SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Collector
July 10th, 2020, 9:58 am
Forum: General Forum
Topic: Black Scholes Merton PDE
Replies: 8
Views: 4097

Re: Black Scholes Merton PDE

Screen Shot 2020-07-10 at 12.14.24 PM.png
by Collector
July 8th, 2020, 6:29 am
Forum: Off Topic
Topic: norway
Replies: 510
Views: 76411

Re: norway

Vel sommeren er tiden for agurknytt! 
by Collector
July 7th, 2020, 8:28 pm
Forum: Off Topic
Topic: norway
Replies: 510
Views: 76411

Re: norway

yes today singing in the rain!
by Collector
July 7th, 2020, 11:42 am
Forum: Off Topic
Topic: norway
Replies: 510
Views: 76411

Re: norway

unusual summer, snowing yesterday Screen Shot 2020-07-07 at 1.39.01 PM.png https://www.nrk.no/vestfoldogtelemark/meteorologen-om-sno-pa-fjellet_-_-merkelig-sommer-1.15080767 electricity price also went negative here yesterday, when snowing most Norwegians turn off air-condition! It is a reflex, they...
by Collector
July 5th, 2020, 8:27 pm
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 711
Views: 49596

Re: "Unified Revolution" new book by Espen Haug

a fast growing percentage of the world population will not agree on that method  https://www.youtube.com/watch?v=06bvdFK3vVU Of course it's flat. The Netherlands is flat and hence by extrapolation, the Earth. And 90% of Republican believe the Earth is 6,000 years old. So wrong .. it's 8.000 years o...
by Collector
July 5th, 2020, 5:53 pm
Forum: Off Topic
Topic: Denmark's Delights
Replies: 198
Views: 24575

Re: Denmark's Delights

by Collector
July 5th, 2020, 5:43 pm
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 711
Views: 49596

Re: "Unified Revolution" new book by Espen Haug

a fast growing percentage of the world population will not agree on that method 

https://www.youtube.com/watch?v=06bvdFK3vVU
by Collector
June 29th, 2020, 6:33 pm
Forum: Technical Forum
Topic: Expected Equity Returns Should Correlate with Idiosyncratic Risk
Replies: 1
Views: 1635

Re: Expected Equity Returns Should Correlate with Idiosyncratic Risk

Options and Risk


Call prices may decline when volatility increases
due to an increase in systematic risk of the underlying; the magnitude of call and put
expected returns are generally decreasing in idiosyncratic risk of the underlying, but
increasing in systematic risk;
by Collector
June 27th, 2020, 9:47 am
Forum: Book And Research Paper Forum
Topic: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug
Replies: 200
Views: 160507

Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

that is strange, and what is the reason? error VBA code or something with built in function in Excel? or error in B. Soviet PC ?

Ex 3. Q1 = Q2 = 1

p: 9.1499
c:0.5889
by Collector
June 26th, 2020, 8:27 pm
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 711
Views: 49596

Re: "Unified Revolution" new book by Espen Haug

not sure how much the radius vary,  less than half percent it seems? more than good enough for this kind of measurements... and if we know where we are on earth we can make much better than half a percent. This is not about finding a more precise value of l_p than today, but mostly about constant re...
by Collector
June 26th, 2020, 10:34 am
Forum: Off Topic
Topic: Your rants here
Replies: 1076
Views: 83289

Re: Your rants here

the amount of people with tattoos exploded in Norway last 15 years or so... when it goes out of fashion it will be a booming business in removing tattoos. Until then don't forget: Non-Tattooed lives matter also! Respect! "Try [$]\xi = (x+y)/2[$]"   NO!!! who wants to put sticker marks on a Ferrari (...
by Collector
June 26th, 2020, 10:04 am
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 711
Views: 49596

Re: "Unified Revolution" new book by Espen Haug

" How do you measure the Earth radius at the experimental location?" Jump in the ship (if not already there) and travel east until I am outside the same island. Then I know the circumference of the Earth. (my equator air-ship)...or if lazy, study the shadows!  "How to Determine the Earth’s Circumfer...
by Collector
June 24th, 2020, 9:40 am
Forum: Off Topic
Topic: norway
Replies: 510
Views: 76411

Re: norway

Unified States of America has just teared down and vandalized a statue of a Norwegian-American ( Hans Christian Heg ) in Madison i Wisconsin. https://www.nbc15.com/2020/06/24/protesters-topple-forward-statue-and-heg-statue/ "It was pulled down by demonstrators on June 23, 2020 and rolled into nearby...
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