Sunday, July 30, 2006

FIA & OIC Equity Options Conference

The program at the upcoming FIA & OIC Equity Options conference in NY sounds interesting, especially the talks on BestEx and Liquidity.

Isn't it about time that Liquidity was treated like a full-fledged risk citizen? We do have some of the Greek alphabet not accounted for yet and Jarrow makes an attempt here, as does Duffie.