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seen Apr 10 at 6:59

Apr
26
comment Convexity adjustment for a forward swap rate
Sorry, I was very vague and it was probably misleading. Convexity adjustments still have to be made but its more during the libor forward curve built-out (off the euro$ futures). Thanks for pointing that out. Will edit my answer.
Apr
25
answered Hedging differences between equity and index options?
Apr
24
comment Trading days or calendar days for Black-Scholes parameters?
you want to be consistent. Whatever annualization factor you use, apply it across all inputs equally. There is no recipe for BS which exact trading day adjustment to apply. BS is a framework with inputs left to its user. You are to decide which inputs to feed into BS.
Apr
24
answered In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Apr
24
answered Convexity adjustment for a forward swap rate
Apr
24
revised How is historical data for forex collected or computed?
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Apr
23
answered How is historical data for forex collected or computed?
Apr
19
comment how do you evaluate an FX market EMS?
Agree with that point and yes admittedly FXAll is still in its infancy vs. Reuters and ebs.
Apr
19
comment how do you evaluate an FX market EMS?
That is something I can for sure confirm to be incorrect. Almost always does one get much better liquidity at better prices from ECNs such as Ebs or FxAll or reuters than from an individual bank. I can give you 5 or more reasons why that is the case but I do not see a single reason in support for your case. No single bank will be able to offer 100mil upwards at as competitive prices as a mature and well connected ECN.
Apr
18
comment Resources for finding scholarly research on topics in quantitative finance?
type "quant finance papers" in google and you get a host of archives. It could not be easier
Apr
18
comment Resources for finding scholarly research on topics in quantitative finance?
that is MY definitive answer, yes. There are archives as you yourself pointed out, but there are at least a dozen such archives, not a centralized one.
Apr
18
comment Resources for finding scholarly research on topics in quantitative finance?
There are no centralized resource store. This is exactly what this site is for (among others): You have an idea, look for research performed in regards to your idea, and either google or search on sites like this. All research is scattered around the web and either you find it all yourself or you rely on friendly chaps who already dug it up for you.
Apr
18
comment how do you evaluate an FX market EMS?
I would first consider trading through an ECN before potentially shelling out tens of thousands of dollars for an in-house aggregation solution. FXALL, for example, has deep liquidity and shows very good pricing. Before long I would expect a lot of consolidation in the fx aggregation market, so players such as FXALL will only get bigger nor smaller. You will hardly see better prices at current than what you see at FxAll. I am not affiliated with them but find what they offer very convincing.
Apr
17
comment Can Central Index Keys (CIKs) issued by the SEC be reassigned?
how is this related to quantitative finance?
Apr
17
revised Implied Volatility Calculation
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Apr
17
answered Implied Volatility Calculation
Apr
16
comment How do you know if if an option is priced correctly?
@AprilCrenshaw, you do not need to mark an answer correct right away, take your time, wait for other answers to come in...just my 2c
Apr
16
answered How do you know if if an option is priced correctly?
Apr
15
comment Call option arbitrage opportunity
the arbitrage profit is correct. So what is really your question? When I said "not exactly" I was referring to your terminology "buy back the stock for 18" you used. Maybe I was a bit too picky, but yes the net effect is just that.
Apr
15
comment Call option arbitrage opportunity
Not exactly: You buy back the stock at whatever price it is traded at, you exercise the call if the stock price is above your strike at expiry and you get back your investment of 17 plus interest.