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by Paul
November 29th, 2002, 12:16 pm
Forum: Book And Research Paper Forum
Topic: bookshop in London
Replies: 31
Views: 193522

bookshop in London

Financial World Bookshop near Liverpool Street Station. (Tell Sharon I sent you!)P
by Paul
November 28th, 2002, 4:10 pm
Forum: Student Forum
Topic: Paul's Certificate in Quantitative Finance
Replies: 64
Views: 198091

Paul's Certificate in Quantitative Finance

People who know value for money when they see it, that's who! We have brought together the most experienced lecturers/practitioners to give the most focused education in quantitative finance. This is unequalled by anything else in Europe. IMHO!The course is almost full already. P
by Paul
November 28th, 2002, 8:51 am
Forum: Book And Research Paper Forum
Topic: Wilmott Magazine
Replies: 125
Views: 204204

Wilmott Magazine

I met with the producers of that BBC Horizon program while it was being planned and told them the Ed Thorp story. But you can see from their end result that historical accuracy was not high on their list of priorities...I think they missed a better story!P
by Paul
November 27th, 2002, 9:45 pm
Forum: Book And Research Paper Forum
Topic: Wilmott Magazine
Replies: 125
Views: 204204

Wilmott Magazine

sixsigma, If you did 5% (1 out of 20) of what Ed Thorp has done...!!!P
by Paul
November 27th, 2002, 11:28 am
Forum: Brainteaser Forum
Topic: brainteaser part II
Replies: 4
Views: 192416

brainteaser part II

4
by Paul
November 26th, 2002, 1:16 pm
Forum: Programming and Software Forum
Topic: erased: don't bother clicking
Replies: 15
Views: 190919

erased: don't bother clicking

Outrageous! Who's in charge here?! P
by Paul
November 24th, 2002, 5:22 pm
Forum: Book And Research Paper Forum
Topic: Wilmott Magazine
Replies: 125
Views: 204204

Wilmott Magazine

Anthis,John Wiley & Sons will send out your copy immediately if you contact them at [email protected]
by Paul
November 24th, 2002, 1:11 pm
Forum: Student Forum
Topic: Stochastic processes and Brownian motion problem
Replies: 11
Views: 191198

Stochastic processes and Brownian motion problem

Below is a chapter from PWOQF which sets out a general framework for these kind of problems. P
by Paul
November 19th, 2002, 9:16 pm
Forum: General Forum
Topic: Chat feature?
Replies: 36
Views: 192967

Chat feature?

How sad!We already have the technology but we have been keeping it for the right moment.So...convince me it would be a good idea!P
by Paul
November 18th, 2002, 11:24 pm
Forum: General Forum
Topic: Benefiting from noise
Replies: 28
Views: 192111

Benefiting from noise

I believe NT is doing fine. His investors also appreciate him as a hedge for the rest of their portfolios during extreme markets. But as Pat says, it can't be an easy sell, a fund that expects to lose most months.P
by Paul
November 16th, 2002, 12:41 pm
Forum: Technical Forum
Topic: P. Wilmott on barriers and alike ?
Replies: 6
Views: 190311

P. Wilmott on barriers and alike ?

One of the big problems is when the option value has a gamma that changes sign (with asset price for example). The price is then very sensitive to the vol model, in particular how you interpret/use skews.P
by Paul
November 13th, 2002, 12:58 am
Forum: Student Forum
Topic: which school is better?
Replies: 1
Views: 189985

which school is better?

This subject has been discussed at length here. Please read through the Forum.P
by Paul
November 12th, 2002, 6:53 pm
Forum: Book And Research Paper Forum
Topic: Bachelier
Replies: 10
Views: 191030

Bachelier

Chukchi, for that price jaiman could get French lessons and translate it for himself!jaiman, I have the Bachelier book and it is very easy to understand with even the most modest of French.P
by Paul
November 12th, 2002, 6:32 pm
Forum: Book And Research Paper Forum
Topic: Bachelier
Replies: 10
Views: 191030

Bachelier

The math is in English P
by Paul
November 12th, 2002, 5:42 pm
Forum: Book And Research Paper Forum
Topic: Bachelier
Replies: 10
Views: 191030

Bachelier

Go here and search for 'Bachelier.'P