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Catchword for “gamma smile”
Catchword: gamma smile
Filed Under:
Part of Speech: n.
The part of speech reflects that used in the full entry, and not necessarily the part of speech as it is used in the quotation below.
Quotation: Hardly a line of David’s trading argot will be intelligible to ordinary mortals, being riddled with references to gamma smiles, 25 delta EUR calls, short vega books and the like.
Article or Document Title:
“How to go bust in a state of bliss” (URL)
Article, Document, Publication, Web Site:
Australian Financial Review
Date of Publication:
May 28, 2004
This cite belongs to a full entry for smile.
Posted 27 May 04 | Permalink | Tell a Friend

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