M****i
发帖数: 58 | 1 Assume that dS(t)=rS(t)dt+\sigma S(t)dW(t) under risk neutral measure,
then the price process of your claim is
V(t)=S(t)(lnS(t)+(\sigma^2/2+r)(T-t)).
Key points:
1) Formula for conditional expectation under change of measure;
2) Girsanov theorem.
Proof: Let Z(t)=\sigma W(t)-(\sigma^2)t/2,
P'=Z(T)P on F(T), W' is P' Brownian motion.
By risk neutral pricing formula,
V(t)=E[exp(-r(T-t))S(T)lnS(T) | F(t)]
=S(0)exp(rt)E[Z(T)(\sigmaW(T)-(\sigma^2)T/2)+lnS(0)+rT | F(t)]
=S(t)E'[\sigmaW(T)-(\sigma^2)T/2... 阅读全帖 |
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r*****t
发帖数: 286 | 2 ☆─────────────────────────────────────☆
trenchant (N/A) 于 (Tue Feb 20 16:11:30 2007) 提到:
dS/S = mu * dt +sigma * dz
d(lnS) = (mu - sigma^2 / 2) * dt + sigma dz
第一个个股票价格的微分方程
第二个是用 ITO LEMMA引出的股票价格的方程，说明股价是 log－normal分布的
请问为什么第二个和第一个有一些差别呢？
难道第一个的左边 dS/S 不是直接可以写成 d(lnS)么 ？？
也就是说： dS/S = d (lnS) 在这里成立么？？？
我的想法是，， 第二个方程里面的那项 sigma^2 / 2
是 dS/S = d (lnS) 这个微分方程的误差，请问对么？
谢谢
☆─────────────────────────────────────☆
ThatYear (那年) 于 (Tue Feb 20 16:14:07 2007) 提到:
NO
informally speaking, you co |
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o*********e
发帖数: 3093 | 3 http://www.tagesschau.de/inland/uebergriffe-koeln-103.html
übergriffe in Köln, Hamburg und StuttgartFrauen überfallen - was
bisher bekannt ist
科隆，汉堡和斯图加特出现侵犯行为，女性遭到袭击，目前已知情况如下
In der Silvesternacht sind am Kölner Hauptbahnhof Frauen belästigt
, sexuell bedrängt und beraubt worden. Aus Hamburg und Stuttgart werden
ähnliche Vorfälle berichtet. Kölns Oberbürgermeisterin
Reker hat für heute ein Krisentreffen einberufen. tagesschau.de mit einem
überblick: Was bisher... 阅读全帖 |
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r******g
发帖数: 600 | 4 1. 比如说，我拿一把刀把我的胳膊的皮肤割了一刀，然后就流血了，因为刀割到了小
血管，然后血液从小血管里面流出来
2. 但是，皮肤里面可都不是血管。可以这么理解，血管外面有大量的胶状的matrix
protein并且还有很多组织里面的细胞，比如fibroblast之类的，他们支撑起来了组织
的机构，大多数重要功能性细胞都在组织里面。
3. 再拿肺当例子，肺里面通气的管子是branchiole，支气管是有血管伴行的！ 可以这
么理解，如果你把肺横着切一刀，除了血管和气管，其他的都是组织成分。
4. 组织里面不是血液，组织里面是有“组织液”流动。组织液里面含有很多脏东西，
比如死了的细胞debris，比如细菌。这个很好理解，因为细菌想直接钻进血管的概率很
小，要是infection多半是血管外组织被侵染了。
5. 组织液流去哪儿？ 这个就涉及到淋巴系统了，淋巴系统可以理解为淋巴管，淋巴液
和外周组织液。 那些脏组织液都跑到理他们最近的淋巴节，叫draining lymph nodes
6. 这就是为什么，你如果上呼吸道感染，鼻子堵，或者牙齿痛时候经常会有脖子淋巴
结肿大。因为，脏东西都跑去... 阅读全帖 |
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a***r
发帖数: 594 | 5 美国的划分也是这样的。比如：
MIT 物理系的“核物理实验室”涵盖该系的理论物理中心：
http://web.mit.edu/lns/research/index.html
research interests: anti-matter, neutrino physics, dark matter, structure of
proton, structure of high density matter and early universe.
