More Comments on iOS 4 Multitasking
10. 07 10 - 01:12 - Category:Software
(English Text)
Some More Comments on iOS 4 Multitasking.
Expiration Handlers
If a process is running in background, having issued UIApplication's beginBackgroundTask before, then the process expiration handler's code following the (last) issuing of endBackgroundTask is not executed. In other words: iOS 4 does not wait until your expiration handler block finishes. It waits for the last endBackgroundTask and terminates (kills) the app (quite ungracefully).View Controllers
If your app enters background the active view controller does not receive a viewWillDisappear. Neither will it receive a viewWillAppear if the app enters foreground.Application Lifecycle
On iOS 4.0 the message applicationWillTerminate is rarely send. I made some tests and found the following:- An app will not receive applicationWillTerminate if it is in background and user selects force quit (pressing the minus sign in the list of recent apps).
- An app will not receive applicationWillTerminate if it is in background and the user selects to shut down the device while your app is running.
- An app will not receive applicationWillTerminate if it is in background and system shuts down due to low battery.
- An app will receive applicationWillTerminate if it is in foreground and system shuts down due to low battery.
- An app will receive applicationWillTerminate if it is in foreground and the user selects to shut down the device while your app is running.
A Short Note on iOS 4 (iPhone OS) Multitasking
28. 06 10 - 01:01 - Category:Software
(English Text)
Last weekend I checked out iOS 4, in particular its
multitasking. From articles on the web I got the
impression that iOS 4 multitasking isn't a real
multitasking, rather a fast app switching (see, e.g.,
the article by Matt Neuburg as cited on daring fireball).
But: iOS 4 apps are fully multitasking with just two exceptions:
Apart from these restrictions you can run code in background. You can run your own run loop in background and register timers (events) with that run loop.
dispatch_async(dispatch_get_global_queue(DISPATCH_QUEUE_PRIORITY_DEFAULT, 0), ^{
// Create and register your timers
// ...
// Create/get a run loop an run it
// Note: will return after the last timer's delegate has completed its job
[[NSRunLoop currentRunLoop] run];
});
In the upcoming release of Serial Mail (Version 4.1) I have implemented a background task which sends mail via an SMTP server in background. This background task uses timers to check the response of the SMTP server an hence it is requiring a run loop. I was able to do network connections in background. Apple says that you should prepare that network connections may fail when the app is running in background (however an app needs to check for failing connections anyway).
There is one strange thing about iOS 4: When the user terminates the app manually (by deleting it from the list of recently used apps) then iOS does not call your app delegates applicationWillTerminate method. I have used applicationWillTerminate to save the application's state upon termination and now that code had to move to applicationWillResignActive.
But: iOS 4 apps are fully multitasking with just two exceptions:
- The iOS 4 UI event loop is single tasked, i.e. only the front app is running on the UI event loop. If app code is designed to be running on the UI event loop thread, then it is not executing if it enters background. However, this is not a big restriction. An app will not receive any UI events when running in background anyway (even on Mac OS X). If you design your iOS 4 app to be detached from the UI event loop it continues to run when put to background.
- The OS may terminate your app when resources like memory are running low or "execution time" is used up. This is also not a big restriction. For example, on OS X if memory is running low the user is prompted to terminate an app. Also, on OS X I would terminate an app if it runs crazy and takes up all CPU time. So actually I believe it is an improvement to start thinking about rules when apps are terminated by the OS. (Note: For iOS 4 the rule which terminates an app is a bit too simple, as I will explain soon).
Apart from these restrictions you can run code in background. You can run your own run loop in background and register timers (events) with that run loop.
Background Run Loop
This is done with the following code:dispatch_async(dispatch_get_global_queue(DISPATCH_QUEUE_PRIORITY_DEFAULT, 0), ^{
// Create and register your timers
// ...
