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Theory wins once more! Supply and demand may supremely rule the options world, and implied volatility may be an illusion, but BSM and its theoretical accomplices can be very resilient at hiding the truth Secondly, even when a model called BSM is used, it is not really BSM Why Because of our old friend, volatility fudging Prior to Taleb and Haug, conventional wisdom (certainly when it came to outsiders, possibly also when it came to many insiders) held that in spite of BSM s known aws (highlighted often enough in earlier parts of this chapter), traders continued using it because they had learned how to trick it into conveniently delivering the right price.

Traders, it was assumed, did not trust BSM but liked it because it was so easily manipulable (just change the volatility parameter and you can obtain your desired price, in a way erasing the bothersome unrealistic assumptions and obtaining an input more in tune with the real world) Haug and Taleb themselves admit to having held that belief for years as inhabitants of the trading oor Post Taleb and Haug, all that conventionalism would no longer hold Fudging of the model, which was assumed to preserve the popularity of BSM in spite of its unworldliness, is (as has been already repeatedly discussed) in fact a complete negation of the model itself Neither Black, Scholes, nor Merton had volatility fudging in mind when devising the model; volatility fudging is a complete violation of the model s original spirit.

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By fudging BSM one is actually (unbeknownst to him) ending up using a completely different (superior) model, and one that, Taleb and Haug show, had been already available under different authorships To me, this is the single most important insight from the paper As Taleb and Haug state, traders use a formula called BSM without being aware of the irony that BSM couldn t be further away from what they.

membership protocols for heterogeneous, distributed computing environments Although there is some performance degradation due to CORBA, the performance degradation can be reduced by carefully choosing an appropriate design The latency and scalability problems in conventional middleware products are discussed in [9] The key sources of overhead and techniques for reducing these are discussed An investigation of the latency and scalability of two commercial products Orbix-21 and Visibroker 20 on systems employing high-speed ATM networks is presented in [8] The authors observe high latency for these CORBA implementations that also give rise to poor system scalability The nonoptimized internal buffering in the middleware products as well as a large presentation layer overhead leads to a high variability in latency that is unacceptable for many real-time applications Scalability is a desirable attribute of most systems.

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respect to the mezz slice (this would seem to make sense, as the slightest enhancement in uncreditworthiness in the portfolio could wipe out the riskiest tranche) Thus, if we want a delta-neutral play (one that does not have exposure to index movements, theoretically), we should build a short mezz position of $2833 million The net position would promise the following cash ows: $29 million up front plus $24,000 in annual carry ($10 million 5% $2833 million 168%) At zero market risk, according to widely accepted scienti c methodologies No wonder that many hedge funds (which, let s not forget, get 20 percent of performance) would nd such windfalls irresistibly enticing.

The mathematically conceived delta was shouting from the rooftops of quanti cation, Hurry, invest in the equity tranche and revel in the yummy returns, safe in the knowledge that if the value of your play goes down you will not suffer abruptly! Appealingly appealing There are, obviously, two main problems with all this First, again, the 17 and 6 numbers may be as worthless as a bond issued by Tsarist Russia, as untrustworthy as an Enron balance sheet They only make sense in the mathematical world dreamed up by the quants and academics behind the credit models The mathematical delta tells us (rather arrogantly) by how much the value of the position will change as the index moves, but of course in real life the value of the position can do whatever it wants (whatever those behind the demand and supply of the asset collectively decide).

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