第3页 - 关于implied的讨论汇总 - 话题女王

全部话题 - 话题: implied

p*******4
发帖数: 83

谁看懂这篇文章的解释一下
Are Options Traders Betting on a Big Move in AT&T (T) Stock?
Investors in AT&T Inc. (T - Free Report) need to pay close attention to
the stock based on moves in the options market lately. That is because the
May 4, 2018 $40.00 Call had some of the highest implied volatility of all
equity options today.
What is Implied Volatility?
Implied volatility shows how much movement the market is expecting in the
future. Options with high levels of implied volatility suggest that
investors ... 阅读全帖

e***y
发帖数: 4472

来自主题: Hardware版 - Chrome好像有点可怕

Google Chrome Terms of Service
These Terms of Service apply to the executable code version of Google Chrome
. Source code for Google Chrome is available free of charge under open
source software license agreements at http://code.google.com/chromium/terms.html.
1. Your relationship with Google
1.1 Your use of Google’s products, software, services and web sites (
referred to collectively as the “Services” in this document and excluding
any services provided to you by Google under a separate writte... 阅读全帖

f******w
发帖数: 10267

来自主题: Medicalpractice版 - Good Samaritan law 及其他

医护人员救死扶伤，这是大家在踏进医学院之时就开始受的熏陶。很多人从做住院医开
始就会遇到不同做义工的机会，也许是教会或某个慈善机构组织的免费就医日，或者是
某个医生组织发起的为社区的服务。在做义工或紧急时刻遇上救死扶伤的情形，怎样保
护你自己，是每一个在美国做医生首先需要考虑的。
下面是wiki上对Good Samaritan Law的解释，每个州的法律条例不一样，大家可以来说
说自己是如何处理这个问题的。
Good Samaritan law
http://en.wikipedia.org/wiki/Good_Samaritan_law
United States
The details of good Samaritan laws/acts in various jurisdictions vary,
including who is protected from liability and in what circumstances.[4] Not
all jurisdictions provide protection to laypersons, in those cases... 阅读全帖

m*********k
发帖数: 10521

来自主题: GreatPit版 - 『伦敦奥运会』Nature质疑叶诗文事件

=====================================================================
=========================Nature质疑叶诗文事件========================
==============================饶毅致信===============================
http://www.mitbbs.com/mitbbs_article_t.php?board=Biology&gid=31
发信人: ipdang (ip), 信区: Biology
标题: 饶毅致《自然》杂志总编的信
发信站: BBS 未名空间站 (Sat Aug 4 00:18:14 2012, 美东)
http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给... 阅读全帖

y****t
发帖数: 9189

来自主题: Military版 - 饶毅致《自然》杂志总编的信 (转载)

【以下文字转载自 Olympics 讨论区】
发信人: goldfishli (goldfish), 信区: Olympics
标题: 饶毅致《自然》杂志总编的信 (转载)
发信站: BBS 未名空间站 (Sat Aug 4 00:25:43 2012, 美东)
发信人: ipdang (ip), 信区: Biology
标题: 饶毅致《自然》杂志总编的信
发信站: BBS 未名空间站 (Sat Aug 4 00:18:14 2012, 美东)
http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给你
email的人里面小部分也给我来信。
如果你奇怪《自然》非本质部分一篇报道为何带来这么大的反应，你应该高兴
中文读者比世界其他读者更看重你们的新闻报道，与科学相关的（即使关系很小）也可
能重于《纽约时报》，中文媒体报道用你们的新闻也远... 阅读全帖

