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by Nonius
May 17th, 2004, 2:29 pm
Forum: Off Topic
Topic: "Today I am less unhappy."
Replies: 9
Views: 189773

"Today I am less unhappy."

QuoteOriginally posted by: ArrowayToday I would be less unhappy if Nonius put an icon back on his profile. It is so sad staring at that empty box.no can do. can't change the profile.
by Nonius
May 17th, 2004, 1:34 pm
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

<t>QuoteOriginally posted by: DrBen"Dynamic programming" is another technique you can google.Not sure what the "the ink blot technique (algorithm) is", any details?I think it involves having a one or five glasses of Scotch, breaking out a fountain pen, saying, "I say, ole chap, the algorithm is very...
by Nonius
May 17th, 2004, 1:20 pm
Forum: General Forum
Topic: Open Problems in Finance
Replies: 29
Views: 193941

Open Problems in Finance

<t>QuoteOriginally posted by: ScottyNoniusDo you see the issue with combining credit risk and market risk as a result of the challenges of combining real world probability measures (credit) with risk neutral probability measures (market)?well, I think there is a sort of general framework for dealing...
by Nonius
May 17th, 2004, 1:07 pm
Forum: Off Topic
Topic: Where do Wilmotters like to take their women out in NYC?
Replies: 11
Views: 189990

Where do Wilmotters like to take their women out in NYC?

<t>QuoteOriginally posted by: AaronQuoteOriginally posted by: NoniusA wife that I am happy with...Daniel.I love the 10-course tasting lunch at Daniel. It's an outrageous dinner price for a lunch, but a lot cheaper than dinner at Daniel. And it's three hours long, the price per hour is reasonable. Th...
by Nonius
May 17th, 2004, 1:06 pm
Forum: Off Topic
Topic: "Today I am less unhappy."
Replies: 9
Views: 189773

"Today I am less unhappy."

<t>That is a line in a relatively obscure french movie I saw about a thousand years ago....story about a prisoner who is writing a diary. forgot the name.It is not a totally random thought. Today is a perfect day in Paris, and, while I do sometimes feel like a prisoner of the French ways and habits,...
by Nonius
May 17th, 2004, 12:36 pm
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

<t>and so, if a and c are working on a project, a and d are working on a project, b and c are working on a project, and b and d are working on a project, there is a mapping, given by construction due to Dan Quillen, that would say that, topologically, this graph has a hole. It would be a way of find...
by Nonius
May 17th, 2004, 12:32 pm
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

QuoteOriginally posted by: mji'd do a shortest path by ink blot,you drop an ink blot one each of the two people, and let it spread out, when they touch you've found your shortest link.sounds good, is this in one of your books, and, if so, where can I buy it?
by Nonius
May 17th, 2004, 12:28 pm
Forum: General Forum
Topic: MIT 21 (Blackjack) Team
Replies: 8
Views: 190715

MIT 21 (Blackjack) Team

best blackjack player I ever met was my math brother, God Rest His Soul.
by Nonius
May 17th, 2004, 8:39 am
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

keep in mind that I learned a little bit about genetic algos from fdax. It seems like this would be a natural candidate for a genetic algo though....fitness test would be length of chain of relations. you want that minimized for any a and b.
by Nonius
May 17th, 2004, 8:26 am
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

<t>hmmm, sort of interesting...there is almost a traveling salesman look and feel to this...anyway, it is easy to set up the relations. It is not so obvious to me how to compute, for example, the shortest path between a and b, where a and b are humans. all of this must be well known, and I haven't g...
by Nonius
May 17th, 2004, 7:49 am
Forum: Programming and Software Forum
Topic: Six Degrees of Seperation
Replies: 13
Views: 190024

Six Degrees of Seperation

<t>QuoteOriginally posted by: fearlessAccording to the Six Degrees of Seperation theory, each two people are connected through at most 6 people. So if you pick any pair of individuals called X and Y, then, X knows some one, who knows some one, who knows some one...who knows Y, some how (school, coll...
by Nonius
May 17th, 2004, 6:17 am
Forum: Off Topic
Topic: Where do Wilmotters like to take their women out in NYC?
Replies: 11
Views: 189990

Where do Wilmotters like to take their women out in NYC?

A wife that I am happy with...Daniel.A wife that I am not happy with...the courthouse.
by Nonius
May 14th, 2004, 2:01 pm
Forum: Off Topic
Topic: We saved your asses in dubya dubya II
Replies: 20
Views: 190549

We saved your asses in dubya dubya II

<t>It is hard to know how many Soviet citizens were killed by Stalin or any other Soviet leader. Until the late fifties, early sixties, people in Former Soviet Union would simply "disappear". From what I have read and heard, men in black cars would come to a "citizen's" apartment and pick them up......
by Nonius
May 14th, 2004, 1:48 pm
Forum: Technical Forum
Topic: Switch-able CDS
Replies: 11
Views: 189837

Switch-able CDS

<t>I cannot think of a formula, but, assuming that the credit def swap prems are in the same currency, and, if you were worried about ir risk, you could assume a hull white model on the short rate. You could then assume that the default intensities of the two credits obey laws of stochastic poisson ...
by Nonius
May 14th, 2004, 1:25 pm
Forum: Technical Forum
Topic: interest rate volatility
Replies: 8
Views: 190234

interest rate volatility

<t>if the short rate follows a process of either vasicek or ho lee form, then discount bonds follow lognormal processes. If discount bonds follow lognormal processes, then you can apply Merton to obtain formulae for zero coupon bond options. it is the black scholes formula basically, with vol set to...