derivatives01 Eugen Fama derivatives increase the range of bets

来源: marketreflections 于 2011-08-31 16:27:08 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (7740 bytes)

The Physics of Finance: Dirty little derivatives secrets...

physicsoffinance.blogspot.com/.../dirty-little-derivatives-s... - Cached 
Jun 22, 2011 – As Eugen Fama puts it: "Theoretically, derivatives increase the range of bets people can make, and this should help to wipe out potential ...

►

  • The Physics of Finance: June 2011
    physicsoffinance.blogspot.com/2011_06_01_archive.html - Cached 
    Jun 29, 2011 – As Eugen Fama puts it: "Theoretically, derivatives increase the range of bets people can make, and this should help to wipe out potential ...

  • Q&A: Derivatives in an Efficient Market - Fama/French Forum
    www.dimensional.com/.../qa-derivatives-in-an-efficient-market.html - Cached - Block all www.dimensional.com results
    Mar 18, 2009 – EFF: Theoretically, derivatives increase the range of bets people can make, and this should help to wipe out potential inefficiencies. Whether ...

  • Fama/French Forum: March 2009 Archives
    www.dimensional.com/famafrench/2009/03/ - Cached 
    EFF: Theoretically, derivatives increase the range of bets people can make ...

  • Market Efficiency - Fama/French Forum: Search Results
    www.dimensional.com/mt/mt-search.cgi?blog_id=1&tag... - Cached 
    EFF: Theoretically, derivatives increase the range of bets people can make ...
    Show more results from dimensional.com
     

    • 所有跟帖： 

    • check001 Lawrence G. McMillan 20-day historical volatility the m -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (47737 bytes) () 09/01/2011 postreply 15:49:52

    • emh01 http://www.eurojournals.com/irjfe_43_04.pdf -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (108 bytes) () 09/01/2011 postreply 16:02:12

    • emh01 information, not panic contributes to the price change -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (133869 bytes) () 09/01/2011 postreply 16:02:37

    • gr01 每一点的引力场是有一个相应的引力场强度，可用有一个与之相等的加速度（相对于静止的观察者）的局域的加速参考系，亦即是局域 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (27920 bytes) () 09/01/2011 postreply 20:27:10

    • gr01 均匀引力场与加速系等效，惯性力与引力等效;在自由空间中没有必要引入局部惯性系的概念。但在非均匀引力场中，我们只能找到局 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (184 bytes) () 09/01/2011 postreply 20:35:49

    • gr01 在加速参考系中, . 一般不能使用笛卡尔坐标系, 必须使用曲线坐标系来确定物理空间中点的位置 . 在非欧氏空间中由于几 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (9715 bytes) () 09/01/2011 postreply 21:02:30

    • gr01 爱因斯坦发现，如果认为惯性质量和引力质量等效的话，那么，在引力场里面的惯性参照系，和非引力场作用下作加速运动的非惯性参 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (110 bytes) () 09/01/2011 postreply 21:19:50

    • ，“非对称”意味着封闭车厢观察者可以借力学等实验来确定该车厢的绝对运动，而绝对参考系的概念势必破坏惯性空间的均匀性和各向同性 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5520 bytes) () 09/01/2011 postreply 21:22:48

    • 爱因斯坦的异议是说，不可积标度因子理论如果正确，那么从0出发的两条路径，由于标度的连续变化，一般将会有不同大小，因而两个钟快慢将 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (17395 bytes) () 09/01/2011 postreply 21:35:36

    • 量子力学描述的物质的存在方式，有四种，而不是经典物理的二种,量子力学的时空不是刚性的，也不是弹性的，而是离散的。空间和时间，也粒 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (9043 bytes) () 09/02/2011 postreply 15:10:45

    • 时空貌似光滑， 其实却不然。 当我们探索到比原子核还小 10000 亿亿倍的尺度 (被称为普朗克尺度) 上时， 时空也许会显示出 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (78832 bytes) () 09/02/2011 postreply 15:21:15

    • 矩阵力学。海森堡:定量的关系来代替玻尔定性的对应原理 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5337 bytes) () 09/02/2011 postreply 21:00:39

    • 他把所有物理规则都按照矩阵形式书写，把已有的经典动力学方程和许多传统的物理量都按照矩阵数学来处理。在玻尔的量子化原子模型里，已经 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (19917 bytes) () 09/02/2011 postreply 21:08:36

    • 两个力学量对易就表明它们可以同时有准确的测量值，它们可以有共同的本征态,"若[F，G]=0，则[G，F]也为零。那么G的所有本征 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (8037 bytes) () 09/02/2011 postreply 21:40:39

    • 矩阵,本征值,本征向量,本征函数, - 量子力学,结构化学 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (35659 bytes) () 09/03/2011 postreply 06:57:33

    • dδ2 是与时间无关的空间坐标的微分二次型， -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (5055 bytes) () 09/01/2011 postreply 21:40:06

    • 量子化01 二次量子化—一个误解 -marketreflections- ♂ 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (14289 bytes) () 09/05/2011 postreply 10:49:26

    请您先登陆，再发跟帖！