@park__jimin28: اسم الريكر من اعضاء بنقتان...؟ ♡💙#زوجه_جيمين_ام_كيان🐣🍡 #جيمين_ستان #جيمين_لي_وبس #جيمين #جيميناااه #جيمينشي #جيمينج #جيمين_ملك_الكيبوب #جيمين_لي💔📎 #بتس_الملوك_السبعه #BTS #fypシ #fypシ #fyp #fyp #CapCut

♡𝓙𝓲𝓶𝓲𝓷♡
♡𝓙𝓲𝓶𝓲𝓷♡
Open In TikTok:
Region: IQ
Wednesday 03 January 2024 20:36:35 GMT
19007
884
39
82

Music

Download

Comments

j.i.m.i.n.y.1995
★𝑱𝒊𝒎𝒊𝒏𝒚⁷🇩🇿★ :
تاي جونكوك جيهوب ❤🥀
2024-01-03 23:06:42
6
jjers_jjhh
. :
البايس جيمين الريكر جيهوب 💔❤
2024-01-08 08:35:16
4
jimin_btsm5
جيانا☁✨. :
ارام+كوك😂😂❤❤❤
2024-01-03 20:48:49
3
user10879105091050
عشق ياعلي💖 :
جنمين 🥰🥰🥰🥰🥰🥰🥰
2024-02-08 21:19:08
2
bts10530
💚ملاك💚 :
جنكوك
2024-01-05 08:19:55
2
mona78538
ننوش 🍫فراوله 🍓 :
Jungkook
2024-01-04 08:19:21
1
f.a.r.a.h_28
𝑭𝒂𝒓𝒂𝒉💋. :
جيمين
2024-01-04 09:01:39
1
z.22n6
(مًسِآ(♕)ـݛ/ ϺŜĮŘ) :
@💓메르니트💜 🥹🥹❤❤
2024-02-07 09:42:15
1
dodo88n
توته ❤ :
💜💜
2024-01-14 19:08:36
0
user1579167152295
😍 :
❤❤❤❤
2024-01-13 06:01:40
0
zahraalpo
ريال مدريد :
جيمين العمر الحياه🥺🥺
2024-01-21 21:22:00
0
vdjsusjddgiehrwhe
Vdjsusj Ddgiehrwheh :
😔😔😔
2024-01-23 17:10:10
0
user4567740795941
المتمرده💔💉💊 :
😁
2024-02-02 12:25:45
0
bts9146
♡𝒿𝓊𝓃𝒴𝓀ℴℴ𝓀♡ :
الباس جيمين حبيبي 😍😅
2024-02-02 23:53:03
0
user2449770707696
عراق :
😊
2024-02-12 20:07:22
0
user3321718061241
عّـــــلْـيِ 🖤🤍 :
🥰🥰🥰
2024-02-20 21:28:02
0
60_2ha
أيوته ✨ :
او جيمن ♥
2024-02-22 20:06:47
0
user6181209422873
جرح الزمن :
🥰🥰🥰
2024-03-24 11:36:04
0
dy1yuhqb9uzw
توتو🌷 :
@😊♥❤😘😔
2024-03-31 13:03:29
0
user5466862536561
زهراء حبيبه بابا :
فدوه🥰🥰🥰
2024-01-13 15:29:12
0
is.787
بےـغےـدآديےـهےـِ :
تاي والريكر جيمين 💜
2024-01-13 11:03:59
0
user1275533115687
جيست جيميو♡♕꧁꧂ :
جيمين وجين وشوكا❤❤❤
2024-01-09 03:33:45
0
yarn692
Ⓚ♡ :
تايي💞
2024-01-07 05:54:50
0
frostyx365
........؟ :
تاي جيمين كوك ❤🫀❤🫀
2024-01-05 19:01:23
0
To see more videos from user @park__jimin28, please go to the Tikwm homepage.

Other Videos

➡️ Part 30 of Quantitative Finance From Scratch: the Black-Scholes formula.  A call option is the right to buy a stock at a fixed price (the strike) on a fixed date. Fischer Black and Myron Scholes published the formula in 1973 (Journal of Political Economy), Robert Merton derived it another way, and in 1997 Scholes and Merton received the Nobel Memorial Prize in Economic Sciences. Black had died in 1995. C = S N(d1) - K e^(-rt) N(d2), with d1 = [ln(S/K) + (r + σ²/2) t] / (σ √t) and d2 = d1 - σ √t. S is today's stock price, K the strike, r the risk free rate, t the time to expiry in years, σ the volatility, and N the cumulative standard normal distribution. The stock's expected return does not appear, because stock and cash can copy the option. Our test run (blackscholes.py, 16 lines of numpy, seed 30): stock 100, strike 100, 1 year, rate 4 %, volatility 20 %. Then d1 = 0.3, d2 = 0.1, N(d1) = 0.618, N(d2) = 0.540, and the price is 61.79 - 51.87 = 9.93. One million risk neutral Monte Carlo prices give an average discounted payoff of 9.92 (standard error 0.014). With the stock at 100 the same option costs 4.49 with 3 months left and 15.08 with 2 years left. Honest notes: the model assumes a constant volatility and price paths without jumps. If you solve the formula backwards from real option prices, the volatility changes with the strike (the smile), so in practice each option gets its own implied volatility for the stock.  #quantfinance #blackscholes #options #finance #python
➡️ Part 30 of Quantitative Finance From Scratch: the Black-Scholes formula. A call option is the right to buy a stock at a fixed price (the strike) on a fixed date. Fischer Black and Myron Scholes published the formula in 1973 (Journal of Political Economy), Robert Merton derived it another way, and in 1997 Scholes and Merton received the Nobel Memorial Prize in Economic Sciences. Black had died in 1995. C = S N(d1) - K e^(-rt) N(d2), with d1 = [ln(S/K) + (r + σ²/2) t] / (σ √t) and d2 = d1 - σ √t. S is today's stock price, K the strike, r the risk free rate, t the time to expiry in years, σ the volatility, and N the cumulative standard normal distribution. The stock's expected return does not appear, because stock and cash can copy the option. Our test run (blackscholes.py, 16 lines of numpy, seed 30): stock 100, strike 100, 1 year, rate 4 %, volatility 20 %. Then d1 = 0.3, d2 = 0.1, N(d1) = 0.618, N(d2) = 0.540, and the price is 61.79 - 51.87 = 9.93. One million risk neutral Monte Carlo prices give an average discounted payoff of 9.92 (standard error 0.014). With the stock at 100 the same option costs 4.49 with 3 months left and 15.08 with 2 years left. Honest notes: the model assumes a constant volatility and price paths without jumps. If you solve the formula backwards from real option prices, the volatility changes with the strike (the smile), so in practice each option gets its own implied volatility for the stock. #quantfinance #blackscholes #options #finance #python

About