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by cemonbo
February 11th, 2006, 9:01 pm
Forum: Student Forum
Topic: Market Risk Measuring in Digital Options.
Replies: 1
Views: 119053

Market Risk Measuring in Digital Options.

<t>Hi, I have a question I have been trying to solve for a couple of weeks and I could not come up with a satisfactory answer. Perhaps this is an easy question for options traders and Mathematicians, but as a simple stock market analyst and CFA I couldn’t do it.The issue is how to measure market ris...
by cemonbo
January 18th, 2004, 3:29 pm
Forum: General Forum
Topic: Exotic options information
Replies: 3
Views: 190111

Exotic options information

Hi everybody,I am researching about exotic options, prepairing a document for college. Do you know where to get clear information about it? Do you have any documents or thesis about this subject?Thanks very much.
by cemonbo
November 25th, 2003, 4:24 pm
Forum: General Forum
Topic: Base convention of the bonds
Replies: 6
Views: 189674

Base convention of the bonds

hello,do you know which the different base conventions of the goverment bonds (in Europe it is Act/360), what about USA and UK?
by cemonbo
November 11th, 2003, 4:29 pm
Forum: Technical Forum
Topic: OTC Futures and options
Replies: 1
Views: 189446

OTC Futures and options

<t>In OTC markets, which are not liquid and do not have transparency in their prices, can forward curves be modelled? or is it just a question of market participants preferences? futures and options of OTC markets follow the same principles of pricing as the principles follwed in organised markets? ...
by cemonbo
November 10th, 2003, 3:17 pm
Forum: Technical Forum
Topic: "CO2 Emissions trading" futures and options
Replies: 3
Views: 189586

"CO2 Emissions trading" futures and options

<t>Governments will allocate emissions credits. Depending on the level of industrial activity, some companies will need to buy more emissions credits and others will have the option to sell emissions credits. In United Kingdom, there have been several operations in the first year (Emissions Trading ...
by cemonbo
November 7th, 2003, 11:02 am
Forum: Book And Research Paper Forum
Topic: Electricity
Replies: 10
Views: 192255

Electricity

Hi, Have you studied anything about the new "Emissions Trading Schemes"?Do you think it is possible to model forward curves in these kind of markets, or is it too soon?These "CO2 Emissions Trading Schemes" will take place in 2005 in Europe, but UK started last April 2002.
by cemonbo
November 7th, 2003, 10:40 am
Forum: General Forum
Topic: Pricing of futures and options of the "CO2 Emissions Trading Schemes"
Replies: 3
Views: 189738

Pricing of futures and options of the "CO2 Emissions Trading Schemes"

<t>I am Master student in Banking and Finance in Madrid, Spain.I am studying the European Emissions Trading which will take place in 2005. The Uk Emissions Trading is working since 2002. I am taking the English Trading model to study the European one which will be created in 2005.I am trying to rese...
by cemonbo
November 7th, 2003, 10:36 am
Forum: Technical Forum
Topic: "CO2 Emissions trading" futures and options
Replies: 3
Views: 189586

"CO2 Emissions trading" futures and options

<t>I am Master student in Banking and Finance in Madrid, Spain.I am studying the European Emissions Trading which will take place in 2005. The Uk Emissions Trading is working since 2002. I am taking the English Trading model to study the European one which will be created in 2005.I am trying to rese...