// Create/get a run loop an run it
// Note: will return after the last timer's delegate has completed its job
[[NSRunLoop currentRunLoop] run];
});
In the upcoming release of Serial Mail (Version 4.1) I have implemented a background task which sends mail via an SMTP server in background. This background task uses timers to check the response of the SMTP server an hence it is requiring a run loop. I was able to do network connections in background. Apple says that you should prepare that network connections may fail when the app is running in background (however an app needs to check for failing connections anyway).
App Termination
So this solves the first problem, that the UI thread is single threaded. What about iOS terminating your app when it runs in background: To prevent that the OS terminates the app we should tell it that we have a long running background task. Apple suggest that you mark each background tasks by calls to UIApplication's beginBackgroundTask and endBackgroundTask see the developer documentation's sample code. I haven't seen a definition of "long running", but it appears as if the app is terminated if a background task runs 10 minutes after the app has been suspended (it does not help to launch a new background task / thread from another one).Improving the App Termination Criteria
For my app 10 minutes background task time are sufficient. There are application where you require a truly long running background process checking stuff at certain intervals, etc. However, it is clear that the multitasking introduced in IOS 4 just needs a minor tweak: it requires more sophisticated rules for terminating apps. For apps with background task a much better rule would be to consider cpu time that real time. This would for example allow apps like instapaper to check and download files in background on a regular basis (say, once a day) if that task consumes only a small amount of cpu time. The author of instapaper discussed a different solution in his blog, however I hope for a simpler one: better, transparent criteria for termination of a background apps.Scheduled Relaunch
Another improvement of the current multitasking APIs, which is more in line with the solution in the instapaper blog, would be to include a user configurable service for scheduled relaunch of an app into background. The service should be configurable on an per app basis. Apps registering with it should bring up a dialog requesting for permission (like location service does). The service should then call a method like applicationDidLaunchToBackground. I would prefer such a solution over a myriad of specialized background services. Instead the relaunch service could take options like "relaunch when network available".There is one strange thing about iOS 4: When the user terminates the app manually (by deleting it from the list of recently used apps) then iOS does not call your app delegates applicationWillTerminate method. I have used applicationWillTerminate to save the application's state upon termination and now that code had to move to applicationWillResignActive.
Obba: Handling Java Objects in Excel, OpenOffice and NeoOffice
14. 02 10 - 22:11 - Category:Software
(English Text)
A new version of Obba has been released: Obba
Version 1.9.34.
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
Version 1.9.34 of Obba brings the following changes:
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
Version 1.9.34 of Obba brings the following changes:
- Fixed a problem which prevented loading of some classes. The current thread's context class loader was null. This appears to be a problem with the Java plugin. A workaround was created. Note: This problem resulted in the XMLDecoder not working.
- Fixed a problem which prevented installation of Obba for OpenOffice.
- More improvements for OpenOffice
- Arrays of objects can be created using obMake with a class name of ClassName[] where ClassName is the component type (see documentation for an example).
- Added a demo sheet showing how to access data from finance.yahoo.com. Include the Java source code for the class handling the web access.
Snow Leopard 64 Bit Kernel - Switching between Apps
14. 02 10 - 21:22 - Category:Software
(English Text)
Snow Leopard felt slow on my MacBook Pro (5,5).
Switching between apps felt sluggish. I usually run
Safari, Eclipse an VMWare at the same time and often
switch between these.
The MBP booted with 32 bit version of the OS X 10.6 Kernel (this is the default) - thx O.S. for the hint. To my surprise, switching to the 64 bit kernel made a big difference. Switching between apps is much (!) snappier. (I did not see any perfomance test discussing app switching!)
PS: You can boot into the 64 bit kernel by changing the file
to include the following Kernel Flags
The MBP booted with 32 bit version of the OS X 10.6 Kernel (this is the default) - thx O.S. for the hint. To my surprise, switching to the 64 bit kernel made a big difference. Switching between apps is much (!) snappier. (I did not see any perfomance test discussing app switching!)
