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It’s All Greeks to Me

It’s All Greeks to Me

With my scientific PhD, I find option theory easy as π. I have studied heat conduction and quantum mechanics so I quickly comprehend the options: α is intercept, β slope, Γ curvature, ∆ tangent, σ temperature, θ sensitivity, µ drift. If I know derivatives, I know Derivatives. Soon I am an expert at Black-Scholes and Beyond. Yield curves are strings. Feynman to me? Kaç to you! Everything’s an option. I am one dynamic hedger, man.

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