December 21st, 2006, 11:47 am
Hi Catso,I was replying to the rather esoteric comment by HoracioAliaga. Not entirely sure what HoracioAliaga meant. Either, the article is not worth the read, or the thread not. Funny comment either way.Anyway the article is on correlation smiles in FX and Equity Markets. It was written one Friday morning two and half years of years ago by a trader with another trader in mind (a so called equity "correlation" trader who was vehement in denying the existence of a correlation smile). Its not your staple quanty fare I reckon. It's in the Sept issue of Wilmott.