g****h
发帖数: 99 | 1 I am not clear about what type of market you want to model.
If it is not monopoly, it still can be monopolistic competitive market. How
many firms in the market? Two, a few, numerous, or one dominant with many
fringe firms?
The seller accepts different prices from customers? You said earlier that
the firm sets price to maximize profit. It is confusing.
You do not do anything. Demand will always drop as you increase price except
for Giffen goods. There are many models of price discrimination. You |
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g****h
发帖数: 99 | 2 When we say "the firm sets price to maximize profit", it does not mean we
have to assume a single price first. The price elasticity of demand is
already known when you have demand curve functions. So firms are actually
maximize profit after knowing its Ed at any price level.
As for the demand curve, firms may face a straight line single demand, a
kinked demand curve, or multiple demand curves for different kinds of
consumers or different scenarios. If you want to study the influence of Ed
on pri |
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a*****e
发帖数: 2503 | 3 【 以下文字转载自 Stock 讨论区 】
发信人: anisole (anisole), 信区: Stock
标 题: can anyone tell me where I could find the price of methanol, ethanol,glucose, acetate etc.?
发信站: BBS 未名空间站 (Thu Apr 24 16:22:45 2008)
can anyone tell me where I could find the price of methanol, ethanol,glucose
, acetate etc.?
market price and whole sale price?
can anyone tell me?
Thank you very much |
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h***z
发帖数: 233 | 4 In quantitative equity/market microstructure, people are interested in
making predictions on future movement of market prices. These quants are
typically in buyside firms such as the quantitative hedge funds. The
financial instruments that they are interested in tend to be highly liquid
and exchange traded (such as stocks and futures). For these instruments,
there are known market prices and the goal here is to take advantage of
differences in current market prices and future market prices pr |
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b***k
发帖数: 2673 | 5 ☆─────────────────────────────────────☆
rff (rff) 于 (Sun Nov 9 21:33:25 2008) 提到:
How do I understand option risk-neutral valuation? Why it works at all? Why
option pricing does not depends on underlying asset's expected return? I can
see it from binomial model and BS derivation, but intuitively, how can this
be understood by layman's words?
Hull said the risk preference was already included in the stock price. I
guess he means stock price S_{0}. But I don't think this price itself really |
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L****a
发帖数: 572 | 6 Put-call parity relationship means the call and put price for the
same strike and expiration is tied to a fixed relationship. Therefore,
if people think stock should go up, and they buy call to push up
call price, the corresponding put price should go up as well by
Put-call parity arbitrage. Therefore, in this case, only based on
the option prices, we can only say implied volatility is up, and
that's it.
However, from options with different strikes and expirations, it's
possible to get "implied |
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s********t
发帖数: 31 | 7 Just have this question in mind recently.
It seems interesting to me:
1. From B-S equation, stock price growth rate always > risk-free rate due to
the volatility of Stock. Since GDP growth rate is close to risk-free rate
(roughly speaking), investing in stock has return higher than the GDP growth
rate.
2. However, it 1 is true, over long time the stock price rises too fast over
economy rate, and the GDP growth rate can not support the stock price.
Eventually, the stock price will plumb (i.e., |
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a***r
发帖数: 146 | 8 Today's price is $110 tomorrow could be 110, 100 or 0
interest rate=0
can we price the call option with $100 striking price?
what if tomorrow could be 110(99% chance), 100(0.5%) or 0(0.5%)
can we price the option? |
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s*******u
发帖数: 35 | 9 pcasnik, if today's price is 100, you are right. but here the price is 110
to start from. So we actually have p1=1, p2=p3=0. Of course, this stock
does not make too much sense. But purely from pricing point of view, this
means we can price it. |
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a******u
发帖数: 66 | 10 as in Mark's interview book Question 2.4:
Suppose two assets in a BS world have the same volatility. If one of the
assets undergoes downward jumps at
random times, how will this affect option prices?
