由买买提看人间百态

topics

全部话题 - 话题: derivatives
首页 上页 1 2 3 4 5 6 7 8 9 10 下页 末页 (共10页)
f**********r
发帖数: 2137
1
Goldman Sachs could lose up to 41 percent of its earnings if Congress
approves tighter regulation of the
derivatives market, according to an analysis by Bernstein Research. That’s
equivalent to wiping away $3.9
billion in Goldman’s earnings this year if the stricter regulations were in
effect for the entire 12 months,
according to a subsequent analysis of the numbers by DealBook using
Bernstein’s 2010 earnings-per-share
estimates.
Other major banks, including Citigroup, Morgan Stanley, JPMorgan
b********y
发帖数: 5829
2
是企图把它water down 的提案被击败了,看来它通过的概率还是挺高的。华尔街的形
式依然很严
峻。当然由于白宫也反对这个提案,最后被奥巴马否决的可能还是有的。
Volcker Rule 被通过的可能非常大。
WASHINGTON—Senate Banking Committee Chairman Christopher Dodd is
expected to drop a controversial derivatives proposal he offered Tuesday
after it met stiff resistance from an unusual coalition of Wall Street
bankers and liberal Democrats, a Senate aide said.
The backlash came after Mr. Dodd (D., Conn.) tried to craft a provision
to strip out another controversial part of the financial over
g****h
发帖数: 481
3
obama支持derivative改革的吧
h*****g
发帖数: 944
4
难道derivatives都是institutional 玩家?
o********n
发帖数: 1329
5
option 算 derivatives 吧. 很多人玩啊.
还有future
h***z
发帖数: 322
6
来自主题: Immigration版 - 关于485 Derivative Bebeficiary问题
最近要file 485,配偶目前在中国,孩子是美国出生。这种情况的话,小孩首先是不用
file 485的,配偶在国内也不qualify。因为这次只是我本人申请485,配偶等以后再在
国内走CP程序申请移民签证,道理上是应该我为我自己申请。但是在写485 cover
letter的时候,是否需要把他们列为Derivative Beneficiary?如果不列,以后配偶申
请是不是会麻烦?如果列出来,是不是这次就一定要一起申请呢?头疼~~~~~~ 好多问
题都是擦边球,不知道Yes还是No,求各位指教。
C**********r
发帖数: 31
7
你老公file 140时把你也当成derivative 了么?
P********u
发帖数: 18
8
面试通知就是general的通知叫带上所有材料
ld是主申请人,我是derivative
但是跟ld申请之前我自己也申请了并且拿了ead卡

面试通知怎么说的? 谁是主申请人?你们LD吗?还是你们各自分开自己申请的?
l******6
发帖数: 5698
9
来自主题: Soccer版 - 来个derivative 吧
没明白你的DERIVATIVE在这里指的是什么
b*******k
发帖数: 396
10
derive,不是drive啊,大哥
p***n
发帖数: 635
11
来自主题: DotNet版 - Can a struct be derived? in C#, in C++
in C++, yes, a struct can inherit from another. actually in C++ world, the only
difference btw a struct and a class is that the default access modifiers for
methods are different. for class: private for struct:public
in C#, it is a different story, structs cannot inherit from other structs
however, they can derive from interfaces. it is quite different from class
in C#.
P*****f
发帖数: 2272
12
edited
3.3.7 Name hiding
...
The declaration of a member in a derived class (clause 10) hides the
declaration of a member of a base class of the same name; see 10.2.
4 During the lookup of a name qualified by a namespace name, declarations
that would otherwise be made
visible by a using-directive can be hidden by declarations with the same
name in the namespace containing
the using-directive; see (3.4.3.2).