Ag
发帖数: 481

来自主题: Military版 - 饶毅致《自然》杂志总编的信

【以下文字转载自 Biology 讨论区】
发信人: ipdang (ip), 信区: Biology
标题: 饶毅致《自然》杂志总编的信
发信站: BBS 未名空间站 (Sat Aug 4 00:18:14 2012, 美东)
http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给你
email的人里面小部分也给我来信。
如果你奇怪《自然》非本质部分一篇报道为何带来这么大的反应，你应该高兴
中文读者比世界其他读者更看重你们的新闻报道，与科学相关的（即使关系很小）也可
能重于《纽约时报》，中文媒体报道用你们的新闻也远多于一般西方媒体用你们的新闻。
Callaway报道最好也是草率、最差是种族偏见：1)最初的副标题暗示叶可能舞
弊; 2)Callaway用了两件事实说明叶惊人地异常，而两件都错了; 3)Callaway没咨询意... 阅读全帖

g********i
发帖数: 207

来自主题: Olympics版 - [bssd] 饶毅致《自然》杂志总编的信

s***e
发帖数: 1490

来自主题: Faculty版 - 饶毅致《自然》杂志总编的信 (转载)

s***m
发帖数: 6197

来自主题: Stock版 - 答谢文，谈谈VIX 和 VIX future

【以下文字转载自 Quant 讨论区】
发信人: throwaway (专门注册), 信区: Quant
标题: 答谢文，谈谈VIX 和 VIX future
关键字: VIX
发信站: BBS 未名空间站 (Sun May 11 18:02:53 2014, 美东)
上次发文求建议，收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
，算是表达感谢吧。
说明一下，我毕竟是个菜鸟新人，这篇也只是综合公开资料再加上我自己对 VIX 的理
解，也就希望对准备学习这个领域的人有所帮助，熟悉volatility trading的内行看了
肯定觉得简单，有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据，必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐，我总结就是:
In a n... 阅读全帖

u*****g
发帖数: 1632

来自主题: Chinese版 - 饶毅致《自然》杂志总编的信 (转载)

f**********r
发帖数: 18251

来自主题: Boston版 - 饶毅致《自然》杂志总编的信 (转载)

e*****g
发帖数: 2560

来自主题: NewJersey版 - 饶毅致《自然》杂志总编的信 (转载)

j******3
发帖数: 18319

来自主题: NewYork版 - 饶毅致《自然》杂志总编的信 (转载)

D**********R
发帖数: 25234

来自主题: SanDiego版 - 饶毅致《自然》杂志总编的信 (转载)

d******1
发帖数: 349

来自主题: SanDiego版 - 高通CEO今天的讲话是预示着大规模裁员吗？！

会议脚本，很长，形势不乐观啊
Qualcomm Incorporated (NASDAQ:QCOM)
Q2 2015 Earnings Conference Call
April 22, 2015 04:45 PM ET
Executives
Warren Kneeshaw - Vice President, Investor Relations
Steve Mollenkopf - Chief Executive Officer
Derek Aberle - President
George Davis - Executive Vice President and Chief Financial Officer
Analysts
Tim Long - BMO Capital Markets
Mike Walkley - Canaccord Genuity
Ehud Gelblum - Citigroup
Blaine Curtis - Barclays
Kulbinder Garcha - Credit Suisse
Stacy Rasgon - Bernstein
James Fa... 阅读全帖

t**********g
发帖数: 3388

来自主题: SanFrancisco版 - 饶毅致《自然》杂志总编的信 (转载)

【以下文字转载自 Military 讨论区】
发信人: yyymit (绰绰有鱼), 信区: Military
标题: 饶毅致《自然》杂志总编的信 (转载)
发信站: BBS 未名空间站 (Sat Aug 4 00:47:53 2012, 美东)
发信人: goldfishli (goldfish), 信区: Olympics
标题: 饶毅致《自然》杂志总编的信 (转载)
发信站: BBS 未名空间站 (Sat Aug 4 00:25:43 2012, 美东)
发信人: ipdang (ip), 信区: Biology
标题: 饶毅致《自然》杂志总编的信
发信站: BBS 未名空间站 (Sat Aug 4 00:18:14 2012, 美东)
http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给你
email的人里面小部分也给我来信。
... 阅读全帖

d*********e
发帖数: 876

来自主题: WashingtonDC版 - 饶毅致《自然》杂志总编的信 (转载)

