messi's free kick

<t>If I enter on an EUR 4y Swap where I pay fixed an receive EONIA 3M, the cash flows will be1) Pay Fixed coupon2) Receiving negative floating rate EONIA 3MAll cashflows would negative to me, for any given positive strike.In order to make the trade fair, the strike should be negative then, so the ca...

I would say that implied vol can be lower than historical vol with no arbitrage consequences....

"Bergische"???? hahahhaa... why would they want using this adjective. I didn't know there were mountains in Wupperthal....

I need to perform the test Cuchulainn, I'll let you know

Thanks Cuchu for the replyDo you think they are Don Quixote even for 1D?

Check out my c+11 multithreaded pde solver explicit scheme

Thanks qhedge, I had the same thougts...I guess this is why the banks are trying to figure it out...

<t>CCAR requires banks to stress test their portfolios based on proposed variables:Real GDP growthNominal GDP growthReal disposable income growthNominal disposable income growthUnemployment rateCPI inflation rate3-month Treasury rate5-year Treasury yield10-year Treasury yieldBBB corporate yield Mort...

EURCHF crashes 2000pips

I will out of town next week, but the idea looks excellent

sorry won't be able to make it

What about Snafu Bar??

<t>QuoteOriginally posted by: blycmI think lets call it Thur the 14th with location to be determined likely in/near midtown.suggested drink conversation topics:1) human shield vs level III vest with ceramic inserts vs unknown assailant with unknown mode of attack.2) are those guys at the table acros...

I will be waiting for you AnalyticalVega, I know a nice palestinian bar that you might like....