I am having trouble pricing (IV, greeks) options where strike or underlying can go to zero or negative. For example, Eurodollar futures options,...
Any pointers on construction. I'm not having a lot of luck on this. For futures where option expiries do not overlap (e.g. ES) I'm getting kinked...
Here: http://cimarron-taylor.appspot.com/html/1108/110828-itch41.html By a guy formerly with Infinium.
Short DCR and short USO. Three to one ratio. Anyone else in this one?
Flush with profits from his recent Black Swan bestseller, N. Taleb is getting back in the managed money game. http://www.universa.net/ Yes,...
VIX is at 15.93. June VBI (VXM6) is at 158.00. What is fair value and how do you calculate it?
Incredible! Never, I repeat, never, trade spot forex with IB.
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