PS: You can boot into the 64 bit kernel by changing the file
/Library/Preferences/SystemConfiguration/com.apple.Boot.plist
to include the following Kernel Flags
<key>Kernel</key>
<string>mach_kernel</string>
<key>Kernel Flags</key>
<string>arch=x86_64</string>
How to Fetch Stock Quotes from Yahoo into Excel/OpenOffice using Java
20. 12 09 - 17:38 - Category:Software
(English Text)
I wrote a small tutorial on how to use Obba and
a small Java class to load Yahoo stock quotes into
Excel / OpenOffice. It is just an example and
could easily extended to other data / web sites.
Java code and spreadsheets are included.
Java code and spreadsheets are included.
Obba: Handling Java Objects in Excel and OpenOffice
06. 12 09 - 21:04 - Category:Software
(English Text)
A new version of Obba has been released: Obba
Version 1.9.13.
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
Version 1.9.13 of Obba brings the following changes:
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
Version 1.9.13 of Obba brings the following changes:
- Added a window to the Obba Control Panel which visualizes the objects and their dependencies in a graph. The dependencies are determined by the objects used during construction an object.
- Improved the handling of transient object handles.
iPhone OS App: Serial Mail
26. 07 09 - 01:37 - Category:Software
(English Text)
I have ported my OS X Application "Serial Mail"
to the iPhone OS. Since the iPhone OS APIs are much
cleaner than the AppleScript support of OS X Mail,
Serial Mail for iPhone is to some extend faster and
better than its OS X counterpart. For details see the
Serial Mail home page or check out
Serial Mail in the iPhone App
Store.
Serial Mail 4.6 released
26. 07 09 - 01:28 - Category:Software
(English Text)
I have release an
update to Serial Mail. With Serial Mail 4.6 you can add
attachments to each generated messages where
the attachment is specific for the recipient. In the
tag the file name may contain one or two
placeholders '%@' where the first placeholder is
replaced by the first name and the second
placeholder is replaced by the last name of the
recipient.
Obba: Handling Java Objects in Excel and OpenOffice
19. 07 09 - 23:38 - Category:Software
(English Text)
A new version of Obba has been released: Obba
Version 1.8.21.
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
Version 1.8.21 of Obba brings the following changes:
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
Version 1.8.21 of Obba brings the following changes:
- Access fields of an object directly through a spreadsheet function call using 'obCall'. In this case the method name has to be dot + fieldname (e.g '.myMember').
- Access elements of an array through a spreadsheet function call using 'obCall'. In this case the method name has to be '[]' and the argument of the call is integer specifying the index. Element of multi-dimensional arrays can be accessed likewise.
- Vector arguments can be passed as arbitrary ranges (columns, rows or two dimensional ranges which are then flattened using row major).
Billiger surfen mit dem iPhoneSimulator
04. 06 09 - 19:03 - Category:Fundsachen
(German Text)
Kürzlich war ich im Hilton Hotel in Frankfurt. Dort gibt es ein WLAN von Swisscom. Geht man vom Laptop auf die Eingangsseite so wird einem ein WLAN Tarif zu 27 Euro pro 24 Stunden angeboten. Das gleiche WLAN vom iPod touch oder iPhone aus besucht bietet einem den "Smartphone Tarif" für 3 Euro pro 24 an.
Ich kaufte auf dem iPod touch den "Smartphone Tarif" und war den Tag über gut zu erreichen.
Die Neugier geweckt stellt ich auf dem Laptop (MBP) in Safari im Developer Menü mal den User Agent auf "Mobile Safari (iPod touch)". Doch es gab trotzdem nur den teuren Tarif. Es ist auch nicht möglich sich mit der User-ID und Passwort des Smartphone-Tarifes vom Laptop aus einzuloggen.
