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Suminda Sirinath Salpitikorala Dharmasena

Option Gain

Hi,

I have a feeling that using Delta is not the most optimal way to hedge or create neutral strategies when the delta is not a constant. Delta deals with small movements but in “wild” markets such movements would be large before the opportunity to rebalance. Even if rebalancing is done it would be very frequent and the transaction cost would be large. I would advocate strategies which would consider the completer evolution of the Greeks and discretaised influence when a value suddenly jumps. The values that make large discrete jumps could be interest rates and dividend payments, while price could make small and mid size jumps depending on liquidity.

Best regards, Suminda Sirinath Salpitikorala Dharmasena

My Patent Links

PCT Filing
Patent Document: http://sirinath1978m.googlepages.com/IISC-DISC-SISC-RMISC-20060924082324-SumindaSirinathSalpitikoralaDharmasena.pdf
Patent Drawings: http://sirinath1978m.googlepages.com/IISC-20061016090750-SumindaSirinathSalpitikoralaDharmasena.pdf
Patent Document: http://sirinath1978m.googlepages.com/PCTIISC-DISC-SISC-RMISC_preview.pdf

OTHER
Brief paper v1: http://sirinath1978m.googlepages.com/BriefPaperIISC-20060724222043-SumindaSirinathSalpitikoralaDharmasena.pdf
Brief paper v2: http://sirinath1978m.googlepages.com/BriefPaperIISCv2-20060924081509-SumindaSirinathSalpitikoralaDharmasena.pdf

PCT Preview 2: http://sirinath1978m.googlepages.com/PCTIISC-DISC-SISC-RMISCv2_preview.pdf

 

SL Filing
Patent Document: http://sirinath1978m.googlepages.com/IISC-DISC-SISC-RMISC-20060423083851-SumindaSirinathSalpitikoralaDharmasena.pdf
Patent Drawings: http://sirinath1978m.googlepages.com/IISCPatentDrawings.pdf

SLIC
Presentation: http://sirinath1978m.googlepages.com/IISCPresentation-20060528093445-SumindaSirinathSalpitikoralaDharmasena.pdf

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Thanking you.
Best regards,
Suminda Sirinath Salpitikorala Dharmasena B.Sc. (Hon.) Comp. & I.S., Lon.

The intuitive mind is a sacred gift and the rational mind is a faithful servant. We have created a society that honours the servant and has forgotten the gift. - Albert Einstein

Address:
6G, 1ST LANE,
PAGODA ROAD, PAGODA,
NUGEGODA 10250,
[COLOMBO DISTRICT, WESTERN PROVINCE,]
SRI LANKA.

Telephone: +94-(0)11-5 364614 Mobile: +94-(0)714-322 975

(c) Suminda Sirinath Salpitikorala Dharmasena. All rights reserved.
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Sri Lanka Patent 13819

Dear Sir,

I have filed for a patent (SL Pat # 13819) for a new computer architecture. I feel this would have a definite edge over the current computer architectures and would have a would also even outperform the some of the recent data flow computing advancements.

My architecture will enable data flow like computing without the traditional overhead of data tagging and token matching overheads.

It will certainly out perform the RISC and CISC architectures available.

I am looking into opportunities to commercialise this internationally. Please advice me on this.

I am looking forward to hear from you. Also please send you your policy on licensing external ideas and if you have defined policies on royalties to externally sourced ideas.

Please forward this information to the appropriate person in the company if you are not in a position to respond to this inquiry.

--
Thank you.
Best regards,
Suminda Sirinath Salpitikorala Dharmasena B.Sc. (Hon.) Comp. & I.S., Lon.

The intuitive mind is a sacred gift and the rational mind is a faithful servant. We have created a society that honors the servant and has forgotten the gift. - Albert Einstein

Address:
6G, 1ST LANE,
PAGODA ROAD, PAGODA,
NUGEGODA 10250,
[COLOMBO DISTRICT, WESTERN PROVINCE,]
SRI LANKA.

Website:
http://sirio.sourceforge.net/

Use of JIT for Dynamically scaling Computer Architectures

JIT can be used more effectively for dynamically scaling computers and clusters so that all available resources are best used.