必须赞一下，真的是有理有力有节。
【以下文字转载自 Biology 讨论区】
发信人: ipdang (ip), 信区: Biology
标题: 饶毅致《自然》杂志总编的信
发信站: BBS 未名空间站 (Sat Aug 4 00:18:14 2012, 美东)
http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给你
email的人里面小部分也给我来信。
如果你奇怪《自然》非本质部分一篇报道为何带来这么大的反应，你应该高兴
中文读者比世界其他读者更看重你们的新闻报道，与科学相关的（即使关系很小）也可
能重于《纽约时报》，中文媒体报道用你们的新闻也远多于一般西方媒体用你们的新闻。
Callaway报道最好也是草率、最差是种族偏见：1)最初的副标题暗示叶可能舞
弊; 2)Callaway用了两件事实说明叶惊人地异常，而两件都错... 阅读全帖

l*****d
发帖数: 7963

来自主题: CanadaNews版 - 饶毅致《自然》杂志总编的信 (转载)

d*****0
发帖数: 68029

来自主题: PhotoGear版 - 饶毅致《自然》杂志总编的信 (转载)

f**********r
发帖数: 18251

来自主题: WaterWorld版 - 饶毅致《自然》杂志总编的信 (转载)

s*******y
发帖数: 46535

来自主题: Translation版 - 饶毅致《自然》杂志总编的信 (转载)

w*******s
发帖数: 1644

来自主题: Beijing版 - 饶毅致《自然》杂志总编的信 (转载)

i****g
发帖数: 3896

来自主题: Biology版 - 饶毅致《自然》杂志总编的信

http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给你
email的人里面小部分也给我来信。
如果你奇怪《自然》非本质部分一篇报道为何带来这么大的反应，你应该高兴
中文读者比世界其他读者更看重你们的新闻报道，与科学相关的（即使关系很小）也可
能重于《纽约时报》，中文媒体报道用你们的新闻也远多于一般西方媒体用你们的新闻。
Callaway报道最好也是草率、最差是种族偏见：1)最初的副标题暗示叶可能舞
弊; 2)Callaway用了两件事实说明叶惊人地异常，而两件都错了; 3)Callaway没咨询意
见不同的专家，导致报道不平衡，低于公平报道的最低标准。所以，Callaway至少不负
责任，可能太快就暗示中国运动员容易舞弊。他肯定没有达到新闻报道的通常标准。
我很高兴看到在我草拟此信的过程中，《自然》可能意识到了原副标题... 阅读全帖

b****y
发帖数: 81

来自主题: Biology版 - 饶毅致《自然》杂志总编的信

strongly sp!
well done

http://blog.sciencenet.cn/blog-2237-598917.html
致《自然》杂志总编的信：有关叶诗文的新闻报道精选
英文原信附后，大意如下：
斐尔,
你可能因Ewen Callaway对叶诗文的报道而被email狂炸，过去二十小时，给你
email的人里面小部分也给我来信。
如果你奇怪《自然》非本质部分一篇报道为何带来这么大的反应，你应该高兴
中文读者比世界其他读者更看重你们的新闻报道，与科学相关的（即使关系很小）也可
能重于《纽约时报》，中文媒体报道用你们的新闻也远多于一般西方媒体用你们的新闻。
Callaway报道最好也是草率、最差是种族偏见：1)最初的副标题暗示叶可能舞
弊; 2)Callaway用了两件事实说明叶惊人地异常，而两件都错了; 3)Callaway没咨询意
见不同的专家，导致报道不平衡，低于公平报道的最低标准。所以，Callaway至少不负
责任，可能太快就暗示中国运动员容易舞弊。他肯定没有达到新闻报道的通常标准。
我很高兴看到在... 阅读全帖

t***r
发帖数: 264

来自主题: CivilEngineering版 - Good ruling for Engineers in VA: Economic Loss Doctrine Bars Claim against Engineer Individually

