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location London
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visits member for 1 year, 5 months
seen Mar 13 at 10:55

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?