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If, after staring at fictional numbers all day, you, like me, sometimes log in your favorite game to unwind and click some virtual heads only to get destroyed by kids who are years away from having their first facial hair… that’s a skill issue. Skew issue 1 , on the other other hand, is what I am naming the fact that you could go pretty far answering quirky vol questions by simply…
If you have taken a course on options, it’s likely you have gone through one or multiple derivations of Black-Scholes. Odds are you stared at Ito’s Lemma for a few minutes and wondered why you didn’t instead join your friends in brute forcing into your brain a walk-through of “what happens to the three financial statements when depreciation goes up by $10” 1 . But you…