there u go ...

<t>Hi - Bloomberg quotes on exchange-listed options are actual. If you have a live data feed, they are actual bids, offers and last trade prices for each strike, and so is their volume. Options are open untill 17.30, but the 'official closing price' is registered at 20.00 because the 'last price' ma...

Here you go mate.

JetPac,Do you mean equity pair trading? Or do you perhaps have the specific article title to help look for it?

<t>If you mean a Non-Deliverable-Forward, then I copy Bloomberg's definition : "Non-Deliverable-Forward (NDF) is a generic term for a set of derivatives which cover notional currency transactions, including FX Forward Swaps, Cross Currency Swaps & Coupon Swaps in non-convertible or highly restri...

<t>IMHO, this was a question that had no REAL true answer. Options are a wild animal, with many characteristics from which you may find it difficult to single any one out. It's a bit obvious that optionality, plus any of the greeks, would be among the most popular answers, but I really think that th...

<t>Libor best mirrors the actual market's interest rates level, as it is the 'live' pricing of the interest rates at which the banking system supplies money to counterparties. Hence the term "cost of funds"; it implies the real cost any trader will suffer when borrowing money in order to open and ho...

I'm attaching a large investment-house's "Introduction to Asset Swaps"; I'm sure it'll help.

<t>Also, I couldn't find the Lehman document that Mencey mentioned in his message, but while searching for it, I did find a July 2002 Lehman Brothers article on "Mean Reversion in Implied Volatility" which relates specifically to FX times series. The study clearly supports that "while spot time seri...

<t>Well, for what it's worth, I disagree with this assumption. I cannot see any fundamental reason why FX rates should be mean reverting. I'd imagine that foreign exchange would be the most trending asset, along with commodities.Nevertheless (and I'm not sure here - any other ideas are welcome) I wo...

<t>Art undergoes darwinian evolution. Hmm... I think I can buy that.On the other hand, (forgive me if I'm mistakenly spreading false info - I haven't confirmed this) I have heard/read that Vivaldi was never recognized during his lifetime, that his work was completely forgotten, and that "The Four Se...

<t>I once attended a concert performng his 1st symphony. I didn't know it untill I read the program, but it said he wrote it at the age of 8. And at some point sitting in the dark I realized that 800-1000 people were gathered there to listen to musical piece written 170 years ago by an 8-year-old......

<t>To me, Mozart was a music genius; some kind of 'abnormal' mind (not normal, in the same way that some physists or mathematicians may be way in front of their time and produce ideas and work that takes their science a giant leap in front). Apart from Mozart work's quality, its size is something wh...

<t>Try Mahler's Symphony #1 (aka "Titan"). Its four parts are supposed to describe the phases of a man's route from childhood to manhood; how a kid falling in love with just about anything that surrounds him, becomes a mature adult, a "titan" of life...Also, I'd go for any of Albinoni's concerts for...

<t>I would dare say that -apart from arbitrage opportunities such as those described by ManuLondon- Box dealing is 100% a financing strategy, when all other limits and counterparty lines are already used. One chooses to borrow money at a certain interest rate (implied by the Box pricing) or chooses ...