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

June 3rd, 2018, 6:57 am

Indeed, time flies like an arrow.
Fruit flies like a banana
 
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Collector
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 3rd, 2018, 9:47 am

Indeed, time flies like an arrow.
Fruit flies like a banana
yes  but closer analysis to  me  indicates the arrow vibrates while moving, and yes  one can shoot fruit flies with small rapid arrows to save your banana!

but yes the arrow of time,  means one should look at time-derivative different than other derivatives, what at first seems to be the most accurate mathematical solution is often not the most accurate, why one often can arbitrage mathematicians ?

In finance
- time  moves in one direction.  (stock  and  volatility moves up and down)
- time moves smoothly and at a known and stable velocity (excluding space-time finance and interstellar trade). (stock and volatility do not move  smoothly)
- time never jumps. (stock and volatility often jump).
- volatility cannot exist without time. or can time be swapped with space?
- time cannot exist without change and change cannot exist without time.

In quantum physics:
Clearly something we not understand with respect to time,  it has been  a ongoing discussion  from late 1930's  if time operators in QM make any sense, the Pauli objection seems to fall when one uses an external system (a "clock") to track time? 
 
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Cuchulainn
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 3rd, 2018, 12:03 pm

Image
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
 
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Cuchulainn
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 3rd, 2018, 12:17 pm

Indeed, time flies like an arrow.
Fruit flies like a banana
yes  but closer analysis to  me  indicates the arrow vibrates while moving, and yes  one can shoot fruit flies with small rapid arrows to save your banana!

but yes the arrow of time,  means one should look at time-derivative different than other derivatives, what at first seems to be the most accurate mathematical solution is often not the most accurate, why one often can arbitrage mathematicians ?

In finance
- time  moves in one direction.  (stock  and  volatility moves up and down)
- time moves smoothly and at a known and stable velocity (excluding space-time finance and interstellar trade). (stock and volatility do not move  smoothly)
- time never jumps. (stock and volatility often jump).
- volatility cannot exist without time. or can time be swapped with space?
- time cannot exist without change and change cannot exist without time.

In quantum physics:
Clearly something we not understand with respect to time,  it has been  a ongoing discussion  from late 1930's  if time operators in QM make any sense, the Pauli objection seems to fall when one uses an external system (a "clock") to track time? 
Ah, a Cauchy horizon!
https://en.wikipedia.org/wiki/Cauchy_horizon
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
 
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Traden4Alpha
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Joined: September 20th, 2002, 8:30 pm

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

June 3rd, 2018, 1:24 pm

Indeed, time flies like an arrow.
Fruit flies like a banana
yes  but closer analysis to  me  indicates the arrow vibrates while moving, and yes  one can shoot fruit flies with small rapid arrows to save your banana!

but yes the arrow of time,  means one should look at time-derivative different than other derivatives, what at first seems to be the most accurate mathematical solution is often not the most accurate, why one often can arbitrage mathematicians ?

In finance
- time  moves in one direction.  (stock  and  volatility moves up and down)
- time moves smoothly and at a known and stable velocity (excluding space-time finance and interstellar trade). (stock and volatility do not move  smoothly)
- time never jumps. (stock and volatility often jump).
- volatility cannot exist without time. or can time be swapped with space?
- time cannot exist without change and change cannot exist without time.

In quantum physics:
Clearly something we not understand with respect to time,  it has been  a ongoing discussion  from late 1930's  if time operators in QM make any sense, the Pauli objection seems to fall when one uses an external system (a "clock") to track time? 
But what about the spatial component of time and the fact that the price of something on a market represents an aggregation of opinion collected across space and therefore across time. A price in New York reflects information known in New York with zero delay plus information known in Chicago with a slight delay plus information known in London with a bigger delay plus ......

This is no global clock and no single arrow.
 
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Traden4Alpha
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 3rd, 2018, 8:04 pm

Every point in time and space is subject to a cone of arrows of propagating information converging at that point in time and space.

Every point in time and space is emits a cone of arrows of propagating information diverging from that point in time and space.
 
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Cuchulainn
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 4th, 2018, 9:42 am

Every point in time and space is subject to a cone of arrows of propagating information converging at that point in time and space.

