Rép. : [anthroposophy] Re: Futures Market PAM
- You'll like this one Bradford...
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!
----Message original -----
De : holderlin66<holderlin66@...>
--- In email@example.com, "starbirdgarden"
> Can't wait for your comments on this one! Poindexter DARPA remember th=
> at logoIn Englis=
> with the all seeing eye atop the pyramid, overlooking the globe?
> h cockneyBradford 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
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
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.
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
2. The option can only be exercised at expiry (European
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
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-
List owner: firstname.lastname@example.org
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/