nitro, You also may want to dig through wilmott forum. There maybe lots of interesting discussions about SABR and BS.....
nkhoi, This is what I meant :)
Well, if you use "closing prices" you will see a symmetrical triangle..fwiw
Doug Noland writes a weekly article called "credit bubble bulletin". He closely monitors and discusses most of the issues you mentioned and some...
I remember NOVA created a great 60M video called "Trillion Dollar Bet" a while back. It was an informative program about Fisher Black and Myron...
Interesting points.. Also I think the recent debates regarding Black-Scholes formula maybe mostly related to the fact that now some companies...
A Bloomberg article today about black-Scholes and the recent arguments against it.....
Maybe using a physical stop loss order would have prevented most of that loss?! As far as using "stops" I always remember the "hot air...
I have made Mizuho securities site my home page! They post the next day's reports on their home page so no chance of missing any reports... you...
Seems like they will not issue terrorism futures after all...
I think your case 1 should also be illegal. Most banks will not let you borrow money and use it for speculation and investment imo
I actually think the conflict of interest issue is a very legitimate concern fwiw...
OK, click on the "clock" symbol on your tool bar, click "Edit" retype over one of the existing time frames that you will not be using, type -133...
To set up tick charts you need to put a "minus" sign before the number of ticks per bar. For example to set up a 50 ticks per bar chart use -50
stockcharts.com has a cool dynamic yield curve chart (below link) you can click and move your cursor on the SPX chart to see what the yield curve...
Actually I think the yield curve at the moment is "Normal"...
I have also noticed some unusual "Last Size" on ES with TWS during this past week. I wonder if anyone else noticed the same problem.
I think it is important for bond traders to always remember the general rule about the relationship between interest rates, maturity and...
Double bubble to follow Greenspan's dot-com fiasco... http://www.taipeitimes.com/News/edit/archives/2003/07/17/2003059775 Credit bubble...
Whamo, it should work, I have the same version (7/10) ...try locking both "Lock Studies" and "Lock Lines" and then change your time frame..
Separate names with a comma.