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by Athletico
April 25th, 2020, 5:48 pm
Forum: General Forum
Topic: Delta contribution to an options premium in terms of BSM
Replies: 14
Views: 2564

Re: Delta contribution to an options premium in terms of BSM

Hi Pilgrim -

"Resources only state that delta affects the premium, which is vague."

Where do you see this?  Maybe I can help interpret.  Raw model delta doesn't "affect" premium. (Similarly, your car's speed is not affected by its location.)  
by Athletico
July 7th, 2019, 4:58 pm
Forum: Economics Forum
Topic: Economic theory blogs/forums
Replies: 17
Views: 10092

Re: Economic theory blogs/forums

Anyone following Ole Peters blog? Ergodicity Economics He is a Santa Fe Institute researcher trying (since 2010 or so) to rewrite Expected Utility Theory using ergodicity, replacing ensemble expectations with time-averages whenever appropriate.  But it seems to me Aaron Brown did something similar i...
by Athletico
October 2nd, 2016, 9:44 pm
Forum: Programming and Software Forum
Topic: C# instead of C++: Yes, No, Maybe, When?
Replies: 49
Views: 160088

Re: C# instead of C++: Yes, No, Maybe, When?

I'll vote yes.
by Athletico
April 25th, 2014, 2:39 am
Forum: Off Topic
Topic: Greatest USA National Anthems Every Performed
Replies: 28
Views: 12828

Greatest USA National Anthems Every Performed

Chicago Stadium, 1991 NHL All-Star Game near the beginning of Gulf War I
by Athletico
November 4th, 2013, 4:51 pm
Forum: Off Topic
Topic: Music of the Seventies, The best decennium
Replies: 292
Views: 41037

Music of the Seventies, The best decennium

Seventies = decade of prog rock giants...Emerson, Lake & Palmer 1974andYes 1975
by Athletico
September 9th, 2013, 1:50 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 291
Views: 41695

Philosophy of Mathematics

<r>Cuch, thanks for that link on Poincare -- good stuff.Set theory is one place to find people really doing cartwheels in the philosophy of mathematics (Kronecker, Cantor, Brouwer, Hilbert, etc <URL url="http://en.wikipedia.org/wiki/Controversy_over_Cantor%27s_theory"><LINK_TEXT text="http://en.wiki...
by Athletico
September 9th, 2013, 12:39 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 291
Views: 41695

Philosophy of Mathematics

<t>>> Athletico -- are you recommending this out of your personal library? Yes, picked this up off my shelf multiple times. I think you will like it specifically based on your statement: 'I'm looking for stuff like, how 10 fingers on human hands became base-10 mathematical ordering, how much of obje...
by Athletico
September 6th, 2013, 12:27 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 291
Views: 41695

Philosophy of Mathematics

Pi in the Sky
by Athletico
April 26th, 2013, 10:03 pm
Forum: Economics Forum
Topic: Austerity or Not Austerity?
Replies: 55
Views: 11878

Austerity or Not Austerity?

<t>QuoteOriginally posted by: acastaldoQuoteOriginally posted by: Traden4Alphathe ongoing pattern in many developed countries of deficit spending during the "good" years and even higher deficit spending during the bad years is a huge structural problemThis is the key issue IMHO as well. (And poor ol...
by Athletico
April 25th, 2013, 1:23 pm
Forum: Economics Forum
Topic: Austerity or Not Austerity?
Replies: 55
Views: 11878

Austerity or Not Austerity?

<t>QuoteOriginally posted by: PaulNo electricity in the 1970s, the unburied dead, living in the North West, toilet paper shortages, then Boy George and 16% interest rates in the 1980s...made a proper man of me. Not a girly man like all you youngsters today.PBoy George, Thompson Twins etc.. now that ...
by Athletico
April 22nd, 2013, 8:02 pm
Forum: Economics Forum
Topic: quantitative easing, government, speculators, and the zero lower bound
Replies: 26
Views: 12606

quantitative easing, government, speculators, and the zero lower bound

<t>QuoteOriginally posted by: farmerI think it is safe to say the verdict is in, and the effect of QE is known: It encourages people to pursue the most useless activities.1) Building more houses when we already have a glut of houses, whereas people haven't bought a new car in 10 years and can't affo...
by Athletico
March 23rd, 2013, 11:55 pm
Forum: Off Topic
Topic: Does "nothing" exist?
Replies: 98
Views: 79546

Does "nothing" exist?

<r>There was a little hissy fit between Krauss and David Albert, a Columbia Univ philosopher, after Albert panned Krauss' book in the NYT a year ago:<URL url="http://www.nytimes.com/2012/03/25/books/review/a-universe-from-nothing-by-lawrence-m-krauss.html?_r=0Albert"><LINK_TEXT text="http://www.nyti...
by Athletico
August 26th, 2012, 10:49 pm
Forum: Programming and Software Forum
Topic: My own ATS: which subsystem to generate closing orders?
Replies: 5
Views: 11306

My own ATS: which subsystem to generate closing orders?

Why not change your SES so that it knows about open orders?
by Athletico
May 11th, 2012, 4:29 pm
Forum: Off Topic
Topic: Best Worst Songs Ever
Replies: 341
Views: 23370

Best Worst Songs Ever

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: trackstarQuoteOriginally posted by: ppaupermick jagger was in what Family Guy called "the gayest music video ever" with Bpwie in the 1980sProbably this:Dancing in the Streets - Jagger and BowieThey were different in 1964 (written Bri...
by Athletico
May 10th, 2012, 1:41 pm
Forum: Off Topic
Topic: Best Worst Songs Ever
Replies: 341
Views: 23370

Best Worst Songs Ever

QuoteOriginally posted by: CuchulainnYeah, everytime I hear it aaaargh. Almost as bad as Bryn Adam, Meatloaf and this aaarghI suppose we all have bad days.Ugh.. yeah any version of Hotel California without Don Felder doesn't count.
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