k*******d
发帖数: 1340 | 1 In an interview, I would answer no arbitrage assumption, the idea of
replication, and risk neutral pricing.
BS formula and BS PDE are different things. My understanding is: no
arbitrage + replication + Ito formula + GBM process => BS PDE, then you see
the actual drift does not matter, what matters is the risk free rate, this
gives you risk neutral pricing formula, which then gives BS formula if the
underlying follows GBM and the option is EU call/put. |
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f********k
发帖数: 136 | 2 The option can be replicated by the following portfolio
Put(S=50,K=100)-Put(S=50,K=100)*I(K=100), where I(K=100) is an American
style digital call option strike at 100, which pays 1 when S hit 100 for the
first time.
Thus, if S is always smaller than 100, I(K=100) pays nothing, and the final
payoff of the portfolio is same as a vanilla put option. If S hit 100, the
porforlio becomes 0 immediately, which replicates the knock out condition.
According to Green Book p.147 D, I(K=100)=50/100=1/2.
So,... 阅读全帖 |
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h****y
发帖数: 49 | 3 You can only replicate by using linear combination of other options, because
generally E[f(x)] is not equal to f(E[x]).
Replicating works because the conditional expectation is a linear operator.
the
final |
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z***e
发帖数: 5600 | 4 1. Replication of variance swap by strip of options is fine at least for SPX
index options. Note that size of a certain option is fixed (proportional
to 1/K^2). In fact, market maker do trade replication strips to close their
VIX positions during the special quote window of the expiring Wednesday.
3. There is also a special case when extrapolation instead of interpolation
is required to calculate VIX index when next monthly SPX option expiration
is five weeks away. Has CBOE started using week... 阅读全帖 |
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t*******y
发帖数: 18 | 5 Wow, 抛砖引玉了！
感谢大家回帖，趁这里人多，问几个不明白的地方。
@zooie
Yes, it is Vega, WTF with my brain.
Thank you for sharing your experience. I'd like to discuss the issue further
if you have time.
1. I have no doubt that trading strips of options can largely hedge your VIX
position, especially for a short while. My doubt is merely about whether we
can exactly replicate a payoff of variance swap: σ^2 - E(σ^2) with option
portfolios. The position required for each option is actually 1/(T * K^2),
instead of 1/K^2, T is c... 阅读全帖 |
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z***e
发帖数: 5600 | 6 1. No, variance swap replication does not need to worry about shrinking of
T. Variance swap is the term variance throughout the period. Every day
passes by, there are fewer days and lower vega left. Vega goes to zero
instead of going to infinity when it gets close to expiration. Same with
the replicating options hence you do not need to rebalance because of change
of T.
5. Market practioners also use term structure trades as an alternative of
long/short vix. It tends to have lower beta. H... 阅读全帖 |
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w**********5
发帖数: 1741 | 7 1. Replicate an “Easygoing Double No-Touch Option” given four barriers A,
B, C, and D.
----------------|-----------------|-------------|------------|--------------
----|--------->
A B S(now) C
D
An Easygoing Double No-Touch knocks out after the second barrier is touched
or crossed. You may use barrier and/or touch options. S(now) is the current
spot. State your assumptions.
2. Replicate a Double No Touch using a por... 阅读全帖 |
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h**l
发帖数: 4883 | 8 n=3 is the number of replicates, not the sample size. You must have
different levels of treatment so each level of treatment has three
replications. |
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g******s
发帖数: 18 | 9 I feel you mixed up some concepts. ICC is a method to calculate either inter
- or intra-observer variability. They are certainly not the same.
And I think you are confusing within-subject/btw-subject variance with
within(intra)- and between(inter)-observer variability. Depending on the
structure of your data, if the data contain replicated measurements for each
observer on each subject, then you need to calculate intra-observer
variability as well as inter-. If no replicated observations are ava |
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s********g
发帖数: 889 | 10 能具体解释一下吗。excel里有anova.
single factor,
two factor with replication
two factor without replication
我该用哪个呢？ |
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l*****o
发帖数: 61 | 11 我有一个玉米大田试验，因为实在农场由农民操作，所以如果random的话不可行，所以
我们就用了以下设计，这种设计下我们已经进行了3年大田试验： 设计为：2
treatments (low and high fertilizer rates), each field we have 6-10 strips,
which goes like low high low high low high low high low high. note: the
strips are not randomly arranged.
以前我们可以用很多地块，所以没有计算所需要的replication数目，但是现在资金有
限了，我们需要计算minimum replication size. 实话说这种设计我连用什么统计分析
方法还没有弄清楚呢，现在当然也不知道该怎么样计算sample size.
请求统计高手们帮帮忙！ |
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g*******u
发帖数: 148 | 12 I am working at a small research company. My typical job is to bring academic ideas into the industry by implementing the methods proposed in academic papers. Because usually the authors do not share their codes, I have to replicate the papers from scratch by myself most of the time.
So far I have replicated papers in those very technical journals such as Marketing Science, Biometrika, etc. The most difficult one I've experienced which is in Management Science even requires the knowledge of reve... 阅读全帖 |
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l*****o
发帖数: 61 | 13 有一组数据，变量名为Y, crop1, crop2, crop3, crop4.我想把数据重新排成Y
replication crop。其中变量crop包括所有crop1-crop4，那个新变量replication是1-
4， 1代表如果是crop1,2代表如果是crop2, 3代表如果是crop3，4代表如果是crop4.
用是SAS咋弄啊？谢谢！！！ |
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s*********e
发帖数: 1051 | 14 data one;
input y x1 x2 x3;
cards;
1 2 3 4
4 5 6 7
7 8 9 10
;
run;
data two (keep = y replication x);
set one;
array a{*} x:;
do i = 1 to dim(a);
replication = i;
x = a[i];
output;
end;
run; |
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h***x
发帖数: 586 | 15 俺随便说说，大牛请指正
以前曾做过类似的simulation,对bootstrapping replication，到了一定数目，比如
100-200后，standard error差别很小，但和你resampling size可能有点相关,别太小
。根据重要中央极限定理，每次采样的statistics的mean符合normal distribution，
所以...
俺觉得500和1000的最大差别是，bootstrapping允许replacement,so理论上
replication=1000最多会有1000个replacement. |
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i**********a
发帖数: 149 | 17 来自主题: DataSciences版 - 简历的问题 可以写replicate了某个paper的方法
以前上经济系计量课里面的project就是replicate一个paper的result |
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w*******y
发帖数: 60932 | 18 So first time deal poster here... found this out by accident, been on the
edge about buying some Comply Foam Tips for my old Superfi 5 EB earphones
and played with the Comply Site yielded an interesting glitch I've been able
to replicate.
****PLEASE NOTE: I have only tested/replicated this with the T-500 style****
1. Go to Link:
http://www.complyfoam.com/
and select the foam tips for you appropriate earphone and choose "3 pair" +
"mix" and add to cart.
2. Go to your cart and check out like norma... 阅读全帖 |
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b****e
发帖数: 1275 | 19 i think the key is not to get as many impressions as possible but rather
as many clicks as possible, impressions don't earn you anything.. clicks do.
so unless your content is highly targetted and in a very specialized area
it's not easy to earn a big return unless you have lots of traffic like
cynic.
as for my site, i offer cd replication and dvd replication among other things,
people don't come to my site unless they are looking for these - hence
the ads are highly relevant and Iencourage my v |
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y***y
发帖数: 4957 | 20 来自主题: _BibleStudy版 - since Agree! in the movie “AI", when David found scientist made a lot of his
replications (clones）, he was so scared that those replications will replace
his position in his mom's heart. He became furious and shouted "I am unique
and special, so my mom loves me!" i think there is some truth in it! It is
amazing God created everyone unique, and each of us is so precious and special
in His eyes.
more
kids
us |
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c**i
发帖数: 6973 | 21 (1) Steve Denning, Scalable Collaboration: Lessons From China: Li & Fung.
