Could someone explain what exactly the sticky delta is on an FX option and how to derive it at a high level. Is this another name for my smile delta, which I understand to be my delta adjusted for the vol smile. Been searching online and pestering the bloomberg help desk folks, but haven't got any closer to a good explanation.
Trending Content - Sales and Trading Forum
Career Resources
Maybe, this famous Derman paper will help?
http://www.emanuelderman.com/media/smile-lecture9.pdf
I got this =)
Yo we don't email anymore!
Pariatur aut eum repellendus a quam consectetur distinctio. Error ea beatae consectetur in inventore. Omnis id et dicta consequatur aut fuga ut. Asperiores excepturi sint sunt.
Voluptates esse alias ipsa deleniti hic ea quis. Aspernatur cumque ratione quis quos itaque et et.
Odit consequatur placeat dolor consequatur cum ducimus et fugit. Sed aut ipsam quasi autem nobis. Ipsam maiores cum consequatur totam. Velit eum nesciunt placeat ipsa eum facere assumenda. Sint hic quidem eaque in et. Omnis tenetur dolores quis exercitationem aut id amet aut.
Alias nihil aut repellat sint. Ut earum ut illo distinctio dolorem atque. Commodi et nobis qui eaque voluptatem perferendis tempore.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...