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by relica
June 23rd, 2003, 1:06 pm
Forum: Student Forum
Topic: In What situation will lead to the long-term option's price lower than short-term one's?
Replies: 15
Views: 191161

In What situation will lead to the long-term option's price lower than short-term one's?

<t>the underlying contract of the short-term option is the same as one of long-term. The only one thing different is the underlying contract of the short term is delivered within 90 days, the other is delivered within 180~360 days.Let me explain it in more detail.Suppose today would be January 2. Th...
by relica
June 22nd, 2003, 6:11 pm
Forum: Student Forum
Topic: In What situation will lead to the long-term option's price lower than short-term one's?
Replies: 15
Views: 191161

In What situation will lead to the long-term option's price lower than short-term one's?

<t>Thanks for everyone's kindness~~ You're so sweet that I'm deeply moved.I got some prices of Eurodollar futures option from Datastream.But I found the price of DITM Eurodollar futures option of short term are higher than those of long term.Except for DITM Eurodollar futures option, prices of any m...
by relica
June 21st, 2003, 12:55 pm
Forum: Student Forum
Topic: In What situation will lead to the long-term option's price lower than short-term one's?
Replies: 15
Views: 191161

In What situation will lead to the long-term option's price lower than short-term one's?

hi, what I said is American option, besides, it is deep in the money option. Why deep-in-the-money option of short-term is more valueable than those of long term?
by relica
June 15th, 2003, 5:45 am
Forum: Student Forum
Topic: In What situation will lead to the long-term option's price lower than short-term one's?
Replies: 15
Views: 191161

In What situation will lead to the long-term option's price lower than short-term one's?

I found some sample looked very strangly. The prices of long-term options are lower than ones of short-term options.It looked a littile strangly, didn't it?Please tell me in what siauation will happen what I said above. How could I check this problem!
by relica
June 15th, 2003, 5:39 am
Forum: Student Forum
Topic: what is "the problem of nonsynchroneity of price"
Replies: 5
Views: 189680

what is "the problem of nonsynchroneity of price"

<t>Dear all, I saw the paper wrote,'if you take sample as the contracts inactivated with usual ones, then you'll got the problem of nonsynchroneity of price. In order to avoid this situation, you need to delete these sample.'My question is what is "nonsynchroneity"?I don't understand, please tell me...
by relica
June 4th, 2003, 4:17 pm
Forum: Student Forum
Topic: intradata in Datastream?
Replies: 3
Views: 189677

intradata in Datastream?

Dear all Do you know if the data in Datastream is intradata? or daily data?
by relica
May 26th, 2003, 2:46 pm
Forum: Student Forum
Topic: how much does one general Eurodollar Futures Opton cost?
Replies: 2
Views: 189640

how much does one general Eurodollar Futures Opton cost?

<t>Very appreciate your reply! May I just ask you a question?I got historical data from datastream. I saw many kinds of tick sizes for Eurodollar Futures Option.For example, I make a list like below.4.965 0.002 0.005 0.017 0.052..Why does it have so many kinds of tick sizes?I am afraid of making a b...
by relica
May 26th, 2003, 12:17 pm
Forum: Student Forum
Topic: how much does one general Eurodollar Futures Opton cost?
Replies: 2
Views: 189640

how much does one general Eurodollar Futures Opton cost?

<t>Dear all, I saw the price of Eurodollar Futures Option is around 5 dollars or below from CME website. I feel a little stranged.I am afraid of making a big mistake. Please tell me, on general, how much does one Eurodollar Futures Option cost?If today I get one Eurodollar Futures Option (call)that ...
by relica
May 22nd, 2003, 10:44 am
Forum: Programming and Software Forum
Topic: "out of memory" in Matlab
Replies: 3
Views: 189803

"out of memory" in Matlab

Dear all Did anyone has the experience of "out of memory" when you using Matlab? How did you solve the problem except RAM expension and deletion of unnessary variables? Please share your experience with me. I will very appreciate your help.Cindy
by relica
May 12th, 2003, 12:47 pm
Forum: Programming and Software Forum
Topic: optimset in Matlab
Replies: 1
Views: 189547

optimset in Matlab

Dear all, Does anyone has the experience of Matlab program? Do you know how to use the instruction "optimset" ?If possible, please take one example for me. Very appreciate!!
by relica
May 12th, 2003, 4:50 am
Forum: Student Forum
Topic: datastream help!
Replies: 0
Views: 189460

datastream help!

<t>Dear all, Did anyone has any experience of datastream? I got the problem. I am searching for Eurodollar Futures Option data from 1998 to the present. I know how to construct the code in Excel interface. It is combination of ¡§Eurodollar Futures + Expiry Date + Exercise Price + C or P¡¨. The code ...
by relica
May 4th, 2003, 9:02 pm
Forum: Student Forum
Topic: end of day data of option for free from 1 year ago
Replies: 1
Views: 189427

end of day data of option for free from 1 year ago

<t>I want to find end of day data of option in 2002 for free. I also remember CME web site provide this service. Everyone can search end of day information of all kinds of option during latest 2 years.But I just take a look at CME web site, it seems to cancel this service.If everybody knows where ca...
by relica
March 14th, 2003, 4:35 am
Forum: Student Forum
Topic: Where can I find the historical data of Eurodollar Bond price for free?
Replies: 2
Views: 189715

Where can I find the historical data of Eurodollar Bond price for free?

I am looking for Eurodollar Bond price, not an index. If possible, free will be the best. If not, fee-charged database will be ok. Do you know where can I find it?
by relica
March 12th, 2003, 2:53 pm
Forum: Student Forum
Topic: Where can I find the historical data of Eurodollar Bond price for free?
Replies: 2
Views: 189715

Where can I find the historical data of Eurodollar Bond price for free?

Where may I download the historical data of Eurodollar Bond prices for free?
by relica
February 18th, 2003, 2:49 pm
Forum: Student Forum
Topic: What bond is based on LIBOR?
Replies: 3
Views: 189993

What bond is based on LIBOR?

What bond is based on LIBOR?