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Join TradingScreen at the FIA Asia Derivatives Conference In December

8-10 December

The St. Regis Singapore


The 11th Annual FIA Asia Derivatives Conference is next week and TradingScreen wants to see you there. Join us along with 700 senior-level executives, managers and regulators in Singapore for an in-depth discussion of global and regional derivatives industry issues. 54 more words


How Your Calculator Can Sine by Richard Douglas

By Richard Douglas. Edited and formatted into LaTeX by David Ku.

Richard Douglas’ LinkedIn profile can be found here.

This post will be about an application of calculus that not everyone has been exposed to. 1,042 more words




If F(Polk)=0 and Manifest Destiny=+or- 2, Polk={Manifest Destiny}

d/dx (Expansionism) —> dy/dx=2(Polk)+4

First Derivative Test:




There is a critical point at (-2, o). 47 more words


"can the bank benefit from its own wrongdoings by way of Set Off or being paid as a Creditor by collecting on its own FCA Review irhp 'redress' compensation ? "

The latin maxim ex turpi causa non oritur actio refers to the fact that no action may be founded on illegal or immoral conduct. This maxim applies not only to tort law but also to contract, restitution, property and trusts. 363 more words

Citigroup's $52 Trillion Derivatives Book: A Snowflake Away From Financial Meltdown? (Part I)

Citigroup’s off-balance sheet notional trading derivatives book currently stands at $52 trillion.

Some investors believe that a “black swan” event at some point will set the trigger for massive losses on the large banks’ derivatives books and completely wipe out their capital. 88 more words

Solving the Black Scholes PDE

In this post we will be solving the Black Scholes PDE to get the popular CALL Option Price which we all know. For that we will be actually solving the transformed BS PDE which we had seen in our last post. 13 more words


Pricing Equity Forward Contracts

FP(on equity security) = (S0 – PVD) x (1 + Rf)^(Days Left In Contract/365)

PVD = Cash Dividend / (1 + Rf)^(Time Until Dividend Received/365) 14 more words