Research on neutrino oscillation (standard and slightly beyong standard
model physics), protron structure (asymptotic and none asymptotic QCD) and
high density matter (heavy ion collider) are loosely considered topics of
modern nuclear physics.
MIT 的核工程系。
http://web.mit.... 阅读全帖 |
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y****i
发帖数: 17878 | 6 not the current balance, but the amount of purchase or refinancing loan
I left out borrower's name
it is called Realist report. I guess you need to pay for this service.
http://www.facorelogic.com/products/realist.jsp
Mortgage History:
Mortgage Date : 02/18/2010 07/17/2007
Mortgage Amt : $317,000 $602,000
Mortgage Lender : Amtrust Bk Pardee Hm Lns
Mortgage Type : Conventional Conventional |
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B****J
发帖数: 586 | 8 For stomach cancer patients, if mets are already seen in liver, peritoneum,
and LNs, it is very serious M1 stage, and very likely too late to do
anything. Bless!
不能麻烦这里的专家们看看，有没有什么口服药可以吃暂缓一下？谢谢！ |
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s********8
发帖数: 264 | 9 老爸肺癌晚期，每天疼痛难忍，同时吃四种止痛药也没用。 刚刚拿到了基因检
测结果。 医生说没有合适的靶向治疗match上。 两种基因突变都是最common的。
但我不甘心呀。 把基因结果post在这里。 跪求板上大拿review，给我们一些建议！
！ 谢谢
简单治疗过程：
1. 11/17: 发现肺癌肿瘤，一厘米大小，一期。 手术切掉了。 术后说非常圆满，
我们十分lucky发现的早，痊愈了。
Underwent R VATS, wedge resection with mini R thoracotomy, R upper lobectomy
and mediastinal LN dissection. Path demonstrated a 1.3 cm adenosquamous
carcinoma, moderately differentiated with visceral pleural invasion,
negative vascular and bronchial margins, and 0/16 LNs, pT2aN0M0.
Immunoh... 阅读全帖 |
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s********8
发帖数: 264 | 10 老爸肺癌晚期，每天疼痛难忍，同时吃四种止痛药也没用。 刚刚拿到了基因检
测结果。 医生说没有合适的靶向治疗match上。 两种基因突变都是最common的。
但我不甘心呀。 把基因结果post在这里。 跪求板上大拿review，给我们一些建议！
！ 谢谢
简单治疗过程：
1. 11/17: 发现肺癌肿瘤，一厘米大小，一期。 手术切掉了。 术后说非常圆满，
我们十分lucky发现的早，痊愈了。
Underwent R VATS, wedge resection with mini R thoracotomy, R upper lobectomy
and mediastinal LN dissection. Path demonstrated a 1.3 cm adenosquamous
carcinoma, moderately differentiated with visceral pleural invasion,
negative vascular and bronchial margins, and 0/16 LNs, pT2aN0M0.
Immunoh... 阅读全帖 |
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s**u
发帖数: 9035 | 11 Neurological Diseases and Receptor Pharmacology--Post-doctoral position at
the NIA
Department of Health and Human Services
National Institutes of Health
National Institute on Aging
The National Institute on Aging (NIA), a major research component of
the National Institutes of Health (NIH) and the Department of Health
and Human Services (DHHS), is recruiting for a postdoctoral research
position in the Receptor Pharmacology Unit of the Laboratory of
Neur... 阅读全帖 |
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z****u
发帖数: 305 | 12 节选自环球财经（www.chineseworldnet.com）网站，有效期至当前，罗列所有到今天
（2011年3月18日）开盘为止创52周新高的股票，特此存档！
# 公司名稱 (代號) 開市價 最高價 最低價 收市價 成交量
1 PEABODY ENERGY (NYSE:BTU) 69.07 70.84 68 70.12 8,576,640
2 CAPSTONE TURBINE (NASDAQ:CPST) 1.85 1.88 1.76 1.77 7,400,432
3 CONSOL ENERGY (NYSE:CNX) 53.57 55.49 52.67 55.33 6,972,713
4 CSX (NYSE:CSX) 74.98 77.24 74.48 75.72 5,327,296
5 HECKMANN (NYSE:HEK) 6.18 6.35 6.12 6.21 4,064,357
6 WESTERN FOREST PRODUCTS (TSX:WEF) 0.96 1.23 0.96 1.18 3,921,072
7 AMERICAN CAPITAL AGENCY (NASDAQ:... 阅读全帖 |
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r*c
发帖数: 16750 | 13 这个比较有意思
Animals on the road on CA-110 at S Avenue 52
LIVE OR DEAD ANIMAL; NOV 21 2013 8:46AM: [2] LIVE DOG RUNNING IN TRAFFIC LNS.
