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w****e
发帖数: 37 | 2 天呐，还让不让人活了，我们就等着绿卡到手了买票呐。
bdw，你用的什么旅行社，能不能给个电话啥的？谢谢。 |
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i********t
发帖数: 809 | 3 母亲下个月来nyc看我，但是我不知平时带她可以去哪里玩，自己有时去bdw，可是母亲
又不会英语，所以估计不会带她
去，这样的话 就只剩下博物馆和自由女神了，这才能就玩3 4 天的样子，其他的时候
怕妈妈无聊，大家有什么经验嘛？我
平时还要上课，怎么才能让她不太无聊呢？ 谢谢 |
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s*********x
发帖数: 67 | 4 Also Newport or Exchange Place in NJ side, same 15min PATH to 34st&Bdw, or
10min PATH subway to WTC. Rent is about 15%-20% lower than Hoboken, much
less crowed, good view of the city, also 10min riverside walk to Hoboken.For
a typical riverside apartment, $1500-$1800 for Studio, $1800-$2200 for one
bedroom, $2400-$2800 for two bd. 只是要避开阿三聚集的Indian Tower就好. |
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i********t
发帖数: 809 | 5 我母亲下月来曼哈顿，她不会英语，所以我不能带她去看bdw的shows，只能去博物馆和
自由女神，估计也就2 3 天的事
情，剩下想替他报个团去DC和boston，我知道一些旅行团，可是因为我母亲身体不好
岁数又大 怕一般旅行团的行程太紧
她身体吃不消 所以请教各位朋友有没有什么好的旅行团 推荐，或者好的行程推荐？
多谢了先 |
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G*********o
发帖数: 49669 | 6 跟团很辛苦
自己开车去dc吧
玩的自在轻松
我母亲下月来曼哈顿，她不会英语，所以我不能带她去看bdw的shows，只能去博物馆和
自由女神，估计也就2 3 天的事
情，剩下想替他报个团去DC和boston，我知道一些旅行团，可是因为我母亲身体不好
岁数又大 怕一般旅行团的行程太紧
她身体吃不消 所以请教各位朋友有没有什么好的旅行团 推荐，或者好的行程推荐？
多谢了先 |
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c*******l
发帖数: 4801 | 7 比如BLOD--Backing line of dance
BDW--Backing Diagnal Wall
etc, etc |
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S**I
发帖数: 15689 | 9 最好等一等，BDW的MBA/MBP明年年初应该会出。 |
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i****e
发帖数: 78 | 10 The underlying stochastic process is dx = adt + bdW
and P(hit A before -B) = E(I{hit A before -B}),
Using F-K formula, we get
the prob P(x) satisfies the differential equation
a P'(x) + 1/2 * b^2 P''(x) = 0 for -B
with Boundary condition P(A) = 1 and P(-B)=0,
then solve it to get P(x). |
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b***k
发帖数: 2673 | 11 这个解法基于很多假定条件，比如
X=X1*X2
dX2=Adt+BdW
我觉得不是个非常elegant的解法。
Of course if you could intuitively know these preconditions,
it works good. |
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b***k
发帖数: 2673 | 12 ☆─────────────────────────────────────☆
litaihei (李太黑) 于 (Thu Apr 12 22:31:25 2007) 提到:
X(t) = a t + b B(t),
where B(t) is standard brownian motion.
P(X(t) hit X = A befroe hit X = -B) = ?
☆─────────────────────────────────────☆
iChase (iChase) 于 (Fri Apr 13 00:35:21 2007) 提到:
The underlying stochastic process is dx = adt + bdW
and P(hit A before -B) = E(I{hit A before -B}),
Using F-K formula, we get
the prob P(x) satisfies the differential equation
a P'(x) + 1/2 * b^2 P''(x) = 0 for |
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c****o
发帖数: 1280 | 13 I will not disclose the name of the companys
1.Play a game. I am giving you $1, and the price of per share have mean $1,
variance 5 cents, how many share do I expected to get?(Hint: variance is
small quantity, use taylor expansion to 1/(1+x))
2.How to replicate binary option from call option, given the option prices
for ALL strike price, what is the value of the binary?
3.From 2, if the option pays a delta function, namely, pay 1 when s is
within epsilon neighborhood of K, price this option?
4.... 阅读全帖 |
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w******i
发帖数: 503 | 14 Thanks and congratulations, LZ. great post.
will not disclose the name of the companys
1.Play a game. I am giving you $1, and the price of per share have mean $1,
variance 5 cents, how many share do I expected to get?(Hint: variance is
small quantity, use taylor expansion to 1/(1+x))
2.How to replicate binary option from call option, given the option prices
for ALL strike price, what is the value of the binary?
3.From 2, if the option pays a delta function, namely, pay 1 when s is
within epsil... 阅读全帖 |
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m******2
发帖数: 564 | 15 dS/S=bdW wrong
use log return rate |
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