Why is Alicia so pretty?

<t>Almost 2000 people visited this place....thanks all, but we can admit:1) people dont like deriving, or are lazy to do that...(even when they love to help...i thank again)2) vanna is dead.Life must go on...no vanna, no sex, no money...should it really go on?I am certain we should declare this thre...

i did...they have just vomma...thanx anyway

ruso=mahofferI had forgotten my password so i started again...I meant thanks Emmanuel

Thanks ruso....In wilmott´s book, the vega for digitals is:e^-r*tN´(d2)*(sqrt(time)+d2/vol)since i have to terms where S is present (N´(d2) and d2) I find it hard to derive it myself....all the tricks I know to derive the greeks seem no to fit in here.I just need Vanna (i.e dv/ds)THANKS AGAIN!

Thanks a loT!!!!! I am learning a lot reading yar forums

Thanks people!!! It seems we all agree and normal is our choice.Aaron: what do you mean by x-ax^2, the calibration for the normal?THANKS AGAIN......

<t>Nonius,I forgot to say it is a multistrategy fund....I guess, since it is an example for commerical use (just an example of a structured note linked to a hedge fund), I will use the result provided by the normal distribution, maybe with some bias towards negative results...But i still have the qu...

<t>Hello,It is a long time I dont enter the forum....old good times...Anyway....I have a question...you could gimme a hand...I am simulating a hedge fund...just to write a comercial brochure....which distribution do you think that would fit best? (I am not risk neutral or anything like that, just re...

I have to start reading on country risk and the implementation of it in quantitative models. Any recommendation on what i should read or where i can gather information? Any favourite paper, book or page are wellcome.Thank you a lot!!!!!!!!!!!!

<t>Since last weak i am a happy owner of haug´s book. For the first time Ive paid some attention to jump diffusion model...but our friend doesnt include the formula for lambda and the quantity of jumps per year. How do i calculate the percentage of volatility attribuible to the jumps? the jumps per ...

BS has the problem you cant hedge...so monte carlo is mostly used. Sschwartz and moon model is a classic for real options...i have the paper but not the electronic version so if you are in europe i could send you a copy by postyours

boludo....funny nickname....especially where i was born

Hi!

1) the paper is fine, but i recommend you Haug´s book. It has all algorithms and formulas and its very practical.
2) eeehhhh???

Option Pricing Formulas
Espen Haug

Thanks a lot paul! Omar...would you send me the sheets meanwhile?