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towards the barrier, things dramatically change Now, the trader deltahedging his short position has to buy, not sell, dollars: The dealer s delta has turned negative because decreases in the underlying are actually good news since they increase the possibility of the client being knocked out and releasing the dealer of any liability (that is, the barrier effect takes over the option effect when determining the sign of delta); to make a delta neutral position the dealer now needs some positive delta, which is obtained by purchasing spot This can in uence the market because steadily asking for dollars stops down the spot movement towards the barrier and can in extreme cases prevent the barrier from being hit at all (this is the dealer s dilemma whereby the trader is forced to going against himself ).

getA() getB() getC()

On the other hand, if the hedger runs out of breath and downward market movement can t be stopped by the bank, then the option knocks out and the hedge is abandoned Suddenly fewer dollars are being bought so that the downward movement of spot can be accelerated once a large barrier contract in the market has knocked out; plus not only have dealers stopped purchasing dollars as part of dynamic hedging, they now have to unwind their large long spot positions, greatly pushing the market down some more This could lead to a chain reaction if large volumes of similar knock-out puts with progressively lower barrier levels have been written by banks The opposite situation can occur when traders hedge a reverse upand-out call in which case dollars have to be sold when spot approaches the barrier Say a 080 dollar call/euro put with a 1.

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+getType() +setType() +getAmount() +setAmount() +getEffectiveDate() +setEffectiveDate() +...()

00 KO (the option is in-the-money when the dollar is worth more than 080 euro and will disappear if it ever trades as high as 10 euro) Initially, with spot far from the barrier, the delta is like a vanilla positive for the client, negative for the dealer (if the dollar goes up, it s bad news; you hedge by buying dollars and obtaining positive delta) As spot climbs towards the barrier, delta switches from negative to positive for the dealer (please, please, may the greenback rise and kill my obligation) To hedge this, the dealer is asked to sell spot (gain negative delta), which again works against his goal of seeing the option disappear Such trading can severely disrupt a normal market rally perfectly explained by solid fundamentals.

And if dynamic hedging does not carry enough force anyway and the barrier is breached, then there is a second opportunity for disruption as the dealer unwinds his heavy short position, thus providing undue acceleration to the upward dollar movement..

Although there is no objective answer to the question of what constitutes a paradigm shift in market dynamics, for the purposes of this book I will 185

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The uri argument is for the namespace URI. In this case you aren't using a namespace, so you can ignore uri. The localName is the local name without the prefix; it is only available if namespace processing is turned on. The file rich_iii.xml does not use namespaces, but if you were parsing a document that did, you would have to make the method call spFactory.setNamespaceAware(true). You could then use uri and localName. Continuing with the signature of startElement(), the qName is the qualified name. This includes the prefix, if there is one. In this case there isn't, so you'll check to see if the qName is the string LINE. If it is, increase totalLineCount by one. The final argument is an object of type org.xml.sax.Attributes. This object enables you to examine the attributes of a particular element, as shown in this example:

0.1 0.05 0.01 28 0.1 0.05 0.01 29 0.1 0.05 0.01 30 0.1 0.05 0.01 40 0.1 0.05 0.01 60 0.1 0.05 0.01 120 0.1 0.05 0.01 0.1 0.05 0.01

where z stands for the linear form z = ay + bx and a, b are real parameters that satisfy a 2 + b2 = 1 . Then 2 Jn (x) = (2b)n 2 H n (x). Proof. From the de nitions of Hn and H n , we get

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