Some obvious facts...

Discussion in 'Options' started by mutluit, Nov 8, 2012.

  1. i don't know what Ito's Lemma is.. but i think he has something to do the way or order in which the model is constructed or chained together.. idk.. would love to hear a more frank explanation..
     
    #61     Nov 11, 2012
  2. i have always thought that you only know something as well as you can explain it to someone that doesn't have a clue.. IE Me.. most i find that don't really know keep the vocabulary at such a level that makes them look liek they know what they are talkin about but dont... so why doesn't he explain it to me if the guys such a Quant..
     
    #62     Nov 11, 2012
  3. mutluit

    mutluit

    options table for AnnVola=30%, s. a. prev. posting
     
    #63     Nov 11, 2012
  4. mutluit

    mutluit

    options table for AnnVola=40%, s. a. prev. posting
     
    #64     Nov 11, 2012
  5. CT10Gov

    CT10Gov

    Ask our genius here how it's used - he won't answer because he doesn't know. Otherwise he wouldn't make the kind of ridiculous claim he's been making.

    I'll be happy to offer a layman's explaination tomorrow (it will underwhelm you). But let's give this guy a chance to answer with his silence.
     
    #65     Nov 11, 2012
  6. perfect
     
    #66     Nov 11, 2012
  7. mutluit

    mutluit

    "deltaSpot%" in the posted tables means the change% of the underlying _since opening the position_
     
    #67     Nov 11, 2012
  8. mutluit

    mutluit

    Further discussion of Ito's lemma is off-topic in this thread.
     
    #68     Nov 11, 2012
  9. Calling someone an A-hole is on topic???
     
    #69     Nov 11, 2012
  10. mutluit

    mutluit

    He called me an "ass", and has got the only right answer...
     
    #70     Nov 11, 2012