[R-SIG-Finance] R/Finance 2014 Call for Papers

[Brian G. Peterson]

On 01/13/2014 01:16 PM, Oleg Mubarakshin wrote:
> I use R for FX options market-making and trading on the Moscow Exchange
> (Russia).
> Can I present my framework (it is not a package, just code with my own
> functions) under this event?
>
> I developed a method for the Delta and the P&L profiles accurate
> estimation (unlike the common BSM method). Maybe my research in this
> area will be of interest to participants of the conference.
>
> Oleg Mubarakshin
> quant-lab.com

Oleg,

You are certainly encouraged to submit an abstract for consideration.

It always helps if the code is available somewhere, github, R-Forge, 
rforge, whatever, so that the community can benefit from (the 
non-proprietary parts of) your framework.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock