<t>I don't have to many opinions about this. But this is also a lot about marketing. In US a lot of the top universities are very good at marketing, this often make people believe they are better than they actually are??. At least European universities should get better at marketing themselves?. To ...

<t>There are more different OTC exotics than you can imagine. Liquidity is variable. Size is normally not a problem (if you not are Soros) but spreads can be wide or thin.Currency options OTC: plain knock-in and knock-out options are popular. The big banks like JPM/Chase (let me advertise a bit for ...

I have to think about it over the weekend, I am not sure if I should keep it quiet or make a "big news" out of it. My life is to exiting at the moment.espen

<t>Some exchange traded exotic options:London Metal ExchangeIntroduced Asian/Average options on Aluminum and Copper. I am not sure about liquidityNordPool (The Nordic Electricity Exchange)Introduced Asian options about a year ago, but these where delisted because lack of liquidity. However there is ...

So now I understand why only 25% of my sales comes from Europe. Looking at the bright side of life, Waterstones comment should soon make it a collectible item.

<t>>Investor over-reactions tend to increase, the more people who notice it and take advantage of it; the more obvious it >becomes. Of course, this bubble always bursts. It seem significant that it collapsed at the same time as faith in >capitalism, progress and liberal institutions died.After what ...

<t>VBA: Visual Basic for Application. This is a "subset" of Visual Basic. VBA is included in Excel, Word and other Microsoft office software packages. The main drawback is that VBA not is compiled in Excel. However one can take the VBA code into a VB compilator and build Excel add-inn’s.To take VBA ...

Buy some of the books recommended here. Simultaneously do some real trades (small size) in your personal account, then you will learn fast, including the differences between theory and practice.

<r>Could possibly be of interest to you....Price comparison results and super-replication: an application to passport optionsHenderson, V., Applied Stochastic Models in Business and Industry, 2000, vol. 16, no. 4, pp. 297-310 Riskless Trading: Passport Options, Fund Managers and the Prudent Investor...

The first one that can show me how I came up with this solution will get a free copy of my book. (You can choose between English and Chinese, or I can read it for you in Norwegian)

<t>VALUATION DERIVATIVESVBA: fast and easy to implement, need minimum time to develop user interface, it is already in Excel, fancy 3d graphs. Weakness: slow, but good enough for small to medium portfolio systems that only need closed form solutions. To slow for Monte Carlo.C++/C dll Excel add-in: V...

<t>I don’t know any tricks fore such options, so why not just develop a sexy approximation for atm-atm compound options. That is where the underlying option is at-the-money forward, and also the option on the option is at-the-money. For call-on-call and put-on-call S*0.4*v*Sqrt(t)*(0.5+0.2*v*Sqrt(T)...