[分享] Bloomberg Derivatives

For those interested, this is Derivatives using Bloomberg. So if you have no access to the platform, it's useless.

thank you very much!

好阿  谢谢楼主！

thank you so much

ectopic 发表于 2009-11-10 14:14
For those interested, this is Derivatives using Bloomberg. So if you have no access to the platform, it's useless.

Thanks for the notes.  And thanks to the author for sharing.  I just start using bbg in the company. So this is coming at the right time.
:)


2nd note
After quickly read throught it, I am a little bit disappointed. Althought it says "Derivatives" but actually most are on options pricing/research.  Not too much on rates/credit/commodity/FX derivatives.  Anyway, it is free one. Can not ask too much.
Here is the content:

Bloomberg Doc ( Rasheed Abad - Master of Finance) Derivatives using Bloomberg
Page 2 of 30
Table of Contents
1 DERIVATIVES ON BLOOMBERG.................................................................................................. 3
1.1 GENERAL INTRODUCTIONS........................................................................................................... 3
1.2 PRACTICE OPTION WITH APPLICATIONS USING BLOOMBERG ........................................................ 6
1.3 EQUITY OPTIONS .......................................................................................................................... 6
1.4 OPTION VALUATION (OV) / NUM 12. ........................................................................................... 7
1.5 EXOTIC OPTION VALUATION (OVX) / NUM 13. ......................................................................... 10
1.6 CURRENCY OPTIONS................................................................................................................... 16
1.7 INDEX OPTIONS .......................................................................................................................... 18
2 DERIVATIVE SECURITIES RESEARCH ON BLOOMBERG.................................................. 19
2.1 DES........................................................................................................................................... 19
2.2 OPTION VALUATION ( OV )........................................................................................................ 19
2.3 CALL/PUT VALUATION ( OVE ).................................................................................................. 21
2.4 OPTION (BID/ASK) MONITOR ( OMON ) .................................................................................... 21
2.5 CALL ANALYSIS - SENSITIVITY ( COAT ) ................................................................................... 22
2.6 OPTION HORIZON ANALYSIS ( OHT ) ......................................................................................... 23
2.7 OPTIONS POSITION HORIZON ANALYSIS ( OHTX )..................................................................... 24
2.8 COVERED CALL WRITE ANALYSIS ( CWA ) ................................................................................. 25
2.9 OPTION SCENARIO ANALYSIS ( OSA )........................................................................................ 26

you can always ask bbg to send ppl over to show you what you want...

Thank you!!!!!!!!!!!

thx for sharing

4# Snow_man

Bloomberg using the special PC, nomarlly if ur school had contract with bloomberg u may can use it, and there are a lot of limitation if ur school is not paying for fully service. Bloomberg is good tool...good for u

谢谢楼主分享