More generally, one can conduct numerical simulations using this framework to gain a keener appreciation of hedge slippage, a concept that is fuzzy among too many people. One can see how and when hedges slip, and, as you note, how profit opportunities disappear as risk factors are hedged. When I traded, I always conducted simulated hedging experiments before offering more exotic products, just to derive some comfort before betting the shop on them. Any decent finance school should offer simulated trading exercises as a normal part of coursework.

Statistics: Posted by DavidJN — Yesterday, 4:39 pm

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The US will test the return-to-the-moon Artemis system with a launch now scheduled (no earlier than) Feb 2022.

Now, where's Waldo?

Artemis_1.jpg

Source: wikipedia

I’m reminded of an occasion more than a decade ago, when we were temporarily missing our seminar speaker, Valdo Durrleman. This naturally gave rise to the question “vere is Valdo?”Now, where's Waldo?

Artemis_1.jpg

Source: wikipedia

Statistics: Posted by bearish — Yesterday, 12:18 pm

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What can delta-gamma-vega-neutral portfolios help with?

Thank you for reading.

Statistics: Posted by dlmusic — Yesterday, 10:55 am

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Statistics: Posted by Amin — Yesterday, 5:35 am

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Source: wikipedia

Statistics: Posted by Alan — October 22nd, 2021, 9:04 pm

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“We are aware that the plane on the new Ohio license plate unveiled this morning was oriented in the wrong direction (....)"

Statistics: Posted by tagoma — October 22nd, 2021, 7:59 pm

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Statistics: Posted by katastrofa — October 22nd, 2021, 10:03 am

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Statistics: Posted by Paul — October 22nd, 2021, 2:33 am

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Statistics: Posted by katastrofa — October 21st, 2021, 11:20 pm

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Try downloading the image and then doing as an inline attachment.

Statistics: Posted by Paul — October 21st, 2021, 6:30 pm

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Statistics: Posted by ExSan — October 21st, 2021, 5:14 pm

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