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Ito's Lemma

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    #11
    Originally posted by oracleslave View Post
    No, you should have used 'stochastic' in there a few times.
    You're one step ahead of me already...

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      #12
      Originally posted by wendigo100 View Post
      Nor am I, but as I understand it, its particular use is that it removes the bias from a binomial tree from start values, which tip the results lower, and end values, which tip them higher, and sort of averages them instead.

      Do I sound like I know what I'm talking about?
      Sounds good to me - you're hired.
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        #13
        Originally posted by wendigo100 View Post
        Cracking young bird sat down next to me on the train yesterday. But before I could switch on the Wendigo charms, she started reading a book about Ito's Lemma.

        Is everyone into derivatives these days except me?
        Was she russian with strawberry blonde hair? the rest of the chicks on my stochastic calculus course don't really fit your description.

        Ito is just a show-off with false modesty.

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          #14
          Originally posted by hugebrain View Post
          Was she russian with strawberry blonde hair? the rest of the chicks on my stochastic calculus course don't really fit your description.

          Ito is just a show-off with false modesty.
          No, sultry with very dark hair.

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            #15
            Originally posted by wendigo100 View Post
            No, sultry with very dark hair.
            Did you not manage a cheeky photo with your phone?
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              #16
              True story: it happened about a year or two before 7-7.

              I was on a train to London. So I am sitting peacefully and reading a book and on one stop well before London a girl in white burkha gets in and sits in front of me.

              Now I am used to that sight, but what spooked me a bit was that the colour was white - I think this is what they dress up before they go to heaven, ie suicide bombers in Palenstine did that.

              So, I get a bit agitated and then notice the girl is reading something - you can't see her face as it's hidden but you can see where she looks: she was holding something in her hands below the table.

              So I moved up a bit to see that she reads a book... with arabic text!

              I looked like she was praying. Now what would suicide bomber do just before going for it? Well, not sure, but I did not want to find out.

              So I moved to another carriage

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                #17
                Originally posted by AtW View Post
                True story: it happened about a year or two before 7-7.

                I was on a train to London. So I am sitting peacefully and reading a book and on one stop well before London a girl in white burkha gets in and sits in front of me.

                Now I am used to that sight, but what spooked me a bit was that the colour was white - I think this is what they dress up before they go to heaven, ie suicide bombers in Palenstine did that.

                So, I get a bit agitated and then notice the girl is reading something - you can't see her face as it's hidden but you can see where she looks: she was holding something in her hands below the table.

                So I moved up a bit to see that she reads a book... with arabic text!

                I looked like she was praying. Now what would suicide bomber do just before going for it? Well, not sure, but I did not want to find out.

                So I moved to another carriage

                Poof. She was probably looking for a quickie in the train toilets. He who dares Rodski!

                Comment


                  #18
                  Originally posted by AtW View Post
                  True story: it happened about a year or two before 7-7.

                  I was on a train to London. So I am sitting peacefully and reading a book and on one stop well before London a girl in white burkha gets in and sits in front of me.

                  Now I am used to that sight, but what spooked me a bit was that the colour was white - I think this is what they dress up before they go to heaven, ie suicide bombers in Palenstine did that.

                  So, I get a bit agitated and then notice the girl is reading something - you can't see her face as it's hidden but you can see where she looks: she was holding something in her hands below the table.

                  So I moved up a bit to see that she reads a book... with arabic text!

                  I looked like she was praying. Now what would suicide bomber do just before going for it? Well, not sure, but I did not want to find out.

                  So I moved to another carriage
                  Fascinating. Did you crack one off later?
                  Hard Brexit now!
                  #prayfornodeal

                  Comment


                    #19
                    I once took the Eurostar trip and was assigned an almost empty carriage, except for the blond sat next to me. The seat assignments had presumably been a bit of a joke by the ticket saleswoman . The girl moved to another seat. A boring story with no punchline, but at least I kept it short.

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                      #20
                      Originally posted by TimberWolf View Post
                      I once took the Eurostar trip and was assigned an almost empty carriage, except for the blond sat next to me. The seat assignments had presumably been a bit of a joke by the ticket saleswoman . The girl moved to another seat. A boring story with no punchline, but at least I kept it short.
                      So the moral of my story must be that the girl actually liked me and hoped I will chat her up, but I blown it!

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