This is snapshot of TSLA today. Note huge exchange of stock after hour. Any idea what happened, and why price did not move?

<t>QuoteOriginally posted by: ppauper...When the other contestant opens the door and it's a dud, the two remaining doors are each equally likely to hold the prizeIt's a 50-50 choiceThis is exactly what I said, expect you don't need any information, beside the fact that one of the doors was opened.E....

<t>The examples of creation or destruction of risk here seems to be examples of choosing or constructing a less or more stable system (portfolio, financial system, economy..)May be we should distinguish between "uncertainty" and "instability". With uncertainty like in the chance of being hit by a me...

<t>This is fascinating conversation, but I think it went on tangent to the original question... Pretty much everybody here says that overreaching concept of "risk" is not conserved/conservable (because it is not definable, quantifiable?), but the (idealized) finance is all about conservation of pric...

That is right, the "structural credit models" is the general answer.Also (a short cut for the above really) you can search about using deep out of the money options to gauge the default risk.

I guess, what you are saying is that there is information to distinguish between decisions like "I'll not switch""I'll switch to door #2""I'll switch to door #3"My point was that there is no information that allows distinguishing between"I'll not switch""I'll switch (to another door)"

<t>QuoteOriginally posted by: daveangelwhen monty hall opens the dud that new informationI would say the opposite. The monty hall is guaranteed to reveal dud, you know it upfront - no new information there for the decision.Therefore you can decide your strategy upfront (to always switch or not)... m...

<t>The original (Olympiad) problem... did you mean coloring of the edge of the 2d disc (i.e, circle), or indeed the whole disc? (I've given up trying to solve the disc problem and Google search gave something similar but for the circle) ... and as stated the problem definitely does not have solution...

<t>QuoteOriginally posted by: mathmarcThe answer will depend of the currency. In general, it is, as mentioned above, yearly payments but other details vary: spot lag, payment lag, day count, etc.Some the conventions are reported in our Interest Rate Instruments and Market Conventions Guide (Chapter ...

Thanks!

<t>A quick question...The liquid OIS swaps are short dated (usually up to 1Y), but they quote them up to 10Y (e.g. in Bloomberg).The short dated swaps pay once at the end (have zero-coupon fixed leg). What about longer swaps, do they all have zero coupon fixed leg? It seems to be so as I could not f...

<t>QuoteOriginally posted by: ThinkDifferentI think this 'religious' experience comes from ignorance. Just like with a real religion i.e. the less u know about the subject the more religious is your experience coming from algebraic background i do not find 1 and 2 as very striking.I'd somewhat agree...

<t>QuoteOriginally posted by: Cuchulainn... it can be proved that any two models must be isomorphic, and so in this sense, there is only one complete ordered Archimedean field.This kind of theorems always fascinated me. You start with few constrains, allowing one to do/have almost anything, and sudd...

<t>QuoteOriginally posted by: exneratunrisk the "world" in which mathematics can act as "quantifier eliminator" is small, the pragmatists (number crunchers) took over. "For all" means now (for all finite cases, I have tested ..).Exneratunrisk,This does not make sense, especially after Goedel...Anywa...

<t>QuoteOriginally posted by: AVtConcerning some integrals from finance For the VG you need to able to compute (a variation of) the Gamma integral:M:= (a,b,c) -> Int( N(a/sqrt(u)+b*sqrt(u)) * u^(c-1)*exp(-u),u=0..infinity)/GAMMA(c)is denoted by Psi in their paper (Appendix), N = cumulative normal, a...