Posted 25 September 2017 - 08:45 PM
One thing is for sure - something is different this year.
"I don't understand what's wrong with thinking of correlation as a pricing convention the way one thinks of Black-Scholes vol. I mean, vol curves aren't "real" anyway, but nobody uses local vol models to price vanilla options." - Taion
"But this is blatant ultracrepidarianism on my part." - Taion
I have a dream of a multiplicity of pastramis.
"once the penis came out, there was discussions as to why we didn't order the testicles" - Daniel describing a meal in China