2009-12-01から1ヶ月間の記事一覧

ボラティリティ・スマイル

最近オプション取引を学びながら以上の単語を見ました。 The Black-Scholes formula for option pricing is based on the assumption of geometric Brownian motion of stock returns. Stock returns are considered to be normally distributed about a mea…

オートマトン、文法、言語、複雑系理論

最近オートマタ理論に関する本を読んでいます。What has captured my interest the most is the dependency relationship between four fundamental concepts of computer science: automata, grammars, languages, and computational complexity. The three…