Das ändert sich, wenn man den iPhone Simulator von XCode öffnet. Von diesem aus konnte man sich mit den Zugangsdaten des Smartphone-Tarifes einloggen (über Safari im iPhone Simulator). Danach hat dann das gesamte MacBook Pro Zugang zum Internet, nicht nur der iPhone Simulator! Offensichtlich wird die Überprüfung zum Smartphone-Tarif nur auf der Login-Seite gemacht.
iPhone OS App: Presentation Assistant
21. 05 09 - 14:26 - Category:Software
(English Text)
After playing around with the iPhone SDK for a while I wrote an application which supports me during a presentation with intuitively visualized timing information. For details see the Presentation Assistant home page.
Tip: uid 501 does not exist in the passwd file!
19. 05 09 - 23:17 - Category:Software
(English Text)
I had some trouble doing sudo on a remote (OS X 10.5)
machine, logged in via ssh. It turned out that if I do
then I cannot do sudo on that machine (getting the error "uid 501 does not exist in the passwd file!"). Also I can no do su (getting the error "su: who are you?"). However, if I log in using
everything works fine. Just in case you stumble across this problem...
ssh username@machinename.local
then I cannot do sudo on that machine (getting the error "uid 501 does not exist in the passwd file!"). Also I can no do su (getting the error "su: who are you?"). However, if I log in using
ssh -l username machinename.local
everything works fine. Just in case you stumble across this problem...
Obba: Handling Java Objects in Excel and OpenOffice
02. 01 09 - 23:49 - Category:Software
(English Text)
A new version of Obba has been released: Obba
Version 1.7.29.
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
This release fixes two small bugs in connection with the software registration: For OpenOffice the location where the registration is stored changed (you have to reenter registration data).
Obba provides a bridge from spreadsheets (Excel or OpenOffice) to Java classes via worksheet functions (UDFs), without the need to write a single line of code. With Obba, you can easily build spreadsheet GUIs to Java classes. Obba is available for Excel and OpenOffice and Obba sheets may be migrated from Excel to OpenOffice or vice versa.
For more information see Obba's homepage.
Release Notes
This release fixes two small bugs in connection with the software registration: For OpenOffice the location where the registration is stored changed (you have to reenter registration data).
Black Moleskine notebook
missing found
06. 09 08 - 02:18 - Category:Private
(English Text)

Serial Mail 4.3 released
31. 08 08 - 22:25 - Category:Software
(English Text)
I have release
another update to Serial Mail. With Serial Mail 4.3
generated messages are send from the account set up
in the template message (before, it was the default
account).
Serial Mail 4.2 released
18. 07 08 - 23:13 - Category:Software
(English Text)
I have release an
update to Serial Mail. Starting with version 4.2 I
reactivated the support for formatted text, images
and attachments in the template. Still, due to the
sloppy implementation of Apple Mail's AppleScript
support, formatted templates are processed very
slowly and in some cases formatting may be lost
(e.g. tables).
Conditional Analytic Monte-Carlo Pricing Scheme for Auto-Callables
27. 04 08 - 23:43 - Category:Mathematics
(English Text) | Research
(English Text)
We renamed the paper cited in the Journal of
Computational Finance 11(3) as "A semi-analytic
Monte Carlo pricing scheme for auto-callable
products". Its new title is "Conditional Analytic Monte Carlo Pricing
Scheme for Auto-Callable Products".
Book: Mathematical Finance: Second Printing
08. 04 08 - 15:56 - Category:Mathematics
(English Text)
Wiley released a second printing of my book. The
second printing is based on Version 1.6.11 of the PDF
file. It thus contains many of the error corrections
listed on the errata page. In addition, I rewrote
a few sections (25 pages changed), but the
difference to the old version is still minor.
Major improvements, like new sections will be
posted to the book's update page. (The version
number is printed on page v).
PS: I will donate a larger part of my 2007 net revenue to charity organizations (like the Fördergemeinschaft Deutsche Kinderherzzentren and Deutsche Krebshilfe (German Cancer Aid)). However: my net revenue is comparably small. From Wiley I get approximately $3 per book. BTW: Sorry for the price tag. I wasn't aware that the author does not have any influence on the pricing of his book.
