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by list1
September 5th, 2017, 3:49 pm
Forum: Student Forum
Topic: crypto currency correlation
Replies: 5
Views: 768

Re: crypto currency correlation

Thank you for reply. Whether one can say then that BTC actually does not tie to any of the primary traded assets?
by list1
September 4th, 2017, 5:27 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

I had to look up Marie Kondo, but yes, just tidying up the epsilons and deltas during my gardening leave!
Marie Kondo is like a closed-form solution but a real life is a different. Similar to BS solution and intention to make money by using BSE.
by list1
September 4th, 2017, 3:38 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

Sleep trouble?
The idea was to get PhD
by list1
September 4th, 2017, 3:37 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

All Russian math students studied calculus by using old style Fihtengoltz 3-volume books. One can find everything their but it is classical mathematical style with too much details. It seems I saw its English translation. Rudin calculus and functional analysis were also translated. I do not remember...
by list1
September 4th, 2017, 3:09 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

Is there an example of the close-form solution which can not be implemented? I vaguely remember some guy who claimed he had a closed solution for American options. It was a a series or sumphing but it did not converge. So, useless. I too remember that, it was discussed at this site, and I for one d...
by list1
September 4th, 2017, 2:59 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

It is a formal difference between the value of the series and the sum prescribed by a particular method of summation of a series. If we apply a particular summation method for a series the calculation is obviously applicable  I remember looked at the good Hardy's book when studied Calculus in Univer...
by list1
September 4th, 2017, 2:21 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

If we discuss examples it the best way to present one example formally in explicit form. 
by list1
September 4th, 2017, 2:02 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

If we have say a non convergent  series it does not make sense to calculate its sum. We consider to its partial sums sequence limit the infinity. It is well developed subject in classical calculus.
Of course we can denote by a symbol something inconceivable asking how it can be calculated. 
by list1
September 4th, 2017, 12:36 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

When I asked about closed form solution I meant a formula written with the help of finite number of well known symbols, functions, sums, integrals, etc. A guy who claimed that he got closed form ... does not look like as an explicit form of closed-form introduction of the formula.
by list1
September 4th, 2017, 12:30 pm
Forum: Student Forum
Topic: crypto currency correlation
Replies: 5
Views: 768

crypto currency correlation

I do not watch changes of the crypto currency rates but it is interesting whether or not it is known which of the well known assets or primary currencies most correlated with say bitcoin?
by list1
September 4th, 2017, 11:59 am
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

 Black-Scholes for a call, [img=371x91]https://wikimedia.org/api/rest_v1/media/math/render/svg/02b3399c25f96bc2ce3a70dbce628620cf726c29[/img] I'd call that a closed-form solution, yet it involves a function that has to be evaluated numerically Yes, I agree. In the old days formulae were played on p...
by list1
September 3rd, 2017, 1:07 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3302
Views: 139853

Re: Trump -- the last 100 days

It might possible to note that vast floods come probably each year in different parts of the world. I remember a vast deluge in Central Europe a few years ago and in Russia Far East last years. It might be effected by the global warming. Nevertheless such phenomena is associated with one that is des...
by list1
September 2nd, 2017, 2:17 pm
Forum: Student Forum
Topic: whether 'implied' is a hidden risk
Replies: 0
Views: 594

whether 'implied' is a hidden risk

 In math in order to clarify or justify meaningfulness of new notions or obtained results it is 101 rule to bring simple examples of the notions ore obtained results. When I think that someone drive the car which makes implied turns or someone account receives implied bills the notions of 'implied' ...
by list1
September 2nd, 2017, 12:38 pm
Forum: Off Topic
Topic: Charlottesville
Replies: 77
Views: 5107

Re: Charlottesville

Rule 101 "Violence breeds violence"  get it? But first it comes an idea, which is usually interpreted as a 'good', or 'democratic', or 'anti terroristic'.  In US it was dismantled monument or sculpture. In the East these were presidents, and in Ukraine was a developing democracy. As expected or une...
by list1
September 2nd, 2017, 12:20 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 4155

Re: Close form formula vs Simuations

 Black-Scholes for a call, [img=371x91]https://wikimedia.org/api/rest_v1/media/math/render/svg/02b3399c25f96bc2ce3a70dbce628620cf726c29[/img] I'd call that a closed-form solution, yet it involves a function that has to be evaluated numerically Closed form means representation by using well known an...
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