Post #138
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- Sep 20, 2026photo post
- Sep 20, 2026Personally, I dislike holding a spread as wide as the 42/50 proposed by ZH. Given the bina…
- Sep 19, 2026What move the vol ? A swaption's implied volatility is the price of expected rate dispersi…
- Sep 19, 2026For a given expiry and tenor, implied volatility varies across strikes. Two core metrics s…
- Sep 19, 2026photo post
- Sep 19, 2026For anyone familiar with options, this is quite intuitive: whether you are a payer or a re…