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by DominicConnor
October 1st, 2002, 9:33 am
Forum: Off Topic
Topic: Theory of Everything
Replies: 34
Views: 192308

Theory of Everything

<t>Actually, I got to use relativity in finance last year.We pump prices around the UK debt market (someone has to), and the bit of the Treasury that interferes with the Gilt market wanted do place constraints and obligations on us all.The problem being that the 3 IDBS (KSBB, CF, and ICAP) couldn't ...
by DominicConnor
October 1st, 2002, 9:23 am
Forum: Off Topic
Topic: Star Wars
Replies: 13
Views: 190385

Star Wars

The fact that it is horribly expensive is of course good for the USA.America has a structural advantage in projects involving huge amounts of resources and know-how.Endeavours where the individual counts are a level playing field.Dominiconnor
by DominicConnor
October 1st, 2002, 9:19 am
Forum: Programming and Software Forum
Topic: C++ v. Matlab v. Mathematica
Replies: 53
Views: 195177

C++ v. Matlab v. Mathematica

If I had a hammer...Dominiconnor
by DominicConnor
September 30th, 2002, 2:44 pm
Forum: Book And Research Paper Forum
Topic: New 5th Edition of John Hull's "Options, Futures, and Other Derivatives"
Replies: 48
Views: 195537

New 5th Edition of John Hull's "Options, Futures, and Other Derivatives"

By that definition, Britain is considerably more developed than the USA Sccess has a price, by arbitrage is about 30 bucks.DominiConnor
by DominicConnor
September 30th, 2002, 2:15 pm
Forum: Programming and Software Forum
Topic: SQL database in trading application
Replies: 4
Views: 189784

SQL database in trading application

<t>Agreed.Presumably there will be a "Version 2" of this application ?A quick and easy way to check your fixes/upgrades haven't broken anything is to put the same data in, and see if the same results come out. DBs are good at this.You can use your DB to give some scalability, since you can offload h...
by DominicConnor
September 30th, 2002, 1:34 pm
Forum: Programming and Software Forum
Topic: Passing an array from C++ to Excel
Replies: 9
Views: 191924

Passing an array from C++ to Excel

You don't need to use Dumpbin to get the mangled name, indeed you can avoid mangling by usingextern "C" next to the declaration.Dominiconnor
by DominicConnor
September 30th, 2002, 10:37 am
Forum: General Forum
Topic: Paul Volcker
Replies: 23
Views: 191398

Paul Volcker

<t>AIR the VAR used by regulators is to ensure capital to cope with events of 1% probability in the next 10 days. This is fine for "normal" markets. However, a basis of many portfolio managment structuresassumes various correlations, or more importantly, lack of correlations between stocks.For 99.9%...
by DominicConnor
September 30th, 2002, 10:28 am
Forum: General Forum
Topic: Paul Volcker
Replies: 23
Views: 191398

Paul Volcker

<t>Sadly, there is an epsiode in my ancestors history, which puts this the other way around.Ireland took to the potato big time when it came over from the Americas.Or more particularly, they took to one potato. You can clone a tuber, merely by chopping it in half and leaving itin a dark place. This ...
by DominicConnor
September 30th, 2002, 9:19 am
Forum: General Forum
Topic: What technology to use for Financial IS class?
Replies: 10
Views: 190328

What technology to use for Financial IS class?

Is there a decent book on Excel/VBA for derivatives markets, or indeed any front office area ?There are any number of books on the math, but a dearth on implementin the models, which isoften non-trivial. Dominiconnor
by DominicConnor
September 30th, 2002, 9:03 am
Forum: General Forum
Topic: What technology to use for Financial IS class?
Replies: 10
Views: 190328

What technology to use for Financial IS class?

<t>I agree, what one should be teaching is doing thigs to computers, rather than being done to. To be sure a lot of work is function macros, but a big chunk is scraping data out of Bloomberg et al ,andshredding it into a more useful form. VBA is a good basis for this, and gives you an opportunity to...