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by flairplay
October 8th, 2006, 6:00 am
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5029
Views: 457436

UK going to the dogs

<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 ...
by flairplay
October 7th, 2006, 4:49 pm
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5029
Views: 457436

UK going to the dogs

<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...
by flairplay
October 7th, 2006, 7:11 am
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5029
Views: 457436

UK going to the dogs

<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...
by flairplay
October 3rd, 2006, 12:25 pm
Forum: Technical Forum
Topic: Gamma trading
Replies: 15
Views: 95781

Gamma trading

<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...
by flairplay
October 2nd, 2006, 11:15 am
Forum: Technical Forum
Topic: Gamma trading
Replies: 15
Views: 95781

Gamma trading

<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...
by flairplay
September 30th, 2006, 9:04 am
Forum: Technical Forum
Topic: Gamma trading
Replies: 15
Views: 95781

Gamma trading

<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...
by flairplay
September 30th, 2006, 9:01 am
Forum: Technical Forum
Topic: Gamma trading
Replies: 15
Views: 95781

Gamma trading

<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...
by flairplay
September 29th, 2006, 3:56 pm
Forum: Technical Forum
Topic: Gamma trading
Replies: 15
Views: 95781

Gamma trading

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.
by flairplay
September 27th, 2006, 7:07 pm
Forum: Technical Forum
Topic: how to run an option book?
Replies: 8
Views: 93003

how to run an option book?

<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...
by flairplay
September 27th, 2006, 9:17 am
Forum: Technical Forum
Topic: Rega, sega, vanna & volga in drawing the smile
Replies: 15
Views: 114640

Rega, sega, vanna & volga in drawing the smile

<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...
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