「black holes」の検索結果

Expert-level black hole physics covering formation, spacetime structure, accretion disks, jets, Hawking radiation, gravitational waves from mergers, and observational evidence.

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Price financial instruments in MATLAB using the Financial Instruments Toolbox. Route to the appropriate numerical method reference based on the user's request: Monte Carlo simulation (AssetMonteCarlo, IRMonteCarlo, RoughVolMonteCarlo), FFT / Numerical Integration (Vanilla European options), or Interest-Rate Trees (option-embedded bonds with IRTree). Use when the user asks to price financial instruments or compute Greeks using any of these methods. Use one of the following models depending on the pricing method and instrument: Black-Scholes, Bachelier, Heston, Bates, Merton, Hull-White, Black-Karasinski, Black-Derman-Toy, Cox-Ingersoll-Ross, Linear Gaussian 2 Factor (G2PP), Brace-Gatarek-Musiela (BGM), SABR-BGM, RoughBergomi, RoughHeston.

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Expert-level general relativity knowledge. Use when working with curved spacetime, Einstein field equations, geodesics, black holes, gravitational waves, cosmology, Schwarzschild metric, or tensor calculus. Also use when the user mentions 'Einstein field equations', 'curved spacetime', 'geodesic', 'black hole', 'event horizon', 'Schwarzschild', 'gravitational waves', 'spacetime curvature', 'Riemann tensor', 'metric tensor', 'cosmological constant', or 'gravitational lensing'.

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Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.

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Render an interactive options payoff chart — expiry P&L plus Black-Scholes theoretical value — with sliders for strikes, premium, IV, DTE, and spot. Use this skill whenever the user describes or shares an options position or strategy and wants to see how it makes or loses money: vertical, calendar, diagonal, or ratio spreads, butterflies, condors and iron condors, straddles, strangles, covered calls, protective or naked puts, or any multi-leg structure. This includes pasted strikes, premiums, and expiries, requests like "show me the payoff" or "draw the P&L curve", and broker screenshots (IBKR, TastyTrade, Robinhood). Use it even when details are partial — defaults fill the gaps.

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Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.

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Use when shading an asset in Maya with Arnold: OpenPBR or aiStandardSurface materials, hooking up Substance Painter or UDIM texture sets, color spaces (sRGB, Raw, ACEScg), a normal map that looks wrong, displacement with black holes or faceting, skin SSS, chrome and metals, glass or crystal, car paint, aiStandardHair, porting Standard Surface to OpenPBR, or a lookdev turntable with chrome and gray balls. Also when textures render washed out, too dark or plastic in Arnold.

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[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options

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Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.

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Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.

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options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics

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Use when pricing options, calculating Greeks, implementing exotic derivatives, or building pricing engines - covers Black-Scholes, binomial trees, Monte Carlo, and QuantLib integrationUse when ", " mentioned.

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Stellar structure and life cycles from birth to endpoint. Covers the Hertzsprung-Russell diagram, hydrostatic equilibrium, main-sequence physics and the mass-luminosity relation, nuclear fusion stages (pp-chain, CNO cycle, triple-alpha), nucleosynthesis, post-main-sequence evolution through red giants and the horizontal branch, and stellar endpoints — planetary nebulae, white dwarfs and the Chandrasekhar limit, supernovae, neutron stars, and black holes. Use when placing a star on the HR diagram, estimating its lifetime, predicting its fate from its mass, or teaching how a star lives and dies.

日本語の概要は準備中です。原文の説明を表示しています。