what do you mean?
i***h
发帖数: 12655
13
class Base {
void foo();
};
class Derived: Base {
virtual void foo();
};
这个和把 virtual 放在 Base 里等价么?
c**a
发帖数: 316
14
但是 再 derive 一次, 那是函数 应该是虚的。
不知道对不对
z*****n
发帖数: 447
15
比如:
#include
class f{
public:
virtual void p(){printf("father\n");}
};
class c : public f{
public:
void p(){
printf("child\n");
}
};
--------------------------------------
Derived Class 调用Base Class可以这样:
f *a = new c;
a->f::p(); // 这里Print的是"father"
---------------------------------------
如果
f *b = new f;
b怎样才可以调用到 c的method p()
多谢!
O*******d
发帖数: 20343
16
Base class不应该知道derived class的任何东西。
c**********e
发帖数: 2007
17

> f *b = new f;
You can not use base class pointer to initialize derived class pointer.
z*****n
发帖数: 447
18
比如:
#include
class f{
public:
virtual void p(){printf("father\n");}
};
class c : public f{
public:
void p(){
printf("child\n");
}
};
--------------------------------------
Derived Class 调用Base Class可以这样:
f *a = new c;
a->f::p(); // 这里Print的是"father"
---------------------------------------
如果
f *b = new f;
b怎样才可以调用到 c的method p()
多谢!
O*******d
发帖数: 20343
19
Base class不应该知道derived class的任何东西。
c**********e
发帖数: 2007
20

> f *b = new f;
You can not use base class pointer to initialize derived class pointer.
N******K
发帖数: 10202
21
所谓Base类 应该是适应范围比较广的类 比如鸟
derived类 应该是某个子类 比如 大雁
但是在算法类的设计上就出了问题:
甲类
{
长度
方向
角度
}
乙类
{
//长度 永远是1
方向
角度
}
乙是甲的特例 应该是乙继承甲
如果这么做, 乙类多了一个无用变量:长度
特例化之后 基类的很多变量就没用了 算法公式变的简单
我现在是把甲类和乙类分开做
g*****y
发帖数: 7271
22
这不就是circle和ellipse应该 who derived from who 的讨论么?
I****s
发帖数: 467
23
不知道FAR里面会不会考hedge accounting和accounting for derivatives?
我刚刚开始看书, 还不知道这个会不会考? 考了FAR的同学说说看?
a*******n
发帖数: 48
24
financial instrument & derivative 在FAR考试中考到过吗?这部分太头痛了
i***W
发帖数: 1259
25
Derivatives Markets, 2nd Edition - Solutions Manual
Thanks!
h**********r
发帖数: 671
26
Paper help.
Fatty acids, fatty acid analogues and their derivatives
Marcel S. F. Lie Ken Jie, Mohammed Khysar Pasha and M. S. K. Syed-
Rahmatullah
Journal Article
Nat. Prod. Rep., 1997, 14, 163-189
DOI: 10.1039/NP9971400163, Review
Link:
http://pubs.rsc.org/en/content/articlelanding/1997/np/np9971400
Please send to email: m******[email protected]
Thanks!
a****d
发帖数: 1919
27
mESC- and mIPSC-derived oocytes develop into normal, fertile mice.
by Mitinori Saitou's lab in Japan, they published on ESCs differentiation
into functional sperm last year.
http://www.nature.com/news/mouse-stem-cells-lay-eggs-1.11545
http://news.sciencemag.org/sciencenow/2012/10/oocytes-normal-mice.html
l**********1
发帖数: 5204
28
sorry
当时走神
看成
应该说为数不多的露天(铜)矿或者浅层(铁)矿 了 然后回的帖
不过 后来一琢磨 美帝No. 51 base 里的外星人标本 金属含量
尤其是iron 可能远高于人体内的iron 含量 -------just one cent
>

