No conservation laws

I can't find this book. Link?

 

I am sure you know it... Here:
http://www.amazon.com/Volatility-Tr...=sr_1_1?ie=UTF8&s=books&qid=1265133684&sr=8-1

 

Ah yeah.

Why do you call this the filthy book?

 

I didn't call it a "filthy book". It's "filthy's book", because the author is known as 'filthy' to the quant community.

 

Oooooooooook. Does he not bathe?

LMAO ahahahah

 

When trying to find the book, I did a search on AMZN for filthy and I got some really strange results. I added options, and I got almost as bad.

Oh man, too funny.

 

This paper attempts an answer

http://ferrari.dmat.fct.unl.pt/personal/mle/SF04/session5/zakamouline.pdf

 

Yep, one of the chapters in filthy's book, in fact, covers Zakamouline's methods in some detail...

 

BTW, I thought you might be interested to know, nitro... filthy's coming out with a new book and it promises to be quite good.

 

Thanks.

I am looking forward to a spanking new filthy book.