Economic Loss Doctrine Bars Claim against Engineer Individually
Author: Kent Holland
See similar articles: Contract Privity | Economic Loss Doctrine | Engineers
Seal | Implied Warranty | Individual Liability | Standard of Care | Virginia
law
By J. Kent Holland, Esq.
ConstructionRisk Counsel, PLLC
Where a project owner filed suit against both the engineering firm, and the
individual engineer that designed a post foundation for a fabric-roofed farm
building, the negligence action against the indiv... 阅读全帖

t*******y
发帖数: 18

来自主题: Quant版 - 答谢文，谈谈VIX 和 VIX future

上次发文求建议，收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
，算是表达感谢吧。
说明一下，我毕竟是个菜鸟新人，这篇也只是综合公开资料再加上我自己对 VIX 的理
解，也就希望对准备学习这个领域的人有所帮助，熟悉volatility trading的内行看了
肯定觉得简单，有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据，必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐，我总结就是:
In a nut shell, if we can ignore friction, an out-of-money option portfolio
with certain weights could replicate a variance swap, whose payoff = ... 阅读全帖

b********n
发帖数: 38600

来自主题: Military版 - 盎格鲁犹太复国主义：Short primer for the newcomers

AngloZionist: Short primer for the newcomers
http://vineyardsaker.blogspot.com/2014/09/anglozionist-short-primer-for-newcomers.html
Why do I speak of "AngloZionists"? I got that question many times in the
past, so I will make a separate post about it to (hopefully) explain this
once and for all.
1) Anglo:
The USA in an Empire. With roughly 1000 overseas bases (depends on how you
count), a undeniably messianic ideology, a bigger defense offense budget
then the rest of the planet combined, 16+ s... 阅读全帖

v**********m
发帖数: 5516

来自主题: Stock版 - TSLA down 7%!!! BUY BUY BUY!!!

Tesla (TSLA) Stock Worth $113 in Best Scenario, $58 in Worst - Goldman Sachs
Article Stock Quotes (1) Comments (6)
July 16, 2013 8:26 AM EDT Send to a Friend
Get Alerts TSLA Hot Sheet
Price: $116.25 -8.65%
In a best scenario, analyst <<<<>>> of Goldman Sachs
thinks Tesla (Nasdaq: TSLA) stock is worth $120. In the worst scenario, he
thinks the stock is only worth $58.
"We now value Tesla by taking the average of 3 scenarios. In the first
scenario, we assume total sales of 105... 阅读全帖

n********n
发帖数: 8336

来自主题: Belief版 - The existence of God using logical absolutes

The existence of God using logical absolutes
This is an attempt to demonstrate the existence of God using logical
absolutes. The oversimplified argument, which is expanded in outline form
below, goes as follows: Logical absolutes exist. Logical absolutes are
conceptual by nature--are not dependent on space, time, physical properties,
or human nature. They are not the product of the physical universe (space,
time, matter) because if the physical universe were to disappear, logical
absolutes w... 阅读全帖

G*******s
发帖数: 4956

来自主题: TrustInJesus版 - 下面主要谈谈基督论的基督的神性部分

首先给大家看个故事，然后再探讨经文：
林慈信牧师的《基督教教义发展史》中提到这个：
http://blog.sina.com.cn/s/blog_622134fd01013i7l.html
基督论的发展史(1)：基督论的争辩
HISTORY OF THE DOCTRINE OF CHRIST (1):
The Christological Controversies
(Louis Berkhof, A History of Christian Doctrines, pp. 101ff.)
基督论与三位一体之问题的关联
Connection of Christological and Trinitarian Problems
基督论的难题可以从一般神学（译注：神论）方面，与拯救论方面来加以
研究。早期教父对基督论拯救方面的关系，虽未曾加以轻忽，但他们在重要的讨论上却
没有重视。在三位一体争论的气氛中，他们从一般神学（译注：神论）方面来研究基督
，乃天经地义的事，而三位一体争论所导致的决定则是，基督为神的儿子，事与父同质
的，因此祂是神。从此而发生的问题，就是基督... 阅读全帖

n********n
发帖数: 8336

来自主题: TrustInJesus版 - Free Will and Determinism （ZT）

Determinism, free will and compatibilism
by Tim Harding
The idea that the future is already determined is known in philosophy as
determinism. There are various definitions of determinism available; but in
this essay, I shall use the Stanford Encyclopedia of Philosophy definition,
which is ‘the metaphysical thesis that the facts of the past, in
conjunction with the laws of nature, entail every truth about the future’ (
McKenna, 2009:1.3).
This idea presents a difficult problem for the concept of... 阅读全帖

