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by tsiewgan
February 10th, 2004, 2:38 am
Forum: General Forum
Topic: Weighted Vega and Parallel Vega
Replies: 1
Views: 189532

Weighted Vega and Parallel Vega

Can anyone tell me what's Weighted Vega and Parallel Vega.. and what's the difference between the two?
by tsiewgan
October 28th, 2002, 3:51 am
Forum: Student Forum
Topic: Credit Derivative prices
Replies: 6
Views: 190457

Credit Derivative prices

<t>Can someone help me out. Any suggestion would be appreciated.Traders in our bank transact Credit Default swap with Asian name Reference assets which are not traded in the market. As a result, for revaluation, the traders' rates are accepted. I know this is a definite "no no" from the control pers...