<t>Thx for the idea.Let me talk about it more. Actually, I need a function that will expand a return matrix/array automatically without preselecting cells beforehand. I can write functions but if the function returns a matrix/array of values, I may have to preselect cells in the spreadsheet to show ...

<t> I was having a hard time to get rid of the necessity of pressing Ctrl+Shift+Enter after entering a function that return a matrix/array. My customised function will return x rows and y columns. Everytime is different. Since x and y are unknow to me when that time I initialise the function, I have...

<t>I was having a hard time to get rid of the necessity of pressing Ctrl+Shift+Enter after entering a function that return a matrix/array. My customised function will return x rows and y columns. Everytime is different. Since x and y are unknow to me when that time I initialise the function, I have ...

Thanks for your inspiration, can you highlight some of the details or refer me to some references ... thxthxdan

<t>It is commonly known that the FX option mkt trades 25D/10D Risk Reversals and 25D/10D Butterflies, hence able to build volatility surface to price other any vanilla type of options. Problem with this is only OTM (eg. 10delta/25delta) instruments are avaliable from the market. Well, evaluating ITM...

<t>In Bond WorldQuesiton is : Can I use Black-Schole 73 for equity to price a bond instead of using the formal Black76 to price a bond forward maturing the same time as the option?Can I treat bond price as if following geometric brownian motion and input the bond price and dividend/coupon yield to m...

Is anyone telling me that the conversion method for dirty price vol and clean price volatility?Regards

<t>After I got the probabilies and interest short rate tree fitting the yield curve, how do I construct a clean price tree and dirty price tree for a coupon bond option? I got messed up with the concepts. Should the dirty price tree build in the following ways: 1) regards every coupon and principal ...

thx

<t>HiIs someone has any experience on modelling interest rate? I am just wondering how one should model coupon bearing bonds. I have no problem understanding the coupons can be regards as series of zero coupons bonds. But, pricing such a way would give clean or dirty price, if so , how would a dirty...

<t>Dear AllI am just wondering if you can help me on this one. I am trying to build a zero coupon yield curve for EQ and FX option pricing, say for the US. Conventionally, it is ok to use cash rate, interest rate futures (Euro$ 3m) and swap rate to obtain the corresponding zero-coupon discount facts...