Y**u
发帖数: 5466

来自主题: Wisdom版 - [合集] One more question on 生灭

☆─────────────────────────────────────☆
TrueStory (不是幸福的坑不挖) 于 (Wed Nov 2 10:30:26 2011, 美东) 提到:
I read more of runsun's post:
http://www.mitbbs.com/article_t/Wisdom/31523515.html
and I seem to understand more of what he has said.
One question remains, especially on this entry of his:
http://www.mitbbs.com/article/Wisdom/31524839_0.html
I have no problem to accept this statement:
这个世界，真正存在的，只有一刹那，短短的一刹那。
However, I don't think that his example using 天上有很多的星星, which may
have faded before th... 阅读全帖

C*****8
发帖数: 1139

来自主题: Military版 - 抗议NPR不公正报道，NPR道歉了。。。

今天早晨发出去的一封信：
from: XXXX Zhong <[email protected]/* */>
to: [email protected]/* */,
[email protected]/* */,
[email protected]/* */
date: Wed, Nov 2, 2016 at 10:36 AM
subject: Protest against Ms. Radil and Ms. Duchamp for spinning data and
biased report...
mailed-by: gmail.com
Dear Ms. Amy Radil and Ms. Cathy Duchamp,
This email is a serious protest against your recent report titled “Trumps
has fans among Chinese in US and abroad”, and what the report is tryi... 阅读全帖

q*a
发帖数: 2330

来自主题: Olympics版 - [合集] 连nature也来高端黑叶诗文。。。

☆─────────────────────────────────────☆
jianglai (Veni, Vidi, Vici.) 于 (Thu Aug 2 02:54:30 2012, 美东) 提到:
http://www.nature.com/news/why-great-olympic-feats-raise-suspic
英帝堕落到什么地步了。。。
★ 发自iPhone App: ChineseWeb 7.3.1
☆─────────────────────────────────────☆
daye520 (哈哈) 于 (Thu Aug 2 02:56:00 2012, 美东) 提到:
罗切特每次都被拿出来做背景。

☆─────────────────────────────────────☆
michaelxiaga (南京中山陵) 于 (Thu Aug 2 02:58:53 2012, 美东) 提到:
回复里面有一个哥们写的不错
其实咱们在这里说有啥用, 就得用英文反驳white trash
☆─────────────────... 阅读全帖

d*b
发帖数: 21830

来自主题: ebiz版 - ebay的5万刀的case study来了

Hartmann v. McKerness,
Case number: 2011 BCSC 927
http://www.bcjustice.net/index.php?option=com_content&view=arti
Citation:

Hartmann v. McKerness,

2011 BCSC 927
Date: 20110711
Docket: S086381
Registry: Vancouver
Between:
Dr. Oliver Hartmann
Plaintiff
And:
Wendy McKerness, aka Wendy Woodhouse-McKerness
and Christopher Fulton, aka Christopher McKerness
Defendants
Before: The Honourable Mr. Justice Johnston
Reasons for Judgment
Counsel for the Plaintiff:

L.N. Robinson and S. Hellmann
Ap... 阅读全帖

w****l
发帖数: 6122

来自主题: Stock版 - 圣Roubini发神谕了，衰退直到明年年底。

想抄底的同学最好还是多存钱吧。
http://www.rgemonitor.com/roubini-monitor/254354/the_dismal_out
The Dismal Outlook for the US and Global Economy and the Financial Markets
Email PrintShare
Delicious Digg Facebook reddit Technorati Nouriel Roubini | Nov 11, 2008
Here is a below brief summary of many of the points that I have made for the
last few months on the outlook for the U.S. and global economy and for
financial markets:
The U.S. will experience its most severe recession since WWII, much worse
and longer and... 阅读全帖

n*******s
发帖数: 149

来自主题: Stock版 - SINA盘后狂跌中 139

Applying a 100% weighting to Sina Weibo as a social network, our Sina
valuation would rise to about $165, implying about 16% upside.
 On the other hand, our $105 target price implies 26% downside.
 Applying a 100% weighting to Sina Weibo as a social media gives a
valuation
of $79 and implies 45% downside.
 Our DCF valuation for Weibo (based on standalone financials rather
than
benchmarking its user base against other platforms) implies $1.2bn valuation
($18 per share) for... 阅读全帖

