Podcast: Lorenzo Ravagli on why the skew is for the many “Across different trading desks, [I found that] different people were using different metrics for proposing a tentative explanation of the P&L of a very basic skew position. I’ve tried to vulgarise some concepts that were somehow expressed in a very theoretical framework and bring them down to a language which could be accessible by a wider range of clients” – Lorenzo Ravagli, JP Morgan
|