I spent yesterday trying to figure out the tranching in the waterfall for the collateralised debt obligation. I spent much of today trying to get around the loss of power in the weighted least squares regression of the mortality adjustments due to the fact that the bastard consultant will not cough up the actual observations, and only gives us the ratios of observations to expected.
I spent the rest of the day trying to determine whether party A should be sold put options or call options to make up for the put (or call) futures and who was hedging whom, and for what.
I actually know fuck all about finance. I think I will spend the rest of the evening thinking about breasts.
Wednesday, June 18, 2008
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6 comments:
u do just that and perhaps ull get ur sanity back...
Gradually returning...
it duz intrigue me how there's a slight possibility of it fading for a while.. interesting
I must say, sometimes I have wondered.
...is it intentional?
Disappointing.
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