他的解释是option price的图像是convex, so when the price drops, the
difference between option price and
hedging stocks becomes bigger. Then他的结论是所以又downward jump的option贵。
我怎么觉得结论应该是反过来阿？
换个角度，如果stock降价，不应该option降价么？
大家帮忙看看？谢谢 |
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T*****w
发帖数: 802 | 11 如果Stock price follow mean reversion process， Option price如何受影響？
發現不同地方有不同的解答，
1） mean reversion process actually reduce the volatility , therefor option
price is cheaper;
2) in the risk neutral world, the drift of stock become rdt no matter what
's real drift, therefor
option price doesn't change.
到底哪個對阿?，
個人覺得 1）是對的， 畢竟第二個沒有考慮volatility （除非明確 assuming
volatility constant)...
多謝 |
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n******m
发帖数: 169 | 12 Suppose current EUR/USD=1.2
interest rate of EUR is 5%,
interest rate of USD is 1%.
The forward price of EUR/USD (in one year), by no arbitrage argument, is
then given by 1.2*e^{1%-5%}, which is less than 1.2
However, it is generally believed that raising interest rate will translate
into a rise of the value of underlying currecy. In reality, people have a
greater interest in holding high-interest-rate currencies. The demand then
will drive the price of the currency higher. So, if the interest r... 阅读全帖 |
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r**a
发帖数: 536 | 13 I can understand your statement for the perpetual options. For the perpetual
calls, the price is equal to the price of stocks (see Steve's method of
mathematical finance). But this is really different with the non-perpetual
call whose price is definitly not equal to the price of stocks. What I am
challeging the initial statement is for the non-perpetual american call it
is not correct. You can't ignore the max. Further, I do not think \tau\in[0,
T]\cup{\infty} is equivalent to saying \tau\in[0,\... 阅读全帖 |
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l********a
发帖数: 126 | 14 Option is of course not all about vol.
Implying forward from European options is possible because a put-call pair (
with the same strike) can replicate a forward. So in that case forward is
easily implied by option prices.
I was wondering if there is a similar thing for American options.
But it seems like the answer is NO.
The best thing you can do with American options in this regard is to make
something like "Amrican Forward", i.e. the contract to buy the underlyer at
the strike at ANY time be... 阅读全帖 |
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r**a
发帖数: 536 | 15 I have a question about the swaption pricing formula. We know that the
swaption can be viewed as a option based on coupon bond. So we can use the
short rate model and the option pricing formula on coupon bond to get the
price of swaption. We can also use the forward swap measure (see book "Term-
Structure Modesl" by Filipovie) and Black's formula to do the pricing. Does
anyone know the relation between the above different methods? Thanks a lot.
Furthermore, does anyone know where I can get some ... 阅读全帖 |
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S*********g
发帖数: 5298 | 16 1. I do not agree those are completely different. They are both predicting
price movement using historical pattern. Rule-based strategy typically works
on price while regression model typical works on return.
2.Trend-following used by typical CTA is just a very small subclass of rule-
based strategies. Most modern CTAs use strategies beyond trend-following.
3. Rule-based strategies can typically find supports in regression/
optimization results. For example, moving average trend-following/mean-
... 阅读全帖 |
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S*********g
发帖数: 5298 | 17 1. I do not agree those are completely different. They are both predicting
price movement using historical pattern. Rule-based strategy typically works
on price while regression model typical works on return.
2.Trend-following used by typical CTA is just a very small subclass of rule-
based strategies. Most modern CTAs use strategies beyond trend-following.
3. Rule-based strategies can typically find supports in regression/
optimization results. For example, moving average trend-following/mean-
... 阅读全帖 |
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C******n
发帖数: 9204 | 18 1. nonstationary price.只是为了方便。对return建模等价于对price建模。你要搞
pairs trading的话就是price之间的conintegration。
2. 人们更care return。 |
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b***y
发帖数: 554 | 19 【 以下文字转载自 JobHunting 讨论区 】
发信人: bugsy (points rich cash poor), 信区: JobHunting
标 题: Hiring $120-160K Sr. Business Analyst - Service Pricing Strategy -
Seattle
发信站: BBS 未名空间站 (Thu Jan 22 14:34:59 2015, 美东)
New Seattle position just opened $120 -160K depending on experience.
The analyst will be responsible for creating the optimal service pricing
strategy world-wide. Responsibilities range from competitive analysis to
modeling the impact of alternative prcing structures to evaluating the
effectiv... 阅读全帖 |
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b***y
发帖数: 554 | 20 【 以下文字转载自 JobHunting 讨论区 】
发信人: bugsy (points rich cash poor), 信区: JobHunting
标 题: Hiring $120-160K Sr. Business Analyst - Service Pricing Strategy -
Seattle
发信站: BBS 未名空间站 (Thu Jan 22 14:34:59 2015, 美东)
New Seattle position just opened $120 -160K depending on experience.
The analyst will be responsible for creating the optimal service pricing
strategy world-wide. Responsibilities range from competitive analysis to
modeling the impact of alternative prcing structures to evaluating the
effectiv... 阅读全帖 |
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b***y
发帖数: 554 | 21 【 以下文字转载自 JobHunting 讨论区 】
发信人: bugsy (points rich cash poor), 信区: JobHunting
标 题: Hiring $120-160K Sr. Business Analyst - Service Pricing Strategy -
Seattle
发信站: BBS 未名空间站 (Thu Jan 22 14:34:59 2015, 美东)
New Seattle position just opened $120 -160K depending on experience.
The analyst will be responsible for creating the optimal service pricing
strategy world-wide. Responsibilities range from competitive analysis to
modeling the impact of alternative prcing structures to evaluating the
effectiv... 阅读全帖 |
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w*******y
发帖数: 60932 | 23 Sandals clearance going on at sportchalet.com. Got this in the email today:
Link:
http://www.sportchalet.com/category/sandals clearance sale.do
40% OFF already reduced price
with Coupon Code: SANDALS40OFF
They ran this recently, but these prices seem to be even better. Check it
out below. I did a quick price and the prices are 30-40% lower than anything
right now (after coupon).
Keen Men's Newport $42
Keen Men's Ormond $36
Teva Men's Terra Fi 2 $30
Teva Men's Spoiler Classic $24
Merrell Women's |
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w*******y
发帖数: 60932 | 25 Citi just introduced a program by which if you purchase an item, and Citi
finds it at a lower cost within 30 days, they will refund you the difference
, up to $250.
Seems this could have some lucrative prospects in cases where you know that
the price of an item will drop soon. For example, purchasing a $100 item on
amazon with a $20 rebate, knowing the item will go on sale at best buy next
week for $70. You can get the item for $50!
To sign up, you need to receive a promotion code from citi, and... 阅读全帖 |
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w*******y
发帖数: 60932 | 26 Playboy : The Complete Centerfolds $80.98 (list price $500) @ Barnes & Noble
.com
Link:
http://search.barnesandnoble.com/Playboy/Hugh-M-Hefner/e/9781615532056/?itm=2&USRI=playboy the complete centerfolds
List Price $500.00
Online Price $337.50
Clearance Sale $89.98
Use 10% discount code to get $9 off: U3J3R3T (from FW expires 10/19/10) or
A7V4L7A (from google search unknown expires date)
FW and E bates currently has 4% cashback as well.
Final price $80.98 before tax with free shipping and cashba... 阅读全帖 |
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w*******y
发帖数: 60932 | 28 Link:
http://www.walmart.com/ip/Fisher-Price-Little-People-Animal-Sounds-farm-w-Bonus-5-eGift-Card/15162139
Fisher-Price Little People Animal Sounds Farm with Bonus $5 eGift Card
was 38.54 now 29.00
it is 38.54 on amazon too
Get a bonus $5 eGift Card when you purchase the Fisher-Price Little People
Animal Sounds Farm. Your child will love the toddler-appropriate activities,
and you will love the savings! You can use the eGift card towards any
purchase at Walmart.com or samsclub.com.
