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Poker: calc profit in tournaments
Post 302412396 by Corona688 on Monday 12th of April 2010 11:49:41 AM
04-12-2010
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I'm considering asking Silk Road to pay an attorney to set up a non-profit public UNIX foundation (and perhaps asking the trustee to donate this domain to that non-profit foundation). A public foundation could receive tax deductable contributions and we could use the funds to build some of the... (5 Replies)
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2. Shell Programming and Scripting
Hi,
I need subtract two date values (which are in day of the year format) and the output would give the remaining days. using the command date +"%j" i would get today's 'day of the year' i.e.,
> date +"%j"
256
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LEARN ABOUT HPUX
discretehedging
DISCRETEHEDGING(1) General Commands Manual DISCRETEHEDGING(1) NAME
DiscreteHedging - Example of using QuantLib SYNOPSIS
DiscreteHedging DESCRIPTION
DiscreteHedging is an example of using the QuantLib Monte Carlo simulation framework. By simulation, DiscreteHedging computes profit and loss of a discrete interval hedging strategy and compares with the outcome with the results of Derman and Kamal's Goldman Sachs Equity Derivatives Research Note "When You Cannot Hedge Continuously: The Corrections to Black- Scholes". SEE ALSO
The source code DiscreteHedging.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), EquityOption(1), Fitted- BondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org, http://www.gs.com/qs/doc/when_you_cannot_hedge.pdf AUTHORS
The QuantLib Group (see Authors.txt). This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib. QuantLib 20 September 2001 DISCRETEHEDGING(1)