@scateiradanewmfx: ela falando sozinha #floptok #newfmxqueens💆‍♀️👑 #fyp #flop

gabi scateira ;-;
gabi scateira ;-;
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Monday 24 February 2025 17:53:59 GMT
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vitorrch_
🤓 :
ah q legal
2025-02-24 20:32:32
1384
ygonna_peidona
Lycho :
como assim é "Oi Diego" e não "Oi tia" ?💔💔💔💔💔
2025-02-26 04:31:36
40
cocagelad8
🇧🇷 :
Vaninha nos te amamos
2025-02-25 00:37:38
617
shizuko853
⩩┆(shizuki)*'° :
e baladas?eu pensei que era "como vai as palavras?"💔
2025-02-24 18:18:15
158
byel_158
byel💙 :
eu tentando puxar assunto com meu pai só para no final pedir dinheiro
2025-02-24 21:00:50
311
yumi_miniii
Yumi :
ela falando sozinha;---;
2025-02-24 21:02:40
433
anecws
𝖺𝗇𝖾 :
Oh, how cool
2025-03-13 22:42:22
11
real_otakubakemono
ᶻz﹒theo﹔♫︎ :
eo conversando com meus amgs e assim;--;
2025-02-24 22:12:34
28
rubyuby02
Ruby Machista :
eu escutava como vai as palavras
2025-02-28 03:44:13
2
dieg0_br4ndoo
Diego Brando :
Oii ;-;
2025-02-24 20:41:17
10
thiago.henrique.d37
Rolagozadadacabecagrossa :
Eu sendo igual o Diego 🔇;-;
2025-02-25 21:04:23
2
peguin.lascado
𝔖𝔫𝔞𝔨𝔢 :
Oi Diego tudo bem?:-;'-'
2025-02-25 00:54:47
5
shnfvies
￴ ￴ ￴￴￴ ￴ ￴ ￴ ￴ :
oi diego tudo bem ?
2025-02-25 11:09:07
2
linmazetcr
lins :
oi diego tudo bem
2025-02-24 22:47:07
1
bruno.guimartim
Bruno Guimarães :
Eu escutava como “oi tia” 😭
2025-02-28 00:32:52
1
pedroozito
pedrenrique :
ahh
2025-02-26 22:24:40
1
lahchaee
Lahh !! 😞 :
ah tá gostei
2025-09-26 02:44:31
1
crimsonyujii
￴￴￴ ￴￴￴￴￴ ￴￴￴￴ :
oi diego
2025-03-10 02:28:05
1
vitorsounds
Vitor Sounds :
ela falando sozinha
2025-03-11 16:43:27
1
valzinha_almeida
Cachorro Fértil 🐕 :
o privacy dele ❤️‍🔥
2025-03-04 16:43:58
1
zackinhopiva
zackinho :
jurava que era “como vai as palavras?”
2025-03-06 18:41:58
1
xandrois
Ziuunio :
ai que legal
2025-02-28 14:49:34
1
noctissjk
￴ ￴ ￴ :
aí amigo que legal bacana
2025-02-27 00:30:17
1
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Other Videos

➡️ Quantitative Finance from Scratch, part 38: the volatility smile Read the implied volatility out of the option price at every strike and every expiry, and the Black-Scholes model says you should get one flat surface. Real option markets do not give a flat surface. Implied volatility often rises at both ends, so the curve across strikes looks like a smile, hence the name. For options on a stock index the left end, at the low strikes, is much higher, which is called the skew. Low strikes belong to puts far below today's price, which work like insurance against a crash, and since the crash of October 1987 this insurance on index options has been priced with a higher volatility than the rest. The code (volsmile.py, 16 lines of plain Python) builds its own market: a stock at $100 that swings with 15 % volatility and, with a chance of 1 in 10, also crashes by about a quarter in one year. It simulates 100,000 years, scales them so the stock grows like money in the bank at 5 %, prices a call at nine strikes from 60 to 140 and turns each price into an implied volatility with the bisection search from part 31. Result: 19.9 % at strike 60, 17.3 % at 100 and 15.9 % at 140, a skew, because the crashes make big falls more likely than one bell curve allows. Without the crashes the same run gives a flat line near 15 %. Sources: L. Benzoni, P. Collin-Dufresne, R. S. Goldstein,
➡️ Quantitative Finance from Scratch, part 38: the volatility smile Read the implied volatility out of the option price at every strike and every expiry, and the Black-Scholes model says you should get one flat surface. Real option markets do not give a flat surface. Implied volatility often rises at both ends, so the curve across strikes looks like a smile, hence the name. For options on a stock index the left end, at the low strikes, is much higher, which is called the skew. Low strikes belong to puts far below today's price, which work like insurance against a crash, and since the crash of October 1987 this insurance on index options has been priced with a higher volatility than the rest. The code (volsmile.py, 16 lines of plain Python) builds its own market: a stock at $100 that swings with 15 % volatility and, with a chance of 1 in 10, also crashes by about a quarter in one year. It simulates 100,000 years, scales them so the stock grows like money in the bank at 5 %, prices a call at nine strikes from 60 to 140 and turns each price into an implied volatility with the bisection search from part 31. Result: 19.9 % at strike 60, 17.3 % at 100 and 15.9 % at 140, a skew, because the crashes make big falls more likely than one bell curve allows. Without the crashes the same run gives a flat line near 15 %. Sources: L. Benzoni, P. Collin-Dufresne, R. S. Goldstein, "Explaining asset pricing puzzles associated with the 1987 market crash", Journal of Financial Economics, 2011 (index option smiles relatively flat before the crash, a permanent steepening after it); D. S. Bates, "Post-'87 crash fears in the S&P 500 futures option market", Journal of Econometrics, 2000; J. C. Jackwerth and M. Rubinstein, "Recovering probability distributions from option prices", Journal of Finance, 1996; D. S. Bates, "Jumps and stochastic volatility: exchange rate processes implicit in Deutsche mark options", Review of Financial Studies, 1996 (smile in currency options). Honest notes: the 1987 statement is about options on a stock index; single stocks show a weaker skew (Bakshi, Kapadia and Madan, Review of Financial Studies, 2003). All prices in the video come from our own simulated crash model, not from a market, with one fixed crash size and at most one crash per year. #quantfinance #options #impliedvolatility #volatilitysmile #trading

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