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Jun 06, 2009: What does the Black-Scholes Option Pricing Formula really tell us? |
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May 23, 2009: The Problem with measuring risk sensitivities in Black-Scholes Option pricing model |
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Oct 05, 2008: A Credit Default Swap (CDS) is a proxy for a Put Option on the Assets of a Firm |
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Sep 16, 2007: Market for Lemons and Credit |
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Sep 07, 2007: As Stocks fall, why do volatilities increase? |
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Aug 27, 2007: Do Companies and firms live and die like human beings? |
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Aug 23, 2007: Are the banks which lost money recently victims of Negative Skew? |
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Aug 02, 2007: What is the Monte Carlo Simulation method in Derivatives Pricing? |
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Apr 12, 2007: Why Futures are priced differently from Forward contracts? |
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Apr 09, 2007: Analyzing Futures and Forwards - A Trainer's agony! |
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Mar 12, 2007: History of Asset Prices and the Rare Event |
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Mar 02, 2007: Leveraged Bet - a negative skew trade |
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Feb 12, 2007: Living with the Higher Moments of the Normal Distribution |
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Feb 04, 2007: A world with only two moments of the Normal distribution |
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Jan 16, 2007: Going for the "big step" correlation in assets |
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Dec 06, 2006: Why do Options have Convexity (gamma)? |
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Oct 13, 2006: Option Valuation is Counter-intuitive - Why is that? |
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Oct 11, 2006: Vanillas and Exotics - Dimensionality and Order |
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Sep 22, 2006: Understanding the Delta of an Option - Part I |
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Sep 07, 2006: Going for the Leverage in Options |
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Aug 30, 2006: Using Series Expansion to Calculate Option Probabilities |
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Aug 24, 2006: Exponentials in Finance - A Billionaire's woe |
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Aug 13, 2006: Absurd Results in Quantitative Finance |
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Aug 07, 2006: Measuring Asset Returns using Logarithms |
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Jul 20, 2006: Integrating the Discount Factors-A useful Approach |
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Jul 10, 2006: Simulating Default Time for Pricing CDOs |
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Jun 13, 2006: Why Default Risk behaves like a Put Option? |
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May 31, 2006: Binomial Trees vs. Monte Carlo Simulation-Which one is better? |
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Mar 23, 2006: What is "Skew"? |
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Mar 21, 2006: How Risky is a Stock?-Look at the Dividend Yield |
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Sep 17, 2005: Delta Hedging A Note on a Basket of Three Assets |
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Sep 06, 2005: Looking For Gamma |
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Aug 26, 2005: Betting on Anything - It All depends on the Dispersion |
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Aug 01, 2005: Pricing Employee Stock Options (ESOP) as Forward Start Options |
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Jun 20, 2005: Can HSBC Ever default on its Debt? |
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Jun 11, 2005: Put-Call Risk Symmetry |
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May 31, 2005: Is UBS A Victim of Chaos Theory? |
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May 25, 2005: Another Quintessential Question- Ruining A Hedge Fund Manager's Appetite! |
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May 06, 2005: A Quintessential Bet |
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Apr 08, 2005: Yield on Long Term Bonds- A Mathematical Mystery! |
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Mar 10, 2005: What is Convexity & Concavity? |
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Feb 23, 2005: Interest Rate Swaps and the Gamma Problem |
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Feb 22, 2005: What Are Financial Derivatives |
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