>>
发信人: unfieldified (未场化的蛮), 信区: Biology
标 题: Re: oocytes derived from mESC/iPSC develop into normal, fe
发信站: BBS 未名空间站 (Fri Oct 5 16:41:45 2012, 美东)
应该说为数不多的露天矿或者浅层矿。再往后的器官、组织的协调发育就更难了
f*********6
发帖数: 94
29
Yes, you can derive ES cell lines from the mixed genetic bg, but the
efficiency is pretty low. You need to be patient and persistent. It took me
three months to get my 1st ES cell line. After that, things become really
easy. My boss almost fired me..., but then she found out the mouse line was
on a mixed genetic bg (we found one white offspring) and she apologized to
me.
You may want to add the ERK inhibitor PD184352 to improve efficiency. ref: http://dev.biologists.org/content/137/20/3351.full.... 阅读全帖
f*********6
发帖数: 94
30
You are the most welcome.
I only used the ERK inhibitor, and that was several years ago. The inhibitor
did improve the derivation efficiency. Having the p38 inhibitor in the
medium might help. You may also want to be sure that LIF is working well,
and i think this is very important.
The most tricky part to me is the patience. If you don't see any colony at
the first a few days, don't give up and just wait for a few more days.
Meanwhile set up more crossing in case that batch does not work, and t... 阅读全帖
z****p
发帖数: 138
31
专讲数学model的书太多了,有没有从使用角度讲derivative的。比如哪些是用来做
hedge,通常如何使用等等。
谢谢
z****p
发帖数: 138
32
倒不是数学模型看不懂,而是觉得作了一段时间valuation之后,整天接触的就是就是
各种各样的公式,但是不知道实际应用。比如swap,各种各样的swap(cross ccy, Power
inverse, etc),有各种各样的model (one/two factor short rate, BGM, etc). 但是
从来没去想这些swap怎么来的,如何使用。如果有一些doc/book从应用角度介绍
derivative,那了解会更深刻一些。
s******a
发帖数: 220
33
来自主题: Chemistry版 - 请教: Diazomethane derivative
Herbicides Diazomethane derivative. When generated diazomethane in hexane,
It can be stored in Fridge for a week. Question: How do you add this
diazomethane hexane (let's say 4ml) to the sample? Is it safe to use glass
pipette to transfer? Thanks in advanced.
y**i
发帖数: 357
34
解一个2维PDE:
df/dt = D1*f_x + D11*f_xx + D2*f_y + D22*f_yy + D12*f_xy
f_x代表df/dx,f_xx代表d^2f/dx^2,f_xy是mixed derivative,代表d^2f/dxdy。
D11,D22都是正的,D11*D22>D12^2
在有些区域,D1, D2很大。
用explicit finite difference解,发现run了很长时间后有些区域f开始有negative值,
物理上f应该一直是正的。不知道为什么?用stability analsys,dt取得足够小了。
n*******l
发帖数: 2911
35
来自主题: Mathematics版 - Help On functional derivative
Let J(f) = \int f(x) lnf(x) dx. Define
j(t) := J(f+tg) = \int (f+tg) ln(f+tg).
j'(t) = \int gln(f+tg) + g.
j'(0) = \int (lnf+1)g.
The functioanl derivative of J with respect to f is then
lnf+1.
e*****u
发帖数: 27
36
来自主题: Mathematics版 - derivative of matrix w.r.t. vector??
怎么算一个matrix对一个vector求derivative?结果的matrix的size会增加吗?比如3*
3matrix 对3*1的vector。。。
c*******e
发帖数: 8624
37
来自主题: Mathematics版 - 请问"对X求导"英文是"derive at X"吗?
take the derivative wrt x
w****5
发帖数: 17
38
来自主题: Mathematics版 - 请问"对X求导"英文是"derive at X"吗?
derivative to x
t****t
发帖数: 610
39
来自主题: Mathematics版 - 请问"对X求导"英文是"derive at X"吗?
differentiate ... with respect to X
or
get the nth order derivative of ... with respect to X
k*******l
发帖数: 69
40
don't know what you want to get
the RN derivative of which measure wrt which measure???
possibly u could look at Oksendal's Applied Stochastic Control of Jump
Diffusions, Ch. 1

and
we
k*******l
发帖数: 69
41
whatever
if u knew what Radon-Nikodym derivative means, u would understand why i was
asking that. and the book contains change of measure for Levy processes