PS: I will donate a larger part of my 2007 net revenue to charity organizations (like the Fördergemeinschaft Deutsche Kinderherzzentren and Deutsche Krebshilfe (German Cancer Aid)). However: my net revenue is comparably small. From Wiley I get approximately $3 per book. BTW: Sorry for the price tag. I wasn't aware that the author does not have any influence on the pricing of his book.
Captain Future
01. 03 08 - 02:34 - Category:Fundsachen
(German Text)

Wie der Soundtrack den Eindruck der Serie prägt zeigt ein Vergleich der Intros in verschiedenen Landessprachen:
Deutschland: Heute noch gut.
http://www.youtube.com/watch?v=kq-QBPATey0
Frankreich: Klingt in meinen Ohren wie "Captain LaBoom".
http://www.youtube.com/watch?v=9wOoF_HAsqo
USA: Captain Woodstock?
http://www.youtube.com/watch?v=d_57XARGmFQ
Spanien: Klingt nach Captain Ballermann
http://www.youtube.com/watch?v=leQC1lC9z3c
Japan: Hört sich eher nach "Captain Loveboat" an.
http://www.youtube.com/watch?v=qPncFh_sR0Y
Introducing amascore 3
24. 02 08 - 23:27 - Category:Internet
(English Text)
Three and a half year ago I started a very nice project
with Oliver Dauben: amascore. Based on a collection of
technologies (where some where quite hip at those
days), like JSP, XML, Webservices (Amazon ECS),
Java and JDBC, we created a search engine upon the
Amazon product database where the ranking of the
search result is calculated from an analysis of
customer reviews. Here, the relative review
scoring is such that a product with many 4 star
reviews may rank higher that an product with only
one or few 5 star reviews.
The project reached an almost final stage with amascore 2.1 in 2005. Later in 2005 we abandoned the project because our priorities shifted.
A few days ago my stuff moved to a new server, and so did amascore. The search engine wasn't running smoothly anymore and I had the choice to shut it down or to make it run. So I reviewed code, removed a lot of bugs, installed the latest JRE and the latest servlet container (tomcat), tweaked the JSP and CSS at bit.
The result is amascore version three point zero.
The project reached an almost final stage with amascore 2.1 in 2005. Later in 2005 we abandoned the project because our priorities shifted.
A few days ago my stuff moved to a new server, and so did amascore. The search engine wasn't running smoothly anymore and I had the choice to shut it down or to make it run. So I reviewed code, removed a lot of bugs, installed the latest JRE and the latest servlet container (tomcat), tweaked the JSP and CSS at bit.
The result is amascore version three point zero.
Sample Chapters
05. 02 08 - 20:52 - Category:Mathematics
(English Text)
Sample chapters for "Mathematical Finance" are
available as a free download from the book's homepage.
Joshi on LMM
21. 10 07 - 23:37 - Category:Mathematics
(English Text)
Mark Joshi is giving a seminar on "Implementing the
LIBOR Market Model". The seminar will take place in
London, 24th-25th January 2008. For more information
see the flyer. Literature: Mark's books
at amzon.co.uk, amzon.com, amazon.de.
Buch (preiswert)
30. 09 07 - 23:19 - Category:Mathematik
(German Text)
Bei bol.de gibt es "Mathematical
Finance: Theory, Modeling, Implementation" für
77,58 69,82 Euro, derzeit deutlich
preiswerter als alle anderen Bezugsmöglichkeiten.
Mathematical Finance: Picture Book
18. 08 07 - 23:01 - Category:Mathematics
(English Text)
The "Mathematical Finance Picture Book"
presents some aspects of mathematical finance in
pictures. It is a companion to "Mathematical
Finance: Theory, Modeling, Implementation" (which
contains these figures in grayscale only).
The "Mathematical Finance Picture Book" is available as PDF.
