By S. M. Ulam, A. R. Bednarek, Françoise Ulam
Lots of the principles provided continue their value this day, and . . . are completely fundmental, either from a ancient and from a systematic viewpoint.--Gian-Carlo Rota, Massachusetts Institute of expertise
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Additional info for Analogies Between Analogies: The Mathematical Reports of S.M. Ulam and his Los Alamos Collaborators
Main Concepts, Structures, and Instruments We have considered the above example from the buyer’s standpoint. We now turn to the writer’s position. In principle, he has two options: to sell stock that he has already (‘writing covered stock’) or to sell stock he has not at the moment (‘writing naked call’). The latter is very risky and can be literally ruinous: if the option is indeed shown for exercise (provided S2 > K ) , then, to meet the terms of the contract, the seller must actiially buy stock and sell it to the buyer a t the price K.
Before a substantial discussion of futures contracts it seems appropriate to consider a related form of agreement: so-called forward contracts. p) As in the case of futures contracts, a Forward contract is also a n agreement to deliver (or buy) something in the future at a specified (forward) price. The difference between futures and forward contracts is as follows: while forwards are usually sold without intermediaries, futures are traded at a specialized exchange, where the seller arid the buyer do not necessarily know each other and where a special-purpose settlement system makes a subsequent renouncement of the contract uneconomical.
We supplement Figs. 3-5, in which one clearly sees the vacillations of the DJIA and the S&P500 Index over a period of several years, by Fig. 6 depicting the behavior of the DEM/USD cross rate during o n e biisiness d a y (namely, Thursday, October 19, 1993). 1. 1946) in his thesis “Thhorie tie la spkculation” [ 121 published in Annales Scientifiqucs de 1’Ecole Norrnale Suphrieure, vol. 17, 1900, pp. 21~-86,where be proposed to regard S = (St)t>o as a random (stochastic) process. Analyzing the ‘experimental data’ on the prices Sia,, t = 0, A, 2A,.
Analogies Between Analogies: The Mathematical Reports of S.M. Ulam and his Los Alamos Collaborators by S. M. Ulam, A. R. Bednarek, Françoise Ulam
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