Forbes, Oct 8, 2011
http://www.forbes.com/sites/stevedenning
/2011/10/08/scalable-collaboration-lessons-from-china-li-fung/
("Li & Fung owns practically nothing. Its role is to figure out a way to
orchestrate factories")
Note:
(a) FUNG Pak-liu 冯柏燎 and LI To-ming 李道明 founded Li & Fung 利豐公司 in
Canton/ Guangzhou in 1906. The company relocated to Hong Kong in 1949. See
Li & Fung Group
http://www.lifunggroup.com/eng/global/home... 阅读全帖 |
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f******g
发帖数: 592 | 22 Zigen in China means to nurture the roots.
Established in 1988 in New York City, Zigen is an international non-profit
organization that facilitates local partnership programs to address critical
needs for people in poverty in China. Zigen breaks the poverty cycle
through local partnerships models that are relevant, replicable and
reportable.
Zigen’s mission: To mobilize people-to-people assistance and to promote
human-centered sustainable development.
Target of support: The people in China’s mos... 阅读全帖 |
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m*********k
发帖数: 10521 | 23 =====================================================================
=========================Nature质疑叶诗文事件========================
=============================网友支招抗议============================
http://www.mitbbs.com/mitbbs_article_t.php?board=Biology&gid=31
发信人: zfwang (爱国老将), 信区: Biology
标 题: 对Nature 文章的反驳，作为千老，看不下去了。
发信站: BBS 未名空间站 (Fri Aug 3 10:24:23 2012, 美东)
原文是发在 Olympics 班 对给编辑写信的回复。但现在觉得这还是该生物班的责任。
作为一个科学家，一个中国人，有这么个争议性大的热门课题，放过可惜了。90% 的工
作量是收集数据，但人多力量大，如果后来的收集数据多了，可以裁开发，力度更大。
－－－－－... 阅读全帖 |
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m******t
发帖数: 2416 | 24 In other news, Jimmy "Jimbo" Wales, the renowned co-founder of Wikipedia,
today announced Wikilithic, his latest attempt at preserving all knowledge
of humanity.
The goal of Wikilithic, according to Mr. Wales, is to replicate the content
on Wikipedia to a number of stone pillars.
"We are going to literally carve it in the stone." Mr. Wales said in an
interview. "so even if in the very likely case that human being would go
into extinction, some record of what we as a species have achieved would b |
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g******0
发帖数: 294 | 27 网上充满了方饭的谎言，他们以为反正一般人什么都不知道
发信站: BBS 未名空间站 (Thu Sep 23 21:59:06 2010, 美东)
他的那些临床实验在美国根本无法活人身上尝试
方饭真是扯谎脸多不红，
美国至少已有两组临床trial，
现在又有一组NIH funded trial
要是有眼，自己看
http://www.mitbbs.com/article_t/Biology/31414751.html
There have been attempts to replicate the Xiao procedure in the United
States. The first trial involved two traumatic SCI patients—a complete T6
and T11, respectively—causing neurogenic detrusor overactivity with DESD.
Prior to the nerve rerouting surgery, they were being managed by clean |
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c*****a
发帖数: 1238 | 28 顾秀林：孟山都公司禁止科学家发表转基因研究报告
顾秀林
下面的文章，“种子的践行”，是我今天从《科学美国人》2009-8上挖出来的，因为修
改书稿，发现草稿上引用了这个文件，却没有注出处，费了不少劲，才从豆丁网上找到
正本，却是严格的PDF版，不能抄贴，只好传给三千里外，在北京的儿子，请他帮忙打
下来。只过了不多时间，这个文件就在信箱里等着我了。
看到新老朋友每天都有上我博客来的，今天没有能力写新博文了，很不好意思。面对着
许多无言的期待，就允许我贴个洋文，有兴趣的朋友读读解个闷吧，我的无言的学生们
，今明两天不去网吧，读一读，试着翻译一次吧！
这篇编者的话，说的是美国转基因行业里发生的一件挺大的事情：孟山都等公司给科学
家立规矩，不许他们不经过公司的批准，擅自发表批评转基因科学和转基因技术的研究
报告，时间长达10年左右：一直到去年的8月，科学美国人发表这篇社评。在很长的时
间里，如果孟山都公司不喜欢哪个报告，那么它连同行评审的阶段都走不到。孟山都把
它手里掌握的知识产权——种子专利，当成了隔绝监督和科学批评的盾牌，用了10年，
天下奇观。所以从1998年到2007年，将近10年之久... 阅读全帖 |
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w*********s
发帖数: 2136 | 29 Jeffry John Aufderheide
vactruth.com
05/25/2010
http://vactruth.com/2010/05/25/vaccines-rockefeller-social-control/
PART I.
