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## Search found 1610 matches

September 5th, 2017, 3:49 pm
Forum: Student Forum
Topic: crypto currency correlation
Replies: 5
Views: 2022

### 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?
September 4th, 2017, 5:27 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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.
September 4th, 2017, 3:38 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### Re: Close form formula vs Simuations

Sleep trouble?
The idea was to get PhD
September 4th, 2017, 3:37 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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...
September 4th, 2017, 3:09 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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...
September 4th, 2017, 2:59 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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...
September 4th, 2017, 2:21 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### Re: Close form formula vs Simuations

If we discuss examples it the best way to present one example formally in explicit form.
September 4th, 2017, 2:02 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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.
September 4th, 2017, 12:36 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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.
September 4th, 2017, 12:30 pm
Forum: Student Forum
Topic: crypto currency correlation
Replies: 5
Views: 2022

### 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?
September 4th, 2017, 11:59 am
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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...
September 3rd, 2017, 1:07 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 4492
Views: 272652

### 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...
September 2nd, 2017, 2:17 pm
Forum: Student Forum
Topic: whether 'implied' is a hidden risk
Replies: 0
Views: 1762

### 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' ...
September 2nd, 2017, 12:38 pm
Forum: Off Topic
Topic: Charlottesville
Replies: 77
Views: 6005

### 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 expec...
September 2nd, 2017, 12:20 pm
Forum: Student Forum
Topic: Close form formula vs Simuations
Replies: 57
Views: 7341

### 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...