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全部话题 - 话题: expiry
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T****n
发帖数: 2195
1
【 以下文字转载自 Visa 讨论区 】
发信人: TXHuan (我家小狗初长大), 信区: Visa
标 题: [Emergency] Questions about Passport Expiry !!!!!!!!!!!!!!!!!
发信站: BBS 未名空间站 (Tue Nov 23 11:17:32 2010, 美东)
My Visa will expire in 3 months.
Is there any way I can get emergency extension from NY Chinese Consulate
cause I need to go out of boarder to Canada but re-entry to US requires
validity of passport at lease 6 months beyond admittance. Is that true ?
Anybody knows?
Thanks very much!!!!!!
T****n
发帖数: 2195
2
【 以下文字转载自 Visa 讨论区 】
发信人: TXHuan (我家小狗初长大), 信区: Visa
标 题: [Emergency] Questions about Passport Expiry !!!!!!!!!!!!!!!!!
发信站: BBS 未名空间站 (Tue Nov 23 11:17:32 2010, 美东)
My Visa will expire in 3 months.
Is there any way I can get emergency extension from NY Chinese Consulate
cause I need to go out of boarder to Canada but re-entry to US requires
validity of passport at lease 6 months beyond admittance. Is that true ?
Anybody knows?
Thanks very much!!!!!!
M*G
发帖数: 309
3
来自主题: Joke版 - Visa Type & Expiry Date:
Visa tier 2 (General) migrant C2G9H53546C
Expiry data: 28/10/11
w*******y
发帖数: 60932
4
Acase Screen Protector (front and back) for iPhone 4 / 4S 3-Pack for $3 +
free shipping expiries oct 16...
Today only, Chitek offers the Acase Screen Protector for iPhone 4 / 4S 3-
Pack for $8.25. Coupon code "Q7PTDOZD" drops it to $3.25. It includes three
front screen protectors and three back screen protectors. Deal ends October
16.
Link:
http://www.ctcstore.com/AcaseTM-Apple-iPhone-4-4S-AcaseView/M/B
You pay through amazon.com which is when you apply the code. If you have
coupons/gift cards y... 阅读全帖
u********h
发帖数: 146
5
代码很简单,计算vanilla call price如下,
但问题是代码中这个likehoodratio到底是怎么得出来的啊?看了看paul glasserman的
书上的likehoodratio算出来的和这个明显不同啊。
但是用这段代码算出来的东西是varaince小了并且结果也精确了,
求各位大侠帮忙解释一下如何计算的这个likehoodratio,或者给一点提示或者给点
reference也行啊
小弟先谢过了
double MonteCarlo2(const PayOff& thePayOff, double Expiry, double Spot,
double Vol, double r, double Strike, unsigned long NumberOfPaths)
{
double variance=Vol*Vol*Expiry;
double rootVariance=sqrt(variance);
double itoCorrection=-0.5*variance;
double drift_impsampling=log(Stri... 阅读全帖
b****g
发帖数: 625
6
来自主题: Classified版 - 两个广告:1卖车,2招码工contractor
1卖车:
有意者站内联系
Vehicle Type: P10 - Passenger Motor Car
Vehicle Attachment 1: No Attachment
Vehicle Scheme: Normal
Vehicle Make: NISSAN
Vehicle Model: SUNNY 1.6EXA
Chassis No.: JN1CFAN16Z0102501
Propellant: Petrol
Engine No.: QG16413571
Engine Capacity: 1597 cc
Maximum Laden Weight: 1630 kg
Unladen Weight: 1110 kg
Year Of Manufacture: 2006
Original Registration Date: 26 May 2006
Lifespan Expiry Date: -
COE Category: A - Car (1600cc & below... 阅读全帖
m*********o
发帖数: 1534
7
来自主题: Money版 - 也讲一件IHG的事情
Thanks for the information. It is very helpful, although I am not sure
whether they are really implementing the policy of forbidding to use free
night certificate for reservation with the check-out date later than the
expiry date. According to the information provided to me during my last call
, it is valid as long as the reservation is made before the certificate
expiry date, even the checkout-out date is later. My reservation was not
modified after the original reservation in March 2017, which... 阅读全帖
b****g
发帖数: 625
8
1卖车:
有意者站内联系
Vehicle Type: P10 - Passenger Motor Car
Vehicle Attachment 1: No Attachment
Vehicle Scheme: Normal
Vehicle Make: NISSAN
Vehicle Model: SUNNY 1.6EXA
Chassis No.: JN1CFAN16Z0102501
Propellant: Petrol
Engine No.: QG16413571
Engine Capacity: 1597 cc
Maximum Laden Weight: 1630 kg
Unladen Weight: 1110 kg
Year Of Manufacture: 2006
Original Registration Date: 26 May 2006
Lifespan Expiry Date: -
COE Category: A - Car (1600cc & below... 阅读全帖
l****z
发帖数: 29846
9
Previously on The Perils of Pauline:
Last year, our plucky heroine, the wholesome apple-cheeked American republic
, was trapped in an express elevator hurtling out of control toward the debt
ceiling. Would she crash into it? Or would she make some miraculous escape?
