f*********n
发帖数: 11154 | 1 看到了一篇给Sabre Defence M4写的review，跟大家分享一下：
http://www.gunsmagazine.com/webextra0111.html
I impatiently waited six weeks for my Sabre Defence M4 sample to arrive,
however, the wait was well worth it. The XR15A3 arrived in an Allen
padded rifle case, along with two, 30-rd magazines, and an Otis compact
cleaning kit. The M4 was everything I had hoped it would be, and as
already mentioned, about as close as possible to the genuine military M4
configuration one could hope for.
I also appreciated the CNC... 阅读全帖 |
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y**i
发帖数: 357 | 3 我看不太懂，不过觉得还是挺有意思的。 讲解了Delta-Sigma为什么指标没问题，但是
人可以听出不自然的地方。ESS Sabre的HyperStream modulator如何解决了这个问题。
版上是不是可以考虑用Sabre 9018开发一个DAC?
http://www.youtube.com/watch?v=1CkyrDIGzOE
“The presentation will focus on:
• communicating an understanding of noise shaping modulators, commonly
called Sigma Delta converters.
• an explanation of why the ESS HyperStream modulator used in the
Sabre Audio DAC and ADC devices differs from a Sigma Delta modulator” |
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k****e
发帖数: 337 | 5 poor girl...
http://www.sandiego6.com/news/local/story/Teen-IDd-from-Fatal-Sabre-Springs-Crash-
Four/I_xunKRV1kyX8JX7JfEJLg.cspx
SAN DIEGO - A 17-year-old girl was killed and four other teens injured when the vehicle they
were in collided head-on with a rental moving truck truck in Sabre Springs.
The crash was reported at 5:22 p.m. Friday at Sabre Springs Parkway and Creekbridge Place, said
San Diego police Officer David Stafford.
Five people were in the Acura Legend, Stafford said.
BreAnna Eric |
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W****S
发帖数: 6555 | 6 BUFFALO, N.Y. - The Buffalo Sabres hockey club has filed for bankruptcy
protection.
The team is believed to have liabilities of about $238 million US, and assets
of about $68 million US.
The National Hockey League confirmed the filing Monday morning.
FROM JAN. 9, 2002: Judge grants Ottawa Senators bankruptcy protection
The Sabres are the second NHL team to file for bankruptcy protection in the
past week. Ottawa Senators filed on Thursday, owing creditors $160 million.
The Sabres filing was expec |
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i********c
发帖数: 7033 | 7 yes , I am talking about equity as underlying.
sabr模型有两种方法calibrate，其中一种方法是拟合后的curve过ATM点的，这种方
法需要先求得ATM volatility。我的问题是，如果这时候spot price在两个strike
price之间，atm option 的市场价格是不存在的，那么如何用interpolation求得ATM
volatility的值呢？
因为这里我希望得到atm volatility是为了calibrate sabr的参数，那么我肯定不
用sabr方法去做Interpolate了吧？ 一般业界或者学术界是怎么做的呢？ cubic
spline先得到atm volatility ？
option方面知识比较薄弱，现在是一边读文献，一边试图用实际数据fit一下的学习
过程。问题可能也比较乱。。
since
,
others. |
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i********c
发帖数: 7033 | 8 那么直接用所有离散点calibrate sabr的参数，和先用其他intepolation 方法求得
ATM vol，再calibrate sabr的参数，两种方法相比有什么优势劣势么？
原本我的理解是，利用ATM vol calibrate SABR参数，保证曲线过ATM 点。可是现
在ATM VOL原本也不是市场价格直接给出的了，而是用其它interpolation的方法求得的
。。。
calibrate |
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b**********t
发帖数: 353 | 9 看redfin，sabre springs的小、初、高中学校是9、7、7，mira mesa是9、8、8。
Sabre Springs的学区比Mira Mesa还差吗？ |
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d*****r
发帖数: 39446 | 10 【此篇文章是由自动发信系统所张贴】
⊙ 博彩开启于：Tue Apr 10 19:21:41 2007 类别：单选
⊙ 主题：New York Islanders or Buffalo Sabres?
⊙ 博彩题目描述：
Who is going to win the series between NY Islanders and Buffalo Sabres?
【选项如下】
(1) NY Islanders
(2) Buffalo |
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d*****r
发帖数: 39446 | 11 【此篇文章是由自动发信系统所张贴】
⊙ 购买此博彩彩票所需条件:
1. 文章数目需大于 17700951 篇.
2. 上站总时数需大于 1 小时.
3. 上站物理时间需大于 17700923 天.
⊙ 博彩开启于：Fri Apr 20 23:02:01 2007 类别：多选
⊙ 主题：New York Islanders or Buffalo Sabres?
⊙ 博彩题目描述：
Who is going to win the series between NY Islanders and Buffalo Sabres?
【打对勾者正确选项】
(1) NY Islanders
√(2) Buffalo |
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z****u
发帖数: 185 | 12 SABR is popular in interest rate modeling while Heston is popular in equity
modelling. Many quants like Heston as it is an affine-model with a semi-
analytical solution, and it captures most of the features needed for skew
modeling. On the other hand, SABR does not have the mean-reversion feature
of the vol.
