SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Collector
September 5th, 2019, 9:15 pm
Forum: Off Topic
Topic: New Clock Synchronization Gedanken Experiment
Replies: 23
Views: 2171

Re: New Clock Synchronization Gedanken Experiment

yes it looks like it actually could get rid of dark energy. But such idea will meet high resistance among the High Priests of P and their dark force!

dark matter more challenging I think.
by Collector
September 5th, 2019, 8:53 pm
Forum: General Forum
Topic: Negative Strike Price
Replies: 11
Views: 797

Re: Negative Strike Price

You can use any model or formula you like. The question is whether there is any rigorous (ish) justification. There’s usually a stage in the modeling involving hedging. If you can’t use that then your foundations are weak. Hedging at the university campus under ideal conditions, or in practice? Scr...
by Collector
September 5th, 2019, 9:59 am
Forum: General Forum
Topic: Negative Strike Price
Replies: 11
Views: 797

Re: Negative Strike Price

"Using a plain vanilla black scholes option model how would one handle a negative strike price" \begin{equation} p(-S,-X,T,r,-\sigma)=c(S,X,T,r,\sigma) \end{equation} not exactly what you asked for, but interesting enough! But will not let the basis differential float from negative to positive. Nume...
by Collector
September 4th, 2019, 10:23 pm
Forum: Off Topic
Topic: New Clock Synchronization Gedanken Experiment
Replies: 23
Views: 2171

Re: New Clock Synchronization Gedanken Experiment

" I have a doctorate in this shit"  this is not shit, this is light moving around a linear Sagnac type set-up. Well yes even s is made of light, so yes (and no). At the deepest level I suspect atomism plays a role here (not mentioned in the paper). Atomism leads to two type of transformations (as I ...
by Collector
August 30th, 2019, 8:32 pm
Forum: Off Topic
Topic: Where is everyone?
Replies: 10
Views: 603

Re: Where is everyone?

"Where is everyone?"

most are gone to study survival ship bias!
by Collector
August 30th, 2019, 8:14 pm
Forum: Off Topic
Topic: New Clock Synchronization Gedanken Experiment
Replies: 23
Views: 2171

Re: New Clock Synchronization Gedanken Experiment

Sagnac has been tried explained in series of different ways, it has been tried explained inside SR, some claim one need GR.  One also have to distinguish between when observer is next to the rotating "disk" or part of the rotating "disk".  In the Linear Sagnac experiment we have set up dose not seem...
by Collector
August 30th, 2019, 2:23 pm
Forum: Off Topic
Topic: New Clock Synchronization Gedanken Experiment
Replies: 23
Views: 2171

Re: New Clock Synchronization Gedanken Experiment

Sorry to disappoint you guys, but it looks like Relativity of simultaneity is inconsistent with some interesting new type of experiments linked to the Sagnac type experiments, series of recently published papers on it now (and more papers on the implications of it in the pipeline) Spavieri and Rodri...
by Collector
August 30th, 2019, 1:37 pm
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 660
Views: 30461

Re: "Unified Revolution" new book by Espen Haug

work done together with Italian physicists Gianfranco Spavieri just got published in physics essay. Why the Sagnac effect favors absolute over relative simultaneity , Vol 32. Physics Essay. "We consider a thought experiment, equivalent to the Sagnac effect, where a light signal performs a round trip...
by Collector
August 25th, 2019, 8:18 pm
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 660
Views: 30461

Re: "Unified Revolution" new book by Espen Haug

Will 2nd edition have a CD with C# code?
C# very likely, as top language, CD is out of fashion I think.. more likely it will come with a finger or two 
Screen Shot 2019-08-25 at 10.16.56 PM.png
by Collector
August 25th, 2019, 5:43 pm
Forum: Book And Research Paper Forum
Topic: The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets
Replies: 39
Views: 3466

Re: The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets

micro tyres, not good for the environment, who is the driver? Good that they have sent out undercover police to stop him!
by Collector
August 25th, 2019, 1:14 pm
Forum: Book And Research Paper Forum
Topic: The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets
Replies: 39
Views: 3466

Re: The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets

I was a bit surprised to find this book in the physics section  http://www.espenhaug.com/MoneyFormula.jpg But then after all good bookstores sort books by what formulas they contain and not by the title. Page 151 http://www.espenhaug.com/MoneyFormula2.jpg Is this the Money Formula? Newton Gravity +...
by Collector
August 25th, 2019, 1:05 pm
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 660
Views: 30461

Re: "Unified Revolution" new book by Espen Haug

Newton's  gravitational force formula was originally  \(F=\frac{Mm}{r^2}\) It has been corrupted since the 1800 hundred with the so called Newton's gravitational constant, that Newton never invented or used. Actually to include a gravity constant makes the mass definition incompatible with Newton's ...
by Collector
August 10th, 2019, 8:25 am
Forum: Book And Research Paper Forum
Topic: Haug: Derivatives - Models on Models
Replies: 6
Views: 69875

Re: Haug: Derivatives - Models on Models

good idea! 
by Collector
August 9th, 2019, 6:37 pm
Forum: Book And Research Paper Forum
Topic: Haug: Derivatives - Models on Models
Replies: 6
Views: 69875

Re: Haug: Derivatives - Models on Models

How many copies sold to date?
less than Harry Potter!
by Collector
August 9th, 2019, 12:42 pm
Forum: Book And Research Paper Forum
Topic: Haug: Derivatives - Models on Models
Replies: 6
Views: 69875

Re: Haug: Derivatives - Models on Models

I know many of you have missed a Chinese (Mandarin) version of my book, I am pleased to let you know it just has been translate by the Shanghai Stock Exchange 

大师谈衍生品模型(上海证券交易所金融创新文库)

The Amazon of China

A Old Norse version would also be good, another time.
GZIP: On