re: after all the yo ho ho ... crashy
Hmmm... I wouldn't have thought you would want to chart a derivative of something else ... given the plots are just the BSOPM sensitivity to the underlying price.
Whilst the trend of the plots would be similiar ... it is just leveraged off the underlying so the results would reflect past performance of the particular derivative and no guide to future results ...
I would be interested to know who that author was ... I could hazard a guess ... one well known author wasn't that mathematically strong and his approach was more 'hands on' ... not everyone's idea of fun is knee-deep in BSOPM maths which tends to get academic after awhile anyway.
