Monday, August 18, 2008

OMG she's alive!

Many months ago, a close friend of mine abruptly vanished into thin air. For a while, no one knew if she still existed in the material world. After a period of puzzlement, there came occasional hints from the other side that attested to her material existence.

But for all intents and purposes she no longer existed. On occasions when the nights are quiet and I'm dosed with coffee, I would wonder what happened to her and if she remembered us*. And as the certainty of her return diminished, these fleeting moments too became less frequent.


Recently, she revealed herself, in a scene unlike that from the novel “Raise the Titanic”. A few ripples on the surface, some turbulence, a sudden upward surge of water and then the said vessel bursts into bright sunshine with rivulets of water streaming down every vertical surface.


After breathless “OMG I haven't seen you in ages” kind of statements, we caught up with each other's lives.

While she was telling me about her company's anti-infectives and their comprehensive staff training, I recalled something I wanted to tell her.


“Oh, remember I used to say I'm really fascinated by financial derivatives? Well after I developed my first derivative pricing model I thought, I must tell her I finally did it!”

“Really?! You did it! Tell me, tell me. Not the gruesome algorithms and functions, but just the general modelling assumptions.”

“Well the main thing is the probability distribution function. I used a power-law curve and solved it using [details truncated]”

“Oh I'm so happy for you! So did your price model manage to predict the price accurately?”

“No. I'd get to within about ¼ of a standard deviation, but I think I'm missing a term somewhere.”

“LOL it's ok, you wouldn't get it right away. And you're on the right track anyway.”


After further discussion about the derivative market and anti-inflectives, we bade our goodbyes and promised to keep in touch.


* She did not forget.

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