Bundle inclu... 阅读全帖 |
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w*******y
发帖数: 60932 | 29 Mega 2 Day Sale at Toys R Us - prices good Friday and Saturday.
They have the Bounce and Spin Zebra:
http://www.toysrus.com/product/index.jsp?productId=2298888
for $22.49 (reg $45). Pretty good price, great reviews. Picked one up
for my youngest for his 1st bday in March.
I am well aware when posting this that it is OOS online right now but it can
still be bought online and picked up free in store or you can check to see
if your local store has it in stock when you select pick up in store. ... 阅读全帖 |
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w*******y
发帖数: 60932 | 32 Came across this in my price alerts today - Amazon.com cut the price in half
, but it ships in 3-5 weeks. FS with Prime. Lowest price ever for this if
you can wait for the shipping - Ebay is around $25 lowest price shipped,
and Amazon has sold it at a low of $14.99 prior.
Linky:
http://www.amazon.com/Xbox-360-Kinect-Wall-Mount/dp/B0040Y3K9U/
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w*******y
发帖数: 60932 | 36 Since Dane is unable to promote his own company here by starting a new
thread on it, I figured I'd do him an unasked-for favor and promote his
company anyway, as a happy customer for several months now.
NEW RATES FOR SONIC.NET FUSION SERVICE:
$39.95/month for single-line ADSL (same price as Dec. 2010; no price drop)
$69.95/month for two-line Fusion residential (down from $79.95)
$49.95/month or $89.95 month for small business (single line vs. two-line;
old price was $60 and $120, respectively)
W... 阅读全帖 |
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w*******y
发帖数: 60932 | 37 Piggybacking off last year's Samsung thread, I'd like to generate a wiki for
the 3 major plasma brands for 2011. Most of the manufacturers place
restrictions on pricing and don't allow online retailers to show prices
until final checkout. This thread will allow us to weed through those
restrictions and find the best current prices.
I am much more informed with pricing on the higher end models for all 3
manufacturers, but admittedly, I could use some help on the lower end.
Please help me keep t... 阅读全帖 |
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w*******y
发帖数: 60932 | 38 Here's what I did... good luck!
1) Amazon is running a promotion where if you buy select LG LED-LCD TVs you
get a free soundbar. Link to promotion: Link:
http://www.amazon.com/gp/feature.html/ref=amb_link_356675062_2?
2) Frys in Dallas, TX is offering the LG 47LV5500 for $699.
3) I added the LG 47LV5500 and the matching soundbar to my cart on Amazon
and called 866-423-5355
4) I spoke with a customer service rep and walked them through the process
of how I obtained the $699 price on Frys. Even th... 阅读全帖 |
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w*******y
发帖数: 60932 | 40 Need Prime or to add $6.12 to get Free Super Saver Shipping.
Fisher-Price My Toon TV:
http://www.amazon.com/Fisher-Price-P6798-My-Toon-TV/dp/B001W1PR
List Price: $74.99
Price: $18.88 & eligible for FREE Super Saver Shipping on orders over $25
. Details
You Save: $56.11 (75%)
In Stock.
Sold by ZANY Values and Fulfilled by Amazon. Gift-wrap available.
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w*******y
发帖数: 60932 | 41 Link:
http://travela.priceline.com/promo/coupon.do?couponType=generic
Enter your email address (registered users) and you will see the following
message:
Congratulations [name],
Your $20 hotel Bonus Cash has been deposited into your account and expires
on Wednesday, September 7, 2011 at 11:59 PM ET.
Use your Bonus Cash now!
