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Forum - online and stats
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PW by JB Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...

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Latest Forum Posts

  • FECOMSECHessian Estimation NOT only for Minimization Problems
    Of course, in higher level languages it is preferable to have whatever safety is possible. The provided interface is by absolutely totally no stretch of the imagination a "throwback". It is the ...
    by pj
    27 February 2024 11:59 am
  • jasonbellFIVE hundred years from now: can you predict the Software Landscape in anno 2525?
    BDI works out nicely into a Bayesian Network model though: P(B∣D,A,O,R0,R1)∝P(R1∣B,D,A,O)×P(R0∣B,D,A)×P(A∣B,D)×P(B∣D), ...
    by jasonbell
    27 February 2024 10:57 am
  • CuchulainnPicture says it all
    hey friends. yes, it's me! In case i was un-clear, my point was that my new (absolutely stunning) avatar has 2 say "rounds" that is  (I believe) the anawer to the question. Sounds ...
    by Cuchulainn
    27 February 2024 10:33 am
  • Cuchulainnguess a country
    Alan's feels like Central Europe, late Miiddle Ages. ...
    by Cuchulainn
    27 February 2024 9:56 am
  • AminBreakthrough in the theory of stochastic differential equations and their simulation
    Friends, I remained away from work yesterday. In a day or two, I hope to post an automated program that finds hermite series representation of joint densities in arbitrary dimensions ...
    by Amin
    27 February 2024 3:58 am
  • Clewlow and Strickland - one factor energy model, solution steps
    Finally - a eurkea moment....at-least it seems to be! I found another error in Col S - the original/starting Forward Curve I had created, labeled F0. The mistake was that I ...
    by cdsharm75
    27 February 2024 3:30 am
  • AlanMy Dinner with ChatGPT
    Dall-E still can't count: >> Six bananas on a table and no other bananas in the image. bananas.jpg (Credit: DALL-E 3) ...
    by Alan
    26 February 2024 6:02 pm
  • DavidJNBlack-Scholes and Forward Price
    What is the difference between a spot price and a forward price? Understand that and the option question should be easy.  ...
    by DavidJN
    26 February 2024 3:26 pm
  • jasonbellStupid question of the day
    At that time I'm not in the slightest bit surprised. My favourite in-flight announcement was Belfast to Gatwick red eye. Just pass over Liverpool, bank right slightly harder than normal..... ...
    by jasonbell
    26 February 2024 2:42 pm
  • tagomaRugby: The Six Nations Championship
    Please kindly un-read my recent comment where I stated I was with Les Bleus this year. I saw the highlights of the 2 games: very depressing.  Professionalism has killed rugby. Imagine a 150 ...
    by tags
    25 February 2024 8:50 pm