Dynamic Term Structure Modeling Beyond the Paradigm of Absolute Continuity

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Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (117 download)

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Book Synopsis Dynamic Term Structure Modeling Beyond the Paradigm of Absolute Continuity by : Sandrine Gümbel

Download or read book Dynamic Term Structure Modeling Beyond the Paradigm of Absolute Continuity written by Sandrine Gümbel and published by . This book was released on 2019* with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Term Structure Modelling Beyond Classical Paradigms - An FX-like Approach

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Publisher :
ISBN 13 : 9783906327983
Total Pages : pages
Book Rating : 4.3/5 (279 download)

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Book Synopsis Term Structure Modelling Beyond Classical Paradigms - An FX-like Approach by : Thomas Krabichler

Download or read book Term Structure Modelling Beyond Classical Paradigms - An FX-like Approach written by Thomas Krabichler and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dynamic Refinement of the Term Structure

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Publisher :
ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Dynamic Refinement of the Term Structure by : Christian P. Fries

Download or read book Dynamic Refinement of the Term Structure written by Christian P. Fries and published by . This book was released on 2020 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider a classical term structure model framework, ie, a Heath-Jarrow-Morton framework, on a time-discrete tenor, such as the London Interbank Offered Rate market model, using a sequence of tenor discretizations, where the tenors are valid for a specific simulation time interval. At time t_j, when a possible change of the tenor time discretization from T^{j-1};T^j occurs, the models fulfill a consistency condition such that the curve simulation is arbitrage-free for all times t. The setup then allows us to model dynamic refinements of the tenor structure and, as a special case, a quasi-time-homogeneous tenor structure. Our numerical results show that the time-homogeneous modeling approach improves other model aspects, eg, forward correlation and forward volatility. We discuss these aspects in the context of (valuation adjustment) exposure simulations.

Bics 4 Derivatives

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Publisher : BICs Press
ISBN 13 : 0976425300
Total Pages : 367 pages
Book Rating : 4.9/5 (764 download)

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Book Synopsis Bics 4 Derivatives by : Obi-Wan Yoda

Download or read book Bics 4 Derivatives written by Obi-Wan Yoda and published by BICs Press. This book was released on 2004-12 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: Please Checkout http://www.4bics.com/

The Structure of Scientific Revolutions

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Publisher : Chicago : University of Chicago Press
ISBN 13 :
Total Pages : 172 pages
Book Rating : 4.:/5 (312 download)

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Book Synopsis The Structure of Scientific Revolutions by : Thomas S. Kuhn

Download or read book The Structure of Scientific Revolutions written by Thomas S. Kuhn and published by Chicago : University of Chicago Press. This book was released on 1969 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Structure and Thought

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Publisher : Northwestern University Press
ISBN 13 : 0810146622
Total Pages : 284 pages
Book Rating : 4.8/5 (11 download)

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Book Synopsis Structure and Thought by : Daniel Sacilotto

Download or read book Structure and Thought written by Daniel Sacilotto and published by Northwestern University Press. This book was released on 2024-02-15 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a new understanding of representational cognition that synthesizes postwar philosophical approaches to the question of objective knowledge This study develops a novel account of representational cognition, explaining how cognitive systems progressively come to map the structure of their worlds. Daniel Sacilotto offers a constructive response to the critique of representation formulated throughout the post‐Kantian philosophical tradition. Rather than a skepticism or idealism whereby thinking can grasp appearances but never the real, representation, Sacilotto shows, is a constitutive dimension of cognitive systems’ creative capacity to know and intervene in the world of which they are part. Structure and Thought: Toward a Materialist Theory of Representational Cognition integrates various lines in contemporary philosophy, including those often seen as incommensurable or in irresolvable tension with one another. Sacilotto thus advances a productive synthesis of a materialist ambition to provide a creative and historical understanding of cognition with a structural realist account of representation. He shows how the different forms of sensory, discursive, and theoretical mediation that characterize human cognition are conducive to a realist epistemological framework that explains how the possibility of knowledge about a mind‐independent reality is conceivable.

Interest Rate Modeling

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Publisher :
ISBN 13 : 9780984422104
Total Pages : 1154 pages
Book Rating : 4.4/5 (221 download)

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Book Synopsis Interest Rate Modeling by : Leif B. G. Andersen

Download or read book Interest Rate Modeling written by Leif B. G. Andersen and published by . This book was released on 2010 with total page 1154 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its description of real-life model usage and for its expansive discussion of model calibration, approximation theory, and numerical methods."--Preface.

