Friday afternoon junior derivatives trader interview question: AUDJPY 3-month implied volatility is trading at 16; EURAUD 3-month IV is 14; EURJPY is 15. What is the 3-month implied correlation between AUDJPY and EURAUD? If you like pictures, draw one to help with intuition.https://twitter.com/bennpeifert/status/1264542177574584320 …
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This always helped me in physics
great tip, thanks!Thanks. Twitter will use this to make your timeline better. UndoUndo
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