101 reputation
2
bio website
location London
age
visits member for 1 year, 2 months
seen 15 hours ago

Dec
10
comment Why do some people claim the delta of an ATM call option is 0.5?
Clearly the best answer to the OP's question.
Nov
7
comment Why does Skew measure remain more-or-less constant for Listed Expiries?
Links are dead.
May
19
awarded  Popular Question
May
15
awarded  Supporter
Oct
10
asked Are DV01 (or PV01) and IR01 one and the same?