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To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 12:46 pm
by SebastianJansen
Hi,i am actually trying to comprehend some of the formulas from the paper, and get some different results...e.g. Page 66 the bottom right integral Does anyone see my mistake?Thx a lot!
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 3:31 pm
by DevonFangs
This reminds me very much of this
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 3:36 pm
by DevonFangs
BTW, I haven't read the paper so I don't know why that equation looks like that (I mean wrong).
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 6:10 pm
by Paul
The Vs are functions of time.P
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 6:31 pm
by daveangel
hang on .. isnt integral of d(whatever) just whatever ?
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 6:33 pm
by Paul
I assumed that's what DF was getting at (except that in his example the end result was correct!)P
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 6:44 pm
by SebastianJansen
Wilmott Paper says it should be exactly (V^a-V^i)
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 25th, 2011, 6:49 pm
by DevonFangs
QuoteOriginally posted by: PaulI assumed that's what DF was getting at (except that in his example the end result was correct!)P
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 26th, 2011, 2:46 pm
by Paolos
QuoteOriginally posted by: PaulThe Vs are functions of time.PVi(T)=Va(T) = intrinsic value at expiryPaolo
To Paper: Which Free Lunch Would You Like Today, Sir?:
Posted: October 29th, 2011, 7:43 am
by SebastianJansen
Right... Thank you for your help!