The FairPut Initiative

Discussion in 'Journals' started by thecoder, Aug 26, 2020.

  1. destriero

    destriero

    Dunning Kruger. These types like coder are so entertaining.
     
    #71     Aug 28, 2020
    elt894 likes this.
  2. destriero

    destriero

    lol he's going to have to close this thread after 70 posts because he cannot operate a generic vol-pricer.

    I thot Germans were smart?

    fahrvergnügen
     
    #72     Aug 28, 2020
  3. elt894

    elt894

    At least this one is harmless. Same thing going on with all the covid conspiracy threads being posted here.
     
    #73     Aug 28, 2020
    destriero likes this.
  4. destriero

    destriero

    I need the laugh. A relative came to visit and tested + on day three here in NV. We're on lockdown but I was already on the road (solo) to go bikecamping.
     
    #74     Aug 28, 2020
    elt894 likes this.
  5. xandman

    xandman

    This valuation method is garbage. The concept of a spot price for stocks doesn't make sense. So, your use of z at 0 was to nullify the left hand term [z*s*sqrt(t)].

    This leaves you with S*exp^[(r-q)t] which conveniently gives you a standard annuity growth formula and Future Value calculation in the form of A=Pe^rt. So, this is why your calculations seemed to be anchored to a possible stock value.

    However, we know such a basic calculation is insufficient for stocks.

    BTW, learn what the risk free rate is.
     
    #75     Aug 28, 2020
    stochastix likes this.
  6. elt894

    elt894

    Good excuse to extend the trip! A friend's parents came to Disney World from Russia, tested positive with pneumonia symptoms, but insist it was a false positive because none of the Russian families they're hanging out with have symptoms. They're pissed she won't fly down to Florida to join them.
     
    #76     Aug 28, 2020
  7. destriero

    destriero

    Yeah, absurd. I am sitting her at a rest stop and the entire family is holed-up with my sis. I inadvertently escaped so I'll rent a converted Sprinter or whatever for a couple of weeks.
     
    #77     Aug 28, 2020
  8. ph1l

    ph1l

    I recall another poster who also had a discovery...
    And he mysteriously disappeared late last year. So be careful. You never know who is watching. upload_2020-8-28_15-56-10.png
     
    #78     Aug 28, 2020
    stochastix likes this.
  9. xandman

    xandman

    This guy is my first ignore on this forum. It's probably one or more kids hacking a BSM method using basic algebraic manipulation to create a solution for an ill-defined problem.
     
    #79     Aug 28, 2020
  10. thecoder

    thecoder

    @elt894, it seems you indeed have found a bug in my calculation.
    I'll analyze it further and report back.
     
    #80     Aug 28, 2020