Derivati USA: CME-CBOT-NYMEX-ICE BUND, TBOND and the middle of the guado (VM 69)
- Creatore Discussione masgui
- Data di Inizio
f4f
翠鸟科
visto
e c'è pure questa
MC? how do u decide on the optimal exercise time?
infatti, nel mio foglio di calcolo, è indicato che devi variare anche le quantità
la banca si fa la MC , hanno lì i matematici apposta
la tua soluzione è chiusa, ma a mio parere sottostima l'effetto della discrezionalità nelle quantità di pre-chiusura ... come appunto anche il willmottiano ha descritto
ma
se il problema è quello di fornire una copertura, perchè inkasinarsi con una struttura opaca fatta da altri ?
la puoi approssimare ad una serie di acquisti di opzioni americane , tutto a t0, con tranche minime e strike uguali al forward:
lo prezzi sul mercato, non hai rischi aggiuntivi, si dimostra facile il P/L e dal punto di vista contabile è tutto perfetto
e, automaticamente, per me hai pure un bel risparmio sui costi che ti ha di sicuro caricato la bbbanca
e che puoi dimostrare al cliente 
plain vanilla ruleZ !!
masgui
Forumer storico
la stima del worst case è la riga in basso dello schema su xls -- quello con min max
ma ovviamente a quel punto devi mettere i valori del cambio ricavati dalla vola.impl e non lo schemino di prova MC che ho inserito
no mollo. faccio con un semplice worst case scenario applicato al tempo e allo strike forward. stop....già perso troppo tempo
masgui
Forumer storico
la stima del worst case è la riga in basso dello schema su xls -- quello con min max
ma ovviamente a quel punto devi mettere i valori del cambio ricavati dalla vola.impl e non lo schemino di prova MC che ho inserito
poi: cè stato un intoppo su risk management Monza Brianza. Forse non si arriva a pubblicare. Ti aggiorno.
f4f
翠鸟科
f4f
翠鸟科
Fleursdumal
फूल की बुराई
e ualà ripartiti a razzo tutti i bond su tutta la curva e l'oro è a qualche tick da 1300
e meno male che il bernakka ha solo detto che in caso se proprio serve l'elicottero 2 è pronto al decollo
e meno male che il bernakka ha solo detto che in caso se proprio serve l'elicottero 2 è pronto al decollo
Fleursdumal
फूल की बुराई
China prime minister demands captain's release
Wen Jiabao criticises Japan investigation after Chinese trawler collided with Japanese patrol ship near disputed islets
Anti-Japan protesters hold banners reading "Protect Diaoyu Islands" during a demonstration in Hong Kong. Photograph: Kin Cheung/AP China's premier Wen Jiabao has threatened further retaliation against Japan unless it releases a fishing boat captain, as the maritime dispute between the two countries escalates.
Wen is the most senior Chinese leader to comment on the row, which began earlier this month when a Chinese trawler collided with a Japanese patrol ship near disputed islets – known as the Diaoyu islands in China and Senkaku islands in Japan.
Tokyo, meanwhile, called for high-level bilateral talks, but said it would continue its investigation into the captain despite Beijing's demands for his immediate release.
Speaking to overseas Chinese and Chinese Americans on the sidelines of a United Nations summit in New York last night, Wen warned: "The Japanese side has paid no heed to China's numerous serious representations, and so China cannot but take necessary countermeasures.
"If Japan acts willfully despite advice to the contrary, China will take further actions, and Japan must accept full responsibility for all the severe consequences."
The incident had "stirred up anger for the entire Chinese people at home and abroad", Wen added, in comments carried on the website of China's foreign ministry.
The ministry had already said Wen would not meet Japanese prime minister Naoto Kan in New York because the atmosphere was not suitable. Beijing suspended ministerial and provincial level contacts after a Japanese court extended the captain's detention on Sunday.
Japan's chief cabinet secretary, Yoshito Sengoku, said: "It would be good to have high-level talks as soon as possible, on issues including broad, strategic matters."
Foreign minister Seiji Maehara said he would be willing to meet Chinese officials in New York to explain Japan's response to the collision. "China is an important neighbouring country," he told reporters.
"We will have to build a strategic reciprocal relationship."
While he did not offer details, Sengoku conceded that Japan might have to take a "broader view" over Zhan Qixiong's detention to avoid inflicting further damage to ties with China. Some analysts expect Japan to release the captain without charge before his term of detention ends on 28 September, a move that would allow both sides to save face.
Yesterday, Sengoku said both countries should prevent the dispute from being exploited by extremists. "We should be careful not to stir up narrow-minded, extreme nationalism," he said.
