BNP Equity Derivatives Volatility Papers

lenni · October 17th, 2006, 11:52 am

Hi,Does anybody have any of the BNP Equity Derivatives Papers. There is one which I think is called "Index Variance Arbitrage" which I am looking for but if anybody has any of the others could they either post them here or email them to najleonard@gmail.comThanks

NicoLondon · February 1st, 2007, 3:54 pm

Hi,I am interested as well, I have been looking actively for it on the web but I could not get it. So if you make it, please send it to me as well. Many thanks. Nicolas

BetaExoticBets · February 1st, 2007, 4:04 pm

I speant some time looking for a paper by that name after (of all places) seeing one on the table next to me in an Irish pub on Columbus and 60 something in NYC. I was reading it while it's owner went to the bar but was not brave enough to ask for a copy on his return as I guessed it was prop BNP stuff.Please PM me if you find it.Thanks.

NicoLondon · February 1st, 2007, 4:22 pm

That is a pity !

Randomness · February 17th, 2007, 10:15 am

such BS ..... you guys think people who work for BNP are stupid to leave their Index Vol reserach papers on a pub table !

asdf · February 17th, 2007, 10:20 am

Random >>Nope, they are probably not - but it could be that one of their clients were in possesion of this paper, and was willing to share.In that case I am interested too. The heading sounds interesting.