The "Mathematical Finance Picture Book" is available as PDF.
Book: Mathematical Finance: Theory, Modeling, Implementation: Errata
18. 08 07 - 22:08 - Category:Mathematics
(English Text)
Version 1.5 of "Mathematical Finance" is
published by Wiley on August 24th. I will
maintain an errata online at www.christian-fries.de/finmath/book/errata.
Buch: Mathematical Finance: Theory, Modeling, Implementation
08. 04 07 - 00:42 - Category:Mathematik
(German Text)
Book: Mathematical Finance: Theory, Modeling, Implementation
31. 03 07 - 00:51 - Category:Mathematics
(English Text)
Version 1.5 of my book may be pre-ordered at
Amazon™:
M
29. 01 07 - 01:33 - Category:Fundsachen
(German Text)

Mathematical Finance Lecture Notes
21. 01 07 - 23:58 - Category:Mathematics
(English Text)
The translation of
my lecture notes on "mathematical finance" has been
completed. The manuscript still needs some proofreading
and polishing. If you would like to do a payed
proofreading job on the manuscript please contract me
via email (a native english speaker with good knowledge
of german and some knowledge of math would be an ideal
candidate).
I have released version 1.4 of the manuscript (in both german and english).
For a detailed table of contents see http://www.christian-fries.de/finmath/book.
I have released version 1.4 of the manuscript (in both german and english).
For a detailed table of contents see http://www.christian-fries.de/finmath/book.
Ungarische Würste
21. 01 07 - 03:07 - Category:Fundsachen
(German Text)
In meiner Freizeit arbeite ich auch schon mal als Fuhrunternehmer und liefere ungarische Würste aus:
Fuhrunternehmer Christian Fries muss nach den Recherchen der SOKO der Letzte gewesen sein, der Konrad Amberg lebend gesehen hat. Er hatte ihm ungarische Würste geliefert. Die Aussage von Fries weist Ungereimtheiten auf.
Quelle: ZDF/Magdalena Mate
Der Tote war Vegetarier.
SOKO 5113, Folge "Spurwechsel" (11.12.2006)
Multi Touch
14. 01 07 - 11:55 - Category:Fundsachen
(German Text)
Fundachen zum
Multi-Touch-Interface des iPhones (schon etwas älter):
- Multi-Touch Interaction Research / Courant Institute
- iBar - intelligent surface system
Night of the living death (1968)
16. 12 06 - 03:34 - Category:Fundsachen
(German Text)
Der Horror-Klassiker
"Night of the living
death" aus dem Jahre 1968 ist aufgrund des
abgelaufenen Urheberrechts "public domain" und
bei archive.org verfügbar. Super Film für eine
schlaflose Freitag Nacht, mit überraschendem
Ende.
Serial Mail 3.10 released
16. 12 06 - 00:50 - Category:Software
(English Text)
I have release an
update to Serial Mail. This is just a minor update,
fixing a bug that prevented the default attribute to work on
<ab:custom/> fields. In addition there were
some updates to the documentation.
iPod Raffle: And the winner is 0.83119106
05. 12 06 - 23:38 - Category:Private
(English Text)

I am grateful to all who had send in comments or error reports. We had some nice discussions.
There will be a new iPod raffle in version 1.3, due September 2007.

Serial Mail: Bug in OS X may trash your Address Book database
04. 12 06 - 22:56 - Category:Software
(English Text)
During the last half year I had three reports of
users completely losing the contents of their Address
Book while working with Serial Mail. The problem is not
related to Serial Mail, it is due to a bug in Mac OS X,
presumably the SyncService. There are many reports of this problem in the Apple
discussion group. From these reports it
appears that the problem comes form a sync (like
iSync) conflicting with another application trying
to access the Address Book.
As a precaution when using Serial Mail, please backup your Address Book database. It is just one click to the File menu of the Address Book application.
