Apparently, this user prefers to keep an air of mystery about them.
6 Prove or disprove “If at least 10% of an option's value is time value, it has a delta less than 90” aug 16 '12
1 What does the cointegration coefficient represent in pairs trading when cointegrating log stock prices? aug 15
0 Can one use the Greeks (delta,gamma,theta) to show that the Black-Scholes call formula satisfies the Black-Scholes PDE? apr 30 '14
0 Derive instantaneous forward rate may 17 '14