k****m
发帖数: 49 | 1 想买learning home.
Fisher Pricer 玩具 buy 1 get 1 50% 算是好deal么？
买一赠一的情况多么？ |
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m*******o
发帖数: 556 | 2 Fisher Pricer 玩具 buy 1 get 1 50% 这个deal在哪？ |
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y*****l
发帖数: 5997 | 3 大千股坛：理想中的最最简单的洗桶结构
来源: 幸运☆星 于 2011-02-25 10:34:27
http://bbs.wenxuecity.com/finance/2380656.html
1. PRICER: 基本上就是SUB 到BROKER的API,,GET QUOTE,,,GET POSITION
这个算是最容易的,,通常API都有EXAMPLE,,选一个自己会的就搞定,,
PRICER需要把数据PUBLISH到QUEUE,,这一段要自己写,,
2. MESSAGING QUEUE: 基本上就是,DISTRIBUTE MSG,,但一定要有PUB/SUB双向,,
这个也算是最容易的,,开源的/免费的一大堆,,,SERVER BASED的比较容易完成,,
3. DECISION CUBE:
A. 洗桶一开始的时候需要LOAD PRE-CONDITION,,你可能有很多的STRATEGY,,你需要决
定今天用哪个,,用最新的BACKTEST数据,,偶现在还只能手工选,,
B. 一旦STRATEGY LOAD后,,SUB 到MSG QUEUE, 读PRICER PUB的数据,并保持在... 阅读全帖 |
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t**********a
发帖数: 166 | 4 PDE is not important at all . Haven't seen much PDE pricer in real life,
though it might be called grid pricer |
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z****u
发帖数: 185 | 5 1) you have a pricer for american options, i.e., given spot, strike,
maturity, VOLATILITY, and so on, this black box can calculate the price of
an American option.
2) given option price, you use this pricer and a root finding method to
calculate the implied vol. |
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E***e
发帖数: 3430 | 6 基本就是老套路
用Brigo书上G2++的模型做了个analytical的pricer
然后用SSE往Swaption surface上fit
Pricer和不止一个商业软件都核对过了，没问题完全正确
可是calibration的结果偏偏很奇怪
HW2F的Correlation (注意不是G2++的)基本都是+1或者-1
完全不reasonable
swaption surface倒是吻合的很好
感觉有严重的overfitting，或者干脆在fit to noise了
swaption price都是从彭博USSV*** Curncy上导出来的
Swaption surface是这样取的：
OptionTerm = 1, 5, 10
SwapTenor = 1, 5, 7, 10, 20
不知有没有前辈可以分享点经验
这到底是什么问题？
需要Cap和Swaption联合calibration么？ |
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w*******y
发帖数: 60932 | 7 24-Hour Hotel Sale!
Save $7 per room per night on a Name Your Own PriceR hotel
Every dollar counts when you bid on a hotel room. Here's your chance to
knock a few more bucks off and get the hotel deal of the year. Just Name
Your Own PriceR for any city and we'll add $7 per room per night up to 10
nights ($70 total). That's on top of our normal savings of up to 60% OFF.
Hurry, this offer ends in 24 hours.
Discount: $7 per room per night. Up to 10 nights.
Good for: Any city, 3.5 Star level and abo... 阅读全帖 |
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h*********8
发帖数: 404 | 8 not only the 1/4 mile or 0-60, its road holding 0.83g is better than MB E350
and infiniti M37 and most other same class cars...this says more than the
acceleration...
you cannt count on G37, since it is much pricer car..should compare with
nissan altima in this case....
sho is not same class either...
and the 3 comparison by CD includes the passat 3.6 sel, not the T5 version.
http://www.caranddriver.com/reviews/comparisons/11q3/2012_vw_pa |
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h*********8
发帖数: 404 | 9 not only the 1/4 mile or 0-60, its road holding 0.83g is better than MB E350
and infiniti M37 and most other same class cars...this says more than the
acceleration...
you cannt count on G37, since it is much pricer car..should compare with
nissan altima in this case....
sho is not same class either...
and the 3 comparison by CD includes the passat 3.6 sel, not the T5 version.
http://www.caranddriver.com/reviews/comparisons/11q3/2012_vw_pa |
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N*X
发帖数: 872 | 10 MDX is pricer than Pilot. But SH-AWD is very good. |
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P*******T
发帖数: 8 | 11 We are currently in need of a Business Analyst / Project Manager with
experience in eTrading platforms for Fixed Income for our financial client
– a major player in the investment bank world.
This is a 6 months renewable contract job.
