Xomuama
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Why techniques for portfolio optimization do not take into account the non-fractionability of stock prices?
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In practice, creating a portfolio with (equally) weighted shares is doable as you will invest on "a lot" of shares. Suppose you're an advisor in a private bank and you're creating a ...

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What does ^ mean in a security symbol?
1 votes

XXX^A or XXX^B or XXX^B corresponds to a Preferred stock ticker. For example, if you take the stock Citigroup in your list (quoted C US on Bloomberg and C on the nasdaq website, it has the following ...

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Do single name stock option volatility surfaces exhibit steeper volatility smiles after stock price crash episodes?
1 votes

Yes, it is very very common that implied vol, and particularty that of OTM puts, increases after crashes, even after limited losses. A market maker will have a tendency to increase its volatility on ...

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How to price a call option with long maturity (5 to 10 years)
1 votes

Options with very long maturities (more than 3 years) can be traded on OTC markets. Globally, the longer the maturities, the harder are such options to find. Indeed, market makers are reluctant to ...

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Historical data for 3 month and 6 month lows for NYSE or Nasdaq
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I suggest you to : Visit : yahoo finance Nasdaq page Click on "Historical Data" Enter your date range Click on "download" You get a .csv file with all your data (including the ...

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