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by tagoma
January 22nd, 2011, 4:47 pm
Forum: Trading Forum
Topic: crude oil term structure using B splines.
Replies: 8
Views: 23686

crude oil term structure using B splines.

QuoteOriginally posted by: deskquantthanks a lot edouard can i actually pm you with some specific questions...yep !but don't expect too much from me as i'm not an oil guy. i'm an agricultural.
by tagoma
January 22nd, 2011, 1:45 pm
Forum: Trading Forum
Topic: crude oil term structure using B splines.
Replies: 8
Views: 23686

crude oil term structure using B splines.

<t>QuoteOriginally posted by: deskquantok how about some relevant papers on the term structure...quite old, but good :The Term Structures of Oil Futures Prices, Jacques Gabilloninteresting :The third oil price surge ? What?s different this time? , Fabian Kesickimore generally :Commodities and Commod...
by tagoma
January 22nd, 2011, 11:50 am
Forum: Trading Forum
Topic: crude oil term structure using B splines.
Replies: 8
Views: 23686

crude oil term structure using B splines.

<t>papers on oil price structure. yes. and, papers on b splines. yes. but, both together, not really.btw pr h.geman points out in her books, utilities and trading desks spend fortunes to deal to build proper oil forward/futures prices using those extrapolation techniques. thus that particular area/s...
by tagoma
January 22nd, 2011, 10:13 am
Forum: General Forum
Topic: what is meant by hard limit in the context of stress testing
Replies: 4
Views: 24233

what is meant by hard limit in the context of stress testing

<t>hello wagas. where did you hear about the "hard" and "soft" limit ? during a finance course ?in the context of VaR, for some people "hard" data are based on the historical evolution of risk factors, whereas "soft" data emanate from the analyst?s personal views. but, i guess the meanings of "hard"...
by tagoma
January 21st, 2011, 8:19 pm
Forum: Off Topic
Topic: Life without Regrets!
Replies: 34
Views: 21839

Life without Regrets!

examining the pic above and several other, a question that araises is wether or not berlusconi has made bras illegal in italy
by tagoma
January 21st, 2011, 6:47 pm
Forum: Off Topic
Topic: today, in the news
Replies: 3
Views: 20366

today, in the news

actually, i feel safe
by tagoma
January 21st, 2011, 6:44 pm
Forum: Technical Forum
Topic: MS Excel, Financial Models, HPC, Cloud - Emerging Possibilities
Replies: 6
Views: 21899

MS Excel, Financial Models, HPC, Cloud - Emerging Possibilities

<t>QuoteOriginally posted by: EvoEftimovHi Eduardo there is a section on security in the link i sent - have you had a look. Btw we are also in a process of porting the service to the IBM Cloud - many Capital Markets firms have been doing business with IBM for ages and have various outsourcing agreem...
by tagoma
January 21st, 2011, 6:16 pm
Forum: Off Topic
Topic: today, in the news
Replies: 3
Views: 20366

today, in the news

New Bin Laden Video Threatens FranceEuro Rises To Two-Month High Vs Dollar, Nears $1.36 ?
by tagoma
January 21st, 2011, 5:58 pm
Forum: Off Topic
Topic: cheapest phone handset with wifi receiver
Replies: 9
Views: 20619

cheapest phone handset with wifi receiver

QuoteOriginally posted by: farmerI doubt you people know, but I might as well ask: What is the cheapest phone handset with wifi receiver?i don't know at all. those technologies aren't yet available here in france
by tagoma
January 21st, 2011, 4:37 pm
Forum: Off Topic
Topic: Poor Goldman Sachs
Replies: 11
Views: 21068

Poor Goldman Sachs

QuoteOriginally posted by: LTrain>> they had to cut down bonusses. A decrease of 52% of the profit !! WOW... small dicks and now no bonus.. is there no justice in the world!?! SSD ?
by tagoma
January 21st, 2011, 11:40 am
Forum: Technical Forum
Topic: MS Excel, Financial Models, HPC, Cloud - Emerging Possibilities
Replies: 6
Views: 21899

MS Excel, Financial Models, HPC, Cloud - Emerging Possibilities

what about the security of my uploaded data ?can you tell us more ?
by tagoma
January 21st, 2011, 11:29 am
Forum: General Forum
Topic: what is meant by hard limit in the context of stress testing
Replies: 4
Views: 24233

what is meant by hard limit in the context of stress testing

the absolute degree of risk your scenario considerthe maximum value of a parameter in your stress scenario
by tagoma
January 20th, 2011, 9:22 pm
Forum: Off Topic
Topic: Life without Regrets!
Replies: 34
Views: 21839

Life without Regrets!

S.Berlusconi on reforming the italian health care system
by tagoma
January 20th, 2011, 9:17 pm
Forum: Off Topic
Topic: Poor Goldman Sachs
Replies: 11
Views: 21068

Poor Goldman Sachs

<r>QuoteOriginally posted by: quantmehand now Republicans repealed health care reform. what are GS employees going to do now? is there a charity to support them? i want to send a few bucksor, you can donate to save bees - <URL url="http://www.britishbee.org.uk/">http://www.britishbee.org.uk/</URL> -...