Dare I point out that Euclidean geometry represents a Lie group? Is there a point here? p-adic numbering system seems a non-starter, but...
If instead of a cash settled index, one uses, say, SPY (appropriately multiplied) then one can view the selling of DOTM puts (when sold in size...
I think you might have those reversed. I agree that only the 'nonsense name' directory need be copied for compatible versions of TWS. Nice...
Interesting. Several months back tech support insisted I uncheck the save on server box. You should be able to replicate between the two...
Rethink Iin the event of hyperinflation, a couple blowjobs will buy off your mortgage -- whatever its present nominal value if you are...
I see a difference in addition to the number or instrument spreads and their size. There is also the dividend spread. If a dividend is due and I...
What specifically are you advocating here? What do you see as 'the usual way?' Certainly changes to the calculation will step on someone's toes,...
Reread chapter 30
85.95 shares represented by 85 shares and $13.71
you should note that 1163/85 = 13.68 which looks suspiciously like the share price plus a bit of premium
I do not know exactly what the "Overreaction Hypothesis" is, but suspect here it means a natural language claim. Is it not clear that the...
For what it's worth, on 6/23 it appears to me that I paid the 0.18 for RUT transactions. Someone disabuse me: the 'unbundled' stock pricing at...
I was just stating that the quoted proof or argument seems faulty. I think it is very hard to price anything when the market is not open. Not...
I feel the need to glom onto the Wolfinger train. I stumbled onto his blog ( http://blog.mdwoptions.com/ )at a time where his efforts rewarded me...
Something is wrong/missing. By the same argument attributed to Merton for P>p an analogous argument can be made for C>c.
There are others: MSCI Taiwan in Singapore, for example. Thinly traded, unlike OPs request.
Thanks for the suggestions as they've given me new directions to dig. I like closed form solutions to problems as they satisfy some inner need....
Of what? :)
Nonsense. Occasions exist where that is prudent, informed, and lucrative. Not each need be present to argue against usary laws.
Just a quick eyeball (rather than actually calculating it) suggests that the correlation between EWJ and SPY in recent time is upwards of 90%. In...
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