Would it be a war for economical, political, ideological reasons ?I think it would be a mistake ! What do you think?

cadlag means "continu à droite, limité à gauche"

I have a question regarding hedge:What hinds behind that concept ?Is it simply trying to look at the first derivative of the instrument with respect to the underlying?What are the consequences in terms of models?ThanksRB

Hi Balmung,One million thanks to you . That's great!RB

Hello to all,I am looking for Hull, J. and White, A. 's paper :"The Pricing of Options on Assets with Stochastic Volatility, Journal of Finance 42: 281-300. "Do you know links to download it (for free).Or could some members of the panel send it to me ?Many thanks! RB

<t>Hi everybody,Can the panel of experts please explain how bond options (european and american) are priced. What is the algorithm when using a CRR binomial tree? Starting from a spot bond yield ?I read that repo rates are used to estimate a forward yield from that spot yield ? When do we have to co...

So do I.

Thank You

The Kama-Sutra, a well-illustrated book!
It is like quantitative maths: after reading it, you can immediately apply the code...

Paul,

Will you send invitations for your course to faithful wilmott.com readers ?!

RB

Yes, it is that kind of swap.

Thank you for the answer.

hi thepay,Which bank is it ?

Hi all,Can the panel of experts please explain what are cliquet / ratchet options ? In particular, what are the payoff of these options ?Thanks

Mabadu,The articles are surely very interesting but the links are down...

Hi all,I am looking for documentation related to the pricing of Floating/Floating Cancellable Swap. What is the model used?Thanks.

Paul,You should organize a lottery! First price: All PW's books!