Both models have limited calibration capability. |
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d*******n
发帖数: 524 | 14 我是没看懂，才疏学浅，望指教。
比如下面这几段，难道不是草稿内容吗？当然啊，我注意到网上可以download的另一个
版本的paper里面，这个section 4和appx D/E都是没有的。
4. The dynamic SABR model. Quote results for smile and skew.
For each exercise date, same smile as in the static SABR model! Same smile
dynamics!
Calibrating volatility surface is no harder than calibrating smile.
Show some results. FX options?
还有
Appendix D. Analysis of other stochastic vol models.
Adapt analysis to other SV models. Just quote results?
Appendix E. Analysis of other stochastic vol mo |
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s*******n
发帖数: 66 | 15 哪位大牛对sabr model比较精通，sabr在low strike有问题,请问什么paper或者书上有
比较详细的解释呢？如果有解决方案更好，多谢多谢！ |
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t*******z
发帖数: 606 | 16 印象中Sabr不是Equity market的主流吧。Sabr在Fixed Income中确实用的很多。Equty
中我所知道多用4－5factor的经验公式拟合。 |
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a*****l
发帖数: 869 | 18 我想要的物品:
OCZ Sabre OLED Gaming Keyboard from Newegg
OCZKBSBRUS
单张面值:
free after rebate?
可接受的价格(必须明码标价！):
$49+ my label
物品新旧要求:
new
upc carefully removed is fine
邮寄方式要求:
my label
买卖双方谁承担邮寄损失(Required if not code only):
before drop off you after me
付款方式说明:
noncc paypal
其他补充说明:
广告的有效期:
物品来源:
newegg
我的联系方式:
mitbbs
二手交易风险自负！请自行验证是否合法和一手卡！: |
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g******d
发帖数: 32 | 19 Sabre spring 3b townhouse： 楼下书房客厅饭厅。楼上两卧有独立卫生间，出租其中
一间卧
室。有车位，小区有gym，游泳池。租金650+share utility或者700全包。限女生，可
carpool，
有兴趣请回信。谢谢！ |
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a*****l
发帖数: 869 | 20 我想要的物品:
OCZ Sabre OLED Gaming Keyboard from Newegg
OCZKBSBRUS
单张面值:
free after rebate?
可接受的价格(必须明码标价！):
$49+ my label
物品新旧要求:
new
upc carefully removed is fine
邮寄方式要求:
my label
买卖双方谁承担邮寄损失(Required if not code only):
before drop off you after me
付款方式说明:
noncc paypal
其他补充说明:
广告的有效期:
物品来源:
newegg
我的联系方式:
mitbbs
二手交易风险自负！请自行验证是否合法和一手卡！: |
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y**i
发帖数: 357 | 21 hmm，现在ESS Sabre 9108不是业界最牛的DAC芯片么？
Eastern Electric MiniMax用这个DAC，加Vacuum Tube，review很好。
最近很多公司的顶级产品都是用这个芯片。比如：
Weiss DAC202 (7000$)
Resonessence Invicta (4000$)
AudioLab 8200 DQ (2000$)
Benchmark DAC2 (2000$)
Audio-GD NFB-27 (>1500$)
Wyred DAC2 (1500$)
Anedio D2 (1470$)
Wadia 121 (1300$)
Eastern Electric MiniMax Vacuum Tube DAC Plus (1200$)
Peachtree Audio units (~1000$)
Oppo BDP-95 (1000$)
AudioLab M DAC (900$)
Eastern Electric MiniMax Vacuum Tube DAC (750$)
Audio-GD Compass 2 (>500$) |
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m***s
发帖数: 215 | 22 Thanks for the list. I was thinking between Yulong Sabre 18 & Oppo 105.
Yulong does not have headphone amp and USB mobule. Oppo has both but I don't
need BP now. It sounds Audio-GD's Compass 2/NFB 11.32 are the good choices. |
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g********s
发帖数: 3652 | 23 海南航空的机票在KAYAK 上没有显示，你要去Justfly才有，便宜舒适。
有人介绍sabre app，我还没用过。感谢互通信息 |
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g******d
发帖数: 32 | 24 Sabre spring 3b townhouse： 楼下书房客厅饭厅。楼上两卧有独立卫生间，出租其中
一间卧
室。有车位，小区有gym，游泳池。租金650+share utility或者700全包。限女生，可
carpool，
有兴趣请回信。谢谢！ |
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g******d
发帖数: 32 | 25 One master bedroom in a 3beds townhouse at Sabre Spring(right off I15 poway
exit) for rent. Female preferred. You will share the house with me.
Currently the downstair bedroom serves as office. Rent $650 utilities
included. Move in date: anytime after Oct. 20th. Please email me your
contact or I will send you my cell# for further inquery.