As a precaution when using Serial Mail, please backup your Address Book database. It is just one click to the File menu of the Address Book application.
Talk on Proxy Simulation Scheme Method
01. 10 06 - 20:16 - Category:Mathematics
(English Text)
I gave a talk at the
WBS 3rd Fixed Income Conference, Amsterdam, 21-22
September 2006 presenting the proxy simulation scheme
method. The talk covered the "full proxy" and the
"partial proxy" simulation scheme method. The first
part (full proxy) had been presented at the
Quantitative Methods in Finance Conference, Sydney,
2005. I have posted an updated version of the slides
at www.christian-fries.de/finmath/talks/2006proxyScheme
In addition I gave a 10 min talk at the "interest rate plenary panel". If you are interest in the "foresight bias correction" mentioned there, see www.christian-fries.de/finmath/foresightbias.
In addition I gave a 10 min talk at the "interest rate plenary panel". If you are interest in the "foresight bias correction" mentioned there, see www.christian-fries.de/finmath/foresightbias.
Partial Proxy Simulation Schemes for Robust Monte-Carlo Sensitivities
30. 09 06 - 23:33 - Category:Mathematics
(English Text) | Research
(English Text)

As a benchmark we apply the method to the pricing of digital caplets and target redemption notes using LIBOR and CMS indices under a LIBOR Market Model. We calculate stable deltas, gammas and vegas by applying direct finite difference to the proxy simulation scheme pricing.
The framework is generic in the sense that it is model and almost product independent. The only product dependent part is the specification of the proxy constraint. This allows for an elegant implementation, where new products may be included at small additional costs.
For more information see http://www.christian-fries.de/finmath/proxyscheme.
Mathematical Finance Lecture Notes
29. 09 06 - 22:18 - Category:Mathematics
(English Text)
Version 1.3.x of the
lecture notes on "mathematical finance" now contains
the missing chapter on Monte-Carlo sensitivities. The
calculation of Monte-Carlo sensitivities (a.k.a.
Greeks) was discussed in the last two sessions of the
2005/2006 lecture. Apart from two new chapters this
version contains over 100 corrections.
For a detailed table of contents see http://www.christian-fries.de/finmath/book.
For a detailed table of contents see http://www.christian-fries.de/finmath/book.
Vorlesungsskript Finanzmathematik
29. 09 06 - 22:17 - Category:Mathematik
(German Text)

Das vollständige Inhaltsverzeichnis findet sich unter http://www.christian-fries.de/finmath/book.
Parkinsons Gesetzt
24. 08 06 - 22:15 - Category:Fundsachen
(German Text)
Meine Liebling des Monats
August: Das Parkinsonsche Gesetzt
besagt, dass sich die
Arbeit die zur Erledigung einer Aufgabe geleistet
wird mit der dazu zur Vefügung stehende Zeit
ausdehnt. Das Standardbeipiel ist eine Rentnerin,
die mehre Stunden damit verbringt eine
Geburtstagskarte auszusuchen und denn
Geburtstagsgruß zu verfassen, während ein
vielbeschäftigter Manager selbiges in drei Minuten
erledigt.
Da musste ich doch an zwei Dinge denken: Die Frage "Musst Du denn alles auf den letzten Drücker machen?", die ich schon des öfteren gehört habe, und meine Freunde Heinrich und insbesondere Bernd, die zu Konferenzen fliegen und ihren Vortrag im Flugzeug vorbereiten. Beides sind einfach Zeichen effizienten arbeitens...
Da musste ich doch an zwei Dinge denken: Die Frage "Musst Du denn alles auf den letzten Drücker machen?", die ich schon des öfteren gehört habe, und meine Freunde Heinrich und insbesondere Bernd, die zu Konferenzen fliegen und ihren Vortrag im Flugzeug vorbereiten. Beides sind einfach Zeichen effizienten arbeitens...
