<t>Hi Daveangel - I have a question on your comment - what's the basis for the CDS curve we get from Bloomberg. Not sure I am using the right terminology , what I mean is the frequency of compounding. What I read from your post is , its quarterly basis for all data points.Lets take this example. My ...

<r>Hi If someone has a copy of the following paper , could you please forward it to me <EMAIL email="krissflorio@yahoo.com">krissflorio@yahoo.com</EMAIL> . Appreciated.Garman, M.B., and S.W. Kohlhagen (1983), "Foreign Currency Option Values," Journal of International Money and Finance, 2, pp 231-237...

Thanks DavidJN .

<t>HiI am using the Garman-Kohlhagen model for currency option pricing. I was wondering how does the delivery date affect the premium calculation. I have seen mixed opinions on this and also different interpretation of the model. Some are not affected by delivery date while the others are. Any thoug...

<r>Hi - Some members have posted similar question before and I have seen the documents/links posted in response but seems I still need help.I am constructing the zero curve using the LIBOR and SWAP curves. My working spreadsheet is attached. The cash part conversion is fine but I donot understand ho...

Hey - could some one please send it to me too. krissflorio@yahoo.com