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by AKY
February 29th, 2012, 1:46 pm
Forum: Student Forum
Topic: Seasonality on linkers 101
Replies: 7
Views: 15176

Seasonality on linkers 101

click on the padlock symbol on the right hand side of the post
by AKY
September 23rd, 2009, 2:27 pm
Forum: Careers Forum
Topic: Big-4 and derivatives valuation
Replies: 13
Views: 37143

Big-4 and derivatives valuation

I agree with phil451....obviously, it's a very unfortunate typo
by AKY
June 11th, 2009, 8:56 am
Forum: Student Forum
Topic: fees as negative dividend yields?
Replies: 9
Views: 38980

fees as negative dividend yields?

<t>QuoteOriginally posted by: frolloossorry, this is maybe a really really silly question, but to price an option on a fund on which fees are charged (let's say on a continuous basis), does it make sense to model the fees as a negative dividend yield? afterall, the 'reinvestment' of fees results in ...
by AKY
May 14th, 2009, 11:22 am
Forum: Student Forum
Topic: remainder theorem
Replies: 7
Views: 40643

remainder theorem

first 2 are:N = 25,201 and 52,921
by AKY
March 2nd, 2009, 1:36 pm
Forum: Student Forum
Topic: Measuring historic Volatility: My Data vs. Bloomberg?
Replies: 7
Views: 43853

Measuring historic Volatility: My Data vs. Bloomberg?

should be using Sqrt(252) or Sqrt(260) rather than Sqrt(12)