Hi rmaxCan you pls send one more time paper to michalseneca@gmail.com Thanks

Are there any czech quants here ??

<t>I want to price a convertible for less liquid stock with no bonds only this convertible bond. Company has no credit rating neither does competition ).There are not any availaible prices (to back credit spreads). I came down to issue of evaluating credit spread for calculating bond part. I found s...

<t>Hi.In options markets I notice that when the stock is moving sharply down ..the quotes of the market makers jumps immediatelly to higher volatility and they quote with temporary with this higher volatility until the market calms down. I have a question , is there any model that incorporates such ...

Hmmm....Interesting Concept

<t>HI , 1>)I am new to pairs trading and I have question how to determine how many stock to go long and how many to go short, if the beta of regression is for example 1.57 with forced zero intercept. One approach is go Long 1 Stock a short 1.67 of other stock.Second approach is to calculate the valu...

<t>Hi guys , I have a very newbie question. I am trying to fit the results from Heston-Nandi Garch to option prices to fix some paramaters ..I have a good fit on wings . can you advise me which parameters to modify in order to calibrate ATM call options. I have a good fit on both wings..however chan...