I've finally put my hand over this once by you uttered out most important cinematic matter...

The result comes as this my Dear Friend of the Aegis...

Unaccounted Kindness and Behaviours;

Of Intelligence and Titan,

Real Beautiful Mind;

A Doctor and a Mine of Many Devices,

Loving one another,

Together with Wounds

And a Soul Risen from the Tomb;

Moral and Tricksters,

Recognizing the Will and the Wonder,

*The Flight to the Stars*

Against all odds, the Sirs to make it happen.

In an Eternal Spirit of Discovery,

To the Challenger Rebel with a Cause

Comes the Sweet Surprise:

Now you can Understand my Solid Friend,

All the way of course I was speaking of

'Gattaca' and Vincent!

Thanks!

----Message original -----

De : holderlin66<holderlin66@...>

--- In anthroposophy@yahoogroups.com, "starbirdgarden"

<starbirdgarden@b...> wrote:> Can't wait for your comments on this one! Poindexter DARPA

remember th=

> at logo

In Englis=

> with the all seeing eye atop the pyramid, overlooking the globe?

> h cockney

Bradford comments;

> talk "They're havin' a laugh!"

Dear Jan and friends. Firstly, as far as cutting edge goes, Steiner

was onto the equation, and I'm sure Jan and others can do a better

job, but the sanity, behind the insanity of betting on death,

terrorism and the idea of any regulations in this new Wall street

Pentagon market game, would move the whole world of betting into a

vast living and tracking of how incalculable gods handiwork is and

how to calculate it.

Thi all has to do with the Black and Scholes equation for where the

disappearing matter goes in flame? Will the universe die through

energy entrophy? Can we predict instinct, impulse and urges by a

complicated equation? Steiner not only talked about the math involved

with this, but also has struggled with the mighty issue of calculable

and incalculable forces in the Michael Letters and elsewhere.

These include tapping Grace, inner vision, fluxs of spiritual visual

and even perhaps intercession or tracking the incalculable movements

of say, a manifest Free Initiate such as Christian Rosenkreuz. Or the

mysterious weight of the Resurrected Being, or beings who cannot be

measured as HE cloths himself and appears material, touchable,

weighable, but disappears, vanishes, by what energy equation can the

missing energy by accounted for. My lame understanding of Black

Scholes equation and its slip into the market of greed. In other

words, between the flame and matter something is lost which people

cannot calculate. Something of the fire of the spirit is unaccounted

for in matter, which makes the universe a renewable resource instead

of one that will reach a death through full stop entrophy. Entrophy

and the slender spin of the etheric heart that moves the world is

something that this Poindexter wanted to investigate and he had some

good math but suffered in the usual curiosity under Ahrimanic

Symptomology.

Can we not account for all variables of movement, and if we tie greed

and profit to it, that should get the secrets of the world out into

the open... but that is just the tip of some very number, measure,

weight and entrophy ideas trying to locate SPIRIT- Grace and Christ

in unpredictable acts of Freedom. So these acts themselves, as the

bumper stickers tell us, by practicing unpredictable acts of kindness

you Pay it forward. Which amounts to running currents of

unpredictable forces not based on greed and prophet, but on

incalculable factors of grace that come through human reality and

stand at the crossroads of the Spiritual World.

Something was not accounted for, like weighing the body after the

soul leaves it.. (don't get any idea kids that that is what Spiritual

Science is about) as a matter of fact, because Spiritual Science

requires thinking, and not just feeling, the idea that Poindexter and

the nutballs were were working with was something very much like

Nostroadamus and a Fire Initiation.

The Black and Scholes equation is a prediction piece of math, but you

have to remember that Nostrodamus went into quatrain trances and

probably had a Perian Initiation behind him when he read FIRE, FLAME

and tapped the stream of matter and prediction. Now this raises the

Persian Initiation science that has come alive in the Black and

Scholes equation. Here there is a Matter/Spirit exchange, somewhat at

the Salamander level. Nostradamus was a sensitive to such a fire

initiation. We find Salamandar forces in animals and instincts as

fiery forces of blood before the higher Ego comes about.

