Email of the day.
Could some please explain to me the details of exactly how the skew delta is calculated for FPLV models. The delta on the UBM reverse cliquet seems a bit high, and I wanted to check the methodology. My expectation is that the skew delta is computed in a way that assumes that fixed strike vols are constant.
This is of some urgency, please let me know.
“Could some”? I’m afraid I have no idea what you are on about there, but I’ll get back to you on the rest of it ….. er yeah.
Shaky – optimum flow is via the header crank on the steam trombophone. Parlez the shift set, remove the uber skrew and downsize the manifold. Lube the orifice and banjo!
I’ve got a good recipe for orange cake too.