Apparently, this user prefers to keep an air of mystery about them.
7 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
4 What does the cointegration coefficient represent in pairs trading when cointegrating log stock prices? Aug 15 '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