Every point in time and space is emits a cone of arrows of propagating information diverging from  that point in time and space.
Does this thing have a name you are talking about? Looks like a Cauchy surface to me
https://en.wikipedia.org/wiki/Cauchy_surface

time  moves in one direction.
Sure about that? Can we prove it or is it just one's imagination?
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
 
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Collector
Posts: 4334
Joined: August 21st, 2001, 12:37 pm

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

June 4th, 2018, 1:59 pm

Every point in time and space is subject to a cone of arrows of propagating information converging at that point in time and space.

Every point in time and space is emits a cone of arrows of propagating information diverging from  that point in time and space.
Does this thing have a name you are talking about? Looks like a Cauchy surface to me
https://en.wikipedia.org/wiki/Cauchy_surface

time  moves in one direction.
Sure about that? Can we prove it or is it just one's imagination?
why are people getting old, at least seems correlated to the flow of time in most cases, and I have not seen many getting younger, but correlation do not necessarily imply causality (why are so few people aware of the reversal button on the back of their head? it is like they drive a car and never figured out how to put it in reverse, and then sooner or later drive off the cliff). On a quantum level is there an arrow of time or not?
 
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Traden4Alpha
Posts: 23951
Joined: September 20th, 2002, 8:30 pm

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

June 4th, 2018, 2:15 pm

Every point in time and space is subject to a cone of arrows of propagating information converging at that point in time and space.

Every point in time and space is emits a cone of arrows of propagating information diverging from  that point in time and space.
Does this thing have a name you are talking about? Looks like a Cauchy surface to me
https://en.wikipedia.org/wiki/Cauchy_surface

time  moves in one direction.
Sure about that? Can we prove it or is it just one's imagination?
They call it the past and future "light cones."
Image
 
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Collector
Posts: 4334
Joined: August 21st, 2001, 12:37 pm

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

June 4th, 2018, 2:41 pm

It is just like we had this conversation before!

Image
 
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rmax
Posts: 6080
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 5th, 2018, 3:56 pm

Every point in time and space is subject to a cone of arrows of propagating information converging at that point in time and space.

Every point in time and space is emits a cone of arrows of propagating information diverging from  that point in time and space.
Does this thing have a name you are talking about? Looks like a Cauchy surface to me
https://en.wikipedia.org/wiki/Cauchy_surface

time  moves in one direction.
Sure about that? Can we prove it or is it just one's imagination?
why are people getting old, at least seems correlated to the flow of time in most cases, and I have not seen many getting younger, but correlation do not necessarily imply causality (why are so few people aware of the reversal button on the back of their head? it is like they drive a car and never figured out how to put it in reverse, and then sooner or later drive off the cliff). On a quantum level is there an arrow of time or not?
I think that you perceive people getting old is actually more to do with your perception than with the arrow of time. We exist in a very very strange area of the universe, most of it is extremely linear and uniform. The odd hydrogen atom here or there, and then a huge load of hydrogen atoms and helium, but actually very simple. Nothing to indicate that time flows one way or another. You perceiving people getting old is a very very special case, and possibly limited to 1E-25% of space.
The more I think about this, the more I think that there is no real arrow of time, positrons are electrons that move backwards through time, equations are generally invariant as to the sign of time. The old get out clause of time being defined by entropy is wholly unsatisfactory. "Entropy increasing" is actually YOU choosing that measure. Take for example a room with smoke on one corner, over time it will diffuse and fill the whole room. You average physics student will come along and say: Hey neat, the smoke beforehand was in a highly ordered state, and now it is in a low ordered state, entropy has increased and hence it gives me the arrow of time - film it and it will be obvious that the film running backwards looks wrong.
However the Physics student has arbitrarily decided that the smoke over the room is less ordered than the smoke in the corner. The only thing that differs in those two states is the conscious choice of the smoke states being different and labeling one as special.
As with a number of other physical phenomena Physics seems very very dependent on the person doing the measuring, and the measurement is a way of measuring information. T4A description is neat, in encompasses this in markets, but I think that it is something that we see as we delve into the extremes of physics.
 
