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@isa_pagani_: #lula2026 #eleicoes

Isa_Pagani🇧🇷🇺🇸
Isa_Pagani🇧🇷🇺🇸
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Monday 26 October 2026 00:21:14 GMT
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jose.clementino32
Jose clementino :
vencemos de Novo viva a democracia.
2026-10-26 01:41:23
3
robertodacosta1984
Roberto Rodrigues :
Kkkkkkkkkkkkkkvc venceu
2026-10-26 00:40:50
1
majordoobie
MajorDoobie :
2026-10-26 00:40:36
3
stay_malu.ka
stay_malu.ka☆ :
ainda não voto mas Bolsonaro nunca
2026-10-26 00:36:41
2
juu_viitoria04
julinha :
🙌🏻🌟🌟
2026-10-26 00:30:05
1
denysbatista5
Denys Batista :
👏👏
2026-10-26 02:39:29
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➡️ Part 32 of Quantitative Finance From Scratch: put call parity. A call gives you the right to buy a stock at the strike on a fixed date, and a put gives you the right to sell it at that price. If you buy a call and sell a put with the same strike and the same date, you end up buying the stock at the strike whatever happens, because above the strike you use your call, and below it the buyer of your put sells you the stock. That sure deal is worth the stock price today minus the present value of the strike, so the call minus the put equals the stock minus the present value of the strike. Our test run (putcall.py, 16 lines of plain Python) prices both options with Black Scholes for a stock and a strike of 100 dollars, a rate of 5 %, one year and a volatility of 20 %. The call costs 10.45 dollars and the put 5.57 dollars, and their difference of 4.88 dollars equals 100 minus 95.12, the present value of the strike. Six end prices drawn with seed 32 show that the call minus the put always pays the end price minus the strike. The rule needs no model for the stock price (Merton 1973), so traders use it to check quotes and to turn a call price into a put price. It holds exactly for European options, which can only be used at expiry, on stocks without dividends. #quantfinance #putcallparity #options #blackscholes #python
➡️ Part 32 of Quantitative Finance From Scratch: put call parity. A call gives you the right to buy a stock at the strike on a fixed date, and a put gives you the right to sell it at that price. If you buy a call and sell a put with the same strike and the same date, you end up buying the stock at the strike whatever happens, because above the strike you use your call, and below it the buyer of your put sells you the stock. That sure deal is worth the stock price today minus the present value of the strike, so the call minus the put equals the stock minus the present value of the strike. Our test run (putcall.py, 16 lines of plain Python) prices both options with Black Scholes for a stock and a strike of 100 dollars, a rate of 5 %, one year and a volatility of 20 %. The call costs 10.45 dollars and the put 5.57 dollars, and their difference of 4.88 dollars equals 100 minus 95.12, the present value of the strike. Six end prices drawn with seed 32 show that the call minus the put always pays the end price minus the strike. The rule needs no model for the stock price (Merton 1973), so traders use it to check quotes and to turn a call price into a put price. It holds exactly for European options, which can only be used at expiry, on stocks without dividends. #quantfinance #putcallparity #options #blackscholes #python
Biểu cảm của cổ đã cỡ đó, Mọi người vô ngay Sky Mars để hóng thành quả nha ✨✨✨ #skynews #idollive #livestream #skymars #truongnhadinh
Biểu cảm của cổ đã cỡ đó, Mọi người vô ngay Sky Mars để hóng thành quả nha ✨✨✨ #skynews #idollive #livestream #skymars #truongnhadinh

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