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Paul
Topic Author
Posts: 7047
Joined: July 20th, 2001, 3:28 pm

Happy Valentine's Day!

February 20th, 2002, 5:51 pm

I'm told that having a Delta of more than one leads to serious operational risk

Collector likes his with plenty of Gamma.

P
 
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Omar
Posts: 1
Joined: August 27th, 2001, 12:17 pm

Happy Valentine's Day!

February 20th, 2002, 8:44 pm

"Collector likes his with plenty of Gamma."


That's also plenty of negative theta. Whichever way you put it, that's bad news. And why is everybody winking? This is a serious discussion.
 
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Nanook
Posts: 0
Joined: February 21st, 2002, 7:14 am

Happy Valentine's Day!

February 21st, 2002, 8:23 am

where does one buy women? and can they arbitraged?

Pimps surely need some kind of derivatives for hedging.
Anyone in amsterdam planning to start an exotic stripper derivative?
 
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jungle
Posts: 4
Joined: September 24th, 2001, 1:50 pm

Happy Valentine's Day!

February 21st, 2002, 9:23 am

I'm told that having a Delta of more than one leads to serious operational risk

when you approach a barrier, there can be serious discontinuities...normal relationships can break down, leaving one very exposed.
 
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Omar
Posts: 1
Joined: August 27th, 2001, 12:17 pm

Happy Valentine's Day!

February 21st, 2002, 9:40 am

I don't know if vol is a good thing or a bad thing.
 
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jungle
Posts: 4
Joined: September 24th, 2001, 1:50 pm

Happy Valentine's Day!

February 21st, 2002, 11:14 am

Pimps surely need some kind of derivatives for hedging.

that reminded me that in soho there is a sex shop immediately adjacent to a christian bookshop (the christans got there first, in case you're wondering). if you need either salvation, or porn on dvd, they're on the alley between beak street and peter street. i'd say avoid them both and buy some pumpkin ravioili from lima, on the corner.

 
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Nanook
Posts: 0
Joined: February 21st, 2002, 7:14 am

Happy Valentine's Day!

February 21st, 2002, 12:14 pm

That reminds me of the financial district in Frankfurt bang in the middle of the red light area. Any idea about who came first? the bankers or the whores?