Despite long-running tensions between the two countries, relations have been good on the whole over the last four years. Analysts say China will not want to risk pushing Japan closer to the US again and neither side will want to damage trade.
Kan told the Financial Times in an interview: "I think that if this is dealt with calmly, it is entirely possible this will be a temporary problem."
But Jeffrey Kingston, director of Asian studies at Temple University, Japan Campus, told Reuters: "It shows how fragile the relationship is even if on the economic side, it is all gung-ho, the diplomatic-political side remains fragile.
"Cool heads will probably prevail but the hard part now is for both sides to back down. One side has to compromise and I don't think it is going to be China."
The two countries are also at odds over resources in the East China Sea. The suspension of high-level exchanges risks derailing ongoing talks over drilling rights to potentially vast oil and gas deposits in disputed areas.
The counties agreed in 2008 to conduct joint explorations, but China broke off talks to formalise the deal following Zhan's arrest.
Earlier this week Japan said it had evidence that China was preparing to drill unilaterally from a platform in the Chunxiao gas fields, known as Shirakaba in Japan. Beijing insisted it had simply brought in equipment to repair the platform.
Wen Jiabao criticises Japan investigation after Chinese trawler collided with Japanese patrol ship near disputed islets
- Tania Branigan in Beijing and Justin McCurry in Osaka
- guardian.co.uk, Wednesday 22 September 2010
Wen is the most senior Chinese leader to comment on the row, which began earlier this month when a Chinese trawler collided with a Japanese patrol ship near disputed islets – known as the Diaoyu islands in China and Senkaku islands in Japan.
Tokyo, meanwhile, called for high-level bilateral talks, but said it would continue its investigation into the captain despite Beijing's demands for his immediate release.
Speaking to overseas Chinese and Chinese Americans on the sidelines of a United Nations summit in New York last night, Wen warned: "The Japanese side has paid no heed to China's numerous serious representations, and so China cannot but take necessary countermeasures.
"If Japan acts willfully despite advice to the contrary, China will take further actions, and Japan must accept full responsibility for all the severe consequences."
The incident had "stirred up anger for the entire Chinese people at home and abroad", Wen added, in comments carried on the website of China's foreign ministry.
The ministry had already said Wen would not meet Japanese prime minister Naoto Kan in New York because the atmosphere was not suitable. Beijing suspended ministerial and provincial level contacts after a Japanese court extended the captain's detention on Sunday.
Japan's chief cabinet secretary, Yoshito Sengoku, said: "It would be good to have high-level talks as soon as possible, on issues including broad, strategic matters."
Foreign minister Seiji Maehara said he would be willing to meet Chinese officials in New York to explain Japan's response to the collision. "China is an important neighbouring country," he told reporters.
"We will have to build a strategic reciprocal relationship."
While he did not offer details, Sengoku conceded that Japan might have to take a "broader view" over Zhan Qixiong's detention to avoid inflicting further damage to ties with China. Some analysts expect Japan to release the captain without charge before his term of detention ends on 28 September, a move that would allow both sides to save face.
Yesterday, Sengoku said both countries should prevent the dispute from being exploited by extremists. "We should be careful not to stir up narrow-minded, extreme nationalism," he said.
Despite long-running tensions between the two countries, relations have been good on the whole over the last four years. Analysts say China will not want to risk pushing Japan closer to the US again and neither side will want to damage trade.
Kan told the Financial Times in an interview: "I think that if this is dealt with calmly, it is entirely possible this will be a temporary problem."
But Jeffrey Kingston, director of Asian studies at Temple University, Japan Campus, told Reuters: "It shows how fragile the relationship is even if on the economic side, it is all gung-ho, the diplomatic-political side remains fragile.
"Cool heads will probably prevail but the hard part now is for both sides to back down. One side has to compromise and I don't think it is going to be China."
The two countries are also at odds over resources in the East China Sea. The suspension of high-level exchanges risks derailing ongoing talks over drilling rights to potentially vast oil and gas deposits in disputed areas.
The counties agreed in 2008 to conduct joint explorations, but China broke off talks to formalise the deal following Zhan's arrest.
Earlier this week Japan said it had evidence that China was preparing to drill unilaterally from a platform in the Chunxiao gas fields, known as Shirakaba in Japan. Beijing insisted it had simply brought in equipment to repair the platform.
Fleursdumal
फूल की बुराई
è il compleanno di Ditropan
facciamogli gli auguri !!
:sorpresa:
AUGURI ditro
orco zio questa mi era proprio sfuggita
il vecio che passa i 50 anni nonostante tutti i grappini bevuti
AUGURI ditro
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