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by tanecho
November 19th, 2007, 10:01 am
Forum: Student Forum
Topic: Reiner, E. (1992) "Quanto mechanics" Risk magazine
Replies: 18
Views: 185810

Reiner, E. (1992) "Quanto mechanics" Risk magazine

Hi, can u pls send me a copy to tanecho0025@gmail.com? thanks.
by tanecho
February 9th, 2007, 2:29 pm
Forum: Student Forum
Topic: Basic question on Option trading.
Replies: 3
Views: 79881

Basic question on Option trading.

<t>Hi, an option's value is not only about the difference btw. strike price and spot price. When buying option, you also buy volatility. So if implied vol increases, the premium of option increases too and trader with long position makes money. Reading some basic option pricing books would help you ...
by tanecho
February 9th, 2007, 3:17 am
Forum: Student Forum
Topic: beginner question: MBS&swap spread
Replies: 0
Views: 79365

beginner question: MBS&swap spread

<t>Hi there, I've been confused by the relationship btw. MBS rate and swap rate. I read an article saying that the swap spread is narrowing as MBS markets see strong buying. I understand why the spread narrowed but I don't know why people are looking at the spread of swap and MBS. Or are they talkin...
by tanecho
December 19th, 2005, 11:27 pm
Forum: Student Forum
Topic: Pricing swaps with the bid/offer spread
Replies: 12
Views: 128976

Pricing swaps with the bid/offer spread

<t>I don't quite get your question:(1) I think both the fixed and floating legs are discounted by the same rate when you are pricing a swap.(2) what do you mean by 20 bps spreads( 10 bps each)? If it means that I pay fixed rate less 10 bps and receive floating rate plus 10 bps, then it has the same ...