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by Buscacio
October 30th, 2015, 12:13 pm
Forum: Numerical Methods Forum
Topic: Monte-Carlo error on implied volatility
Replies: 2
Views: 4629

Monte-Carlo error on implied volatility

Creating a time series for them?
by Buscacio
October 30th, 2015, 11:20 am
Forum: Student Forum
Topic: Treasury Real Yield Curve Rates
Replies: 4
Views: 2695

Treasury Real Yield Curve Rates

You can check using Bloomberg Terminal
by Buscacio
October 30th, 2015, 11:00 am
Forum: Student Forum
Topic: Portfolio Theory- FX Risk
Replies: 16
Views: 4974

Portfolio Theory- FX Risk

I think you should consider the currency as the 3rd asset, with own return and risk expectations.
by Buscacio
October 29th, 2015, 6:09 pm
Forum: Economics Forum
Topic: USDBRL
Replies: 3
Views: 27934

USDBRL

<t>Here in Brazil, some big players still carries long position in USDBRL, but they say the upside of this position is not so much as some months ago. Focus research (Central Bank with local players) gave us maximum of R$ 4,50 / US$ 1 of Exchange rate to december,16. If you consider the overnight ra...
by Buscacio
October 29th, 2015, 6:04 pm
Forum: Economics Forum
Topic: I think Bill Gross is (partly) right (or WTF would I sell XO at 300bps?)
Replies: 3
Views: 15752

I think Bill Gross is (partly) right (or WTF would I sell XO at 300bps?)

Hello everyone,Don´t you think that the US rates hiking (maybe in december) can adjust the mark-to-market prices in some relative markets, like in Europe?