Twofish's Blog

August 31, 2006

Wackier and wackier – Shanghai warrants

Filed under: china, quantitative finance, quantlib — twofish @ 6:43 am

http://www.cs.com.cn/sylm/02/200608/t20060831_986231.htm

And it ends with a large number of people exercising their underwater warrants.  What the heck????

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1 Comment »

  1. Interesting article at FEnews, by James Gatheral.

    Comment by sigma — September 2, 2006 @ 10:08 am


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