Started: Nov 21, 2013, 8:45am
Expected to end: Nov 21, 2013, 9:19am |
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z*********n
发帖数: 94654 | 14 洛杉矶一下小雨就到处车祸，这个是恒定的
LNS. |
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k******g
发帖数: 1540 | 16 http://www.tuaw.com/2012/11/28/setting-up-mountain-lion-12-geek
2. Disable Window Zooms
I don't know which Apple Engineer came up with the idea that OS X should
include a window zooming effect but I bear nothing but animosity for this
person. Fortunately there is a solution.
defaults write NSGlobalDomain NSAutomaticWindowAnimationsEnabled -bool NO
Death to zooming windows!
3. Update my Hosts
I think it was either TJ Luoma or Rich Gaywood who first introduced me to
somebodywhocares.org and its cu... 阅读全帖 |
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s**u
发帖数: 9035 | 17 Neurological Diseases and Receptor Pharmacology--Post-doctoral position at the NIA
Department of Health and Human Services
National Institutes of Health
National Institute on Aging
The National Institute on Aging (NIA), a major research component of
the National Institutes of Health (NIH) and the Department of Health
and Human Services (DHHS), is recruiting for a postdoctoral research
position in the Receptor Pharmacology Unit of the Laboratory of
N... 阅读全帖 |
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p****e
发帖数: 105 | 18 多谢！会仔细看文章。
yes, they drained to draining LNs, I normally do tailbase s.c. the lipids
end up in inguinal nodes and axilliary nodes. And most of the macrophages (
stained positive for F4/80) are at subcapsular sinus.
LN? |
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s****e
发帖数: 5429 | 19 Maybe the titration is not enough. For serum transfer, I would try another
experiment to infect the mice as soon as the transfer is done (just in case
that the serum is diluted and degraded in the body and not provides
protection). For cell transfer, my wild guess is that not enough specific
cells were transferred. I would try to get cells from draining LN for the
experiments (cervical LNs in this case?). Hope this may help.
PFU |
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l**********1
发帖数: 5204 | 20 楼主 如果 有推荐信 至少三封 包括master thesis main advisor etc her/his RL/
s.
可以试试 提前一年就 联系 近5～6年 已和cns 绝迹的 有志向称为 HHMI/ NAS 的
PI
尽管很久以前依靠末作的 名字和荣光 有过一作的 cns records.
目前紧缺cns的一作人选 吧
比如
Catherine A. Wolkow
2011 one paper:
HTTP ://www.ncbi.nlm.nih.gov/pubmed/21765926
lab link:
HTTP: //www.grc.nia.nih.gov/branches/lns/cvs/cwolkow.htm
当然今后靠楼主加盟 再出一 or N 篇 cns
要看楼主和那PI 的运气和造化了。
----
or NIDDK
John A. Hanover
his team 2010 one PNAS paper:
ncbi PubMed link:
HTTP: //www.ncbi.nlm.nih.gov/pubmed/20368426
... 阅读全帖 |
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s****9
发帖数: 932 | 21 1. Do you see the B cell percentage increase in spleen,blood, and LNs?
2. Do you see the B cell subset changes in the lymphoid organs? MZ B cells,
FO B cells, GC B cells. In the BM, there are quite many immature B cells.
Which subset of B cells preferentially increases in the BM?
3. Do you see the level of changes in IgG, IgM, IgA in serum?
4. Is the effect B cell intrinsic? Say, to have mixed chimera, do you see
selective KO B cell accumulation.
No one can give you any answer based on your l... 阅读全帖 |
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s****9
发帖数: 932 | 22 B cell normally do not infiltrate lung after flu infection. B cell localize
in the draining LNs to secrete antibody. LN stromal cells have high level
of CXCL13 and BAFF to support B cell homeostasis. Unlike T cells, B cells
also do not need to reach tissue to exert the function. The secreted
antibody goes through blood and lung is highly vascularized.
