SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by croot
October 13th, 2011, 12:19 pm
Forum: Off Topic
Topic: Financial Crisis Solution
Replies: 21
Views: 17899

Financial Crisis Solution

<t>Nothing to add, just going to ramble to balance what I perceive as zerdna's unabashed belief in laisser-faire!Quote"The big reasons had to do with the US government [...] printing money with abandon for years,"Agree. But isn't the FED supposed to be "independant", to save politicians the temptati...
by croot
October 13th, 2011, 1:00 am
Forum: Off Topic
Topic: Financial Crisis Solution
Replies: 21
Views: 17899

Financial Crisis Solution

<t>I heard a well taught person explain without laughing that micro second trading is useful, because having more fixings means having more information, and if you are against micro second fixings then you are against more information being revealed... (subtext: and therefore you are a Communist try...
by croot
October 11th, 2011, 12:59 pm
Forum: Technical Forum
Topic: how to prove this equation? (probability)
Replies: 10
Views: 18587

how to prove this equation? (probability)

<t>Just to stress that your equation is correct, you only need a technical hypothesis (that K is unattainable and >S0, obviously as usual assuming S(T) follows a 1-D continuous Markov diffusion). Checking this technical assumption would require extensive mathematics and you can't really trust a nume...
by croot
October 11th, 2011, 12:53 pm
Forum: Off Topic
Topic: funny alternatives to hoarding wealth
Replies: 7
Views: 16946

funny alternatives to hoarding wealth

<t>farmer, you mention "military assets" but what is the accounting like for those? I can imagine how jeeps and boots make up assets, but the rest... -Radio equipment can't be used without authorisation to use frequencies-War type rifles are probably forbidden even in most of the US?-UAVs ... could ...
by croot
October 10th, 2011, 11:21 pm
Forum: Off Topic
Topic: Financial Crisis Solution
Replies: 21
Views: 17899

Financial Crisis Solution

<t>1)As you say, how do you determine who is the end user? It's not as simple as physical delivery or not: insurance companies arguably serve a useful purpose but have no use for the commodity.2)It would require a very intricate government-operated free machinery to match every producer's risk to so...
by croot
October 10th, 2011, 1:27 pm
Forum: General Forum
Topic: EU Tobin tax
Replies: 8
Views: 18687

EU Tobin tax

<t>@MattF: Some groups are pushing for a more homogeneous EU. In this view, England is Europe's place specialising in financial services, and as such it receives equally useful services of non-financial nature from other members of the EU. What will be contributed in the name of tax on finance will ...
by croot
October 10th, 2011, 1:17 pm
Forum: Technical Forum
Topic: how to prove this equation? (probability)
Replies: 10
Views: 18587

how to prove this equation? (probability)

<t>Ok I'll give this a shot: although your formula looks intuitive, it may not be exactly stated as such in mainstream textbooks; maybe you should check out the following work by P.Whittle: "Probability via expectation" - for the right hand side. Also, the term on the left hand side will depend on t...
by croot
October 5th, 2011, 3:49 pm
Forum: Careers Forum
Topic: Total Compensation
Replies: 9
Views: 59614

Total Compensation

Are these prices from some time in the future when turnip will be 1000$/kg?
by croot
October 4th, 2011, 5:51 pm
Forum: Brainteaser Forum
Topic: Rotation of n-dim Brownian motion
Replies: 19
Views: 23025

Rotation of n-dim Brownian motion

Lol, not quite. Monkey!
by croot
October 4th, 2011, 1:02 pm
Forum: Brainteaser Forum
Topic: Rotation of n-dim Brownian motion
Replies: 19
Views: 23025

Rotation of n-dim Brownian motion

Sure. And no the example question in my answer is by no means directed at you. More like at all those people who rely on common background to use imprecise wording, not caring that in this way they shut off many unexplored alleys of thought. Not a high-paying job, dayum what's the point?
by croot
October 4th, 2011, 12:38 pm
Forum: Brainteaser Forum
Topic: Rotation of n-dim Brownian motion
Replies: 19
Views: 23025

Rotation of n-dim Brownian motion

<t>What I meant is:1)your question is not put precisely to warrant a mathematical answer. A Brownian motion does not "have" ""a rotation"", so one must first interpret the jargon. 2)Maybe this means look at the process RWt where R is some deterministic rotation matrix. That is a Gaussian process wit...
by croot
October 3rd, 2011, 9:25 pm
Forum: Brainteaser Forum
Topic: Rotation of n-dim Brownian motion
Replies: 19
Views: 23025

Rotation of n-dim Brownian motion

Several times I notice I agree with Polter.
by croot
October 2nd, 2011, 8:20 pm
Forum: Careers Forum
Topic: Performance Analysis
Replies: 6
Views: 17975

Performance Analysis

Seriously, 18+5+3=26 , what have you done with the remaining 4 years? At 30 you have only 1 year before you face your:Senate hearing committee Magistrates court Local police custodian
by croot
September 30th, 2011, 3:15 pm
Forum: Off Topic
Topic: People overly aggressive on Wilmott
Replies: 187
Views: 23555

People overly aggressive on Wilmott

<t>reply to french "X" some pages ago.Sorry chap, no irony at all.I AM out of a job and just a couple months' rent from broke, and I AM seeking tenure pretty much anywhere on Earth,so that I can do some constructive things with my timeinstead of JUST running after the latest trend in qfin.Though I h...
by croot
September 30th, 2011, 1:51 pm
Forum: Student Forum
Topic: Girsanov's theorem and Heston's SV-model
Replies: 12
Views: 18164

Girsanov's theorem and Heston's SV-model

list: no there isn't, for instance if q²=d² .
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