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GeekySerge


Total Posts: 37
Joined: Apr 2010
 
Posted: 2017-03-20 16:02
@contango_and_cash
@HankScorpio

Skiadopoulos et al. in your inbox.

I've put 2 versions of the paper:
"The Dynamics of Implied Volatility Surfaces" (conference paper)
"The Dynamics of the S&P 500 Implied Volatility Surface" (journal paper)

Enjoy

HankScorpio


Total Posts: 461
Joined: Mar 2007
 
Posted: 2017-03-21 11:25
Thank you very much GeekySerge. Beer

capt


Total Posts: 2
Joined: Mar 2017
 
Posted: 2017-03-22 03:18
@GeekySerge could I also get copies of those two?

thanks

radikal


Total Posts: 253
Joined: Dec 2012
 
Posted: 2017-03-23 01:52
Anyone have JPM's Global Equity Derivatives Outlook for 2017? Always some of my favorite downtime reading.

There are no surprising facts, only models that are surprised by facts

tbretagn


Total Posts: 238
Joined: Oct 2004
 
Posted: 2017-03-23 17:53
sent

Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne

mtsm


Total Posts: 182
Joined: Dec 2010
 
Posted: 2017-03-23 18:36
Do you mind forwarding that to me please, the JPM derivs outlook I mean. Thanks.

Cheng


Total Posts: 2802
Joined: Feb 2005
 
Posted: 2017-03-25 13:33
Could you also send me a copy? Thanks.

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

GeekySerge


Total Posts: 37
Joined: Apr 2010
 
Posted: 2017-03-25 13:37
@capt
What's your email?

SgtPepper


Total Posts: 106
Joined: Sep 2006
 
Posted: 2017-04-04 18:01
Hi. Does anyone have access to:

- S. Hendriks and C. Martini. The eSSVI volatility surface.
‘At the frontiers of quantitative finance’, ICMS, Edinburgh, 2016

- C. Martini. An explicit formula for the VIX in eSSVI.
Slides ‘At the frontiers of quantitative finance’, ICMS, Edinburgh, 2016
.

Many thanks.
SgtPep'

capt


Total Posts: 2
Joined: Mar 2017
 
Posted: 2017-04-05 01:56
@GeekySerge
captainron96gmailcom


GeekySerge


Total Posts: 37
Joined: Apr 2010
 
Posted: 2017-04-07 23:21
@capt
Check your inbox.

GA2017


Total Posts: 5
Joined: Apr 2017
 
Posted: 2017-04-12 07:17
Hi there,

Hope you all are well. I have read this very interesting quant paper from this URL
http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf. As mentioned on the third last page of the slide, a longer version of this slide is published on 14-Feb-2011 as part of the "FX Special Reports - Gaining Momentum".

Does anyone have access to this research paper ? Moreover, does anyone may have more similar recent papers published by this same quant team ?

Thanks for your kind assistance.





Cheng


Total Posts: 2802
Joined: Feb 2005
 
Posted: 2017-04-18 09:53
Has anyone access to Risk.net and can send me the following article?

Spike in bad loans raises scrutiny of P2P credit models

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

pj


Total Posts: 3305
Joined: Jun 2004
 
Posted: 2017-04-18 12:46
in five minutes, sir!

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

Cheng


Total Posts: 2802
Joined: Feb 2005
 
Posted: 2017-04-18 14:10
Gotcha, thanks.

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

GA2017


Total Posts: 5
Joined: Apr 2017
 
Posted: 2017-04-19 08:19
Hello folks,

Pls. give me a helping hand on my request if you may have access to DB stuffs.
Once again, appreciate your kindess on this.

Thanks,

>>>Hi there,

>>>Hope you all are well. I have read this very interesting quant paper from this >>>URL
>>>http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf. As mentioned on the third >>>last page of the slide, a longer version of this slide is published on 14-Feb-2011 >>>as part of the "FX Special Reports - Gaining Momentum".

>>>Does anyone have access to this research paper ? Moreover, does anyone may >>>have more similar recent papers published by this same quant team ?

vThanks for your kind assistance.

GA2017


Total Posts: 5
Joined: Apr 2017
 
Posted: 2017-04-19 08:21
Hi pj,

Do you may have access to Risk.net articles ? I may need a favour on this.
Let me know how I may reach you.

Thanks

pj


Total Posts: 3305
Joined: Jun 2004
 
Posted: 2017-04-19 17:54
@GA2017
My email is in my profile.

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

GA2017


Total Posts: 5
Joined: Apr 2017
 
Posted: 2017-04-24 07:38
Thanks pj, sent you a PM. Pls. check.

GA2017


Total Posts: 5
Joined: Apr 2017
 
Posted: 2017-04-24 08:14
tbretagn / Others:

Anyone may offer assistance on my DB paper request ? Hope someone may help out.
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