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by katastrofa
September 1st, 2008, 7:21 pm
Forum: Off Topic
Topic: Ethical aspects of commodities trading
Replies: 24
Views: 51854

Ethical aspects of commodities trading

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: katastrofa"They would starve anyway" is a piss-poor defense.I would disagree that it is "piss poor" because this decision making rule is the basis for medical triage. What is the proper ethical decision if taking action A leads to ...
by katastrofa
September 1st, 2008, 7:19 pm
Forum: Off Topic
Topic: South Ossetia
Replies: 85
Views: 58445

South Ossetia

<t>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: katastrofaQuoteOriginally posted by: TraderJoeQuoteOriginally posted by: katastrofaA10 friendly fire on British convoyThis is sad to watch.This is war, just like on other videos you were apparently enjoying in this thread.Oh, so you e...
by katastrofa
September 1st, 2008, 7:19 pm
Forum: Technical Forum
Topic: CDO pricing with random recovery
Replies: 221
Views: 98756

CDO pricing with random recovery

Yes, but numerically it will suck when you will want to do bucketing.
by katastrofa
September 1st, 2008, 7:18 pm
Forum: Technical Forum
Topic: mapping standard correlation to bespole correlation
Replies: 13
Views: 62694

mapping standard correlation to bespole correlation

The mean value resulting from the stochastic recovery distribution (in the sense of Krekel's paper).
by katastrofa
August 31st, 2008, 9:28 pm
Forum: Off Topic
Topic: Ethical aspects of commodities trading
Replies: 24
Views: 51854

Ethical aspects of commodities trading

"They would starve anyway" is a piss-poor defense.
by katastrofa
August 31st, 2008, 4:22 pm
Forum: Off Topic
Topic: South Ossetia
Replies: 85
Views: 58445

South Ossetia

QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: katastrofaA10 friendly fire on British convoyThis is sad to watch.This is war, just like on other videos you were apparently enjoying in this thread.
by katastrofa
August 31st, 2008, 4:16 pm
Forum: Off Topic
Topic: Ethical aspects of commodities trading
Replies: 24
Views: 51854

Ethical aspects of commodities trading

Let us assume that the politicians remain as they were and consider the actions of speculators ceteris paribus. Do you think they will make the situation of hungry people better, worse, or have no impact on it (on average)?
by katastrofa
August 31st, 2008, 2:26 pm
Forum: Off Topic
Topic: Ethical aspects of commodities trading
Replies: 24
Views: 51854

Ethical aspects of commodities trading

Like, dying of hunger?
by katastrofa
August 31st, 2008, 8:38 am
Forum: Off Topic
Topic: South Ossetia
Replies: 85
Views: 58445

South Ossetia

A10 friendly fire on British convoy
by katastrofa
August 30th, 2008, 10:23 pm
Forum: Off Topic
Topic: Ethical aspects of commodities trading
Replies: 24
Views: 51854

Ethical aspects of commodities trading

In the long term, this might all be true. However, what about the short term?
by katastrofa
August 30th, 2008, 11:16 am
Forum: Off Topic
Topic: Ethical aspects of commodities trading
Replies: 24
Views: 51854

Ethical aspects of commodities trading

Do you think that increasing interest in commodities speculation could lead to more people being unable to feed themselves?
by katastrofa
August 30th, 2008, 10:57 am
Forum: Technical Forum
Topic: CDO pricing with random recovery
Replies: 221
Views: 98756

CDO pricing with random recovery

The first paper is just a special case of Andersen and Sidenius "random recovery" framework...
by katastrofa
August 30th, 2008, 10:56 am
Forum: Technical Forum
Topic: mapping standard correlation to bespole correlation
Replies: 13
Views: 62694

mapping standard correlation to bespole correlation

I would use stochastic recovery for calibrating correlation skew and expected recovery for correlation skew mapping.
by katastrofa
August 16th, 2008, 8:01 pm
Forum: Careers Forum
Topic: PhD becoming less relevant to quant work?
Replies: 161
Views: 65502

PhD becoming less relevant to quant work?

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: twofish In fact, if you get a Ph.D. in a lot of fields, a lot of your life will be spent staring at a computer screen, that's only for the experimentalists. the theorists are sitting in a coffee shop scribbling equations on a blank ...
by katastrofa
August 15th, 2008, 5:05 pm
Forum: Technical Forum
Topic: CDOs and Copula Functions
Replies: 99
Views: 221307

CDOs and Copula Functions

Of course one can improve on copula models. The improvements have been discussed on this very forum.
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