B**********r
发帖数: 812

来自主题: Immigration版 - 被 NOID了，请大家帮忙想想办法

参看知名律师网上的
your response should prove your evidence is at least 51% believable to IO
http://www.niwus.com/art0022.html
移民申请的举证标准及RFE问题
按照移民局的工作程序，如果移民官在审理案件时发现某些主要证据缺失，可以要求申
请人补充证据
（RFE）。如果主要证据齐全，移民官则需要批准申请，而不必再要求申请人补充一些
无关紧要的材料。
不过，在实际操作中，有些移民官并不完全遵守工作程序，在申请人已经提供了足够的
证据后，仍然要求
申请人补充材料。长此以往，滥发RFE便成为影响移民局工作效率的固疾。移民局曾几
度以备忘录的方式，
澄清发放补证通知的标准，并要求移民官予以执行。
移民局在备忘录中反复澄清移民申请的举证标准。在此，我们对美国法律中的两种不同
举证标准做一简单
介绍。一般而言，民事和行政法程序中的举证标准是“占优势的证据” （
preponderance of the
evidence），而刑法程序的举证标准则是“确凿无疑的证据”（beyond reasona... 阅读全帖

b*********s
发帖数: 6757

来自主题: Tennis版 - MITBSS 网球版排行榜

发信人: NJ08807 (三脚猫@bridgewater), 信区: Tennis
标题: Re: 2014 MITBBS 网球版排行榜
发信站: BBS 未名空间站 (Sat Apr 26 00:29:11 2014, 美东)
Truncation 是指如果对手积分差大于0.48，就算0.48。
Expected Game Difference = 12。因为两盘局分差不会比12更大。
IRS = min(0.48, max(-0.48, IRS))

------------------------------------------------------------------
发信人: NJ08807 (三脚猫@bridgewater), 信区: Tennis
标题: Re: 2014 MITBBS 网球版排行榜
发信站: BBS 未名空间站 (Sat Apr 26 00:36:26 2014, 美东)
开始积分差 0.98， implies 24.5 局分差
如果用truncate to 12 局算0.48 分。实际局差10局（12-2）。
Adjust... 阅读全帖

b*********s
发帖数: 6757

来自主题: Tennis版 - MITBSS 网球版排行榜

b******l
发帖数: 6348

来自主题: Collectibles版 - 这个苍蝇腿webside的Terms and Conditions

就是上次有人贴的一个苍蝇腿的link:
http://ecom.uscoins.com/ProductInfo.aspx?productid=228874
用朋友的地址想在买一个，可checkout 的时候有一个条款，如下，好像很不利买主啊，就是说sell as is，卖家不承担仍和风险，那还能买吗？
Terms and Conditions
By visiting or shopping at this web site, you accept the following terms and
conditions. Please read them carefully.
All orders submitted are subject to review by our management for accuracy
and to insure they comply with any and all restrictions and /or rules
established by Eastern Numismatics Inc or its subsidiaries. All or... 阅读全帖

g****g
发帖数: 1828

来自主题: WaterWorld版 - Normal distribution

In probability theory, the normal (or Gaussian) distribution, is a
continuous probability distribution that is often used as a first
approximation to describe real-valued random variables that tend to cluster
around a single mean value. The graph of the associated probability density
function is “bell”-shaped, and is known as the Gaussian function or bell
curve:[nb 1]
f(x) = \tfrac{1}{\sqrt{2\pi\sigma^2}}\; e^{ -\frac{(x-\mu)^2}{2\sigma^2}
},
where parameter μ is the mean (location of the pe... 阅读全帖

