I'm in.You mean end-April -> 30th April ?

Hi,I would be curious to know if you found anything get this info. I just used the brute-force way because it is faster then using <HELP> <HELL>

kalman filter

<t>What's the application of the fit? You want to use it for trading?In that case I would not use a polynomial fit, but a spline method based on moneyness/delta or strike.You can make it robust with respect to poorly quoted strikes by adding constraints over different strike and/or different maturit...

You could look for "relative value single stock volatility" (Oct-07) from JP morgan..Not directly on implied vol, but it might give some ideas..

local vol is a very bad predictor of implied vol. It gives you wrong skew dynamics

check you mail..

I'm interest too... 19th ?

what does it do different than the FLDS command from the terminal ?

I will do my best.. but I'm more into SGI..

www.tdtf.nl

Jep ! Ik zal er zijn.... Daarna.. Bier in de stad ? Of is er een borrel na de TDTF in het beurscafe ?

<r>if you have a long horizon, you might look at:<AMAZON id="0198296940" url="http://www.amazon.com/Strategic-Asset-Allocation-John-Campbell/dp/0198296940/ref=sr_1_2?ie=UTF8&s=books&qid=1210148110&sr=1-2"><URL url="http://www.amazon.com/Strategic-Asset-Allocation-John-Campbell/dp/0198296...

Euh.. it is a "normal" working day tomorrow..That will be fun.. getting to and leaving the office.. especially now we are in the center..

<t>It's a while ago since I looked at this book.. but what I remember is that it is OK but not too specialIt will not tell you much about inefficiencies in markets but describes different markets more in detail.For example, which things you should consider when trading equities, like settlement, div...