?Thanks!
by drcurious
April 23rd, 2009, 6:49 am
Forum: Numerical Methods Forum
Topic: kalman filter from imsl library?
Replies: 0
Views: 40492

kalman filter from imsl library?

Hi,Has anybody run Kalman Filter from IMSL library?dkalmnThat works for me fine, but I want to ask how do they invert Cov(observation_t | t-1) and calculate determinants..cheers!
by drcurious
April 23rd, 2009, 5:47 am
Forum: Student Forum
Topic: state variables, Kalman filter
Replies: 5
Views: 40889

state variables, Kalman filter

..I think we also have to add it in the prediction equations..
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