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Traden4Alpha
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 6th, 2018, 12:41 am

Does this thing have a name you are talking about? Looks like a Cauchy surface to me
https://en.wikipedia.org/wiki/Cauchy_surface

time  moves in one direction.
Sure about that? Can we prove it or is it just one's imagination?
why are people getting old, at least seems correlated to the flow of time in most cases, and I have not seen many getting younger, but correlation do not necessarily imply causality (why are so few people aware of the reversal button on the back of their head? it is like they drive a car and never figured out how to put it in reverse, and then sooner or later drive off the cliff). On a quantum level is there an arrow of time or not?
I think that you perceive people getting old is actually more to do with your perception than with the arrow of time. We exist in a very very strange area of the universe, most of it is extremely linear and uniform. The odd hydrogen atom here or there, and then a huge load of hydrogen atoms and helium, but actually very simple. Nothing to indicate that time flows one way or another. You perceiving people getting old is a very very special case, and possibly limited to 1E-25% of space.
The more I think about this, the more I think that there is no real arrow of time, positrons are electrons that move backwards through time, equations are generally invariant as to the sign of time. The old get out clause of time being defined by entropy is wholly unsatisfactory. "Entropy increasing" is actually YOU choosing that measure. Take for example a room with smoke on one corner, over time it will diffuse and fill the whole room. You average physics student will come along and say: Hey neat, the smoke beforehand was in a highly ordered state, and now it is in a low ordered state, entropy has increased and hence it gives me the arrow of time - film it and it will be obvious that the film running backwards looks wrong.
However the Physics student has arbitrarily decided that the smoke over the room is less ordered than the smoke in the corner. The only thing that differs in those two states is the conscious choice of the smoke states being different and labeling one as special.
As with a number of other physical phenomena Physics seems very very dependent on the person doing the measuring, and the measurement is a way of measuring information. T4A description is neat, in encompasses this in markets, but I think that it is something that we see as we delve into the extremes of physics.
Why do we never perceive an adult turning into a baby and returning to the womb?

Why do we never see a star unsupernovaing, fissioning iron, silicon, oxygen, carbon, helium etc. back to a slowing expanding cloud of hydrogen?
 
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outrun
Posts: 4573
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 6th, 2018, 7:50 am

why are people getting old, at least seems correlated to the flow of time in most cases, and I have not seen many getting younger, but correlation do not necessarily imply causality (why are so few people aware of the reversal button on the back of their head? it is like they drive a car and never figured out how to put it in reverse, and then sooner or later drive off the cliff). On a quantum level is there an arrow of time or not?
I think that you perceive people getting old is actually more to do with your perception than with the arrow of time. We exist in a very very strange area of the universe, most of it is extremely linear and uniform. The odd hydrogen atom here or there, and then a huge load of hydrogen atoms and helium, but actually very simple. Nothing to indicate that time flows one way or another. You perceiving people getting old is a very very special case, and possibly limited to 1E-25% of space.
The more I think about this, the more I think that there is no real arrow of time, positrons are electrons that move backwards through time, equations are generally invariant as to the sign of time. The old get out clause of time being defined by entropy is wholly unsatisfactory. "Entropy increasing" is actually YOU choosing that measure. Take for example a room with smoke on one corner, over time it will diffuse and fill the whole room. You average physics student will come along and say: Hey neat, the smoke beforehand was in a highly ordered state, and now it is in a low ordered state, entropy has increased and hence it gives me the arrow of time - film it and it will be obvious that the film running backwards looks wrong.
However the Physics student has arbitrarily decided that the smoke over the room is less ordered than the smoke in the corner. The only thing that differs in those two states is the conscious choice of the smoke states being different and labeling one as special.
As with a number of other physical phenomena Physics seems very very dependent on the person doing the measuring, and the measurement is a way of measuring information. T4A description is neat, in encompasses this in markets, but I think that it is something that we see as we delve into the extremes of physics.
Why do we never perceive an adult turning into a baby and returning to the womb?  