not
c*********n
发帖数: 128
42
来自主题: Mathematics版 - Re: How to calculate this derivative?
【 以下文字转载自 Physics 讨论区 】
发信人: chamberlain (PKU|PHY01|面朝大海|春暖花开), 信区: Physics
标 题: Re: How to calculate this derivative? (转载)
发信站: BBS 未名空间站 (Wed Dec 5 15:20:21 2007)
The original problem is to solve \phi(t) from
\int_0^z\phi(t) = \int_0^z f(x)(z-x)^{a-1} dx
where 0< a <1
I solved it in a general Laplace transform manner.
Perform Laplace transforms on both sides:
L[\int_0^z\phi(t)]
= 1/w L[\phi(t)]
L[ \int_0^z f(x)(z-x)^{a-1} dx ] (convolution)
= L[ x^{a-1} ] L[ f(x) ]
= w^{-a}\Gamma
s******8
发帖数: 79
43
来自主题: MedicalCareer版 - 求助记住germ layer derivatives的口诀
求助求助!怎么才能记住germ layer derivatives? 看了10遍,也还是记不住啊。 大
牛们,帮帮忙啊!
y***k
发帖数: 289
44
Progress on Mechanics of Carbon Nanotubes and Derived Materials
Authors: Salvetat, Jean-Paul; Bhattacharyya, Sanjib; Pipes, R. Byron
Source: Journal of Nanoscience and Nanotechnology, Volume 6, Number 7, July
2006 , pp. 1857-1882(26)
w********[email protected]
十分感谢!~
r*****t
发帖数: 286
45
☆─────────────────────────────────────☆
magazine (mag) 于 (Wed Feb 21 11:52:29 2007) 提到:
引用一下recuiter的原email:
I have a position on the Derivatives desk; it is a quantitative role and
will definitely utilize your analytical skills.
她什么意思,是说什么desk quant马?有没有发展前途阿?是一个investment bank.我
可能没什么希望了,他们一据我,你们喜欢的话,我可以帮你们refer。
☆─────────────────────────────────────☆
maglion (da木头) 于 (Wed Feb 21 11:57:16 2007) 提到:
front office 吧, 工作就是听trader的指挥,压力大,学实际操作,适合往trader发
展?俺也是新手,等高人指点把

☆────────────────
s**a
发帖数: 178
46
Company: Top Global Investment Bank
Loc: Tokyo/HK
Position: IR/FX Derivatives Quantitative Analysts
Level: Entry-Jr level
Description:
We are currently looking to hire new grads with MS in computational finance
with strong Statistics, Math, Quantitative analyst background / experience.
Particularly looking for grads from:
NYU Courant
University of Chicago
Carnegie Mellon - Tepper
Columbia (financial mathematics/statistics)
Princeton (financial engineering)
Georgia Tech (financial engineering at
e*******e
发帖数: 1144
47
Somebody divides quants as two broad categories: one in quantitative equity/
market microstructure and one in derivatives pricing/risk management.
What's the major difference between these two kinds of quants:
All need strong stochastic calculus, statistics, and programming skills? Or
they have different concentration on skills?
s*******s
发帖数: 11
48
Nowadays, derivative departments run intensive stat/data mining models as
well since when something goes large, you always need to
1. look at the big picture and see the general and local trends
2. extract the micro features
3. optimize the whole structure
The stochastic pricing/hedging always serves as building blocks for today's
complicated market product strctures.
On the other hand, what the trading / structuring desks lack are the power
stochastic models to do the right jobs (capture the lo
M********t
发帖数: 1718
49
这个啊,我十月份的时候面过,差点就去了,不过最后还是选了另一个。他们面的时候
确实不全问编程,问一些derivative pricing, stochastic calculus和笼统的市场的
问题。我面的位置是开发CDS的,quant做出的model,他们来实现,测试,最后给出成
品。面试时觉得人都挺好的,有两个中国人,都很nice。祝好运。
i****m
发帖数: 15
50
Many models are being developed in recent years. Is there a good book to
cover the most up-to-date credit derivative modelling topics? Especially
for correlated defaults, calibration, CDO, synthetic CDO, credit risk/market
risk modelling, etc.
Thanks
首页 上页 1 2 3 4 5 6 7 8 9 10 下页 末页 (共10页)