Hull's Options, Futures & Other Derivatives and Natenberg's Option Pricing and Volatility are considered the handbooks on the street.
The only other things I can think of offhand that would fit your description would be flies.
I don't think you have a clear idea of what you want to do in the context of reality. Why, if you're putting on the position now and want that...
No no no, you're agreeing for the wrong reasons. Delta is roughly the probability of the option ending up in the money, but not exact because,...
I do not think that was a coherent thought, but anyway just ones who work in the city as an options trader at one of the BBs. So yeah I think my...
It depends on exactly do you mean when you say "6 month historical vol" and what you want to do with it. You want to match the tenors, so you...
Don't listen to him, he has no idea what he's talking about. Of course "real traders" use the greeks. What an ignorant comment.
The real greeks of an option aren't just those from BS, and two of the biggest reasons are the BS (hah) assumption of constant volatility and no...
I doubt you took into account the effect of skew and surface when calculating delta. Also, every market maker knows their big positions, but...
You're going to want to look up "Global Macro" hedge funds. That is how they are known in the business.
What are you talking about? For every option that is bought, there must be seller and vice versa... am I missing something here?
Is the trading job prop or market making?
That's a pretty reasonable maturity in the most liquid market in the world. Of course you'll pay more for EM and/or crosses but it's still fairly...
You need to buy EUR/USD and sell USD/CAD, ie pay offer on Euro, bid on dollar-cad so to form cross: EUR/CAD: Bid = (Offer EUR/USD) * (Bid...
They should do a study on how they're going to pay back the British Government.
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