If I was as rich as Buscador, I wouldn't even bother to post at Wilmott...

Check : MathWorld

Thanx for the help!

<t>I am retrieving data from Bloomberg in Excel from a starting date to an ending date (open, high, low, close) to calculate Historic Volatility. But I want to adjust for dividends... I cannot find the proper field... The Bloomberg Helpdesk (yeah right) told me to use: EQY_DVD_HIST_ALL but this does...

<t>Has anyone got experience with the range estimator of historical volatility from Yang and Zang?I want to use the historical volatility (say 30 days) to compare it with implied volatility. My choices are:"- Clasical HV (log returns of closing prices)- EWMA (I heard JPM/RiskMetric mostly uses)- Par...

Nobody using Excel anymore?

<t>I am trying to calculate historical volatility using high/low/closing prices. On page 60 of the book by Paul on QF there is a formula.But when I use this formula in Excel and compare it to the HV based on closing prices it doesn't seem right! Using high/low/closing gives me a HV about half the HV...

I am also interested in the PW for the VBA codes, could you PM them to me?THNX

Because a lot of people are sending me a PM for the economtric stuff: here it is!Have fun ....Bateman

I can e-mail you some econometric stuff from the university I went to. Send me (pm) your e-mail if you're interested....Bateman

<t>The original question was, as I remember, was how to profit from an expected rise in implied volatilty? I am a bit skepctic about the position because I've traded the reverse, so I know what can go wrong... The position is presented as an easy to use tool, but it's more complicated! So why not tr...

<t>Dear Man,Nice of you to teach me something else than trading! (It must be my lucky day). Let me elaborate on this: It's not a general rule to be short ST and long LT options and earn the theta with no gamma. This depends on the term structure and skew. Furthermore if the position holds, discrete ...

Thanx for the exercise ManuLondon! Still not convinced it will work, but the idea is nice... Bateman

Delta neutral, positive vega, long gamma and positive theta! Sounds great in this market, but does this position hold?Maybe we can do a direct deal, I was thinking ODAX or maybe OESX? (otherwise daxie would be sad)

What is it with these Optiver threads? Do you have to start a new thread everytime you pass on to the next interview? I surely hope not!Want anymore advice? Put on a t-shirt with "I passed the math test, when can I start?"