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@estevespablo8: 🎨Con este Plug in puedes colorear tus imágenes o videos con un estilo de film analógico de la manera más rápida posible. Está disponible para Premier, Fcpx y DaVinci. En su página web (dehancer.com) tienen la versión gratuita de prueba de 14 días y sin ser mención pagada es un PlugIn que me gustó mucho y terminé comprando. 🫡 Aunque los coloristas profesionales no sólo usan LUTs o este plugin para lograr sus tonos, Dehancer funciona perfecto para aquellos que aún no somos expertos en la colorizacion. 😮‍💨👌🏻 .#dehancer #filmemulation #colorgrade #correcciondecolor #aprendefotografia #fotografosmexicanos #filmmaker #fotografo

estevespablo
estevespablo
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Region: MX
Tuesday 10 October 2023 01:23:36 GMT
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Comments

billpurivargas
Bill Puri Vargas :
avisa cuando sale el crack
2023-10-10 03:20:50
16
thevazquezone
Vazquez19 :
UFF Justo lo que necesitaba, gracias crack
2023-11-26 18:38:31
0
dddz04
dddz04 :
Esta bien caro 💀
2024-12-11 01:11:31
1
dalu.top
dalu :
Para CAM o cel ? :v
2023-10-11 19:33:08
0
rq.portrait87
rq.portrait📸 :
cuando regresas a paris?
2023-10-10 07:36:49
0
ynaetry
NE A :
El iphone 15 pro ya cuenta con Log
2023-10-15 22:36:18
1
la__jefa_
☠️ARCE PEREZ :
saludos
2023-10-18 11:35:37
1
fat_bunny_ph
Fat bunny :
😎😌
2023-10-10 08:03:44
1
jpaul.view
Jhon Paul :
Ya salio el crack 😮‍💨
2023-10-10 09:06:19
3
To see more videos from user @estevespablo8, please go to the Tikwm homepage.

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اوصف امك بكلمه #اقتباسات #foryou #استوريات #اكسبلورexplore
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Gente no combinen tragos pls 😂🌈🫶 #pridemonth #colorthemedparty #fypシ
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#belli #belliclipfy @BELLI
➡️ Quantitative Finance from Scratch, part 35: how market makers make money. The first source is the spread. Like an exchange booth, a market maker buys a little below the fair price at the bid and sells a little above it at the ask, so every trade earns half the gap whatever the stock does next. After selling a call, it buys delta shares, so small moves no longer matter. The second source comes from the other Greeks: theta is the income, because the call it owes loses value every day, and gamma is the cost, because after every big move it must buy shares high and sell them low to keep the hedge. If the stock moves exactly as much as the implied volatility in the price, income and cost cancel. If it stays calmer, the market maker earns, and if it moves more, it loses. Vega is the risk to this income, because a jump in implied volatility makes the call it owes more expensive. If a customer sells it the call instead, everything flips. The code (marketmaker.py, 16 lines) sells our call from part 33 at the ask (fair $10.45, ask $10.55, bid $10.35) and hedges it every day on 2,000 simulated years with an implied volatility of 20 %. With a real volatility of 16 % it earns $1.59 per call on average and every path ends in profit; at 20 % it earns $0.10, about the spread; at 24 % it loses $1.41 and only 0.3 % of paths end in profit. Honest notes: a simplified model with one option, daily hedging, Black Scholes prices, constant volatility, no trading costs, no dividends and no other customers. Real market makers manage many options at once and also face fees, inventory limits and jumps. #quantfinance #options #marketmaking #greeks #finance
➡️ Quantitative Finance from Scratch, part 35: how market makers make money. The first source is the spread. Like an exchange booth, a market maker buys a little below the fair price at the bid and sells a little above it at the ask, so every trade earns half the gap whatever the stock does next. After selling a call, it buys delta shares, so small moves no longer matter. The second source comes from the other Greeks: theta is the income, because the call it owes loses value every day, and gamma is the cost, because after every big move it must buy shares high and sell them low to keep the hedge. If the stock moves exactly as much as the implied volatility in the price, income and cost cancel. If it stays calmer, the market maker earns, and if it moves more, it loses. Vega is the risk to this income, because a jump in implied volatility makes the call it owes more expensive. If a customer sells it the call instead, everything flips. The code (marketmaker.py, 16 lines) sells our call from part 33 at the ask (fair $10.45, ask $10.55, bid $10.35) and hedges it every day on 2,000 simulated years with an implied volatility of 20 %. With a real volatility of 16 % it earns $1.59 per call on average and every path ends in profit; at 20 % it earns $0.10, about the spread; at 24 % it loses $1.41 and only 0.3 % of paths end in profit. Honest notes: a simplified model with one option, daily hedging, Black Scholes prices, constant volatility, no trading costs, no dividends and no other customers. Real market makers manage many options at once and also face fees, inventory limits and jumps. #quantfinance #options #marketmaking #greeks #finance

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