@clarin.leica_: 🎧🎧🎧 JUST FEELIN' HIS MOMENT 🔥 #clarin #fyp #thelongestride #scotteastwood #brittrobertson

clarin.
clarin.
Open In TikTok:
Region: PH
Thursday 05 November 2026 05:47:06 GMT
338892
12684
24
229

Music

Download

Comments

dark_iagami
KirA :
The Long Ride
2026-11-05 12:06:02
2
ngangakagurl
Ediwow :
may happy ending ba yan?
2026-11-05 06:23:28
0
sepikprid3
SEPIK PRIDE :
title please
2026-11-05 10:19:13
0
carlhendricks8
Carl :
longest Journey
2026-11-05 15:37:58
0
joabna05
Joabna :
esse filme é muito bom, ótimo
2026-11-05 21:35:22
0
dgerry1
dgerry :
troppo bello questo film! 🥰
2026-11-05 20:16:46
0
officialfmborneo
فجرين محمد :
rodeo
2026-11-05 10:57:31
0
almiraanoya
miray :
tittle
2026-11-05 11:04:59
0
maxx8408
user26358185417044 :
Гарний фільм!)
2026-11-05 08:05:18
0
conchiitaa__
conchiitaa__ :
es el hijo de clint eastwood
2026-11-05 23:20:40
0
mkg.0719
⚜️MKG jr ♊⚜️🇨🇬 :
c'est quoi le titre s'il vous plaît
2026-11-05 09:51:55
0
mariaaline29538
Maria :
❤️❤️❤️
2026-11-05 23:58:16
1
tisza.martin7official
𝓣𝓲𝓼𝔃𝓪 𝓜𝓪𝓻𝓽𝓲𝓷 :
😎😎😎
2026-11-05 20:11:39
0
3019eee6
piolo pascual :
🥰🥰🥰
2026-11-05 08:11:33
0
zafar_0ff_
zafar_0ff_ :
😳😳😳
2026-11-05 15:43:35
0
pj5331
pj :
👍🏻👍🏻👍🏻
2026-11-05 11:59:29
0
userrgwlpb6biv
Özgür Öztürk306 :
👏👏👏
2026-11-05 09:11:07
0
dani_cabrera88
@dani.h.c 99 :
[Inocencia][Inocencia][Inocencia]
2026-11-05 17:11:40
0
user727918379926
lazaurs :
🥰🥰🥰
2026-11-05 07:52:52
0
movielast2
madmax ♠️ :
❤️❤️❤️
2026-11-05 05:58:48
0
tisza.martin7official
𝓣𝓲𝓼𝔃𝓪 𝓜𝓪𝓻𝓽𝓲𝓷 :
🥰🥰🥰
2026-11-05 20:11:42
0
To see more videos from user @clarin.leica_, please go to the Tikwm homepage.

Other Videos

➡️ 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

About