Yes! At the very last minute of her white-knuckle thrill ride to her
rendezvous with destiny, she was rescued by Congress’s decision to set up .
. . a Super Committee! Those who can, do. Those who can’t, form a
committee. Those who r... 阅读全帖
i*n
发帖数: 9793
10
overstay means:
you stay after the ORIGINAL I94 expiry date, if you received 据信 before
original I94 expiry date.
or
you stay after the issuance date of 据信, if you received 据信 after
original I94 expiry date.
E***r
发帖数: 1037
11
来自主题: Stock版 - 分享UVXY的操作
1.
Jul 21 expiry has higher implied volatility than its adjacent expiries,
so in theory it is better for premium selling than Jul 14 or Jul 28.
Plus, it is a monthly expiry, so it is more liquid than weekly ones.
f*******n
发帖数: 12623
12
Your lawyer is wrong. They are not allowed to admit you beyond 6 months
before your passport expiry date.
Your lawyer is probably confused by people with passports from countries
that have agreements with the US to accept passports for return to the
country for 6 months after passport expiry, who can be admitted until the
passport expiry date. For example, India is such a country, but Mainland
China is not. Here is the list: https://fam.state.gov/FAM/09FAM/09FAM040309.
html#M403_9_3_B_2

the
h*********n
发帖数: 1
13
Hey, my friends,
My case is I-485 pending now and my AP will be expired on Aug 10th, 2010. I
am planing to spend following year back to China (for job sake), starting
from next week. I know I have to come back to renew my AP before its expiry.
My question is if I can send out my renew application when I am still in
china and before my current AP expiry, let us say, July 1st, 2010, then come
back to U.S. on Aug 1st, before expiry, and wait for renewed AP arrival.
The whole point of this is to spe
t******e
发帖数: 234
14
Card expiry date: 30 Jun 2013
没有出过票
-------------------------------------------
我想卖的物品:
British Airways Avios points 120,357 miles
单张面值:
120,357 miles
可接受价格(必须明码标价!):
1.05 cents per mile
物品新旧要求:
Card expiry date: 30 Jun 2013
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
chase, non-cc Paypal
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
credit card
我的联系方式:
PM,站内联系
Warranty期限:
N/A
能否证明是合法的一手卡?(Required for All Cards!):
yes
D*M
发帖数: 35
15
来自主题: Classified版 - british airways 130,597 miles
Card expiry date: 31 Jul 2014
没有出过票
-------------------------------------------
我想卖的物品:
British Airways Avios points 130,597 miles
单张面值:
130,597 miles
可接受价格(必须明码标价!):
1300 usd
物品新旧要求:
Card expiry date: 31 Jul 2014
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
chase, boa, non-cc Paypal
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
credit card
我的联系方式:
PM,站内联系
Warranty期限:
N/A
能否证明是合法的一手卡?(Required for All Cards!):
yes
s*********t
发帖数: 16647
16
标 题: 【出售】BA (British Airways Avios) 120,357 @ 1.0
发信站: BBS 未名空间站 (Tue Mar 19 13:01:43 2013, 美东)
Card expiry date: 31 JUL 2014
没有出过票
-------------------------------------------
我想卖的物品:
British Airways Avios points 101,000 miles
单张面值:
101,000 miles
可接受价格(必须明码标价!):
1.2 cents per mile
物品新旧要求:
Card expiry date: 31 JUL 2014
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
BOA, non-cc Paypal
其他补充说明:
广告的有效期:
till gone