History books proclaim with absolute certainty that the pinnacle of public
health is defined by the polio vaccine program. Disease finally conquered by
science. The polio effort was a benchmark for the public to mentally accept
the concept “shots prevent disease.” However, hidden to most Americans
was an elaborate Public Relations scheme being carefully applied by
Rockefell... 阅读全帖 |
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h********r
发帖数: 519 | 30 Transcriptional responses in honey bee larvae infected with chalkbrood
fungus.
Aronstein KA, Murray KD, Saldivar E.
BMC Genomics. 2010 Jun 21;11:391.PMID: 20565973 [PubMed - indexed for
MEDLINE]Free PMC ArticleRelated citations
2.
Proteome profile and lentiviral transduction of cultured honey bee (Apis
mellifera L.) cells.
Chan MM, Choi SY, Chan QW, Li P, Guarna MM, Foster LJ.
Insect Mol Biol. 2010 Oct;19(5):653-8. doi: 10.1111/j.1365-2583.2010.01022.x
. Epub 2010 Jun 7.PMID: 20546039 [PubMed - ... 阅读全帖 |
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z***c
发帖数: 2959 | 31 "The Party Controls All Aspects of Life in China."
Not anymore. No question, China was a totalitarian state under Mao Zedong's
rule from 1949 until his death in 1976. In those bad old days, ordinary
workers had to ask their supervisors' permission not only to get married,
but to move in with their spouses. Even the precise timing for starting a
family relied on a nod from on high.
Since then, the Chinese Communist Party has recognized that such intensive
interference in people's personal lives i... 阅读全帖 |
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w*********g
发帖数: 30882 | 32 平井宪夫揭示日本核电业惊天内幕——素人造核电，豆腐渣工程
作者：蜀中行 更新时间：2011-3-16
设施配管1级技士平井宪夫(1997年1月因癌症逝世)生前的最后吶喊。
/来自中华网社区 club.china.com/
/来自中华网社区 club.china.com/
关于平井宪夫：
1997年1月逝世。设施配管1级技士，核电事故调查国民会议顾问，核电劳工救济中
心代表，北陆电力志贺核电厂停止诉讼原告特别辅佐人，东北电力女川核电停止诉讼原
告特别辅佐人，福岛二号核电厂三号机运转停止诉讼原告证人。「核电劳工救济中心代
表」在他仙逝后，因后继无人关闭
"我不是反核运动家。这20年来，我一直在核电厂工作。社会上有听不完的拥核反
核理论，但我只想在这里告诉大家：「所谓的核电厂是这样一回事。」大部份的人都不
知道核电内部的实际情形。希望大家有耐心把这篇文章读完。所谓核电，跟各位所想的
或许有点出入。在那里，每天都有遭受放射线污染的工人，以及严重的岐视产生。
我的专长，是负责大型化学工场的内部配管施工与维修。快30岁时，日本掀起了一
阵核电建设的... 阅读全帖 |
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c**i
发帖数: 6973 | 33 (1) David A. Fulghum, New Chinese Ship-Based Fighter Progresses. Aviation
Week, Apr 27, 2011.
http://www.aviationweek.com/aw/generic/story_generic.jsp?
channel=aerospacedaily&id=news/asd/2011/04/27/02.xml&
headline=New%20Chinese%20Ship-Based%20Fighter%20Progresses
("Analysts and aircraft watchers in China say the aircraft’s first flight
was made on Aug. 31, 2009, powered by a Russian-supplied AL-31. Ukraine is
the source of China’s Su-33/Flanker D, U.S. analysts agree. 'Russia’s
carrier training... 阅读全帖 |
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D********r
发帖数: 522 | 34 This perfectly prooves that San's guardians were pressured by some
authorities, obviously not from the U.S. side, but from her own country.
