Recent content by mambo5

Where do you check the official settlement? Where can one check the settlement - do you have a link to the LSE page?

Interesting i did some work on FTSE implied distributions back in 2001, i'll have to try and find it and compare notes. Did the fat tails on the DAX persist in most periods? I think i recall that the fat tails i observed on the FTSE implied distributions were very linked to the technical...

I think the answer may be a lot more obvious, it centre's around the 100:1 leverage! Where are your financings costs in the example, presumably you have to pay interest on the leverage. Forgive me if i'm wrong but when you buy an option on some exchanges you pay the premium upfront, so in your...