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PW by JB has been "Serving the Quantitative Finance Community" since 2001. Continued...

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Latest Forum Posts

  • RIP thread
    Quantitative finance at Wilmott forum. ...
    by Gamal at 09:30 2023-03-30
  • Which expiry interpolation method for cap surfaces
    Hi, I want to bootstrap an (implied volatility) caplet surface from quoted caps on a fixed strike grid. I'm thinking about either using a left-continuous or a linear interpolation in expiry ...
    by BerndSchmitz2 at 09:26 2023-03-30
  • Basic fixed income question: the meaning of "one month ahead"
    I have a put call in to friendly people at the Bank of Canada...  That's very helpful -- thank you! ...
    by Alan at 02:26 2023-03-30
  • Someone has just bought Amsterdam for $50.000
    "They don't go in for the fancy or exotic, but stick to conventional food like flightless bird embryos, minced organs in intestine skins, slices of hog flesh and burnt ground ...
    by Cuchulainn at 23:17 2023-03-29
  • Stupid question of the day
    Like when you're watching the water swirling down the loo and think: 'riverrun, past Eve and Adam's, from swerve of shore to bend of bay, brings us by a commodious vicus of ...
    by katastrofa at 18:58 2023-03-29
  • BTFD - Bank Term Funding Program Thread
    I would love to discuss this as I’m the dumbest in the room. I might challenge you for that title, because I'm just a dabbler in all this. From my perspective, the ...
    by Marsden at 16:06 2023-03-29
  • Ich bin der operator mit meinem pocket calculator
    rvmjt-xqHwI ...
    by Cuchulainn at 14:27 2023-03-29
  • News from the 'Border'
    The story of an MI5 spy’s link to the Northern Ireland peace process, The MI5 agent claims he put his career and life on the line by disobeying orders and meeting ...
    by Cuchulainn at 20:07 2023-03-28
  • C++ Quant dev interview
    I reckon anything from C++98, C++11, C++17, C++20, each one for different reasons. ...
    by Cuchulainn at 12:53 2023-03-28
  • do I really need a recruiter?
    You keep on using the phrase “my recruiter”. I don’t think that is a helpful perspective. Also, while “the company” may not care, I can assure you that somewhere within ...
    by Kamil90 at 01:12 2023-03-28