F fxguy1234 New member Joined Jul 24, 2008 Messages 0 Reaction score 0 Apr 14, 2009 Thread starter #2
D ditchdigger2CFA New member Joined Aug 11, 2008 Messages 0 Reaction score 0 Apr 14, 2009 #4 Swap! We need ya here for the dot explaination. Is this even a LOS?
S SkipE99 New member Joined Mar 26, 2008 Messages 0 Reaction score 0 Apr 14, 2009 #5 Tangent Line MRL = B, B1/1-b0=D So B=D
C chedges New member Joined Feb 27, 2009 Messages 0 Reaction score 0 Apr 15, 2009 #7 you guys have completely lost me
S swaptiongamma New member Joined Dec 12, 2008 Messages 0 Reaction score 0 Apr 15, 2009 #8 To add to Sikp’s point - betas are also mean reverting and that’s what the initial poster was looking for. The lost exclamation.
To add to Sikp’s point - betas are also mean reverting and that’s what the initial poster was looking for. The lost exclamation.