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An Option with a Negative Value?

2006-07-28 08:38:00 by Jomni in Risk Management Quant
 
...option have a negative value Conceptually, an option with a negative value does not make sense. A negative value means that the option seller (writer) pays the option buyer. This results into a "free lunch" as described by one of the posters (waiter222). The option buyer will always win out in this case. He can exercise and make money when...
 
Tags: option, negative option, option seller, option writer sells, option buyer, option position, negative, position, writer
 
 
 
 
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An Option with a Negative Implied Volatility?

2006-08-14 06:27:00 by Jomni in Risk Management Quant
 
...option will have a negative value . This time, it was asked in Wilmott if there are real-life cases where options have negative implied vols Here's my take on the subject matter Since implied volatilities are derived values, based on observed market parameters and a model or formula, it is indeed possible to have negative results. But does...
 
Tags: negative, negative results, market, market parameters, volatility measure, model, subject matter, option, arbitrage opportunity
 
 
 
 
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Losing Money When There is No Volatilty

2007-01-29 09:40:00 by Jomni in Risk Management Quant
 
...option to call a company's stock. The bondholder is effectively the owner of the option and the issuer is the option writer. A reverse convertible bond gives investors higher interest rates but gives the issuer the right to put shares to the investor. In this case, the bondholder is the seller of the option and the issuer is the option buyer....
 
Tags: option prices increase, option, option buyer, option writer, investments valuation volatility, valuation, volatility, decrease option, volatility increases
 
 
 
 
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BlackHat Picks, Day 1

2008-07-28 20:35:32 by Chris Eng in Zero in a bit
 
...Option 1: Dan Kaminsky , DNS Goodness. On one hand, the DNS vulnerability is already public; on the other hand, the talk will probably still be interesting even if the 0day hype is missing. Option 2: Nate Lawson , Highway to Hell: Hacking Toll Systems. My formal education and early work was in Electrical Engineering, so Im always interested...
 
Tags: option, virtualization security apocalypse, virtualization security, day, picks, dns goodness, hovav shacham, chris hoff, code injection
 
 
 
 
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BlackHat Picks, Day 2

2008-08-04 17:48:24 by Chris Eng in Zero in a bit
 
...Option 1: Scott Stender , Concurrency Attacks in Web Applications. Option 2: Travis Goodspeed , Side-channel Timing Attacks on MSP430 Microcontroller Firmware 15:15-16:30 Option 1: Alexander Sotirov and Mark Dowd , How To Impress Girls With Browser Memory Protection Bypasses. Option 2: Karsten Nohl , Mifare - Little Security, Despite...
 
Tags: day, option, attacks, concurrency attacks, cisco ios forensics, msp430 microcontroller firmware, day job, alexander sotirov, impress girls
 
 
 
 
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BlackHat Picks, Day 2

2008-08-04 17:48:24 by Chris Eng in Zero in a bit
 
...Option 1: Scott Stender , Concurrency Attacks in Web Applications. Option 2: Travis Goodspeed , Side-channel Timing Attacks on MSP430 Microcontroller Firmware 15:15-16:30 Option 1: Alexander Sotirov and Mark Dowd , How To Impress Girls With Browser Memory Protection Bypasses. Option 2: Karsten Nohl , Mifare - Little Security, Despite...
 
Tags: day, option, attacks, concurrency attacks, cisco ios forensics, msp430 microcontroller firmware, day job, alexander sotirov, impress girls
 
 
 
 
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BlackHat Picks, Day 1

2008-07-28 20:35:32 by Chris Eng in Zero in a bit
 
...Option 1: Dan Kaminsky , DNS Goodness. On one hand, the DNS vulnerability is already public; on the other hand, the talk will probably still be interesting even if the 0day hype is missing. Option 2: Nate Lawson , Highway to Hell: Hacking Toll Systems. My formal education and early work was in Electrical Engineering, so Im always interested...
 
Tags: option, virtualization security apocalypse, virtualization security, day, picks, dns goodness, hovav shacham, chris hoff, code injection
 
 
 
 
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Shimmy's theory of security company relativity, part 2

2008-04-11 19:57:08 by HASH0x8471f00 in StillSecure, After All These Years
 
...option and more VC money expensive and hard to come by, combining companies is a viable option to achieve the size necessary. The key is the merger has to be accretive financially and complimentary from a technology point of view The idea here is that in a merger you can get some economies of scale, take some cost out of the equation, have...
 
Tags: growth, current revenue growth, companies, larger companies, company, security companies, rapid growth phase, hard, merger options
 
 
 
 
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Shimmy's theory of security company relativity, part 2

2008-04-11 20:57:07 by ashimmy in StillSecure, After All These Years
 
...option and more VC money expensive and hard to come by, combining companies is a viable option to achieve the size necessary. The key is the merger has to be accretive financially and complimentary from a technology point of view The idea here is that in a merger you can get some economies of scale, take some cost out of the equation, have...
 
Tags: growth, current revenue growth, companies, larger companies, company, security companies, rapid growth phase, hard, merger options
 
 
 
 
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Building My Windows Vista Media Center (VMC) - Part 3 - MyMovies2

The Article has images
2007-11-02 23:52:49 by jrjones in Jeff Jones Security Blog
...option of Media Center to find upcoming movies you like and record them. I tend to record them in "Best" quality, so that I am starting from the best position when I transcode them to a compressed format. However, I've also used the lower level formats without problem Simplest Method (I don't use this normally Record the movie in the lowest...
 
Tags: media center, movie, movie title, home media center, movie file, media center plug-in, vista media center, record movies, record