物品来源(Required for All Cards!):
我的联系方式:
PM
Warranty期限:
能否证明是合法的一... 阅读全帖
s*****u
发帖数: 22
17
Card expiry date: 31 Jul 2013
出过一张美国国内单程票
-------------------------------------------
我想卖的物品:
British Airways Avios points 96,287 miles
单张面值:
96,287 miles
可接受价格(必须明码标价!):
0.9 cents per mile
物品新旧要求:
N/A
Card expiry date: 31 Jul 2013
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
ING Direct, Amazon, or non-cc Paypal,
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
credit card
我的联系方式:
PM,站内联系
Warranty期限:
N/A
能否证明是合法的一手卡?(Required for All Cards!):
Printscreen of all recent tra... 阅读全帖
t******e
发帖数: 234
18
Card expiry date: 30 Jun 2013
没有出过票
-------------------------------------------
我想卖的物品:
British Airways Avios points 120,357 miles
单张面值:
120,357 miles
可接受价格(必须明码标价!):
1.0 cents per mile
物品新旧要求:
Card expiry date: 30 Jun 2013
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
chase, non-cc Paypal
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
credit card
我的联系方式:
PM,站内联系
Warranty期限:
N/A
能否证明是合法的一手卡?(Required for All Cards!):
yes
D*M
发帖数: 35
19
来自主题: FleaMarket版 - british airways 130,597 miles
Card expiry date: 31 Jul 2014
没有出过票
-------------------------------------------
我想卖的物品:
British Airways Avios points 130,597 miles
单张面值:
130,597 miles
可接受价格(必须明码标价!):
1300 usd
物品新旧要求:
Card expiry date: 31 Jul 2014
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
chase, boa, non-cc Paypal
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
credit card
我的联系方式:
PM,站内联系
Warranty期限:
N/A
能否证明是合法的一手卡?(Required for All Cards!):
yes
s*********t
发帖数: 16647
20
标 题: 【出售】BA (British Airways Avios) 120,357 @ 1.0
发信站: BBS 未名空间站 (Tue Mar 19 13:01:43 2013, 美东)
Card expiry date: 31 JUL 2014
没有出过票
-------------------------------------------
我想卖的物品:
British Airways Avios points 101,000 miles
单张面值:
101,000 miles
可接受价格(必须明码标价!):
1.2 cents per mile
物品新旧要求:
Card expiry date: 31 JUL 2014
邮寄方式要求:
给你帐号,用完归还。
买卖双方谁承担邮寄损失(Required if not code only):
N/A
付款方式说明:
BOA, non-cc Paypal
其他补充说明:
广告的有效期:
till gone
物品来源(Required for All Cards!):
我的联系方式:
PM
Warranty期限:
能否证明是合法的一... 阅读全帖
S*********s
发帖数: 1963
21
USCIS网站说:
Students may apply for an OPT extension at any time prior to the expiration
date of their current OPT period.
我们学校OIS允许我们OPT EXPIRY前一年内任何时间都可以申请,了解过另一个学校的
ois则只允许expiry前120天内申请。
那么是不是说,只要学校OIS允许申请了,USCIS都会accept你的opt extension申请?
为什么大家都要设置一个过期前120天的界限?感觉是学校自己人为设置而不是USCIS设
置的。
d********y
发帖数: 6566
22
来自主题: Money版 - ba会员过期怎么办?
我看到账户上显示
Membership year ends: 08 Dec 2010
Card expiry date: 31 Jan 2012
我用那个信用卡,每月消费会自动转成迈数,但是这个Membership year ends还是没变
。请问这个怎么才能延期?
还有那个卡,Card expiry date,我没有收到过这个卡啊。
d**e
发帖数: 2420
23
来自主题: Money版 - Onepass miles有效期是多久?
似乎暂无过期之说
https://www.continental.com/web/en-US/content/onepass/rules/advisory.aspx
Mileage Expiration
Miles currently have no expiry date; however, Continental Airlines reserves
the right to impose expiry limits or terminate the OnePass program, thus
terminating your ability to claim rewards.
y*****8
发帖数: 251
24
这些信息都是和tier points有关,我不用管是吗?不知道card expiry是什么意思。
My Tier Points 0: Blue
Membership number XXXXXX
Tier Point collection year ends 08 May 2013
Card expiry date 30 Jun 2013
下面的信息能说明我的Avois points在2014年11月之前都不会过期是吗?
