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Strategies & Market Trends : Classic TA Workplace -- Ignore unavailable to you. Want to Upgrade?

To: Henry J Costanzo who wrote (129865)	2/22/2006 9:48:51 PM
From: Win-Lose-Draw	Read Replies (1) \| Respond to of 209892

Glad you liked (appreciated!) it! I've been toying with writing a paper arguing that "retail" should completely dispense with options pricing models based on risk-free replication blah blah blah - and move to a much simpler, readily understandable actuarial model. I mean, the greeks are great and all, and I suppose it can be entertaining sitting around an expensed dinner table quaffing a fourth bottle of Lafite while swapping war stories about Metallgeschaft blowing up on currency trade where they forgot to cover their fifth moment exposure (the delta of the gamma of the gamma) - but I'm not sure its - well - normal. If you know what I mean! :)