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fordem
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Posts: 1
Joined: June 27th, 2012, 10:58 pm

new analytics for volatility derivatives

December 17th, 2012, 12:19 pm

VolDerivs
 
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Cuchulainn
Posts: 22928
Joined: July 16th, 2004, 7:38 am

new analytics for volatility derivatives

December 17th, 2012, 12:45 pm

Wrong Forum IMO.I don't know any Wilmott authors who adopt this approach.Should be on Books Forum.
Last edited by Cuchulainn on December 16th, 2012, 11:00 pm, edited 1 time in total.
 
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ppauper
Posts: 11729
Joined: November 15th, 2001, 1:29 pm

new analytics for volatility derivatives

December 17th, 2012, 6:14 pm

he's spamming with his sig just like someone else !
 
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Cuchulainn
Posts: 22928
Joined: July 16th, 2004, 7:38 am

new analytics for volatility derivatives

December 17th, 2012, 6:58 pm

QuoteOriginally posted by: ppauperhe's spamming with his sig just like someone else !Since they tend to hang out on OT, it does no harm.Seriously, OP should post on Books. (IMHO)QuoteFor technical book, research paper, journal and magazine recommendations (or otherwise) and discussion. Authors welcome, but keep plugs subtle or contact paul@wilmott.com first. Please post research papers here, but do not infringe copyright. hth
Last edited by Cuchulainn on December 16th, 2012, 11:00 pm, edited 1 time in total.