Some obvious facts...

Quote from mutluit:

Further discussion of Ito's lemma is off-topic in this thread.
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Oh I see... the fact that you've been shown to be making false claims of your knowledge of options has no bearing on a thread where you give 'facts' on the same subject ?

You are a shameless charlatant. Shameless.

Put up to back up your claims, or shut up
 
Quote from cdcaveman:
i have always thought that you only know something as well as you can explain it to someone that doesn't have a clue.. IE Me.. most i find that don't really know keep the vocabulary at such a level that makes them look liek they know what they are talkin about but dont... so why doesn't he explain it to me if the guys such a Quant..
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I have worked on the BS stuff in 2009 (created a library), hadn't looked at it since then, just used the library, today was the first time since then looking at the source code again...
 
Quote from CT10Gov:
Oh I see... the fact that you've been shown to be making false claims of your knowledge of options has no bearing on a thread where you give 'facts' on the same subject ?

You are a shameless charlatant. Shameless.

Put up to back up your claims, or shut up
More...
This thread is not about my BlackScholes implementation w/o Ito's lemma. I'm also not willing to publish it here in this forum.
 
Quote from mutluit:

This thread is not about my BlackScholes implementation w/o Ito's lemma. I'm also not willing to publish it here in this forum.
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You made it that when you made your nonsense claim about eliminating Ito's lemma.

You said you dont use options data, only BS - so the fact that you clearly don't know what BS is is very relevant.

Anyway, I think everyone now see you for what you are - a charlatan.
 
Quote from CT10Gov:

You made it that when you made your nonsense claim about eliminating Ito's lemma.

You said you dont use options data, only BS - so the fact that you clearly don't know what BS is is very relevant.

Anyway, I think everyone now see you for what you are - a charlatan.
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Who gives a fk what you say or believe, not me :D
 
Quote from mutluit:

Attached are tables for 2months options (t=40/253), and AnnVola=20%, 30%, 40%, for the first 10 days.
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Why no rates input in these? Not trying to start (another) pissing match.
 
Quote from CT10Gov:
Ask our genius here how it's used - he won't answer because he doesn't know. Otherwise he wouldn't make the kind of ridiculous claim he's been making.

I'll be happy to offer a layman's explaination tomorrow (it will underwhelm you). But let's give this guy a chance to answer with his silence.
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Just look at wiki. It's not for the layman
http://en.wikipedia.org/wiki/Itō's_lemma
 
Quote from atticus:
The valuations are expressed at zero-rates and therefore the 40D fwd = spot.
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Sorry, I don't get what you mean.
The table simply says: if at time t the price of the underlying moved x% _since opening the position_ then the payoff (ie. the change in premium) is that % (last 2 columns, for Call and Put ).

The tables are "normalized" and do use Strike=100.
It is possible to transform it to any value you like --> simply do a linear transformation.
 
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