Imagine the Elemental salamander spirits, who carry matter over to

spirit etc.. being engaged and chained into Ahrimanic predictive

mechanisms. The gnome commmunity has been harnessed into the bits and

bytes system here on the silicon world where gnome traffic and Earth

weight, as in Ahriman's need to know... just where does the matter

go, after the flame burns it? The etheric demonization of etheric

elves and elemental forces of growth..changed to Orcs..modified and

price fixed... these are Whore of Babylon ideas and I know I must

always sound like a nut ball, but that is as close as I can come to

the Poindexter Futures Market..

Somehow this equation - Please hand me my Karnak turban - has also

become a method of nural mapping of trading in high powered market

games. I'm sure the following will all be clear to you. Not! But

somehow in this area... if you research yourself, you will find

something of this argument couched in lots of current seminars where

financial wizards gather to glean more chained elementals in service

of their wills. (not actually so far from the truth if you extend

this)

Financial market volatility Analysis Using Dynamic Programming.

Abstract One of the most important problems in modern finance is

computing implied volatility -- volatility implied by the value of

financial securities written on underlying assets, $S$, whose prices

are subject to uncertainty. In their Noble Prize (1997 in Economic

Science) winning work, Black and Scholes described such uncertainty

by a stochastic process:

dS = \mu S dt + \sigma S dW

where $W$ is a standard Brownian Motion, $\mu$ is the drift of $S$,

and $\sigma$ is the instantaneous standard deviation of $S$ which

specifies its volatility.

Black and Scholes Model has forever changed the way both

practitioners and theoreticians view the veluation of derivative

securities. Volatility is a measure of the ``riskness'' of an asset,

a stock, for example. The Black and Scholes theory assumes that the

volatility of a asset (stock) is the same at all times and will

remain the same in the future irrespective of the direction of price

movements. In practice, however, if we look at the implied volatility

of variety of derivatives on a single asset, a persistent pattern

emerges: there is a volatility smile, $\sigma = \sigma(S, t)$ rather

than a constant volatility $\sigma$.

This paper presented a dynamic programming technique to estimate

the unknown stochastic volatilities by solving the inverse problem

associated with the parabolic partial differential equation governing

risk neutral derivative security prices. This technique can be

applied in a very general multi-factor setting.

http://www.financewise.com/public/edit/energy/weatherrisk/wthr-

options.htm

The Black & Scholes Model

European Option Pricing

Fischer Black & Myron Scholes are 2 economist, who in 1973 published

a paper which redefined finance and derivatives, with "The Pricing of

Options & Corporate Liabilities" featured in the Journal of Political

Economy in May of that year. The piece is arguably one of the most

important papers within finance theory to date and allows us to price

various derivatives, including options on commodities, financial

assets and even pricing of employee stock options.

Continuing from a previous piece they had written the year before

with Robert Merton titled "The Valuation of Option Contracts and test

of Market Efficiency" and combining it with PhD thesis written by a

University of Chicago student, they developed an analytical model

which eventually led to the formula we now know; The Black-Scholes

Option Pricing formula, used as a closed form solution to price

European vanilla options.

The Assumptions Underlying the Model

1. No dividends are paid out on the underlying stock during the

option life.

2. The option can only be exercised at expiry (European

characteristics)

3. Efficient markets (Market movements cannot be predicted)

4. Commissions are non-existent

5. Interest rates do not change over the life of the option (and are

known)

6. Stock returns follow a lognormal distribution

The Model (Non-Dividend)

The basic inputs to price a European option on a non-dividend paying

stock is as follows:

S = Underlying stock price

X = Strike price

r = Risk free rate of interest

V = Volatility

T-t = Time to maturity

We can then apply these input variables into the following set of

equations to derive the price for a European call option on a non-

dividend stock:

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