20-Dec-11 Finance Card 0 5000
18-Jun-11 Finance Card 0 5770
18-Jun-11 Finance Card 0 50000
D**S
发帖数: 24887
25
来自主题: Money版 - 也讲一件IHG的事情
Their system is indeed lousy. A few years ago IHG revised their policy
forbidding the use of a free night certificate on a night with a check-out
date later than the expiry date of the said certificate. The glitch happens
when there is a newer certificate waiting in the account AND when the
original reservation is modified after the expiry date of the old
certificate. I am in fact pleasantly surprised that IHG agreed to re-instate
a certificate for LZ because I suppose they do not have to, accor... 阅读全帖
S*********s
发帖数: 1963
26
我知道amazon,babies rus,target,buybuybaby这四大店都有baby registry,都有
discount的benefit,但具体怎么弄好confused。不知大家都怎么弄的?
1. amazon比较清楚,操作也相对简单些。注册amazon mom,然后注册baby registry,
14天后会有一个15%discount可以一次性用。只要把amazon自家卖的baby items添加到
baby registry,然后再checkout,就可以用那个15%的discount了,已经添加进去但这
次没checkout的item,以后还能继续checkout,也有15% discount,但新添加的item就
没有了。(不限制要due date之前买?)
2. target的baby registry是注册之后,在due day前6周给你寄一个15%-off coupon可
以店里用 (good for one full day,不知道啥意思,一天内可以多次用?),然后还
有15%-off discount code 可以 online shopping... 阅读全帖
z****g
发帖数: 4616
27
132/129 JUN11 Put Spread on SPY
Current Price: $131.73
Initial Outlay: $111
Break Even: $131.00
Max. Loss at Expiry: $111.00 at $135.75
Max. Profit at Expiry: $188.98 (ROI: 170.3%) at $125.38
a*****e
发帖数: 1717
28
Here's python one I used before,
drawbacks:
1. data pacing violation, limit on size of each quote, interval etc.
2. futures symbols are less standardized
3. IB data sucks, but ok for median to long term backtest
4. the ibpy is out-dated, you have to update yourself to get new
features.
#! /usr/bin/env python
# -*- coding: utf-8 -*-
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from time import sleep
from datetime import date
import pyodbc, os, sys
# print all mess... 阅读全帖
t***l
发帖数: 3644
29
来自主题: Stock版 - VIX futures的基金都在怀疑中
一知半解就别误人子弟了,首先contango与spot index没有半毛钱关系,只有futures
term structure决定contango.
第二买VXX就相当于买SPY扑?大牙都笑掉了,最多正相关吧。VXX基本上可看作vol与
contango的合力作用,put的话分ITM还是OTM,两者都有vol的作用,但要结合expiry啊
,看的是variance,就是vol * sqrt(expiry),此外ITM PUT还有moneyness的价值。你
这个相当于差了十万八千里。

★ 发自iPhone App: ChineseWeb 7.8
a**********2
发帖数: 355
30
来自主题: Stock版 - 高盛每日市场小结 4/2
NY ROUNDUP – Wednesday, April 2, 2014
微信公众平台 USOPTIONS
COMMENTS
· Equities put in another day for the faithful and make new highs
yet again. The bourses came cruising out of the gate following consensus ADP
numbers and positive revisions as investors focused their sights on the end
-of-week employment metrics. The good spirit was almost universally felt as
all but one sector finish in the green (Utilities small -0.16%). SPX and
Nasdaq now +2.5% for the year, while DJIA is back to flat. C... 阅读全帖
p*******h
发帖数: 147
31
来自主题: Stock版 - 赌ER买什么期的option比较好?
To gamble, small $ for strike just out of water and nearest expiration
To bet big, big $ for in the water and 3+ (ideally 6+) months expiry
Combination of OTW+close expiry is the worst
O******e
发帖数: 734
32
By US law the airline is responsible for checking the
expiry date of your passport port and the validity of
your visa. You won't be able even to board the flight
in March unless you have a new passport. If the airline
misses the August expiry date of your passport and
you arrive at immigration and get turned away, the
airline also gets a fine.
O******e
发帖数: 734
33
If your visa has not reached the expiry date,
you have not used up all of the number of entries
allowed, and you have not done anything to violate
your status in the U.S., then that visa is still
valid, regardless of whether it is within or more
than six month before the expiry date of the visa.
Nevertheless you should carry a copy of your
I-129 extension petition, which your lawyer will
provide to you.
D*****5
发帖数: 148
34
以前一直在上海签,都是两周探亲,签证都能提前几天拿到。
这次H-1B返签,距上次签证的Expiry已超过一年。
Use of the drop-box renewal program is generally mandatory for all eligible
applicants.