Cross-Currency Markov Functional Model with FX Smile
15. 08 06 - 09:03 - Category:Mathematics
(English Text)
We have a
paper on the cross-currency Markov
functional model where the FX functional allow a
calibration to a given market implied volatility
smile. Calibration works for twenty years and
beyond. More details may be found in the Diploma
thesis of Fabian Eckstädt.
One Day Lecture at s:f:i
23. 07 06 - 23:47 - Category:Mathematics
(English Text)

The lecture will take place August 2nd at University of Lausanne. See the program of this event for details. As precourse reading you should consider Chapter 8, 9 and 10 (interest rate basics), Chapter 12 (exotic derivatives) and Chapter 15 (libor market model) of my lecture notes. These chapters are available in english and german.
Black Moleskine notebook missing
15. 07 06 - 23:16 - Category:Private
(English Text)

Foresight Bias
14. 07 06 - 22:45 - Category:Mathematics
(English Text)

TV
30. 06 06 - 22:59 - Category:Internet
(German Text)
Der OnlineTVRecorder
ist ein Dienst der das
Fernsehprogramm nach den wünschen des Benutzers
aufzeichnet. Die Aufzeichnungen können dann später
als DIVX oder WMV Datei geladen werden. Da aus
Urheberechtsgründen nur der, der die Aufnahme
programmiert diese Downloaden darf, die Dateien aber
frei im Netz gespiegelt werden, sind die Dateien
verschlüsselt und man benötigt eine otrdecoder.
Danach sind die Dateien aber frei von DRM. Nett ist
die rechtliche Begründung des Dienstes: Der Dienst
vermietet die Aufzeichnungshardware an den Benutzer,
dieser fertigt damit eine Privatkopie an.
Mathematical Finance Lecture Notes
12. 05 06 - 12:53 - Category:Mathematics
(English Text)
A first draft of the
english version of "Mathematical Finance" is
available on my home
page.
Chapters which are not yet translated will be given
in German. I will add more translations depending on
my spare time.
The book arose from my lecture notes for the lectures on mathematical finance held at University of Mainz and University of Frankfurt. It tries to give a balanced representation of the theoretic foundations, state of the art models, which are actually used in practice and their implementation.
For more information see http://www.christian-fries.de/finmath/book.
The book arose from my lecture notes for the lectures on mathematical finance held at University of Mainz and University of Frankfurt. It tries to give a balanced representation of the theoretic foundations, state of the art models, which are actually used in practice and their implementation.
For more information see http://www.christian-fries.de/finmath/book.
Equity Markov Functional Model
02. 04 06 - 10:24 - Category:Mathematics
(English Text) | Research
(English Text)

Version 0.4 of the paper is still lacking an introduction.
(Edit 14.04.06): In Version 0.8 I have added a nice discussion on model dynamics, using Black-Scholes like functionals as a starting point for my examples. The discussion shows how to calibrate the joint asset-interest rate dynamics (ie. r(S)) and forward volatility (all this in addition to the calibration to a full two dimensional smile surface.
Smile Modeling in the LIBOR Market Model
24. 02 06 - 00:10 - Category:Mathematics
(English Text)
I have put online the Diploma thesis of Markus Meister
"Smile Modeling in the LIBOR Market Model". See
http://www.christian-fries.de/finmath.
Function Pointers and Delegates in C++
23. 02 06 - 23:52 - Category:Software
(English Text)
Don Clugston has a nice article on Member Function Pointers and C++
Delegates.
How to use other Microtek Scanners with ScanMaker 7 Pro
13. 02 06 - 22:09 - Category:Software
(English Text)

But the software works with other scanners (at least with my Microtek ScanMaker 3800). If you have a working installation of ScanWizard 5 V7 (I used version 7.21) then you may try to copy the driver from
/Library/Application Support/Scan Wizard 5
V7/Scanner_Drivers to /Library/Application
Support/Scan Wizard Pro 7/Scanner_Drivers.
