Have you perfuse the lung to move leukocytes from blood? B cells are quite
sensitive to apoptosis and growth factors. I would first check ... 阅读全帖 |
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t*******g
发帖数: 286 | 23 thanks diarrhea,
she is 58 and noticed that lump for almost 30yrs which I think could be
obstruction of breast duct. now problem is there's nipple retraction. I
checked it and the mass is about 3X3cm in the upper quadrant. not adhere to
thoracic wall but kind of stick to skin. boundary is not so clear. there's
no enlarged axillary LNs.
I just wanna make final diagnosis by doing mammogram, or excisional biopsy
before going back to china for treatment. |
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l*********2
发帖数: 16 | 24 Like some virus infection, ab pain might caused by the LNs inflammation.
At this point, drink plenty of fluid, Emergen VitC, and rest well. Also some
Chinese herb medicine for anti-inflammation(清热解毒) |
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t**u
发帖数: 7 | 25 1) Zero Modes of the Vortex - Fermion System.
R. Jackiw, P. Rossi (MIT, LNS).
Nucl.Phys. B190 (1981) 681
2) A Two-Dimensional Model for Mesons.
Gerard 't Hooft (CERN).
Nucl.Phys. B75 (1974) 461
3) A Planar Diagram Theory for Strong Interactions.
Gerard 't Hooft (CERN).
Nucl.Phys. B72 (1974) 461
My email:j****[email protected]
Thank you very much. |
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L*m
发帖数: 235 | 26 2015诺贝尔物理奖
获奖人：Arthur B McDonald、Takaaki Kajita
获奖领域：实验高能物理
获奖原因：发现了中微子震荡，并因此证明了中微子具有质量
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Phys. Rev. Lett. 89, 011301 – ... 阅读全帖 |
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s****n
发帖数: 1237 | 27 我们现在都假设stock price是
(1) dS/S = u dt + v dW (为了方便 u=\mu, v=\sigma)
(2) St = S0 * exp[(u-1/2v^2)t+vW]
也就是说 ln(St/S0) = (u-1/2v^2)t + vW
吧St看成W,t的函数，用ito lemma得到的dS也是(1)
但是如果我对(1)直接两边积分应该得到 lnS=ut+vW,少了(-1/2v^2)t这一项，记得好像
以前有人说过原因，但是我又忘了。
请问有人能指点一下吗？谢谢。 |
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n****e
发帖数: 629 | 28 因为d(lnS) != dS/S
您不是会用ito lemma么。。。 |
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j********t
发帖数: 97 | 29 股价S是GBM，lnS是Martingale，考虑100为stopping time。可以求出P(S reach 100)
= 1/100. |
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P*****s
发帖数: 758 | 30 这个。。。
问个最弱的问题，为什么lnS是Martingale呢？
) |
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p*******p
发帖数: 94 | 31 d(lnS)=-1/2\sigma^2dt+\sigma dW
brownian motion plus a negative shift rate means that it can touch any
price
below 20 with probability 1 almost surely...
so, 1 is the answer...:(
Or delta hedge? 20/15>1...doesnt make any sense.. |
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A*****s
发帖数: 13748 | 32 为什么brute-force solution要折腾那么一大圈lnS来解S撞H的概率？
S本身就是个Martingale，初始值是1，撞H的时候是H，那么撞H的概率就是1/H
这样有什么不对么？ |
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f*******n
发帖数: 70 | 33 Right. More precisely, discretize the SDE as:
S(t)-S(t-1)=r*S(t-1)*dt+v*S(t-1)*sqrt(dt)*Normal(0,1),
simulate the N(0,1) r.v. and proceed step by step.
Actually what I usually do is to simulate log(St) first by:
d(lnS)=(r-v^2/2)dt+vdW, and then take the exp, a bit easier to implement.
If W1, W2 are not independent, you need to simulate two correlated N(0,1) r.v.
Oops, it seems to me the "v" in the first equation is the same as the "vt" in
the 2nd(volatility?), then you need to simulate vt first, |
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s*******y
发帖数: 136 | 34 another differential diagnosis to add to the list maybe sarcoidosis.
Left lung nonspiculated mass, tree-in-bud distribution of pulomonary nodules
, calcified LNs, and right lower lobe ground-glass denisity on CT. |
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f*********1
发帖数: 189 | 35 mediastinoscopy showed sarcoidosis in the mediastinal LNs:) What is your
next step management? |
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