If you are renewing an H, L, or P visa then you may use our CITIC drop-off
service 12 months after the visa has expired. For example, if you visa
expires on January 31st, 2012 then you can use the drop-off service up until
January 30th 2013.
看了半天没看懂。递签是上次签证Expiry后一年之内还是一年之外呀?好像是一年之外。
请问,一切顺利的话,递签一般多少天能拿到签证?
还有,可以不用递签吗?
谢谢。
i*****e
发帖数: 159
35
来自主题: EB23版 - 能不能换工作
谢谢你的信息
请问如果拿140换工作的时候,如果H-1B还没有到expiry前六个月,是不是就不能马上
用140申请六年以后的三年,而要等到下次申请H-1B延期的时候才行?
还有就是我797上这次H-1B expiry的时候还不到6年max,下次延期的时候可以申请六年
以后加三年嘛?
l***m
发帖数: 920
36
来自主题: Singapore版 - 正式来新加坡版报道
Foreign Driving licence that expires with the expiry of a foreign visa
If you are a Singaporean or PR who holds a foreign driving licence that
expires with the expiry of a foreign visa, you are required to obtain a
written extract from the licence issuing authority of the country that your
licence was issued. The extract should show the passing date, date of issue
of your licence, the class of licence attained and your driving record.
You have to register for the Basic Theory Test within 3 month... 阅读全帖
i*n
发帖数: 9793
37
来自主题: Canada版 - CIC的声明
各位公民准公民注意了
酸奶土豆请马克
http://www.cic.gc.ca/english/facts/expiry-date.html
Expiry date on Canadian citizenship
Issue
Recent articles in Canadian newspapers allege that some Canadians could unkn
owingly lose their citizenship under a decades-old law that is only now bein
g enforced.
Fact
The requirement that certain Canadians born abroad take steps to confirm the
ir Canadian citizenship has existed in some form since Canadian citizenship
was first granted in 1947. It is meant to ensure that people wh
w****r
发帖数: 243
38
来自主题: Travel版 - 问问continental miles
Miles currently have no expiry date; however, Continental Airlines reserves
the right to impose expiry limits or terminate the OnePass program, thus
terminating your ability to claim rewards.
l*****d
发帖数: 236
39
很晕,同一页上有这两条:
Mileage Expiration
Miles currently have no expiry date; however, Continental Airlines reserves
the right to impose expiry limits or terminate the OnePass program, thus
terminating your ability to claim rewards.
Inactive Membership
If no mileage is deposited in your account for 18 consecutive months, your
membership may be cancelled, and your miles may be forfeited. To keep your
account active, you can earn mileage with a variety of airline, non-travel
and shopping partners. Please v
p*******4
发帖数: 1254
40
谁扯了?
Mileage Expiration
Miles currently have no expiry date; however, Continental Airlines reserves
the right to impose expiry limits or terminate the OnePass program, thus
terminating your ability to claim rewards. The OnePass program will formally
end on December 31, 2011, followed by a wind-down period during the first
quarter of 2012. Following the wind-down period, your OnePass award miles
will be replaced with an equivalent grant of Mileage Plus reward miles. At
that point, the Mileage Plu... 阅读全帖
M******8
发帖数: 10589
41
沪江网 http://blog.sina.com.cn/hjenglish 2012-08-31 16:07:49
26. As an expat living in New Orleans, it is a very long list but "
burglarize" is currently the word that I most dislike.
26. 作为一名生活在新奥尔良的侨民,我有很长一串清单,但是“burglarize(破门盗
窃)”是我目前最不喜欢的词。(英国用burgle)
27. "Oftentimes" just makes me shiver with annoyance. Fortunately I've not
noticed it over here yet.
27. “Oftentimes(经常)”会让我恼怒得直哆嗦。幸运地是,我在这里还没看到过。
28. Eaterie. To use a prevalent phrase, oh my gaad!
28. Eaterie(餐馆)。经常听到,天呐!!
29. I'm a Brit living... 阅读全帖
s*******y
发帖数: 46535
42
【 以下文字转载自 Joke 讨论区 】
发信人: Math1978 (数学), 信区: Joke
标 题: BBC读者大调查:英国人讨厌的美式英语(下)
发信站: BBS 未名空间站 (Tue Sep 4 14:50:30 2012, 美东)
沪江网 http://blog.sina.com.cn/hjenglish 2012-08-31 16:07:49
26. As an expat living in New Orleans, it is a very long list but "
burglarize" is currently the word that I most dislike.
