The Brexit reference for dummies
6 mins read
Brexit reference for dummies. European Union – a brief history […]
Implied volatility and hedge P&L. Mapping P&L distributions
3 mins read
Four scenarios to set things right. We go back to […]
Hedging higher order Greeks – Hedging a book of short call options
3 mins read
Lesson Four – Hedging higher order Greeks for a book […]
Hedging higher order Greeks – Solver Solution review
3 mins read
Hedging Higher order Greeks – Lesson Three We are now […]
Option Greeks. Using Solver to hedge Vega Gamma exposure
3 mins read
Since a spot, forward or future position is linear in […]
Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
6 mins read
While Liar’s Poker was Micheal Lewis first book that I […]