<t>1) Well i can dim n(X) as double as I know how many basket I'm computing (it's just to apply the combination formula). Just need to know how many stocks are you analisying(50) and how many elements constituite the basket (4)2) Actually I don't know ADO: is it easy to learn it (i'm not a programme...

<t>kaikow thank you for yopur suggest but I tried to run it at work with 2gb ram and 2gb pagefile size but the error persists.cbr86, do you mean I should dimension the array up to....say 500.000 values and then write the results and start again from where I stopped? Well, the problem is that I have ...

<t>Hy all.I've got a problem wit multidimensional array dimensioning.I realized a vba macro which allow me to compare risk-return statistics of all possible baskets of 4 stocks combination extracted from the member of an equity index. Basically the macro computes risk and return of any stock belongi...

<t>Simpler there're people working for institutions where politics and not market drive decisions.What's the matter? Try to imagine that you've got a collar on a currency expiring next week and, as you're going abroad for two weeks, you want to roll the call and put before expiry. Well, it's sound e...

apart from notes, futures are problematic since I'v to roll them at expiry while I need an instrument that give me exposition without bothering on rolling contracts.

Someone can advise me on possible ways to bet on Vix without using options and futures?I mean, how can I avoid to roll on contract being exposed to Vix future movements?Is it possible to build etf (such as commoditiy etfs) or certificate, warrant etc?Thanks

Possible that no one can help?

I'm sure this link can help you: you'll find some usefull spreadsheet with vba code.Hope this helps. http://www.global-derivatives.com/options/o-types.php

<t>Hy,would appreciate some help on this topic.I have to estimate the beta of a portfolio of international stocks vs s&p 500 to implement an efficient hedge.that's the method I followed:1) I built 4 main buckets (essentially 4 sub-portfolios of Us, Euro, UK and Swiss stocks: the main markets I a...

ok so, in contrast with gjlipman said, yor're saying that the structured note linked to a basket of currency has a duration?

ok, just done it! ps: what does it means "BTW people"?

<t>Thanks....i'm afraid I was wrong!! Anyway lem me do just one more consideration. If I know that :-at worst I'll received 100 at expiry -the note has 5 years to expiry-interst rates are now at 3%If interest rates move to 6% from 3%, doesn't it have impact on my note? I mean: the opportunity cost t...

Well, I just thought I was writing a google reserch and.....post a message in the wilmott forum. Then I tried to erase it but it wasn't possible and finally I apologized. That's all: the case is closed.

<t>I was talking with one of my collegue about a structured note linked to a basket of currencies.While I was sure I could compute a duration equal to the maturity of the bond (the same as a zero coupon bond) he told me that a note which doesn't pay any coupon cannot have a duration. Actually I'm no...