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by numbersix
March 25th, 2016, 2:30 pm
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

Talk and book launch of The Medium of Contingency.
by numbersix
February 2nd, 2016, 1:13 pm
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

QuoteOriginally posted by: AnalyticalVegaso far nothing useful yet, but at least the book has an interesting way of explaining existing ideas. I will keep reading.A few people find this very useful: they call it an interpretation of an existing theory or technè, or again, philosophy.
by numbersix
November 16th, 2015, 9:52 pm
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

I believe I mention derivatives in both. Are you looking for a discount if you bought the bundle?
by numbersix
November 16th, 2015, 9:02 pm
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

The Medium of Contingency ∩ The Blank Swan = ?The void, of course.Or, equally, matter.
by numbersix
November 16th, 2015, 6:55 am
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

<t>Thank you all for your comments and various elaborations.trackstar, thank you for your words and for ordering the book.In answer to your question, no particular references or prior readings are required this time.I don't agree that 'until we can replicate a new universe (that is identical to the ...
by numbersix
November 15th, 2015, 10:20 am
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

QuoteI hope Numbersix knows what he is doing when he now openly talks about the void.Since when has there been a pre-established way of talking openly about the void?I hope I don't know what I am doing, but that others will.That, too, my friend, is part of the inverse view.
by numbersix
November 12th, 2015, 10:44 pm
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

The inverse view subtending the book: Precisely because there is the void, there is matter.
by numbersix
November 12th, 2015, 4:25 pm
Forum: Book And Research Paper Forum
Topic: The Medium of Contingency: An Inverse View of the Market
Replies: 57
Views: 8525

The Medium of Contingency: An Inverse View of the Market

<t>Et l'artiste serre le noeud plus fort vers la fin de l'expo, en proposant cet étrange objet «polyédrique résultant de l'intersection d'un cube, d'une sphère et d'un tétraèdre», explique Eric de Chassey, directeur de la Villa. Un casse-tête géométrique obtenu grâce à un logiciel de design graphiqu...
by numbersix
August 28th, 2014, 6:15 am
Forum: General Forum
Topic: Do you agree with Taleb and Haug?
Replies: 16
Views: 5418

Do you agree with Taleb and Haug?

Against Haug and Taleb.Or why philosophy is required after the maths, or maybe before.
by numbersix
December 4th, 2013, 8:56 am
Forum: Book And Research Paper Forum
Topic: New Book - The Blank Swan: The End of Probability by Elie Ayache
Replies: 284
Views: 90230

New Book - The Blank Swan: The End of Probability by Elie Ayache

<t>I think the problem lies deeper than just 'error'.The thought of an objective stochastic process that the underlying asset would be following as a result of trading is an impeccable thought, and so is the thought that derivatives written on that underlying should be trading on the same floor.Why ...
by numbersix
December 3rd, 2013, 4:38 pm
Forum: Book And Research Paper Forum
Topic: New Book - The Blank Swan: The End of Probability by Elie Ayache
Replies: 284
Views: 90230

New Book - The Blank Swan: The End of Probability by Elie Ayache

<t>Simply because my company specializes in developing tools for derivative pricing and trading, because the tools are based on textbook arbitrage theory and generalizations of BSM and their dynamic hedging argument alongside jump-diffusion and stochastic volatility, and I need to know if, according...
by numbersix
December 3rd, 2013, 2:23 pm
Forum: Book And Research Paper Forum
Topic: New Book - The Blank Swan: The End of Probability by Elie Ayache
Replies: 284
Views: 90230

New Book - The Blank Swan: The End of Probability by Elie Ayache

<t>I've thought a little about it and it seems to me that the mathematics of arbitrage pricing theory as we know it force on us the conclusion I was trying to escape, namely, that options prices cannot vary for a fixed time without this variation having to be underlain by a state variable pertaining...
by numbersix
December 3rd, 2013, 4:51 am
Forum: Book And Research Paper Forum
Topic: New Book - The Blank Swan: The End of Probability by Elie Ayache
Replies: 284
Views: 90230

New Book - The Blank Swan: The End of Probability by Elie Ayache

<t>Let us put it this way, to simplify. I am building a tree to price the option, rolling backwards from the payoff. This is arbitrage free pricing so all the transitions take place with risk neutral probability. My tree has at least two space dimensions. One is the underlying price of course and th...
by numbersix
December 2nd, 2013, 9:16 pm
Forum: Book And Research Paper Forum
Topic: New Book - The Blank Swan: The End of Probability by Elie Ayache
Replies: 284
Views: 90230

New Book - The Blank Swan: The End of Probability by Elie Ayache

<t>Implied volatility is another name for option price. Granted the option price varies for fixed S, t, V and for changing X.But then is not X something relating necessarily to the underlying process, such as jump size in case jumps are another component or volatility of volatility or what not? I ne...
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