ChatGPT cannot reason from or apply its knowledge - it is nowhere near AGI.
For example, it can describe concepts like risk neutral pricing and replication of derivatives but it cannot apply that logic to show how to replicate something non-trivial (i.e., not repeating well published things).
For example, it can describe concepts like risk neutral pricing and replication of derivatives but it cannot apply that logic to show how to replicate something non-trivial (i.e., not repeating well published things).