Discussion in 'Options' started by mizhael, Jan 31, 2011.
Could anybody give some pointers about how to replicate an Forward Vol Agreement?
Thanks a lot!
I am really trying to achieve these...
Look at the Wilmott thread and you'll find the doc I mentioned to you (I actually attached it there in a zip file).
Yeah I saw your pdf file there but I couldn't figure out how to adapt it to other asset classes...
Separate names with a comma.