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by Ruso
June 3rd, 2004, 8:55 am
Forum: Student Forum
Topic: and these greeks: vomma and vamma? fuxhunter
Replies: 14
Views: 193552

and these greeks: vomma and vamma? fuxhunter

just in case someone answers....i need vomma and vanna for digital options...thanks again
by Ruso
June 1st, 2004, 10:58 am
Forum: Student Forum
Topic: and these greeks: vomma and vamma? fuxhunter
Replies: 14
Views: 193552

and these greeks: vomma and vamma? fuxhunter

<t>Thank you all!!!!....The formula doesnt apper on the german page...(just tge vomma is), and I dont have the wilmott magazine where these 2 articles are, and I am not confident enough to differentiate them myself....So....any mercyfull soul may provide me with that formula?Pd: the collector´s book...
by Ruso
May 28th, 2004, 2:23 pm
Forum: Student Forum
Topic: and these greeks: vomma and vamma? fuxhunter
Replies: 14
Views: 193552

and these greeks: vomma and vamma? fuxhunter

<t>Well....it is like in the film Troy....there are too many greeks...the other day at work, we were a bit surprise that increasing the vol, we got a lower prima.we studied that thing and we got to understand it (the thing just takes place with itm options)I got a forum (hedging a book of binaries) ...
by Ruso
May 12th, 2004, 10:41 pm
Forum: Student Forum
Topic: Wilmott on monte carlo simulation
Replies: 4
Views: 190115

Wilmott on monte carlo simulation

<t>Hi,I am a happy owner of PWOQF.I am checking the spreadsheets and I see that when the brownian motion is explained (chapter 7), Paul uses the following formula (which I understand):P(t)=P(t-1)*(1+drift*time+vol*sqrt(time)*inv.random)But on the spreadsheet on montecarlo simulation, he uses:P(t)=P(...
by Ruso
October 14th, 2002, 12:03 pm
Forum: General Forum
Topic: Nobel Prize Economics Psychology
Replies: 18
Views: 192412

Nobel Prize Economics Psychology

<t>Reza....Why dont you like that jimmy gest the price....it is a message for Bush, a fellow I firstly dislike, and now I am afraid of.Jimmy had some principles during his precidency and didnt support the military rulers in the southern countries of Latin America. Then came Reagan and Kissinger........