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Old 09-20-2007, 03:42 PM
goodluck goodluck is offline
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I understand that the naked option is an option without a support of underlying security. Are you going to memorize these rules on how to come up with the initial margin for call/put?
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Old 09-20-2007, 03:46 PM
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Yup. I've got them written down on my study cards and plan on memorizing them.
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Old 09-20-2007, 03:54 PM
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Old 09-20-2007, 05:37 PM
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I was about to say... I like some of the naked options I've seen around!
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Old 09-20-2007, 07:10 PM
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NSFW... but good for a study break...
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Old 10-15-2007, 08:50 PM
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I was about to say... I like some of the naked options I've seen around!
They go well with the wiener processes.
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Old 10-15-2007, 08:52 PM
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However, I have Ito's dilemma as I need to concentrate on the final 2 weeks without getting distracted.
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Old 10-16-2007, 08:14 AM
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i think it's a waste of time,

where do u put them in learning objective outcome?
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Old 10-16-2007, 11:36 AM
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Originally Posted by beeitt View Post
i think it's a waste of time,

where do u put them in learning objective outcome?
What do you have against naked options?

Hull provides several alternative strategies for a firm that writes call options.
2003 SOA 8V, Question 20 touched on that.
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