Kev, i got to work with @sle on this problem and I wanted to post a real world example because the output im getting is iffy in a real world...
I love coming back to this statement. Just to enjoy how it is written.
Risk
Hey, im moving to Barcelona for a bit. Anyone is the Catalan region and want to meetup for some wine/tapas and talk shop?
Hello all, I am starting this thread to try and figure out what I am missing on this AMC/APE conversion next week. If anyone has ideas on why...
Haha. Putting the “e” in sine() says it all ;) Enjoy your evening Kevin and I’ll chat to you tomorrow
I am now getting your original answer of .234 for Side C. However when I use the formula you mentioned above I am getting .62. [ATTACH] angleA =...
Kevin, if it is not a right angle triangle, dont we need 3 pieces of info? I understand that we have Side A (.3) and angle C (acos(.8)) but wont...
As always kevin, thank you. Although, why is it that KO vol is lower than PEP (.23)? Why could it not be 7 vols above -> .37? Im actually using...
Yes the 9% is the ivol of the ratio. Do you happen to know the answer to the original question - given the data provided could you price fair for...
If you create an asset of KO/USD over PEP/USD you create KO/PEP. And if you take the vol of that let’s say it’s 9%. Think of the KO/PEP similar to...
Im trying to calculate fair value for KO Ivol given the following information. PEP/USD Ivol = 30% PEP/KO Ivol = 9% PEP/USD and KO/USD Implied...
Separate names with a comma.