Search results

Hold on, I don't quite understand... What does this have to do with zero supply? Moreover, maybe I am being really dumb. This is an American option and the underlying pays dividends? If that's true, there are actually cases where early exercise is optimal. It depends on the cost of carry...

Isn't #1 massively positive for exporters? Moreover, doesn't it also make investment into the USA more attractive (I think maybe makloda waas alluding to this)?

From the Times... http://women.timesonline.co.uk/tol/life_and_style/women/ariel_leve/article6015125.ece

texrex, you seem to know how these things work down there in Texas... Can you pls enlighten the ignert? If all this wind power is so difficult, inconvenient and demand is poor, why do all these people (first E.ON, then this Chinese group) keep investing in new farms in Texas? What's so...

Very well, I will say nothing further... I wish you the best of luck in all your future endeavors!

Whoa, mate, please don't get all excited... Firstly, I never personally insulted you or attacked you or anything else of the sort. There's certainly no vendetta and I am not following you. I merely pointed out factual or logical errors that appeared in your statements. Secondly, if you...

On the contrary, my lack of posting is only evidence of me having a life. Here's a few items, in response to your first post: 1. The problem with the UK is not the household leverage per se, but rather the fact that most mortgages are of the short maturity floating rate variety. This makes...

Excellent, start learning then... The VIX calculation is based on simple arithmetic and offers a fantastic learning opportunity. [B] Key to success in trading is not being lazy.

How does your paper define 'public sector cost'? Judging by the numbers, they just look at the current public expenditure. If that's true, it's really not very useful or interesting. The whole public sector problem in countries like the UK, the US and Japan is the unfunded FUTURE...

My god, morganist, how desperately confused you must be! I didn't want to say anything, but I just can't contain myself. The incredible mix of some economic sense, on the one hand, juxtaposed with appalling ignorance of practical matters, such as the policy rate mechanisms, the money and...

That is NOT scary math, by any stretch of the imagination. Tedious arithmetic, more like. If you consider yourself capable of counting all the "sweet sweet money" you'll be making, you should be able to deal with some simple calculations.

Here you go: http://www.cboe.com/micro/vix/vixwhite.pdf It's rather a rather simple, but tedious calculation.

You can do some scenario analysis by playing with the various inputs, as suggested by the previous post. If you also want to get a guide to the behaviour of volatility, you can look at a historical time series of some vol proxy, such as the VIX. Behavior of this proxy during different past...

I'm pretty sure they ain't... Spot FX (major ccies) is a lot more liquid.

I honestly don't understand what you peeps are so peeved about... Firstly, it's too late to complain that the US is way behind India, China and Germany in developing the necessary tech. Secondly, the Chinese are funding the majority of the project, so it's sensible that they get to pick...

Mystery is solved (and, incidentally, it's why it snapped back)... It wasn't the SNB, it seems, but rather one of the banks doing month-end stuff.

Here (courtesy of Eric G. Lewis, by way of Calculated Risk):

Arnd 10:14 EST, in small...

They did it again... And no, I ain't Britney.

Yep, it was the SNB on the bid in USDCHF in EBS. I have taken off 1/3 of my long at 1.5145. I am a bit surprised and disappointed by how little aggression they showed. Normally they're quite a bit more punchy.