Recent content by Aditya Chitral

Perhaps my answer was not quite what you were looking. In any case, you can read more about barrier shift here. Page 58 of the book.

If you are looking for hedging of barrier options you might want to look into barrier shifts for smoother profile near barrier.

It just amazes me how easily (thanks to a very small group of people) the thread can be thrown off-topic. I believe great managers prevent that very effectively and hence are paid millions :).

1. You work on wall street (at least according to you) and you are taking it seriously enough to spend your valuable time whining about it. 2. All rankings are heuristic. The methodology is given and rankings are given. A right mind would make a decision for himself if he wants to believe in the...

And getting a job which pays you 200K+ gives you that free time. Correct?

I am sure "RD" was not one of them ;)

Please don't jinx it :P

Ha ha, this was funny :) Cleverbot ends the conversation with a shot at you ;)

I was out of town on Saturday and hence asked for Sunday or Monday :D I hope Federer does not play on Saturday :D

Andy, are you planning to buy group tickets? Anyone else interested in going on 4th or 5th?

free courts, convenient location ? ;)

I am in for badminton too :) Level: Beginner (was trying too hard to write Intermediate, but then I thought, "who am I kidding") :P

I would request the moderator to close the thread because of highly polarizing and anti-secular comments posted on this thread defying the entire purpose of this thread (according to me). Comment is not addressed to any particular person commenting on the thread (though could have been targeted...

I am in. Level: Beginner I hope it is not very far away.

Jersey Shore? ;)