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Category Archives: Derivatives

  1. Gold, Yen, Central Banks and the Endgame November 5, 2014

    Posted in Conspiracy, Derivatives, Economics, Markets, Politics.

    2 comments
  2. SurlyTrader’s Book! April 16, 2014

    Posted in Derivatives, Educational.

    Comments Off on SurlyTrader’s Book!
  3. Pricing Asian Options April 9, 2014

    Posted in Derivatives, Educational.

    Comments Off on Pricing Asian Options
  4. Long-Term Complacency February 19, 2014

    Posted in Derivatives, Markets.

    2 comments
  5. Replicating VXX or VXZ May 7, 2013

    Posted in Derivatives, Educational.

    1 comment
  6. A Day in the Life of the VIX March 11, 2013

    Posted in Derivatives, Markets, Media.

    1 comment
  7. The Tangled Web of Collateral Swaps September 12, 2012

    Posted in Derivatives, Markets.

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  8. The Difficulty in Adding Vega Exposure – Tenor August 7, 2012

    Posted in Derivatives, Markets.

    2 comments
  9. LIBOR Infographic July 11, 2012

    Posted in Derivatives, Markets, Politics.

    Comments Off on LIBOR Infographic
  10. Buying Protection June 14, 2012

    Posted in Derivatives, Economics, Markets.

    3 comments


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