a****2
发帖数: 85

来自主题: Piebridge版 - Re: 按图难索骥

Let me try to translate it in my best knowledge:
文博---- my education background is none STEM PHD
女--- my gender is female
摽梅有十----probably it imply she has 10 trees(梅 tree) in her backyard? or
it might imply she has 10 pound extra fat on her body? is 摽 equal to 膘?
梅 refer to nipple? for 10 pound nipple, must be F cup?
坐标美西----- the location of my current residency is at the west part of
the states.(possibly one of these states washington, oregon, california,
nevada, arizona, north dakota, sou... 阅读全帖

l******t
发帖数: 490

来自主题: TrustInJesus版 - 基和穆的神应该是同一个吧？

解答：Allah為什麼有時候用複數代詞“我們”
The Quran, Allah and Plurality Issues (Sam Shamoun)
The Quran, much like the Holy Bible, uses plural pronouns for God even more
so than what we find in God’s true Word. Here are several examples:
This is part of the tidings of the things unseen, which We reveal unto thee
(O Apostle!) by inspiration: Thou wast not with them when they cast lots
with arrows, as to which of them should be charged with the care of Mary:
Nor wast thou with them when they disputed (the point). S... 阅读全帖

z****i
发帖数: 406

来自主题: Quant版 - Murex interview questions

A) normal_vol is approximately lognormal_vol*mean(Xt) ?
B) If the spot price is given, we can find the implied vol for each K. If
implied-vol is roughly flat across K, then market-implied distribution of
the underlying is lognormal. If implied_vol*K is roughly flat across K, then
the market-implied distribution of the underlying is normal.

B*******t
发帖数: 135

来自主题: Quant版 - 问两道面试题

第一个应该是问volatility smile的吧。从vol surface上看，out-of-the-money put
通常比 in-the-money put的implied vol大，vega也更大。
比如下面这个
但这个应该不是一定的。
GS讲local vol的文档（http://www.ederman.com/new/docs/gs-volatility_smile.pdf）上说
ever since the ‘87 crash, the market’s implied Black-Scholes volatilities for index options have shown a negative elationshipbetween implied volatilities and strike prices - out-of-the-moneyputs trade at higher implied volatilities than out-of-the-money calls.
但这里仅仅是说stock index，不是general的结论。
第二个是num

w*********n
发帖数: 48

来自主题: Quant版 - 请教一道看到的面试题

Call option, same expiration T, assume continuous along strike
1. how to get the pdf of the underlying at expiration
2. if the implied volatility of the options follows
vol(K) = vol_0 + alpha*ln( S_0/K)
where S_0 is the spot price and alpha is a parameter
how does the pdf look like
3. Is the above implied vol form possible in the market? what is wrong with
it?
4. Do you foresee any problem with the local vol surface derived from the
aboved implied vol surface
5. you have to price an European ... 阅读全帖

i********c
发帖数: 7033

来自主题: Quant版 - [包子问]SABR calibration的一个问题。

我想用SABR模型构建implied volatility surface. 在calibrate系数alpha, 一个
方法是微笑曲线过ATM VOL点，需要事先得到 ATM forward volatility（F=K时的
option price代入bs公式倒推得到implied volatility）。
我的问题是，如果spot price(或者Forward volatility) 在两个 strike price之
间，那么这个ATM forward volatility 并没有直接的市场数据(option price)代入bs
公式可以倒推得到。如果求得呢？如果对各个离散的implied volatility 点插值，取
得atm volatility ,那不实际就是fit implied volatility curve的过程了么？
本人小白，还请大家不要嘲笑，多多指教。

f**d
发帖数: 768

来自主题: Neuroscience版 - eBook: From computer to brain

这是一本计算神经科学的优秀著作，全文拷贝这里（图和公式缺），有兴趣的同学可以
阅读
如需要，我可以分享PDF文件（－－仅供个人学习，无商业用途）
From Computer to Brain
William W. Lytton
From Computer to Brain
Foundations of Computational Neuroscience
Springer
William W. Lytton, M.D.
Associate Professor, State University of New York, Downstato, Brooklyn, NY
Visiting Associate Professor, University of Wisconsin, Madison
Visiting Associate Professor, Polytechnic University, Brooklyn, NY
Staff Neurologist., Kings County Hospital, Brooklyn, NY
In From Computer to Brain: ... 阅读全帖

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