Well you may jest

Our whizzy new Equity derivative pricing model is a monte-carlo simulation and some trades take 30+ hours to price, which makes it somewhat difficult to complete the end-of-day ... And makes a mockery of "near real time intra-day risk calculation"

Christ - I'm boring myself now ...

Posted By: BerlinCanary on August 18th 2005 at 23:59:08

Message Thread

Possibility of something i heard! (NCFC) - Thomo, Aug 18, 23:26:14
- That had been suggested earlier on on here... (NCFC) - d0mj4y, Aug 18, 23:36:20
- Otto & I were privately discussing that very possibility earlier this evening (NCFC) - BerlinCanary, Aug 18, 23:35:29
  - i am currently processing a programme (NCFC) - SCC 26, Aug 18, 23:40:22
    - This had better be good, Mikey ... (n/m) (NCFC) - Ottosson Foxtrot, Aug 18, 23:43:35
      - have found the flux capacitor (NCFC) - SCC 26, Aug 18, 23:45:17
        
        I assume a monte carlo simulation is built in? (NCFC) - BerlinCanary, Aug 18, 23:51:20
        
        if it runs much slower.. (NCFC) - camcan, Aug 18, 23:54:46
        
        i knew I'd get startling results (NCFC) - SCC 26, Aug 18, 23:59:56
        
        Well you may jest (NCFC) - BerlinCanary, Aug 18, 23:59:08
        
        my sympathies.. (NCFC) - camcan, Aug 19, 00:02:42
        
        You can turn your hand to coding financial pricing models? (NCFC) - BerlinCanary, Aug 19, 00:12:56
    - is that what made you smile? (NCFC) - camcan, Aug 18, 23:41:16
      - god know!!!!!!!!! (NCFC) - SCC 26, Aug 18, 23:42:37
        
        sorry rumours of a smile further down board.. (NCFC) - camcan, Aug 18, 23:43:23
        
        oh yeah I was (NCFC) - SCC 26, Aug 18, 23:44:14
  - bentley.. (NCFC) - camcan, Aug 18, 23:36:34
    - I think we'd see a different Bentley if he didn't think he was... (NCFC) - LeonTheNinjaTurtle, Aug 18, 23:42:36
      - I'd like that to be true.. (NCFC) - camcan, Aug 18, 23:48:42
    - the "sadly ..." bit was ironic (NCFC) - BerlinCanary, Aug 18, 23:40:01
      - I've already pledged my allegiance to the otto camp.. (NCFC) - camcan, Aug 18, 23:40:51
      - I wanted to love Bentley, I really did. (NCFC) - Ottosson Foxtrot, Aug 18, 23:40:46
        
        actually.. (NCFC) - camcan, Aug 18, 23:41:41
        
        If you must. (NCFC) - Ottosson Foxtrot, Aug 18, 23:45:24
        
        well useful if you have a left-handed tent peg.. (NCFC) - camcan, Aug 18, 23:47:14
    - Surely thats the point of luxery. (NCFC) - The Tudster, Aug 18, 23:38:37
      - apart from (NCFC) - Winged Eel Creosote, Aug 18, 23:46:18
        
        oi.. (NCFC) - camcan, Aug 18, 23:49:07
      - true.. (NCFC) - camcan, Aug 18, 23:40:17
- Nope. Apart from I've been through a couple where it's got messy. (NCFC) - The Tudster, Aug 18, 23:34:19
  - Shit wrong place. I'll leave it there anyway. (n/m) (NCFC) - The Tudster, Aug 18, 23:35:16
    - works well.. (n/m) (NCFC) - camcan, Aug 18, 23:36:57
- like that one (NCFC) - SCC 26, Aug 18, 23:27:38
  - lol (n/m) (NCFC) - David Brent, Aug 18, 23:30:36
  - Good question - where would we play him? (n/m) (NCFC) - Ottosson Foxtrot, Aug 18, 23:30:11
    - Dunno, Didnt even mention Bentley, however i would like to seem him back..... (NCFC) - Thomo, Aug 18, 23:32:13
      - SCC thinks we're signing Morrison, Michael Brown and Bentley (NCFC) - Ottosson Foxtrot, Aug 18, 23:33:49
        
        Spurs friends reckon Marney is more suited to the middle anyway... (NCFC) - Thomo, Aug 18, 23:36:27
        
        My Spurs fans think Marney's better on the right ... (NCFC) - Ottosson Foxtrot, Aug 18, 23:38:15
        
        What about this starting line up then? (NCFC) - Real men wear yellow, Aug 18, 23:59:56
        
        Team for Saturday (NCFC) - BerlinCanary, Aug 18, 23:42:36
        
        Take Out Hughes and Stick thorne upfront and we may get another goal!! (n/m) (NCFC) - Thomo, Aug 18, 23:45:00
        
        Yeah that's for the last 10 minutes hoof ball (NCFC) - BerlinCanary, Aug 18, 23:47:36
        
        Think i`d rather go with jarvis than ginger pele (n/m) (NCFC) - Thomo, Aug 18, 23:48:18
        
        True, but he'll be starting for Colchester on Saturday ... (n/m) (NCFC) - BerlinCanary, Aug 18, 23:49:52
        
        You've picked Hughes? Concession to negative football, surely? (n/m) (NCFC) - Ottosson Foxtrot, Aug 18, 23:44:16
        
        Every team needs a bit of running in midfield (NCFC) - BerlinCanary, Aug 18, 23:48:43
        
        preparing to be lambasted here.. (NCFC) - camcan, Aug 18, 23:52:35
        
        Just cancelled my taxi babe, i'd rather brennan than hughes (n/m) (NCFC) - Thomo, Aug 19, 00:04:27
        
        ah well.. (NCFC) - camcan, Aug 19, 00:06:59
        
        I also think.. (NCFC) - camcan, Aug 18, 23:35:49
        
        Would be proper Happy if Marney Stayed...... (n/m) (NCFC) - Thomo, Aug 18, 23:38:17
        
        Would be proper Happy if Marney Stayed...... (NCFC) - Thomo, Aug 18, 23:39:32
        
        Yeah, I'm liking Marney - looked decent v Coventry (n/m) (NCFC) - Ottosson Foxtrot, Aug 18, 23:41:54
        
        took to him instantly.. (NCFC) - camcan, Aug 18, 23:39:31

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