Thinking in Systems

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Publisher : Chelsea Green Publishing
ISBN 13 : 1603581480
Total Pages : 242 pages
Book Rating : 4.6/5 (35 download)

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Book Synopsis Thinking in Systems by : Donella Meadows

Download or read book Thinking in Systems written by Donella Meadows and published by Chelsea Green Publishing. This book was released on 2008-12-03 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classic book on systems thinking—with more than half a million copies sold worldwide! "This is a fabulous book... This book opened my mind and reshaped the way I think about investing."—Forbes "Thinking in Systems is required reading for anyone hoping to run a successful company, community, or country. Learning how to think in systems is now part of change-agent literacy. And this is the best book of its kind."—Hunter Lovins In the years following her role as the lead author of the international bestseller, Limits to Growth—the first book to show the consequences of unchecked growth on a finite planet—Donella Meadows remained a pioneer of environmental and social analysis until her untimely death in 2001. Thinking in Systems is a concise and crucial book offering insight for problem solving on scales ranging from the personal to the global. Edited by the Sustainability Institute’s Diana Wright, this essential primer brings systems thinking out of the realm of computers and equations and into the tangible world, showing readers how to develop the systems-thinking skills that thought leaders across the globe consider critical for 21st-century life. Some of the biggest problems facing the world—war, hunger, poverty, and environmental degradation—are essentially system failures. They cannot be solved by fixing one piece in isolation from the others, because even seemingly minor details have enormous power to undermine the best efforts of too-narrow thinking. While readers will learn the conceptual tools and methods of systems thinking, the heart of the book is grander than methodology. Donella Meadows was known as much for nurturing positive outcomes as she was for delving into the science behind global dilemmas. She reminds readers to pay attention to what is important, not just what is quantifiable, to stay humble, and to stay a learner. In a world growing ever more complicated, crowded, and interdependent, Thinking in Systems helps readers avoid confusion and helplessness, the first step toward finding proactive and effective solutions.

Social Science Research

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Publisher : CreateSpace
ISBN 13 : 9781475146127
Total Pages : 156 pages
Book Rating : 4.1/5 (461 download)

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Book Synopsis Social Science Research by : Anol Bhattacherjee

Download or read book Social Science Research written by Anol Bhattacherjee and published by CreateSpace. This book was released on 2012-04-01 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed to introduce doctoral and graduate students to the process of conducting scientific research in the social sciences, business, education, public health, and related disciplines. It is a one-stop, comprehensive, and compact source for foundational concepts in behavioral research, and can serve as a stand-alone text or as a supplement to research readings in any doctoral seminar or research methods class. This book is currently used as a research text at universities on six continents and will shortly be available in nine different languages.

New Paradigms for Local Public Transportation Organizations

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Publisher : Transportation Research Board
ISBN 13 : 9780309066501
Total Pages : 80 pages
Book Rating : 4.0/5 (665 download)

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Book Synopsis New Paradigms for Local Public Transportation Organizations by :

Download or read book New Paradigms for Local Public Transportation Organizations written by and published by Transportation Research Board. This book was released on 2000 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dynamic Models and Structural Estimation in Corporate Finance

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Publisher : Now Pub
ISBN 13 : 9781601985804
Total Pages : 174 pages
Book Rating : 4.9/5 (858 download)

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Book Synopsis Dynamic Models and Structural Estimation in Corporate Finance by : Ilya A. Strebulaev

Download or read book Dynamic Models and Structural Estimation in Corporate Finance written by Ilya A. Strebulaev and published by Now Pub. This book was released on 2012-10-02 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goals of this monograph are to explain the models and techniques and make it more accessible, introduce the main strands of this literature, and explain how dynamic models can be taken to the data and estimated, providing a guide to 3 methodologies: generalized method of moments, simulated method of moments, and maximum simulated likelihood.

An Evolutionary Paradigm for International Law

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Publisher : Springer
ISBN 13 : 1137376651
Total Pages : 592 pages
Book Rating : 4.1/5 (373 download)

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Book Synopsis An Evolutionary Paradigm for International Law by : J. Gillroy

Download or read book An Evolutionary Paradigm for International Law written by J. Gillroy and published by Springer. This book was released on 2013-12-05 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book transcends conventional social scientific method, political theory and its understanding of global governance to make the study of the philosophical essence of the international legal system fully accessible.