All San's story is just a replicate of what have been told by the guardians,
who can support that the guardians really tried their best to protect San's
best insterest? They are in line with the Chinese Gymnastic Association.
桑兰表示，她前天晚上和当年在美国的监护人阿姨打了电话，两人聊了很多当年的
事情，据说，
与一家友好运动会有关联的公司曾经向她发过文字威胁， “内容是让她们不要胡说八
道，再说就要诉
诸法律。”桑兰还透露，在她当年就提出有人撤垫子的说法后，监护人阿姨也曾和有关
方面提及... 阅读全帖 |
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R*I
发帖数: 1840 | 35 小白兔这个冤啊，人家本来是人畜无害
http://www.ft.com/cms/s/0/4f19a01e-d2f1-11e0-9aae-
00144feab49a.html#axzz1Wc29O400
Water is the new weapon in Beijing’s armoury
By Brahma Chellaney
The writer is a professor at the independent Centre for Policy Research
in
New Delhi and author of Water: Asia’s New Battleground
China has aroused international alarm by using its virtual monopoly of
rare
earths as a trade instrument and by stalling multilateral efforts to
resolve
disputes in the South China Sea. Among its neighbou... 阅读全帖 |
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w***t
发帖数: 8175 | 36 BEIJING (AP) -- Chinese millionaire Su builds skyscrapers in Beijing and is
one of the people powering China's economy on its path to becoming the world
's biggest.
He sits at the top of a country -- economy booming, influence spreading,
military swelling -- widely expected to dominate the 21st century.
Yet the property developer shares something surprising with many newly rich
in China: he's looking forward to the day he can leave.
Su's reasons: He wants to protect his assets, he has to watch w... 阅读全帖 |
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u***r
发帖数: 4825 | 37 http://www.bloomberg.com/news/2011-12-23/foxconn-s-entry-into-s
Iphone Maker Foxconn’s Entry Into Solar May Cut Industry Margins
Foxconn Technology Group’s decision to start making solar power modules may
speed the rate at which margins are narrowing for Chinese manufacturers,
another blow for an industry already coping with a plunge in prices.
The Taiwanese company that’s the world’s biggest contract maker of
electronics including Apple Inc.’s IPhone started work on a solar-module
plant in Chin... 阅读全帖 |
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xt
发帖数: 17532 | 38 美国和中国之间建立一个replication服务器，所有交易一式两份。 |
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M*****8
发帖数: 17722 | 39 US military forces around Iran portend imminent attack
A former US official says Washington is deploying military forces around
Iran and calling off its wars in Iraq and Afghanistan to prepare for a
strike on Iran.
“Washington has made tremendous preparations for a military assault on Iran
,” Paul Craig Roberts, Assistant Secretary of the Treasury during Ronald
Reagan's presidency, wrote in an article titled “Will Iran Be Attacked? 44
US military bases surrounding Iran...” published on the Globa... 阅读全帖 |
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c********d
发帖数: 85 | 40 REALLY? Then
1) Those parents with kids, particularly with adult kids, should commit
suicide right away since they already get their DNA transmitted to the next
generation. Then why didn't they? Because they still care about themselves -
still want to exploit the non-material benefit of being alive, even for
poor people with little material wealth to earn in their final years.
2) By your argument, once stem cell replication is accomplished, you will
kill yourself anytime?
You are mixing many con... 阅读全帖 |
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s*******u
发帖数: 9508 | 42 下面是所有editor的信息，但是没有email地址。 应该能查出来。
大家给这些editor发信吧，comments的作用不是很大。
ABOUT THE EDITORS
Editor-in-Chief
Philip Campbell
London
Education: BSc, aeronautical engineering, University of Bristol; MSc,
astrophysics, Queen Mary and Westfield College, University of London; PhD
and postdoctoral fellowship, upper atmospheric physics, University of
Leicester. Areas of responsibility include: Co-Editor of Editorials,
editorial content and management of Nature, long-term quality of all Nature
Publications.
