Adobe Scan 15-Aug-2023 Can you explain the two bullet point given in the pdf. Specifically I want to understand relationship between the Volatility and price of the asset? As in the SSEI video taught direct relationship but its contrast to what it is in SchweserNotes An Secondly I want to understand the effect of movement in implied volatility on the delta? Whether the minimum variance delta is higher than Black- Scholes- Merton Model?
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This doubt has been answered earlier. Will request you to go to past doubts on Qforum and search for the same. In the process of search, there is no question of frustration as you will be enriched by other doubts. Finally, you may directly Whatsapp Karan Sir at 9780564549 as he is currently more active on whatsapp