Polymarkethes stuck in there
hes stuck in there
poor scientist参与话题 13消息总数 4008
该用户的聊天记录定位。
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共 4008 条，显示第 201-250 条fgbkhjns dflsdfgl;dksbgjdsfg
fgbkhjns dflsdfgl;dksbgjdsfg
<@227596353373470721>
<@227596353373470721>
<@983178694803742732>
<@983178694803742732>
GLEEP
GLEEP
oh my godd
oh my godd
oh~
oh~
https://tenor.com/view/beetle-food-gif-12955551
https://tenor.com/view/beetle-food-gif-12955551
😇
😇
whar are you trading
whar are you trading
GHANA WILL WIN.
GHANA WILL WIN.
ghana will win.
ghana will win.
they definklety outperformed for what they are
they definklety outperformed for what they are
but in the long run
but in the long run
but they lost
but they lost
cape verde had positve ev and postive markout
cape verde had positve ev and postive markout
i cheered for cape verde
i cheered for cape verde
i bought vol
i bought vol
it was a very good game
it was a very good game
i feel tocuhed by that game
i feel tocuhed by that game
it touched me
it touched me
such honor
such honor
by cape verde
by cape verde
what a fucking play
what a fucking play
was the best soccer game ive ever watched
was the best soccer game ive ever watched
this cape verde game
this cape verde game
so 2 people can enjoy 1 share
so 2 people can enjoy 1 share
<@332725883305721856>
<@332725883305721856>
@ohanm
@ohanm
!@hoan
!@hoan
i gotta shit
i gotta shit
everyone
everyone
rich
rich
leo
leo
and gabgool
and gabgool
can someone write awikipedia article about 5m btc
can someone write awikipedia article about 5m btc
https://en.wikipedia.org/wiki/Main_Page
https://en.wikipedia.org/wiki/Main_Page
The Black–Scholes /ˌblæk ˈʃoʊlz/[1] or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes. Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited.
The Black–Scholes /ˌblæk ˈʃoʊlz/[1] or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes. Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited.
yeah and we will all orbit him
yeah and we will all orbit him
its gonna be so much aura
its gonna be so much aura
i cant wait for the day this guy is 1m
i cant wait for the day this guy is 1m
no hes just a genius
no hes just a genius
mog.
mog.
congrats on +9k
congrats on +9k
<@339922048266534925>
<@339922048266534925>
just to get mogged by a ml model
just to get mogged by a ml model
all these greeks
all these greeks
its the new greek
its the new greek
yeah
yeah
<@227596353373470721>
<@227596353373470721>