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by Nonius
May 24th, 2004, 4:50 am
Forum: Off Topic
Topic: The Death of Alyona Tolstajopovna
Replies: 9
Views: 189666

The Death of Alyona Tolstajopovna

<t>QuoteOriginally posted by: 0564the going is a bit sketchy, whichever story line one chooses, but the choice of name here does offer a rare insight into the sense of humor of nonius' russian informers (wife?), in much the same way we draw our conclusions when someone is genuinly amused by (forgive...
by Nonius
May 20th, 2004, 2:55 am
Forum: Technical Forum
Topic: Exposure for Currency Swap
Replies: 4
Views: 189593

Exposure for Currency Swap

<t>QuoteOriginally posted by: BoryaThis may be a very naive question. I encountered that currency swap with maturity around10yrs has potential exposure around 1.5-2 times Notional. This strikes me as high but I don't havesense of numbers here.Is this normal if 10yr FX forward has volatility about 20...
by Nonius
May 20th, 2004, 2:50 am
Forum: Off Topic
Topic: More Reasons to Hate France....or....Tax Equalization....mais, non!
Replies: 33
Views: 191602

More Reasons to Hate France....or....Tax Equalization....mais, non!

QuoteOriginally posted by: skinonius, why don't you just move to Monaco?I hate Monaco.
by Nonius
May 19th, 2004, 1:37 pm
Forum: Off Topic
Topic: Eastern Mysticism and Taleb
Replies: 2
Views: 189163

Eastern Mysticism and Taleb

QuoteOriginally posted by: Hamilton<....continued here....>Taleb is like a cup held gracefully in the propellerhead's hand. It holds mysteries that the meek shall understand.Crumple it, and Hamiton will show you an alternate plan.
by Nonius
May 19th, 2004, 1:33 pm
Forum: Off Topic
Topic: Short term apartments in NY
Replies: 8
Views: 189868

Short term apartments in NY

<t>QuoteOriginally posted by: exotiqQuoteOriginally posted by: NoniusQuoteOriginally posted by: thefullmobyHey folks,I'm relocating to New York in the next few weeks - new job has some relocation $ but no corporate apartments. Anyone have suggestions for short term housing/summer sublets in Manhatta...
by Nonius
May 19th, 2004, 12:50 pm
Forum: Off Topic
Topic: The Death of Alyona Tolstajopovna
Replies: 9
Views: 189666

The Death of Alyona Tolstajopovna

by the way, it is spelled "France".
by Nonius
May 19th, 2004, 12:43 pm
Forum: Off Topic
Topic: The Death of Alyona Tolstajopovna
Replies: 9
Views: 189666

The Death of Alyona Tolstajopovna

<t>QuoteOriginally posted by: zerdnahey, glad to be of service. I'd say it's a bit sketchy going so far, but i am sure the real meat and potatoes story is coming when AT went to some western country on some exchange program for training of left-handed catholic nuns or for an extraodinary session of ...
by Nonius
May 19th, 2004, 12:22 pm
Forum: Off Topic
Topic: The Death of Alyona Tolstajopovna
Replies: 9
Views: 189666

The Death of Alyona Tolstajopovna

<t>QuoteOriginally posted by: zerdnaQuote...by the name of Leonid Brezhnev. He was a man who would have made modern oligarchs shiver by his sheer willingness to exert his consummate will and power upon his vast and decidedly culturally disparate sea of citizensHmm, first time i actually read one of ...
by Nonius
May 19th, 2004, 11:56 am
Forum: General Forum
Topic: Treasury bOND
Replies: 3
Views: 189347

Treasury bOND

QuoteOriginally posted by: RFMontrazWho's "we"?a chick in love with FDAX.
by Nonius
May 19th, 2004, 11:43 am
Forum: Programming and Software Forum
Topic: Monte Carlo Software
Replies: 20
Views: 191807

Monte Carlo Software

<t>QuoteOriginally posted by: DrBenSince Monte Carlo is really a commodity some benchmarks would be handy. Maybe even reviews based on price, performance, functionality,quality on docs etc. What do you guy think? Also, not really sure what all the below packages use in terms on platform. We may have...
by Nonius
May 19th, 2004, 11:34 am
Forum: Off Topic
Topic: The Death of Alyona Tolstajopovna
Replies: 9
Views: 189666

The Death of Alyona Tolstajopovna

<t>In the Ukraine there is a city called Vidiopol next to the Black Sea. In this city was borne a girl by the name of Alyona Tolstajopovna in 1973, amidst the epoch characterized by the grip of a man by the name of Leonid Brezhnev. He was a man who would have made modern oligarchs shiver by his shee...
by Nonius
May 19th, 2004, 4:18 am
Forum: Programming and Software Forum
Topic: Monte Carlo Software
Replies: 20
Views: 191807

Monte Carlo Software

Algo and the old Carma from LOR Geske Bock.I thought Carma was better, but it had no front end.
by Nonius
May 18th, 2004, 1:34 pm
Forum: Off Topic
Topic: Short term apartments in NY
Replies: 8
Views: 189868

Short term apartments in NY

<t>QuoteOriginally posted by: thefullmobyHey folks,I'm relocating to New York in the next few weeks - new job has some relocation $ but no corporate apartments. Anyone have suggestions for short term housing/summer sublets in Manhattan?Thx.stay away from Greenwich Village and Soho.....soon, someone ...
by Nonius
May 18th, 2004, 7:25 am
Forum: Numerical Methods Forum
Topic: simulatin´ a hedge fund with montecarlo
Replies: 12
Views: 192013

simulatin´ a hedge fund with montecarlo

<t>QuoteOriginally posted by: MahofferHello,It is a long time I dont enter the forum....old good times...Anyway....I have a question...you could gimme a hand...I am simulating a hedge fund...just to write a comercial brochure....which distribution do you think that would fit best? (I am not risk neu...
by Nonius
May 18th, 2004, 6:06 am
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

<t>QuoteOriginally posted by: fearlessThank you for your interesting comments. I did a google on FDAX but wasn't sure what to look for. Please forgive my ignorance but a clarification would be appreciated, Nonius. I have a comment about dynamic programming after the following simplifications.I wonde...