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Gold/Mining/Energy : BRE-X, Indonesia, Ashanti Goldfields, Strong Companies.
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To: Sandie who wrote (19938)4/30/1997 5:23:00 PM
From: Oliver Macko   of 28369
 
Sandie, if you find the topic of covered call writing rather simple (as it is), I would be happy to discuss with you: one factor APT, the shortcomings of Black-Scholes, serial correlation, the Treynor ratio (is it better than Jensen's alpha?) or triangular arbitrage. Perhaps the rather tricky field of swoption valuation is worth pondering?

Regards, Oliver.
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