Paper 1
FNCE 305 Analysis of Derivatives.
It was a happening paper.
Because no one expected the professor to ask something with regards to the nature of implied volatility of option prices.
It's supposed to be a number in the Black-Scholes Model! Who reads about the nature?! I had to flip to the 1.5 page write-up about Implied Volatility, spend 1 min reading it before I could answer the question -_-.
Hahaha.
Yicui reminded me that after 2 more papers, we are officially out of school.
OMG.
I'm starting to miss SMU already.
:(
P.S: I got my letter with regards to Government's Ang Bao. Muahahaha.
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