The NY eTrading development team is responsible for delivering global
solutions for the Rates Business, which includes rates derivatives and cash
USD Government Bond trading. The head of Rates eTrading IT is in Europe,
where the global head of the Rates Business is... 阅读全帖 |
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s****i
发帖数: 498 | 12 Fisher Pricer 的Recline Sleeper。
放在Crib，Bassinet 之累的宝宝容易醒，ReclineSleepr可以让宝宝睡的舒服点。我们
家的在Crib里一小时一醒，放Sleeper之后准时每3小时醒来吃奶。 |
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l*****t
发帖数: 2851 | 13 前一阵有b1g1. 之前还有b1 get 1 <25 free |
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e*******e
发帖数: 336 | 14 coupon专贴里还有一个20% off entire purchase的coupon，用上那个买下来$45，和
BOGO价格差不多了，因为本身网上就是on sale的价格 |
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m*a
发帖数: 4927 | 19 toysus online, just search learning home then u will see it |
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m*******o
发帖数: 556 | 20 20% off entire purchase的coupon是什么？很多coupon都是in store only啊 |
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f**********6
发帖数: 953 | 22 我们买了第二个，还是挺有用的。经常晚上宝宝一直闹，大人实在累，把宝宝放进去就
安静了。不过宝宝睡里面对脊椎不好，所以尽量少用。 |
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j****y
发帖数: 1329 | 23 amazon上最近在打折吧 好像第二个也没有那么贵，我们买的是类似第一个的 |
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w****e
发帖数: 1013 | 24 请教大家这个bouncer新生儿可以用不？我家宝宝3周多，也在考虑买个。 |
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E****l
发帖数: 577 | 26 刚买了一个月，小宝还挺喜欢的，可是最近两天音乐不能正常播放了，像磁带卡住那样
。我试着换了滇池，也没什么改善。
不知道姐妹们碰到过类似情况么？觉得这款玩具还挺经典的，不该这么容易坏啊...
在toy r us买了，可是收据没保存，也不知道能退么？
真不想退...拆起来怪麻烦的~ |
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x*******a
发帖数: 11067 | 28 你以为呢，FISHER-PRICER做那么大的公司，也就是卖几十块的玩具。
星巴克也就是卖3、5元一杯的咖啡。
我是对枪械不了解，但是我有孩子。我不要我的孩子在幼儿园的时候，疯子们拿着半自
动步枪在外边溜达。 |
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w******w
发帖数: 215 | 29 checked price of this set at ebay. The ebay pricer is a little higher (by $20). :D |
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R**********s
发帖数: 135 | 30 Totally agree with your point. But what can I do about it. Somehow, the sa
not always tell you the truth. For instance, one of the sa told me there
will be 350$ charge for washing customers, chanel bag after 2 yrs. in the
same store, the other sa said they usually do it got free for customers. So
contradicts to each other. The pricer increase in Asia indirectly drive the
sale around the world this time. Originally I have not thought of buying cc
bag. It makes me buy it ahead of my plan.
in
n... 阅读全帖 |
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C*******s
发帖数: 330 | 31 Actually the better brands are not that much pricer. $200-$300 would do in
outlet. |
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l*****i
发帖数: 3929 | 32 你是不是没有试过calibration？加上pricer两个星期？ |
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d*j
发帖数: 13780 | 33 谢谢 多谢大牛指点， 其实看起来差不多啊
你的意思是 core strat 弄一个 pricing library
然后其他的 strat 也许会调用里面的一个 swap pricer 两次， 算算vega
to
Security Database (secdb),
framework and CPU pools, etc. Some say core strats are the
to |
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m******n
发帖数: 354 | 34 现在在做股指期权定价，用OVME pricer可以看到一个bloomberg volatility.对于每一
个买入日，每输入一个不同的到期日和一个不同的moneyness就会有一个新的vola. 我
想问的是，对于每一个买入日，有没有一个整个表格式的volatility surface呢？我查
到了一个，比如说30day_impvol_100%_moneyness,这是一个可以输到excel去的表格，
但是我对比了一下这个表格里的vola, 在同样的设置下和OVME定价器里的数字并不完全
一样，这是咋回事啊? OVME里的bloomberg vola是怎么来的啊? 恳请牛人们不吝赐教。 |
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t**********a
发帖数: 166 | 35 vol can be different for different strike, plus with vol smile, calculated
gamma is no longer black-scholes gamma even using BS pricer ... |
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l*******1
发帖数: 113 | 36
book 上面sold了一大堆exotics，基本就是buy back client的position而已
有client order的时候就 pricing derivatives using internal pricer，然后adjust
delta hedge，然后给sales provide一个price，然后execute， 然后 check pnl
没有order的时候就定期adjust 一下delta hedge，
看看book上的exposure，然后senior trader 去hedge。。。
打酱油外加给senior trader 干活的 -_- |
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s*******h
发帖数: 1361 | 37 Steve Zhu's paper is actually the easy part. The complexity can explode once
you try to implement it in real world. You are about to solve one of the
hardest yet mandatory cross-asset-class problems that each bank faces.
Smaller firms may not be able to set up the problem even if they want to.
- How can you generate scenarios across different asset classes and
instruments in each netting set and across all netting sets? Are simple
difussion processes enough to model individual assets, and are si... 阅读全帖 |
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g***y
发帖数: 1025 | 38 Overall, retailers reported a 2.6% gain in September same-store sales,
according to the International Council of Shopping Centers. Of the 26
retailers tracked by TheStreet, 18 beat expectations, four missed and the
rest fell in-line.
Abercrombie & Fitch(ANF_) once again significantly topped expectations,
reporting a 13% surge in sales, compared with a much smaller forecast of a 3
.5% increase. Still, most of these can be attributed to significant
discounting at Abercrombie & Fitch, and analysts ... 阅读全帖 |
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