January 5th, 2011

昨天到HJJ家帮忙他们装Ikea家具,费了一天的时间,才装了一个电视Entertainment Center。 很奇怪,现在还有人买这么巨大的东西。说是有两个书架可以用,但是买单独的书架应该更便宜吧。后来又帮忙装了两张床。




How to install WordPress blog with 1and1 hosting

January 5th, 2011


1) go to admin.1and1.com and set up a MySQL database for the blog. It takes sometime for the database to be set up.

2) download the wordpress software from wordpress.org and extract it.

3) update the wp-config-sample file with the database info from 1and1 and save the file as wp-config.php.

4) upload the whole wordpress folder to 1and1 web space where the blog site will see. It takes some time for 1and1 to set up these files.

5) from the browser, type http://yourblogsite.com/wp-admin/install.php and run through the Dashboard to set up the blog.

This is rather simple and it provides better control on the things than setting it up through 1and1′s free blogging service.

top ten books for Quant (Financial Engineer)

January 5th, 2011

(1) Options, Futures and Other Derivatives
John C. Hull
Prentice Hall College Div; 5th edition
(2) Handbook of Fixed Income Securities
Frank J. Fabozzi (editor)
McGraw-Hill Trade; 6th edition
(3) The Complete Guide to Option Pricing Formulas
Espen Gaarder Haug
McGraw-Hill Trade
(4) A Non Random Walk Down Wall Street
Andrew Lo, A. Craig MacKinlay
Princeton University Press
(5) RiskMetrics Documents:
(i) Long Run
(ii) Technical Document
(iii) Risk Management
(iv) Clear Horizon
(v) CreditMetrics
J.P. Morgan/RiskMetrics Group, Inc and The RiskMetrics
Group, Inc.
http://www.riskmetrics.com/techdoc.html to download Acrobat pdf files of these documents
(6) The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo (Contributor), Archie Craig
Princeton Univ Press(7) Value at Risk
Philippe Jorion
McGraw-Hill Trade
(8) Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton, Nicolas Rabeau (Translator), 
Francois Mantion(Translator), B. Lapeyre (Contributor)
CRC Press
(9) Derivatives: The Theory and Practice of Financial Engineering
Paul Wilmott
John Wiley & Sons

(10) Advanced Modeling in Finance Using Excel and VBA
Mary Jackson and Mike Staunton
John Wiley & Sons 


December 17th, 2010






Tips & Tricks — Lotus Sametime disconnect

December 6th, 2010

After installed the Airlink101 wireless-N adapter firmware, Lotus Sametime failed to connect. Solution: uninstall the AT&T VPN and reinstall it. Note that sametime connects well through wired connection. Not sure the exact cause, but it seems to relate with the MTU setting according to this (http://www.experts-exchange.com/Software/Office_Productivity/Office_Suites/Lotus_SmartSuite/Lotus_Notes/Q_24087444.html):

If you are using Internet Connection Sharing (ICS) and the outbound connection uses PPP over Ethernet
(PPPoE), the clients that are using the ICS connection may not be able to browse some Web sites or send
e-mail messages that contain attachments.

PPPoE requires lowering the Maximum Transmission Unit (MTU) setting on all client computers to a value no
larger than 1,492. (The default is 1,500.) In some cases, a value less than 1,492 may be necessary.

In order to determine the proper MTU size, perform the following steps:

1.Determine the default gateway of the ICS server using IPCONFIG.

2.From a command prompt on a client, type PING -f -l <MTU size> <IP address of default gateway from
first step>. Start with an MTU size of 1,454.

3.If this fails with an error message indicating that it must be fragmented, decrease the MTU size and try
again. Repeat this until the ping command succeeds.
Not convincing to me.