SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Collector
June 29th, 2020, 6:33 pm
Forum: Technical Forum
Topic: Expected Equity Returns Should Correlate with Idiosyncratic Risk
Replies: 1
Views: 1330

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: 159528

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: 708
Views: 48406

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: 82450

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: 708
Views: 48406

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: 501
Views: 74995

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...
by Collector
June 20th, 2020, 9:32 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: 159528

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

urgent? for campus academic = 12months++ urgent for BSD trader = yesterday did first see this now. Not exactly sure what u mean, I tried with an example now that Q1=Q2=0.5 and it worked (just looking at exercise value), Excel clearly used Q1=Q2=0,5. keep in mind often one need to adjust strike as we...
by Collector
June 18th, 2020, 1:26 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 405
Views: 20620

Re: Models for Covid-19

by Collector
June 18th, 2020, 8:06 am
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 708
Views: 48406

Re: "Unified Revolution" new book by Espen Haug

in front of their nose  G (that Newton never invented, nor used) is needed to get the Planck constant out of the mass and the Planck length in. Standard physics have an incomplete mass model, but has been able to fix it in gravity without knowing really what they are doing by adding a constant they ...
by Collector
June 18th, 2020, 7:30 am
Forum: Off Topic
Topic: "Unified Revolution" new book by Espen Haug
Replies: 708
Views: 48406

Re: "Unified Revolution" new book by Espen Haug

Finding the Planck length multiplied by the speed of light without any knowledge of G, c, or h, using a Newton force spring https://iopscience.iop.org/article/10.1088/2399-6528/ab9dd7 I show that in gravity only the Planck length and c is needed. The Plnack length replace h,G. So no need for 3 unive...
by Collector
June 17th, 2020, 12:15 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3523
Views: 182788

Re: Trump -- the last 100 days

Get ready for independent candidates suddenly joining the circus  !!
by Collector
June 16th, 2020, 8:57 pm
Forum: Off Topic
Topic: All about Cats
Replies: 975
Views: 98635

Re: All about Cats

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by Collector
June 16th, 2020, 9:46 am
Forum: Off Topic
Topic: Quantum everywhere
Replies: 44
Views: 12269

Re: Quantum everywhere

how are quantum computers coming along?

I see Quantum used as buzzwords in many fields
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