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MF01
Posts: 43
Joined: August 5th, 2005, 8:13 am

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February 26th, 2007, 4:01 pm

Just the previous one !
Last edited by MF01 on February 25th, 2007, 11:00 pm, edited 1 time in total.
 
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Phil2006
Posts: 5
Joined: October 29th, 2005, 12:43 pm

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May 21st, 2007, 7:51 pm

What may be, for professional traders, the pros and the cons of pricing options using ATM Forward Volatility as inputs to generate the current volatility surface - instead of ATM vol ?
 
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jwx
Posts: 1
Joined: February 2nd, 2007, 7:17 am

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June 1st, 2007, 12:50 pm

Do you know what kind of bond Bravo Bond is? Why is it called Bravo Bond?
 
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horacioaliaga
Posts: 326
Joined: August 21st, 2005, 3:30 pm

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June 1st, 2007, 7:40 pm

Can you give pricing examples that use a change of measure?
 
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ennodetmp1
Posts: 3
Joined: April 9th, 2006, 8:30 pm

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July 16th, 2007, 9:54 pm

What is risk neutral probability and risk neutral world?.Why is it neccessary for us to apply change of measure and move to the risk neutral world in-order to price a derivative security?
 
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ASchmidt
Posts: 29
Joined: May 16th, 2007, 6:56 pm

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July 30th, 2007, 8:17 pm

Why are actual option prices and theoretical prices from models different?
 
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Hamilton
Posts: 5976
Joined: July 23rd, 2001, 6:25 pm

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August 26th, 2007, 1:15 am

How would I create a pricing function to enable me to make money off of shorting Global Warming?
 
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Buscador
Posts: 48
Joined: July 14th, 2002, 3:00 am

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August 26th, 2007, 5:39 am

Option prices are built on restrictiveassumptions and I do NOT believe thatr we live in a Gaussian world
 
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Buscador
Posts: 48
Joined: July 14th, 2002, 3:00 am

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August 26th, 2007, 5:41 am

Even if you could, who will believe that global warming might disappear?
 
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Hamilton
Posts: 5976
Joined: July 23rd, 2001, 6:25 pm

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August 26th, 2007, 7:18 pm

Even if you could, who will believe that global warming might disappear?Anyone who believes that Global Cooling is just around the corner.To short something means to bet against the crowd, btw.
 
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Demyan
Posts: 70
Joined: October 22nd, 2007, 5:49 pm

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October 28th, 2007, 10:40 am

Why is a call option the more valuable the higher the volatility? Please explain in plain English; you can draw a picture if you like.
 
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quosh
Posts: 12
Joined: August 30th, 2007, 2:16 am

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November 15th, 2007, 5:19 am

What is THE option pricing formula.The CBOE is packing it in tomorrow, and will settle all options at theoretical value. So which theoretical value should they choose?Lets say American options over stocks that are known to have payed fixed dividends in the past.
 
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rahulsrivatsa
Posts: 11
Joined: February 1st, 2008, 12:55 pm

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April 15th, 2008, 8:58 pm

Higher moment portfolio optimization
 
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Alan
Posts: 10318
Joined: December 19th, 2001, 4:01 am
Location: California
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May 9th, 2008, 7:07 pm

There have been at least 20 of these I bet:How do I evaluate the following Ito integrals?:int f(t) dW(t)int f(t) W(t) dtint W(t)^2 dtetc.Rather than recreate the answers, somebody should just post a list of links to existing threads in a FAQ.regards,
Last edited by Alan on May 23rd, 2008, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
Posts: 62887
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
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June 16th, 2008, 4:37 pm

dbl
Last edited by Cuchulainn on June 15th, 2008, 10:00 pm, edited 1 time in total.
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