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by earlyexercise
January 19th, 2006, 4:14 pm
Forum: Off Topic
Topic: Alarmist view on Iran
Replies: 47
Views: 126604

Alarmist view on Iran

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: earlyexercisefarmer: starting to call other people liars in a discussion seems to be a sign of not having enough argumentsDo you believe that the Iranian government has an ambition to possess nuclear weapons, and that their nuclear progr...
by earlyexercise
January 19th, 2006, 2:40 pm
Forum: Off Topic
Topic: Alarmist view on Iran
Replies: 47
Views: 126604

Alarmist view on Iran

<t>farmer: starting to call other people liars in a discussion seems to be a sign of not having enough arguments second: go to a court in Nevada and ask how the handle cases, speaking about accused one, innocence, proofThe question about the probability was raised at the start, I quote myself again:...
by earlyexercise
January 19th, 2006, 2:21 pm
Forum: Off Topic
Topic: Alarmist view on Iran
Replies: 47
Views: 126604

Alarmist view on Iran

<t>farmer: There's a difference between a nuclear program and actualy owning nuclear weapons, but who cares? Even CNN doesn't care about the difference between nuclear technology and nuclear weapons as we saw and heard...The other point is if you are surrounded like I told you Iran is this may be th...
by earlyexercise
January 19th, 2006, 1:45 pm
Forum: Off Topic
Topic: Alarmist view on Iran
Replies: 47
Views: 126604

Alarmist view on Iran

Let's recall what President Bush said end of 05: He openly admitted that the reasons (WMD) that were given for a war against Iraq were false. End of story.Btw my comments in spring 2003 were: It's about oil.
by earlyexercise
January 19th, 2006, 1:34 pm
Forum: Off Topic
Topic: Alarmist view on Iran
Replies: 47
Views: 126604

Alarmist view on Iran

<t>Some thoughts:Iran is between Iraq and Turkey in the west, Pakistan and Afghanistan in the east. If you jump over the gulf there is Saudi Arabia. All of these states are allies of the US or troops of the US are there. So, does Iran threaten the US or vice versa?The panic created in the media thes...
by earlyexercise
January 19th, 2006, 10:22 am
Forum: Off Topic
Topic: Iranian Commodity Exchange
Replies: 7
Views: 122795

Iranian Commodity Exchange

farmer: no one said they would buy EUR, they would buy euro govies...Anyway, to sum it up: The US has no interest to loose the $'s position as the key currency for oil etc.Feel free to draw your own conclusions from there.
by earlyexercise
January 18th, 2006, 9:12 pm
Forum: Student Forum
Topic: Straddle vs. Delta hedged call
Replies: 13
Views: 149215

Straddle vs. Delta hedged call

in very simple terms: assume a delta of 0,5, so you would sell one stock for every second call you own. as long call + short stock = long put you end up owning puts and calls in the same quantity, a straddle
by earlyexercise
January 18th, 2006, 8:47 pm
Forum: Off Topic
Topic: Iranian Commodity Exchange
Replies: 7
Views: 122795

Iranian Commodity Exchange

<t>I appreciate your humble opinion farmer, but to your points: (1) It does not have direct effect just b/c of Iran, but it could encourage other countries (Russia...) to trade vs EUR and this would have an indirect effect on bonds b/c(2) bonds are indeed not dollars, but the central banks of commod...
by earlyexercise
January 18th, 2006, 5:09 pm
Forum: Off Topic
Topic: Iranian Commodity Exchange
Replies: 7
Views: 122795

Iranian Commodity Exchange

<t>Wouldn't it be dangerous for the US? If more and more commodity-exporting countries would sell for EUR, they necessarily would buy european govies (Bunds e.g.), not Treasuries any more. The US could be in trouble financing their deficit. Overall it would devalue the $, even if, to my knowledge, o...
by earlyexercise
January 17th, 2006, 7:00 pm
Forum: Off Topic
Topic: Iranian Commodity Exchange
Replies: 7
Views: 122795

Iranian Commodity Exchange

<t>Any opinions on the fact, that Theheran has announced (quite some time ago) to launch an exchange for oil and gas trading end of march? The point is that they are going to trade in EURO, not US-Dollar.Any opinions on the implications for the US, if energy trading is set up the first time in big s...
by earlyexercise
March 22nd, 2004, 1:34 pm
Forum: Student Forum
Topic: derivation of closed form for barrier option
Replies: 6
Views: 190490

derivation of closed form for barrier option

Check out this paper by Rich: "The mathematical foundations of barrier option-pricing theory"
by earlyexercise
December 20th, 2003, 3:43 pm
Forum: Student Forum
Topic: volga,vanna,rho,phi: explicit formulas for reverse barrier
Replies: 6
Views: 190093

volga,vanna,rho,phi: explicit formulas for reverse barrier

At least Fdax has a heart !But it seems like I gotta spend christmas calculating partial derivatives...
by earlyexercise
December 20th, 2003, 12:37 pm
Forum: Student Forum
Topic: volga,vanna,rho,phi: explicit formulas for reverse barrier
Replies: 6
Views: 190093

volga,vanna,rho,phi: explicit formulas for reverse barrier

Nobody a clue ?It's christmastime...
by earlyexercise
December 19th, 2003, 12:05 pm
Forum: Student Forum
Topic: volga,vanna,rho,phi: explicit formulas for reverse barrier
Replies: 6
Views: 190093

volga,vanna,rho,phi: explicit formulas for reverse barrier

Anyone has a hint for me where to find a reference ?The links I checked from earlier posts about this topic didn't tell anything about these greeks...Thanks a lot !
by earlyexercise
December 18th, 2003, 6:02 pm
Forum: Careers Forum
Topic: JPM interview process
Replies: 2
Views: 190051

JPM interview process

You mean an AC ?