Ex... 阅读全帖 |
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S*********y
发帖数: 481 | 43 Nine Great American Companies That Will Never Recover
By Douglas A. McIntyre | 24/7 Wall St – Wed, Aug 8, 2012
Many American companies have been lauded for their rapid rise to greatness,
a process that sometimes takes less than a decade. These firms become
leaders in their industries, are renowned for innovation, phenomenal growth,
and, in the case of public corporations, their soaring share prices. Google
Inc. (NASDAQ: GOOG) usually makes the list, as does Apple Inc. (NASDAQ:
AAPL). At the othe... 阅读全帖 |
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D**S
发帖数: 24887 | 44 Who knows.
If TG replicates Shanghai's model nationwide, then the new tax will bound to
fail. Hopefully TG is not so NC as to not know clearly what it needs given
the overall situation of its taxation prospect. |
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l*****7
发帖数: 8463 | 45 http://popwatch.ew.com/2012/11/09/president-barack-obama-sarah-
President Barack Obama, Sarah Palin, and Steve Jobs join Bartlett's club
by Associated Press
Tags: Barack Obama, Bartlett's club, Sarah Palin, Steve Jobs, Books
Comments 5
Add comment
So much has changed since we last heard from “Bartlett’s Familiar
Quotations,” a decade ago.
Barack Obama was a state legislator. Sarah Palin was mayor of Wasilla. Steve
Jobs had just introduced a portable music player called the iPod.
And digital book... 阅读全帖 |
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s*****r
发帖数: 11545 | 46 WASHINGTON (AP) — A baby born with the virus that causes AIDS appears to
have been cured, scientists announced Sunday, describing the case of a child
from Mississippi who's now 2½ and has been off medication for about
a year with no signs of infection.
There's no guarantee the child will remain healthy, although sophisticated
testing uncovered just traces of the virus' genetic material still lingering
. If so, it would mark only the world's second reported cure.
Specialists say Sunday's a... 阅读全帖 |
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d****o
发帖数: 32610 | 47 就是说相当于神九的replication啊
。” |
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D**S
发帖数: 24887 | 48 China's shadow banking system is out of control and under mounting stress as
borrowers struggle to roll over short-term debts, Fitch Ratings has warned.
Fitch warned that wealth products worth $2 trillion of lending are in
reality a "hidden second balance sheet" for banks, allowing them to
circumvent loan curbs and dodge efforts by regulators to halt the excesses.
By Ambrose Evans-Pritchard
The agency said the scale of credit was so extreme that the country would
find it very hard to grow its wa... 阅读全帖 |
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r******y
发帖数: 3838 | 49 “Humans[edit]
The Trivers–Willard hypothesis has been applied to resource differences
among individuals in a society as well as to resource differences among
societies. Empirical evidence is mixed with higher support in better studies
according to Cronk in a 2007 review. One example, in a 1997 study, of a
group with a preference for females was Romani in Hungary, a low-status
group. They "had a female-biased sex ratio at birth, were more likely to
abort a child after having had one or more daugh... 阅读全帖 |
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d**e
发帖数: 2420 | 50 http://fangzhouzi.t.sohu.com
郎咸平为何离开纽约大学，国外的说法与吴丁杰《郎咸平真相》说的细节有出入，据自
称郎咸平在纽约大学的同事的人说是因为这两件事：
一、他和Rene Stulz合作的论文别人重复不出结果，怀疑是造假，找他要数据，他说数
据被电脑病毒毁了。（oh c'mon don't tell me you do by know the story... Larry
Lang was at NYU till a huge scandal that he fabricated the results of that
famous paper with Rene Stulz. noone could replicate their study when people
asked Larry for his data set a misteriois virus erased it from his computer.
Rene got off the hook because Larry was rub ing all the regressions.）... 阅读全帖 |
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