Funding beyond discounting: collateralagreements and derivatives pricing

apparently ground-breaking article by vladimir piterbarg, the head of barcap quantitative research and author of a well-known 3 volume series on interest rate modeling. http://www.scribd.com/doc/34328165/Risk-Magazine-Piterbarg-Funding-Beyond-Discounting-Collateral-Agreements-and-Derivatives-Pricing important for correctly valuing derivatives, and what the 'risk-free' rate really is.

debugging c++ extensions to python

trying to debug a python extension module written in c++ (wrapped with swig). i think this would be so much easier if i were using gcc, but python is built with msvc... setup.py wants the debug versions of python libs, but i don't have them and don't really want to try to build python from scratch right now. these refs seem relevant: http://www.velocityreviews.com/forums/t677466-please-include-python26_d-lib-in-the-installer.html http://vtk.org/gitweb?p=VTK.git;a=blob;f=Wrapping/Python/vtkPython.h;h=9d01ac21bafae0a24252398f268b6b3563df62cd

design patterns

comment from duffy on most useful from gof (gang of four) book of object-oriented design patterns: "GOF is useful but should not become an objective in itself. The most useful ones in general (dependent on the domain of course) are Visitor, Strategy, Facade and Template Method pattern. Singleton and Observer can best be avoided."

most relaxing music

The top 10 most relaxing tunes were: 1. Marconi Union - Weightless 2. Airstream - Electra 3. DJ Shah - Mellomaniac (Chill Out Mix) 4. Enya - Watermark 5. Coldplay - Strawberry Swing 6. Barcelona - Please Don't Go 7. All Saints - Pure Shores 8. AdelevSomeone Like You 9. Mozart - Canzonetta Sull'aria 10. Cafe Del Mar - We Can Fly Stream it from SoundCloud right here

Malliavin calculus

saw a reference to Malliavin calculus. used in financial math to take derivatives of stochastic processes. looks interesting, might be useful to learn some day.