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Rép. : [anthroposophy] Re: Futures Market PAM

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  • danifyou@tv.videotron.ca
    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
    Message 1 of 1 , Aug 3, 2003
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      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 anthroposophy@yahoogroups.com, "starbirdgarden"
      <starbirdgarden@b...> wrote:
      > Can't wait for your comments on this one! Poindexter – DARPA –
      remember th=
      > at logo
      > with the all seeing eye atop the pyramid, overlooking the globe?
      In Englis=
      > h cockney
      > talk – "They're havin' a laugh!"

      Bradford comments;

      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
      option life.
      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-
      dividend stock:

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