Monday, November 3, 2008

Greek to many

As mentioned before with the topics of fiction and leveraging, there needs to be some time occasionally where things lay quiet during a catch-up activity, such as looking more deeply into the recent advances (if one could call them that) of finance. Given that the gaming behind the market is mathematically colored and given that we need to get technical, some time will be spent immersed in details of the CBOE and related efforts, such as Options Monster.

Today, volatility was the theme that has a few interesting twists in its influence on the pricing of options. So, to look at that, we need to start with "the Greeks" and the related etiology.

All one has to do is consider the strategies related to option trading (pages and pages of tables) to see the relation to gaming.

Our future, in general, requires better than that albeit that many do support themselves quite well through the auspices of CBOE, et al.


11/21/2010 -- Three years ago, it was said: Computational foci raise miraculous need. Still applies.

08/18/2009 -- As promised, FEDaerated is here.

02/18/2009 -- We can look at why securities become toxic, almost by necessity.

12/18/2008 -- Leveraging, in and of itself, is not bad.

Modified: 11/21/2010

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