Working in investment banking and consulting. Enjoying at the moment C# and Perl for doing my job. Writing apps which handle massive amounts of data with lots of multithreading.
1 Is it ever possible that---because of illiquidity---exercising an out-of-the-money option is better than directly buying the stock? May 15 '12
1 Constant Maturity IV Apr 4
0 What is the effect of dividend yield being greater than the risk-free rate to American options pricing? Aug 20 '14
0 How to break down an FX option P&L? Feb 17 '15