Top of the world, Ma!
Not wanting to compete with the Collector’s ‘The World is My Office,’ of course, but even on top of a volcano one can check one’s emails. This is Haleakala, the volcano on the East of […]
Not wanting to compete with the Collector’s ‘The World is My Office,’ of course, but even on top of a volcano one can check one’s emails. This is Haleakala, the volcano on the East of […]
As promised, here is some of the mathematics behind hedging options when you think that there is an arbitrage opportunity. Let’s keep the problem simple. You are in a Black-Scholes world. Volatility is constant. But […]
I continue to be staggered by the depth and detail of some people’s understanding of complicated quant models while these same people have absolutely no appreciation of the bigger picture. A case in point is […]
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