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@shofiysalsabil1: Indian dulu yah wkwkw#shofiysalsabil1

ShofiY🫧
ShofiY🫧
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Sunday 25 October 2026 13:40:07 GMT
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hanikzfah02
hanikzfah03💞🎀 :
pertama kk☺️
2026-10-25 13:56:50
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choklat096
choklat 🍫 :
spil mulu matax
2026-10-25 14:04:21
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neng_fietry
🩵Neng_Fietry🩵 :
kedua kk
2026-10-25 13:58:24
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arsya.alfaqih60
lia205. :
suka bnget liat mbaknya🥰
2026-10-25 14:02:33
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produkjbr06
bang Abdul :
masyaallah pakek hijab Tamba cantik banget Kaka
2026-10-25 16:56:08
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クリップきた(笑) #荒野行動 #荒野の光 #おすすめ
クリップきた(笑) #荒野行動 #荒野の光 #おすすめ
➡️ Quantitative Finance from Scratch, part 33: delta and delta hedging. Delta is how much the price of an option moves when the stock moves by one dollar. For a call it lies between zero and one, and in Black Scholes it is N(d1), the same term as in the price formula from part 30. In our test run with the stock and the strike at $100, a 5 % rate, one year and 20 % volatility, the call costs $10.45 and has a delta of 0.64, so a $1 rise lifts the call by about 64 cents. Whoever sold the call holds 0.64 shares against it, and for small moves the loss on the call and the gain on the shares cancel out, which is called delta neutral. Because delta changes whenever the stock moves, the shares have to be rebalanced again and again. The code (delta.py, 16 lines, seed 33) also simulates 2,000 years of a stock with daily rebalancing: the hedged result has a spread of $0.44, against $15.39 without the hedge. Honest notes: the model assumes constant volatility, no trading costs and no dividends; real hedging adds costs and jumps the model does not see. Education only, not financial advice. #quantfinance #options #finance #delta #hedging
➡️ Quantitative Finance from Scratch, part 33: delta and delta hedging. Delta is how much the price of an option moves when the stock moves by one dollar. For a call it lies between zero and one, and in Black Scholes it is N(d1), the same term as in the price formula from part 30. In our test run with the stock and the strike at $100, a 5 % rate, one year and 20 % volatility, the call costs $10.45 and has a delta of 0.64, so a $1 rise lifts the call by about 64 cents. Whoever sold the call holds 0.64 shares against it, and for small moves the loss on the call and the gain on the shares cancel out, which is called delta neutral. Because delta changes whenever the stock moves, the shares have to be rebalanced again and again. The code (delta.py, 16 lines, seed 33) also simulates 2,000 years of a stock with daily rebalancing: the hedged result has a spread of $0.44, against $15.39 without the hedge. Honest notes: the model assumes constant volatility, no trading costs and no dividends; real hedging adds costs and jumps the model does not see. Education only, not financial advice. #quantfinance #options #finance #delta #hedging
pang md nyo #vibes #peacefull #nature #story #province
pang md nyo #vibes #peacefull #nature #story #province




عالطريقة العراقية بصراحة غير🤚🏻 البرياني العراقي بهالطريقة وانسي اي طريقة #وصفات
عالطريقة العراقية بصراحة غير🤚🏻 البرياني العراقي بهالطريقة وانسي اي طريقة #وصفات

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