<t>Exactly, because this calc. is on a spreadsheet. I am confused how to use the numbers for different different maturities correctly, therefore an example would be most helpful. I tried several options and received plausible results, thus I cannot say which procedure is correct. Thanks in advance! ...

Please somebody? Uploaded.to account will be given to the frist helpful answer!

<t>I need some help with the model-free calculation according to Britten-Jones Neuberger (2000). In particular, I am not sure how to match different maturities for futures and options. If somebody could make just one example thats helps me understading the procedure, I am very grateful and offer a f...

Nope, an oral exam.

<t>1. Denisty/Distribution one to one realtionship (unknown density)2. Same as always, risk neutral discounted expectation of the payoff, but this time we need a joint distribution for S1&S25. Static/dynamic hedging. Carr & Wu static approach, hedge the call option with a portfolio of call o...

<t>So here are some exam questions, anybody would like to have a shot at this?1. Why do we need characteristic functions in option pricing theory?2. Assume you are interested in spread call options with payoff max(S1T−S2T−K,0) where SiT are stock indices. What approach would you suggest to come up w...