d*********u
发帖数: 8521 | 1 这东西单个的话不到10年后收齐肯定是不会涨价的，除非银子突然疯长，但这个可能性
太小了…… |
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m*****u
发帖数: 19562 | 6 np8倒是不危险, np2, np3可翻不了身了. |
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m******6
发帖数: 6262 | 7 估计大家都囤了很多吧?
刚给MINT 打电话, 他们说不能作ANYTHING.也懒的折腾了为了$25,不过很不爽.
银鹰UNC也降了. |
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m******6
发帖数: 6262 | 8 只想这个了, 那NP6, 7 也都亏了! DAMN! |
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m*****u
发帖数: 19562 | 9 这些东西要是卖不完, 就要上bulk list了 |
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P**********e
发帖数: 543 | 10 我早就预测近期大饼 是毒药了，过两三年不 说，不想 suck钱 的别碰 |
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l*****o
发帖数: 19235 | 11 poor,
many of them has:
This product is temporarily unavailable for product repricing. |
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P**********e
发帖数: 543 | 12 没有205ATB了，哈哈， 昨天赶在reprice之前吃了一批， 看来还是吃少了 |
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m****e
发帖数: 1197 | 13 原来的是：
SELECT dbo.tblDim_Period.Code AS MnthYr, dbo.tblDim_Account.Code AS
Account, dbo.tblDim_Prism.Code AS Prism, dbo.tblDim_Facility.Code AS
Facility,
dbo.tblDim_Product.Code AS Product, CASE WHEN dbo.
tblDim_Product.Accrual IS NULL
THEN 'ACT_ACT' ELSE dbo.tblDim_Product.Accrual END AS
ProdAccrl, dbo.tblDim_Channel.Code AS Channel, dbo.tblDim_Collateral.Code AS
Collateral,
dbo.tblDim_Reprice.Code AS RePrice, dbo.tblDim_Purpo |
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k***a
发帖数: 1104 | 15 ARM (adjustable-rate mortgage ), 从字面上看, ARM为什么要repricing. |
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j*****o
发帖数: 6 | 16 The cash flow mapping method for calculating VaR of portfolio is a bit dated
, plus it is practically unrealistic to handle portfolio with derivatives
that way.
A more effective and practical way people now use to handle VaR of a
complicated portfolio is to track down the underlying "risk factors" of the
portfolio (e.g. for a vanilla european call, the risk factors will be stock
price, risk free rate, volatility). By varying the risk factors and reprice
the portfolio, one can derive VaR in a str |
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q*****r
发帖数: 43 | 17 there is no conflict, by finding the risk factors for bond, which is
interest rate, you still need to do cash flow mapping to these key interest
rate points.
dated
the
stock
reprice |
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a***r
发帖数: 594 | 18 I m not big niu, I don't even work at GS now. but it was a group of very
smart and hard working people.
I was just eluding to some ideas floating on this board and other forums
that quants are derivative or statistics wizards pondering on only
mathematical models.
in reality, the type of work I did there were more like: market is jittering, can we run scenarios where spreads widen 5,10, 20% and reprice our book
and redo the deltas. so traders could have some ideas what their risk would
be and re |
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x**y
发帖数: 10012 | 19 risk management...
ic
我干过一样的活。。。
fix income。。。
jittering, can we run scenarios where spreads widen 5,10, 20% and reprice
our book
would |
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d*j
发帖数: 13780 | 20 再次感谢啊， 看起来和我要做的差不多
jittering, can we run scenarios where spreads widen 5,10, 20% and reprice
our book
would |
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w*******y
发帖数: 60932 | 21 Use coupon code "HOTEL15" to get 15% off any length of hotel stay when
booking through Orbitz. This means any length of stay, 1 day or greater.
Book by: 8/12/10
Travel by: 9/30/10
1. You enter the code on the "Review and book" step and you can see the
steps in the upper-right hand side of the page.
2. There is a "Promotion code" box underneath "Card holder phone number"
where you may enter "HOTEL 15" to receive your discount.
3. Click the "Apply & Reprice" blue button and see your discount app |
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g***t
发帖数: 1279 | 22 Genworth Swings To Profit On Smaller Investment Losses
21 minutes ago - Dow Jones News
Related Companies
Symbol Last %Chg
GNW 13.63 1.94%
As of 4:00 PM ET 1/28/10
DOW JONES NEWSWIRES
Genworth Financial Inc. (GNW) swung to a fourth-quarter profit--its second
in a row--as the insurer trimmed investment losses and got a lift from loss-
mitigation efforts in its mortgage-insurance business.
The life insurer, which also owns a large mortgage-insurance business, has
been back in the bl... 阅读全帖 |
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l**t
发帖数: 6971 | 23 Palo Alto跌不下去的吧。。。
Google reprice option啦。 |
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