26. 作为一名生活在新奥尔良的侨民,我有很长一串清单,但是“burglarize(破门盗
窃)”是我目前最不喜欢的词。(英国用burgle)
27. "Oftentimes" just makes me shiver with annoyance. Fortunately I've not
noticed it over here yet.
27. “Oftentimes(经常)”... 阅读全帖
H******e
发帖数: 4682
43
操作: trading, buy or sell a stock, or a stock's option.
a stock's option: including a stock's call and its put.
a stock's call: the right to buy the stock at the strike price before or at
the expiry time.
a stock's put: the right to sell the stock at the strike price before or at
the expiry time.
g**y
发帖数: 1342
44
来自主题: Law版 - 60天grace period的问题
我还在网上找到这么个例子:
My details are as follows :
*came to USA on F1 visa. *OPT expiry date : 4th Sept 2003 *60-day grace peri
od (after OPT expiry) ends on : 2nd Nov 2003 * Before the grace period ends,
a recruiting company applies for my H1 (via Premium Processing). H1 approva
l date : 17th Oct 2003
*The recruiting company cannot find me a job.
*meanwhile a university offers a job.
* Recruiter refuses to give me a paystub or a letter stating that he was my
employer.
* So the university applies for a f
s****2
发帖数: 44
45
来自主题: Quant版 - 紧急求助一个Greek risk问题
It is currently March. You sell $100mm of AT-THE-MONEY September expiry
calls, and to hedge them you immediately buy enough AT-THE-MONEY June expiry
calls to hedge your delta.
What are your greek risks: Long OR Short
(1)Gamma
(2)Vega
(3)Theta
V****u
发帖数: 73
46
来自主题: Quant版 - 如何hedge binary option
For long dated, the "buffer" you mentioned is neglectable. In vol space it
is equivallent to a risk reversal and that is exactly what people do in
practice. The actual spread of the strikes for the R/R is in fact often very
wide.
When expiry is approaching the spread of this R/R has to be narrowed but the
P&L comes from the "buffer" is usually very little compared to the whole
PNL of the book. What really sucks is when the barrier is very close to the
spot on expiry. It is the digital risk that
x***i
发帖数: 106
47
来自主题: Quant版 - 关于Delta Hedging的疑问
谢谢cavaliere的回答。
但是如果一开始我花了$50去买一个Call,到了expiry的时候,如果这个asset没有达到
Strike price,那么这个Call也就没有价值了。而在这个过程中,我损失了我的所有资
本(买CALL的钱)。
而当接近expiry的时候,如果这个Call依然out of the money,所以delta趋近于0,所
以我不会去short asset。所以看起来 delta hedge好像不管用了。
我的疑问是,究竟是delta hedge的哪个假设出了问题呢?

even
though
,
s******e
发帖数: 1751
48
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
why do you call it a vix future basis when you compare today's vix spot and
front month vix future price.
as i mentioned many times, vix spot and vix future are different things. it'
s not like gold spot and gold future.
In another word, Vix future for May14 and Jun14 are 2 different contracts
covering forward variance (approximately) of different periods. While gold
future (front month and 2nd month) are very close (physical gold).
If you agree with that, then I can argue that VIX spot is the p... 阅读全帖
F****t
发帖数: 4
49
来自主题: Quant版 - Heston model calibration
这个会有问题。你用expansion的时候一般calibration的对象是固定一个expiry的各种
strike/strategy的option price/implied vol。这样实际就意味着你只是对那个
expiry的option volatility给了一个比较fancy的interpolation。但是当你算一个和
路径相关的产品的时候,你如何知道你的模型产生的路径是reliable的呢,即使你假设
他们terminal distribution follow你的那个expansion对应的distribution.
l******n
发帖数: 507
50
来自主题: _Stockcafeteria版 - 请问大米的股票有哪些?
Why rice? better than other agriculture products?
How to Invest in Rice?
1. Futures and Options Contracts
Open a brokerage account that will allow you to trade futures, options
and stocks.
The ticker symbol for rice is ZR. Search for the product in your broker
search function to bring up all rice related products. If the code does
not work, try “Rice”. You will require a margin of $2000 for a rice
futures contract and $200-250 for options contract. Futures for rice
contracts have an expiry and ... 阅读全帖
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