Recent content by Muting

  1. Muting

    The Master Happy Birthday thread

    Happy Birthday, Billy. How can I miss this? Haha
  2. Muting

    The Master Happy Birthday thread

    Happy B-day!! Enjoy the school, haha : )
  3. Muting

    IAFE Endorsed Event: Derivative Securites & Risk Managment Workshop

    The International Association of Financial Engineers is pleased to endorse The 15th Annual Workshop on Derivative Securities & Risk Management Friday, December 5th, 2008 Columbia University, Center for Financial Engineering and Center for Applied Probability Location: Uris Hall, Room 301...
  4. Muting

    The Master Happy Birthday thread

    Hey, Maggie: Happy birthday!! All the best to your work!!
  5. Muting

    The Master Happy Birthday thread

    Happy birthday, Bob!! Thanks for all the joy and wisdom you brought to us last semester!!!
  6. Muting

    Singapore: Finance Career Fair, New York, Oct 11.

    Note: You have opted-in to receive messages from eFinancialCareers. If you prefer not to receive these, you can be taken off the list by visiting here, logging into your account and then visiting the My E-Newsletter section and setting "I want to receive employer highlights & other promotions...
  7. Muting

    Payoff of Hedge fund strategies

    I think the answer for first one is A since you look for directional movement.
  8. Muting

    QuantNet Picnic In Central Park on Sat 9/20

    Woody, these are fabulous shots, good job!!!!!
  9. Muting

    The Master Happy Birthday thread

    Thanks a lot. Time flies but I feel I have a fulfilling year and get the chance to know so many awesome friends. Cheers, Muting
  10. Muting

    Morgan Stanley considers merger

    GS closed at 154 on last Friday, and now is traded at 106...... MS is down around 37% today. What is going on? Is it really a doom for independent IB?
  11. Muting

    Lehman Merrill Lynch AIG Fannie Freddie WaMu Madoff Citibank saga

    It is a time to test the power of private sector almost without the backstop from the government. Also, it will test the theory of investors' short memory in a few years.
  12. Muting

    Pricing exotic interest rate derivatives

    The workshop is lectured by Mark Joshi, who has published many interesting math finance books and is also a long-time friend of Quantnet. Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib with Mark Joshi 25-27th February, 2009 The Ada-Lovelace Room, The...
  13. Muting

    The Master Happy Birthday thread

    Happy Birthday, Alain!!!!!!
  14. Muting

    Fleckenstein's views on algo trading

    I am curious to know the meaning of variations of same algorithm. My take is that the risk of quant methods is that these methods cannot make any consideration of whether they can find the other side of the trade when things suddenly change. They are playing with their own assumptions. The...
  15. Muting

    China's Impact

    I would doubt whether you can do it in that way since PCA gives you numbers rather than qualitative interpretation. You might see, in the yield curve PCA movement, can be categorized into parallel, steepen/flatten and humped. But that is because we can interpret the meaning from the pattern of...
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