Not ready to negotiate a deal yet? Don't worry! When you are ready, simply
sign into your profile and visit "my rewards". Click on the "Redeem this
coupon now" link and start... 阅读全帖 |
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w*******y
发帖数: 60932 | 42 Samsung Steam Washer and Dryer Models WF448AAP (3,9 cu. ft) and DV448AEP (7.
4 cu. ft) for $499 each. Normally around $1200 each.
Specifications
Features
* Internal Water Heater
* 14 Wash Cycles
* Stainless Drum
* End of Cycle Signal
* Pre Wash
* SilverCare
* SteamCare
Dimensions
* 3.9 cu. ft. Capacity
* 35" Deep When Stacked
* 32 Inches Deep
* 39 Inches High
* 27 Inches Wide
* 34 5/8 Inches Shipping Depth
* 43 Inches Shipping Depth
* 2... 阅读全帖 |
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w*******y
发帖数: 60932 | 43 Link:
http://money.cnn.com/2011/10/24/pf/walmart_shopping/
The price guarantee program is good on purchases made Nov. 1 through Dec. 25
that are available at a competitor's store within the same local market.
To get a gift card for the difference, customers must bring in their
original receipt and the local competitor's printed ad before Dec. 25. Items
placed on layaway are also eligible for the Christmas price guarantee.
The offer excludes Black Friday ads and Internet pricing, among other
rest... 阅读全帖 |
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G*******s
发帖数: 10605 | 44 【 以下文字转载自 SmartShopper 俱乐部 】
发信人: GoRockets (火箭加油), 信区: SmartShopper
标 题: Crocs Sale Price Starting 2 Pairs $15 for Kids or $22 for Adults
发信站: BBS 未名空间站 (Thu Oct 27 21:54:05 2011, 美东)
Crocs: Sale + Buy 1 Get 1 50% off. Prices starting at 2 for $15 for Kids or
2 for $22 for Adults + Free Shipping. Follow the steps to save:
1. Click here to view all ON SALE items.
2. Add 2 pairs of Crocs to cart
3. In cart, apply codes SAVE50 and FALLSHIP
4. Price of the price of the 2nd pair should decrease by ... 阅读全帖 |
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w*******y
发帖数: 60932 | 45 Free Ship shows in cart
Sizes may vary depending on style
Womens Shoe Clearance:
http://www.6pm.com/search/null/filter/pricingTag/"CC1"
#!/search/null/filter/pricingTag/%22CC1%22/txAttrFacet_Gender/%22Women%22/
zc1/%22Shoes%22/sort/price/asc" rel="nofollow" target="_blank" onclick="_gaq
.push(['_trackEvent', 'thread', 'click', '3475380 - womens-shoe-clearance-at
-6pm-with-free-ship-betula-sandals-starting-at-7-many-prices-under-10fly-
flot-italian-clogs-14']);">Womens Shoe Clearance [Womens... 阅读全帖 |
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w*******y
发帖数: 60932 | 47 I don't know if this is the right forum to post this to or if this has been
posted before.
From today (11/18/2011), Staples only price matches to select retailers.
The list of select retailers Staples will price match is as follows: Amazon,
Best Buy, Costco, Dell, Hewlett Packard, Office Depot, Office Max, Quill,
Medical Arts Press, Reliable, Sam's Club, Wal-Mart, WB Mason, and Xerox.
Staples price match policy can be found at this link
Link:
http://www.staples.com/sbd/cre/programs/customerservi... 阅读全帖 |
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w*******y
发帖数: 60932 | 49 Just got an email from Pageplus:
quote
We are pleased to announce that effective December 7th, the price of the
Unlimited Talk n Text plan will be lowered from $44.95 to $39.95! This plan
now offers even more value for those customers who need unlimited calling
and texting, but do not require much data usage or mainly utilize Wi-Fi for
data.
Starting December 7th, Unlimited Talk n Text PINs will load at a $39.95
value. Customers currently on the plan will be charged $39.95 on their next
monthly ... 阅读全帖 |
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