cornell4 - GE 0.47% fin spd 0.10% 0.63% reb spd 0.15% buy...

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Assignment 2 sp skew ge skew 6.00 delta 3 12 8.4 9 9.00 sp500 1,150.00 1,200.00 0.39 22 25 0.33 23.00 ge 16.4 15 0.43 29 34 0.56 32.33 LIBOR 0.30% 0.80% 21.15 33.59
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LIBOR
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Unformatted text preview: GE 0.47% fin spd 0.10% 0.63% reb spd 0.15% buy stk 0.73% sell stk 0.48% shortfall 0.10% ge stk 16.38...
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This note was uploaded on 01/25/2011 for the course NBA 6940 at Cornell University (Engineering School).

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cornell4 - GE 0.47% fin spd 0.10% 0.63% reb spd 0.15% buy...

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