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Cuchulainn
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relativity theory in mathematical finance

August 18th, 2007, 11:09 am

Espen is cool, he predicted many things. Read his blogs of last year, then you will know. I for one listened to him Cuch junior thinks he is cooler than Arnie Schwarzenegger, Norwegian army, trips to the moon and jet planes What he really liked in the clip was when Collector arrived home on earth after 50 years.
Last edited by Cuchulainn on August 17th, 2007, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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relativity theory in mathematical finance

August 18th, 2007, 11:36 am

QuoteOriginally posted by: outrunI think he's cool too, fun and a positive attitudeI was just sincerely wondering about the serious part behind the fun. The part in between lying on the beach, blogging, partying. Things like: fly around the world, work 16 hours a day to please clients. Maybe he has organized stuff differently, that's what I like to know...You're doing OK as well, Ferrari in your avatar, yes?
Last edited by Cuchulainn on August 17th, 2007, 10:00 pm, edited 1 time in total.
 
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TraderJoe
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Joined: February 1st, 2005, 11:21 pm

relativity theory in mathematical finance

August 19th, 2007, 12:39 am

ok boyz, calm down. collector is a well-known author.
 
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Collector
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relativity theory in mathematical finance

August 19th, 2007, 2:43 am

Last edited by Collector on August 18th, 2007, 10:00 pm, edited 1 time in total.
 
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Collector
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relativity theory in mathematical finance

August 19th, 2007, 2:44 am

TraderJoe "ok boyz, calm down. collector is a well-known author"I am? you must be seeing into the future then, it must be my 3rd book that I just have started on. It will have no equations (except potentially one), and only one chapter will be about finance, and could for this reason potentially become well known. Many people will be able to read it, but first I have to finish writing it, and it will take me more than 9 seconds. This even if I have it all in my head. Why can't someone speed up and come up with a device to simply dump out part of the human memeory on a computer chip. I hate the typing part...some editing would be necessary, but that I can always hire someone to do...
Last edited by Collector on August 18th, 2007, 10:00 pm, edited 1 time in total.
 
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wilbat
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relativity theory in mathematical finance

August 19th, 2007, 5:20 am

QuoteOriginally posted by: Collector...it must be my 3rd book that I just have started on. It will have no equations (except potentially one), and only one chapter will be about finance, and could for this reason potentially become well known...Actually, I find "Derivatives: Models on Models" to be a step in that direction (a book with less equatons) - at least in the interview sections -- Allan
 
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TraderJoe
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relativity theory in mathematical finance

August 19th, 2007, 11:11 am

QuoteOriginally posted by: CollectorMany people will be able to read it,Doesn't necessarily mean that they will though.
 
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Collector
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Re: relativity theory in mathematical finance

June 28th, 2021, 10:16 am

Relativistic Option Pricing
"The change of information near light speed, advances in high-speed trading, spatial arbitrage strategies and foreseen space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space, under certain circumstances, are not dissociated and can no longer be interpreted as Euclidean. This paper provides an overview of the research made in this field while formally defining the key notions of spacetime, proper time and an understanding of how time dilation impacts financial models. We illustrate how special relativity modifies option pricing and hedging, under the Black–Scholes model, when market participants are in two different reference frames. In particular, we look into maturity and volatility relativistic effects"
 
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Cuchulainn
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Re: relativity theory in mathematical finance

June 28th, 2021, 11:50 am

Time and space, under certain circumstances, are not dissociated and can no longer be interpreted as Euclidean
Henri Poincare knew this 150 years ago.