Hi,DId anyone have the article of Amblard, Lebuchoux and the one of Lehman?Thanks in advance for your help.Kokooon

Antonio,I have just sent you a pm with my email adresskokoon

Hi Antonio,Yes this article seems interesting (at least reagrding its title), but I can't download it.You know why?kokoonakounamatata

Hi Antonio,Yes this article seems interesting (at least reagrding its title), but I can't download it.You know why?kokoonakounamatata

Hi ,could you, Pedrogarcia post the JP paper about 'correlation vehicles'?regards,kokoon

Jezza,When you say, in case of upmove you have to unwind ealier you short vega exposure arising from the call spreads (we suppose you are long the structure) at a higher vol level, you suppose the vol increases when the spot goes up.Am I wrong?Kokoon

PhaedoI would be interested in your paper. I have already sent a private message with my email address.Thanks in advance.Kokoon

Maybe it's the case.....kokooooon

More than 200 views but none seems to have this paper.Come on guys :-)akunamatata.......

Hi all,Does anyone know where I can get this paper?Thanks in advance.kokooooon

Suppose you have a stock which quotes today at 100.Tomorow, its price will only have 2 possibilities: it can go up and reach 110 (with probababilty 80%) or down to 90 (with probability 20%).What's the delta of a call with a strike of 100 on this stock?-- Kokoon --

Suppose you have a stock which quotes today at 100.Tomorow, its price will only have 2 possibilities: it can go up and reach 110 (with probababilty 80%) or down to 90 (with probability 20%).What's the delta of a call with a strike of 100 on this stock?-- Kokoon --

My 2 cents:vanna= d(vega)/dSvolga= d(vega)/dSigma-- Kokoon --

A friend of mine interviewed with a european IB in London 2 months ago. They paid him Eurostar (1st class) and the taxi.It was for an associate position.-- Kokoon

Papercut, I thought I did it in the previous reply.But I realize which I didn't. Then I shall thank you.Kokoon