Mapping options (Jorion)

Hello David - On question 67.3 and 67.4, May I kindly request to provide the effect of gamma and theta. Also may I kindly request to provide the formulas for calculating Gamma, Vega and Theta.
Thank you
 

David Harper CFA FRM

David Harper CFA FRM
Subscriber
HI @PJAYAKUMAR I moved your question to general (note for my reference: your question of course refers to https://forum.bionicturtle.com/threads/l2-t5-67-mapping-options-jorion.3638/ ) for later attention, because you are asking me to develop a new topic which is time consuming.

About the Greek formulas, it's not a good use of my time, apologies: those are in the material. We're very busy and moving fast to help where we are most needed, looking up formulas isn't a good use of my time. But i'll come back to the new topic you raised if/when I have time, is why i moved your post here. Thanks,
 
HI @PJAYAKUMAR I moved your question to general (note for my reference: your question of course refers to https://forum.bionicturtle.com/threads/l2-t5-67-mapping-options-jorion.3638/ ) for later attention, because you are asking me to develop a new topic which is time consuming.

About the Greek formulas, it's not a good use of my time, apologies: those are in the material. We're very busy and moving fast to help where we are most needed, looking up formulas isn't a good use of my time. But i'll come back to the new topic you raised if/when I have time, is why i moved your post here. Thanks,
Thank you David
 
Top