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April 27th, 2017, 7:45 am
Forum: Technical Forum
Topic: delta hedging day pnl
Replies: 2
Views: 1546

### Re: delta hedging day pnl

reconciled formula
April 26th, 2017, 1:44 pm
Forum: Technical Forum
Topic: delta hedging day pnl
Replies: 2
Views: 1546

### delta hedging day pnl

Has anybody proved this delta hedging day pnl = 0.5(realized_volatity - implied_volatility)gamma x S^2 x dt in a spreadsheet.  I reconciled option price change = delta here  https://docs.google.com/spreadsheets/d/1hagufIYGsye8O82dxhlCn3Gh3dW8LkUO2D_uCcN9-Uc/edit?usp=sharing  I don't know how much co...
April 15th, 2015, 3:34 pm
Forum: Student Forum
Topic: Valuation of illiquid bonds
Replies: 6
Views: 4000

### Valuation of illiquid bonds

<t>QuoteOriginally posted by: cdery6Hi All !I am currently encountering a mathematical issue at work. It may sound very easy to some with quants background but here it is:I am trying to value 50 North-American private corporate bonds that are illiquid. I thought about using comparables or other mark...
April 15th, 2015, 3:00 pm
Forum: Student Forum
Topic: waiver from actuarial exams for cqf?
Replies: 2
Views: 2860

### waiver from actuarial exams for cqf?

QuoteOriginally posted by: TedypendahYou want from Act Sci to Quant?sigh act -> quact -> ____
April 8th, 2015, 11:11 am
Forum: Student Forum
Topic: waiver from actuarial exams for cqf?
Replies: 2
Views: 2860

### waiver from actuarial exams for cqf?

worth considering. serious thoughts. no welcoming back please.
January 3rd, 2015, 2:29 pm
Forum: Economics Forum
Topic: Emerging Markets
Replies: 2
Views: 9641

### Emerging Markets

<t>Demand for gold is driven by the value of dollar, inflation, and interest rate. gold is a hard asset and has to maintain real worth in US dollar terms. gold rises with decreasing dollar. borrowing money and returning with interest is equivalent to borrowing gold and returning other than the borro...
December 20th, 2014, 11:31 am
Forum: Economics Forum
Topic: oil price - deflation
Replies: 2
Views: 8266

### oil price - deflation

<t>QuoteOriginally posted by: APlusIn my opinion there is nothing to be worried about, as there is a settlement of spot crude oil price as a virtual exchange currency via the Thai bacht, from the American dollar to the Russian ruble. Nobody really has the actual paper/coin/string of bits but both Am...
December 15th, 2014, 12:33 pm
Forum: Careers Forum
Replies: 58
Views: 12210

December 15th, 2014, 9:29 am
Forum: Economics Forum
Topic: oil price - deflation
Replies: 2
Views: 8266

### oil price - deflation

<t>With liquidity measures withdrawing interest rates at historic lows cannot be cut further no fall back to stimulus and liquidity pumping easing steady low inflation is required. deflation at this time can unsettle the business equilibrium of stable growth corporates making money. any slowing of s...
October 17th, 2014, 7:01 pm
Forum: Careers Forum
Replies: 58
Views: 12210

October 16th, 2014, 9:25 am
Forum: Careers Forum
Replies: 58
Views: 12210

October 16th, 2014, 9:03 am
Forum: Careers Forum
Replies: 58
Views: 12210

October 13th, 2014, 1:36 pm
Forum: Careers Forum
Replies: 58
Views: 12210

<t>QuoteOriginally posted by: billypilgrimQuoteOriginally posted by: SprinterQuoteOriginally posted by: ThinkDifferentthis thread seems on fire...can anyone give a summary of what it is about??you got the summary? fire extinguished? or should I quit and hand myself over to a mental facility. ps: com...
October 9th, 2014, 8:16 pm
Forum: Careers Forum
Replies: 58
Views: 12210

<t>QuoteOriginally posted by: ThinkDifferentthis thread seems on fire...can anyone give a summary of what it is about??you got the summary? fire extinguished? or should I quit and hand myself over to a mental facility. ps: computer still hacked I prepared a resume and kept on applying with it checke...
September 26th, 2014, 5:18 pm
Forum: Careers Forum
Replies: 58
Views: 12210