<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: flairplayPity he died before BrightDay carried out his original investigations. what a strange statement.What BrightDay linked is common knowledge and in the public domain. No investigation required.Given islam's origins (allah was the ...

<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: flairplayI do know that he used to read the Koran daily for a couple of hours. Certainly dont recall any stories of him killing either infidels or dogs. Clearly he did not read the Koran very thoroughly.See BrightDay's link belowTotally...

<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: BrightDayMUHAMMAD and dogsso if you were a muslim and you had in front of you both and infidel and a dog, which should be killed first ?Pity that Abdus Salam died 10 years ago, otherwise I would have asked him this question. He was reli...

<t>QuoteOriginally posted by: OptronGuess we have two different aspects being discussed here:1. Flairplay, agree with you, Put Call Parity (PCP) holds for a GIVEN strike whether Put or Call, whether Vol smile/skew or Black Scholes (BS) world (flat vol curve).2. Johnself11 brings another point - give...

<t>QuoteOriginally posted by: johnself11ok - perhaps i was unclear in my assertions... i was not trying to say that put-call parity (which i understand a as the fact that short (long) an atm call and long (short) an atm put has the same risk profile as the atm forward rate) doesnt hold because of vo...

<t>QuoteOriginally posted by: johnself11fairplay - no offense intended but i'm not sure what the purpose of this riddle-like post is.... we have already addressed the theoretical put-call parity issue for atm options as well as mentioned the real-market parity problem due to vol skew.... so your poi...

<t>QuoteOriginally posted by: johnself11no i'm all about sanka these days, thanks.... just hoping that people will attempt to post constuctive comments.....Was only trying to help. It's always best to work it out than get an explicit answer from someone else. There was no riddle - just an attempt to...

QuoteOriginally posted by: OwlHello,I would like to know what are the differences between trade the gamma for a call and trade the gamma for a put (same maturity and same strike)?Thx!If you can answer the following:"Is put-call parity model dependent?" then you know the answer.

<t>QuoteOriginally posted by: SatrianiHi can anyone refer me a book or article about how to run a portfolio of options. Thus suppose I have a portfolio of fx options which includes plain vanillas and exotics such as barriers and digitals. How should I aggregate the total delta, gamma of the the port...

<t>I invented the terms Aega, Rega and Sega about 10 years ago - and used them in my own risk systems and pricing libraries (which I wrote) to monitor the risk I run. Those of you still have my pricing libraries (non commercial) will know.Basically, the terms refer from the following concepts:1) A S...