Thanks,
Carol |
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R******t
发帖数: 166 | 26 2 bedroom/2 bathroom
Location: 12475 Heatherton Ct, San Diego 92128
Available: November 20th 2010
Lease ends: June 24th 2011
Price: $1475
Floor: 2nd (also the top floor)
Face: South and east, lots of sunshine in Winter
View: Canyon view from the master bedroom, balcony, living room, and kitchen
Privacy: pretty good for an apartment because of the above canyon view
Kitchen: has two windows, very bright
Wash/Dryer: Yes
Dishwasher: Yes
Community: Pool, gym, quiet and safe.
Poway Unified Sch... 阅读全帖 |
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R******t
发帖数: 166 | 29 http://www.equityapartments.com/California/San-Diego-apartments/Sabre-Springs/Ridgewood-Village.aspx
Will be upgraded after we move out.
$1300 for the first six months
<= $1500 after six months (negotiable with leasing office)
One year lease. We pay the price difference between $1300 and the final
rent you negotiate with leasing office
(should be less than $1500) for six months.
Available: December 23, 2010
Floor: 2nd (also the top floor)
Face: South and east, lots of sunshine in Winter
View: f... 阅读全帖 |
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j**********g
发帖数: 153 | 30 sabre springs在poway学区比较差一些的初中和高中， mira mesa在san diego学区比
较好的初中和高中， 整体poway学区要比san diego学区好 |
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b**********t
发帖数: 353 | 31 Sabre springs 的morning creek小学是从K-7，那是不是之后就直接上高中了？ |
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o****n
发帖数: 9475 | 32 Sabre Springs那条路最东南头上那片不错，Creakside elementary是10分
★ 发自iPhone App: ChineseWeb 8.6 |
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w*******1
发帖数: 206 | 33 sabre springs， 白人 多， 学区不错 |
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f****a
发帖数: 4708 | 34 我的middy upper就是sabre defense的。其他都好，就是BCG不是FA的，bolt只有MPI
batch test。
他家的lower的stock是commercial的，这个比较不好，换stock麻烦。 |
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y*********8
发帖数: 3 | 35 They are very similar models. Both attempt to capture the skew by the so-
called "correlation", and the kurtusis by "vol-of-vol". SABR is a little
simpler than Heston in terms of presentation, and has an analytical solution
for the vanilla price, while Heston has a FFT calculation for the vanilla
price. So both of them can be calibrated to vanillas faster than Monte Carlo.
However, none of them can easily calibrate to the term structure of vol
surface. |
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r*******p
发帖数: 97 | 36 SABR (Hagen) model is standard for swaption, CMS etc... the calibration of
term structure is just fine and quite stable.
Heston seems not popular in fix income... maybe more so in equity
solution
Carlo. |
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d*******n
发帖数: 524 | 39 问一下，这篇文章讨论了interest rate，但似乎完全没有把interest rate当作term
structure来考虑？
对于n year into m year options, Table 3.1和Table 3.2给出了对于不同的n和m的nu
和rho。那么就是说，在篇文章里面，是把所有不同的forward rate f(t,T)当作独立的
underlier来calibrate的，对吧？
SABR |
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u*****n
发帖数: 28 | 40 SABR model不是term structure model.
nu |
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i****b
发帖数: 52 | 41 请问各问， SABR model
dR_(t+1)=R_t^\beta \sigma_t dW
d(log\sigma_t))=\nv dZ
Z and W are brownie motions and =\rho
\sigma_t are latent volatilities, \beta, \nv, \rho are real parameters. How
should I estimate the path of \sigma's in this model?
多谢多谢～～ |
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h*y
发帖数: 1289 | 42 what do you mean "estimate the path"?
SABR is mainly used in volatility interpolation, instead for a dynamics
model |
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s*******n
发帖数: 66 | 43 用sabr fit vol surface, 在strike很low的时候不太好,可以用什么办法解决呢？有什
么paper或者书可以参考吗,非常感谢. |
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K******C
发帖数: 230 | 44 try sabr + basis vol model.
what model are you using, HW or LMM?
how did you calibrate? skew first , then ATM.
How do you pick up alpha? |
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h*******9
发帖数: 33 | 45 sabr 的作者hagan都被干掉了。BBG上说JP的6.2billion的损失跟他做的spreadsheet上
的var被低估有关。 |
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j*****4
发帖数: 292 | 47 mixture model or arbitrage free sabr |
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i********c
发帖数: 7033 | 49 我想用SABR模型构建implied volatility surface. 在calibrate系数alpha, 一个
方法是微笑曲线过ATM VOL点，需要事先得到 ATM forward volatility（F=K时的
option price代入bs公式倒推得到implied volatility）。
我的问题是， 如果spot price(或者Forward volatility) 在两个 strike price之
间，那么这个ATM forward volatility 并没有直接的市场数据(option price)代入bs
公式可以倒推得到。如果求得呢？ 如果对各个离散的implied volatility 点插值，取
得atm volatility ,那不实际就是fit implied volatility curve的过程了么？
本人小白，还请大家不要嘲笑，多多指教。
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t********t
发帖数: 1264 | 50 Which market are you talking? If it's FX, there is always ATM strikes since
they are usually quoted in terms of delta. If you are talking about equity,
yes interpolation is used a lot in the vol surface, being it sabr or others.
It's not as theoretically sound as you thought. |
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