Bitcoin Forum
April 20, 2018, 08:41:21 PM *
News: Latest stable version of Bitcoin Core: 0.16.0  [Torrent]. (New!)
 
   Home   Help Search Donate Login Register  
Pages: [1]
  Print  
Author Topic: Interest in OTC "exotic" options?  (Read 381 times)
forwardskew
Newbie
*
Offline Offline

Activity: 1
Merit: 0


View Profile
May 09, 2013, 10:26:59 PM
 #1

Hi all,

Does anyone have any interest in/input into potentially doing some globally-capped locally-floored ratchet options?

An example is here: http://www.deltaquants.com/cliquets.html

They're not too difficult to price or escrow, but there are enough details to work out.

Thanks!

Advertised sites are not endorsed by the Bitcoin Forum. They may be unsafe, untrustworthy, or illegal in your jurisdiction. Advertise here.
1524256881
Hero Member
*
Offline Offline

Posts: 1524256881

View Profile Personal Message (Offline)

Ignore
1524256881
Reply with quote  #2

1524256881
Report to moderator
1524256881
Hero Member
*
Offline Offline

Posts: 1524256881

View Profile Personal Message (Offline)

Ignore
1524256881
Reply with quote  #2

1524256881
Report to moderator
1524256881
Hero Member
*
Offline Offline

Posts: 1524256881

View Profile Personal Message (Offline)

Ignore
1524256881
Reply with quote  #2

1524256881
Report to moderator
boomerlu
Jr. Member
*
Offline Offline

Activity: 50
Merit: 0


View Profile
June 05, 2013, 09:56:13 PM
 #2

How exactly are you going to hedge these things? Especially when MPOE has ridiculous spreads. What vol surface model are you going to use?
Pages: [1]
  Print  
 
Jump to:  

Sponsored by , a Bitcoin-accepting VPN.
Powered by MySQL Powered by PHP Powered by SMF 1.1.19 | SMF © 2006-2009, Simple Machines Valid XHTML 1.0! Valid CSS!