Why do we never see a star unsupernovaing, fissioning iron, silicon, oxygen, carbon, helium etc. back to a slowing expanding cloud of hydrogen?
The quantum flux capacitor that was revealed last week breaks time-reversal symmetry. They clearly took the design from  Back To The Future (left screenshot from the movie, right diagram from the paper). 
Image 
 
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rmax
Posts: 6080
Joined: December 8th, 2005, 9:31 am

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

June 6th, 2018, 9:21 am

why are people getting old, at least seems correlated to the flow of time in most cases, and I have not seen many getting younger, but correlation do not necessarily imply causality (why are so few people aware of the reversal button on the back of their head? it is like they drive a car and never figured out how to put it in reverse, and then sooner or later drive off the cliff). On a quantum level is there an arrow of time or not?
I think that you perceive people getting old is actually more to do with your perception than with the arrow of time. We exist in a very very strange area of the universe, most of it is extremely linear and uniform. The odd hydrogen atom here or there, and then a huge load of hydrogen atoms and helium, but actually very simple. Nothing to indicate that time flows one way or another. You perceiving people getting old is a very very special case, and possibly limited to 1E-25% of space.
The more I think about this, the more I think that there is no real arrow of time, positrons are electrons that move backwards through time, equations are generally invariant as to the sign of time. The old get out clause of time being defined by entropy is wholly unsatisfactory. "Entropy increasing" is actually YOU choosing that measure. Take for example a room with smoke on one corner, over time it will diffuse and fill the whole room. You average physics student will come along and say: Hey neat, the smoke beforehand was in a highly ordered state, and now it is in a low ordered state, entropy has increased and hence it gives me the arrow of time - film it and it will be obvious that the film running backwards looks wrong.
However the Physics student has arbitrarily decided that the smoke over the room is less ordered than the smoke in the corner. The only thing that differs in those two states is the conscious choice of the smoke states being different and labeling one as special.
As with a number of other physical phenomena Physics seems very very dependent on the person doing the measuring, and the measurement is a way of measuring information. T4A description is neat, in encompasses this in markets, but I think that it is something that we see as we delve into the extremes of physics.
Why do we never perceive an adult turning into a baby and returning to the womb?  

Why do we never see a star unsupernovaing, fissioning iron, silicon, oxygen, carbon, helium etc. back to a slowing expanding cloud of hydrogen?
Good question, but I don't know much about the vagaries of the human brain so I will pass on that one and just be comfortable that it my brain that perceives time and it is not a real concept!
 
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Cuchulainn
Posts: 60501
Joined: July 16th, 2004, 7:38 am
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Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

June 6th, 2018, 3:05 pm

I think that you perceive people getting old is actually more to do with your perception than with the arrow of time. We exist in a very very strange area of the universe, most of it is extremely linear and uniform. The odd hydrogen atom here or there, and then a huge load of hydrogen atoms and helium, but actually very simple. Nothing to indicate that time flows one way or another. You perceiving people getting old is a very very special case, and possibly limited to 1E-25% of space.
The more I think about this, the more I think that there is no real arrow of time, positrons are electrons that move backwards through time, equations are generally invariant as to the sign of time. The old get out clause of time being defined by entropy is wholly unsatisfactory. "Entropy increasing" is actually YOU choosing that measure. Take for example a room with smoke on one corner, over time it will diffuse and fill the whole room. You average physics student will come along and say: Hey neat, the smoke beforehand was in a highly ordered state, and now it is in a low ordered state, entropy has increased and hence it gives me the arrow of time - film it and it will be obvious that the film running backwards looks wrong.
However the Physics student has arbitrarily decided that the smoke over the room is less ordered than the smoke in the corner. The only thing that differs in those two states is the conscious choice of the smoke states being different and labeling one as special.
As with a number of other physical phenomena Physics seems very very dependent on the person doing the measuring, and the measurement is a way of measuring information. T4A description is neat, in encompasses this in markets, but I think that it is something that we see as we delve into the extremes of physics.
Why do we never perceive an adult turning into a baby and returning to the womb?  

Why do we never see a star unsupernovaing, fissioning iron, silicon, oxygen, carbon, helium etc. back to a slowing expanding cloud of hydrogen?
Good question, but I don't know much about the vagaries of the human brain so I will pass on that one and just be comfortable that it my brain that perceives time and it is not a real concept!
Just like Cauchy sequences They live in mathematicians's imagination according to T4A.
What about the Divine?
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
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