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Hi RT:
I just found out Bob Pisani the founder of the "Greeks" in Options
trading is having a forum at TRADEHARD.com on Thursday 7:30 PM. He will
be talking about how to Find and Exploit Underpriced Options
(Here is his bio I cut and pasted from TRADEHARD.com)
Robert Pisani, Ph.D., Option Traders Section
In the mid 1970's Dr. Robert Pisani created many of the options pricing
models widely used today, as well as the "Greeks", the palette of risk
measurements such as Gamma, Theta, Vega, etc. now in the mainstream. His
options market making firm Galton-Gauss Securities, was the first firm
to develop and use options technology.
Bob is currently Director of Research of Connors, Bassett and
Associates, a money management firm located in Southern California, a
visiting scholar at University of California at Berkeley, and is also a
full time professional trader.
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