An Introduction to Hybrid Dynamical Systems

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Publisher : Springer
ISBN 13 : 1846285429
Total Pages : 189 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis An Introduction to Hybrid Dynamical Systems by : Arjan J. van der Schaft

Download or read book An Introduction to Hybrid Dynamical Systems written by Arjan J. van der Schaft and published by Springer. This book was released on 2007-10-03 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about dynamical systems that are "hybrid" in the sense that they contain both continuous and discrete state variables. Recently there has been increased research interest in the study of the interaction between discrete and continuous dynamics. The present volume provides a first attempt in book form to bring together concepts and methods dealing with hybrid systems from various areas, and to look at these from a unified perspective. The authors have chosen a mode of exposition that is largely based on illustrative examples rather than on the abstract theorem-proof format because the systematic study of hybrid systems is still in its infancy. The examples are taken from many different application areas, ranging from power converters to communication protocols and from chaos to mathematical finance. Subjects covered include the following: definition of hybrid systems; description formats; existence and uniqueness of solutions; special subclasses (variable-structure systems, complementarity systems); reachability and verification; stability and stabilizability; control design methods. The book will be of interest to scientists from a wide range of disciplines including: computer science, control theory, dynamical system theory, systems modeling and simulation, and operations research.

World Order Transition and the Atlantic Area

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Publisher : Springer Nature
ISBN 13 : 3030630382
Total Pages : 256 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis World Order Transition and the Atlantic Area by : Fulvio Attinà

Download or read book World Order Transition and the Atlantic Area written by Fulvio Attinà and published by Springer Nature. This book was released on 2021-01-20 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the current phase of world order transition in the Atlantic area, focusing on Europe and Northern America, Asia, and Africa. In particular, it describes four processes of world order transition, namely the decreasing American leadership, the rising power of China, the receding effectiveness of economy and security world policies, and the continued but inadequate operation of the world policy-making institutions. Part one of the book presents perspectives on world order transition developed by political science schools, i.e. the world hegemony and the power transition school, and by the experts of complexity theory, a newcomer in social sciences. These theories are best suited to explain the order transition and to supply consistent, complementary data and insights on the juncture of the four processes pushing for the creation of the new world order. Part two looks into the impact of order transition on the Atlantic area. The authors focus on the existing tensions and the potentials for change that affect the long-time relations between the USA, the European countries, and Canada. At the same time, the interference of China into the politics and economy of Europe is analyzed, in particular through a case study of the relations between China and the Baltic states.

Object-Based Image Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 3540770585
Total Pages : 804 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Object-Based Image Analysis by : Thomas Blaschke

Download or read book Object-Based Image Analysis written by Thomas Blaschke and published by Springer Science & Business Media. This book was released on 2008-08-09 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together a collection of invited interdisciplinary persp- tives on the recent topic of Object-based Image Analysis (OBIA). Its c- st tent is based on select papers from the 1 OBIA International Conference held in Salzburg in July 2006, and is enriched by several invited chapters. All submissions have passed through a blind peer-review process resulting in what we believe is a timely volume of the highest scientific, theoretical and technical standards. The concept of OBIA first gained widespread interest within the GIScience (Geographic Information Science) community circa 2000, with the advent of the first commercial software for what was then termed ‘obje- oriented image analysis’. However, it is widely agreed that OBIA builds on older segmentation, edge-detection and classification concepts that have been used in remote sensing image analysis for several decades. Nevert- less, its emergence has provided a new critical bridge to spatial concepts applied in multiscale landscape analysis, Geographic Information Systems (GIS) and the synergy between image-objects and their radiometric char- teristics and analyses in Earth Observation data (EO).

From Music to Sound

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Publisher : Routledge
ISBN 13 : 0429575017
Total Pages : 224 pages
Book Rating : 4.4/5 (295 download)

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Book Synopsis From Music to Sound by : Makis Solomos

Download or read book From Music to Sound written by Makis Solomos and published by Routledge. This book was released on 2019-10-28 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: From Music to Sound is an examination of the six musical histories whose convergence produces the emergence of sound, offering a plural, original history of new music and showing how music had begun a change of paradigm, moving from a culture centred on the note to a culture of sound. Each chapter follows a chronological progression and is illustrated with numerous musical examples. The chapters are composed of six parallel histories: timbre, which became a central category for musical composition; noise and the exploration of its musical potential; listening, the awareness of which opens to the generality of sound; deeper and deeper immersion in sound; the substitution of composing the sound for composing with sounds; and space, which is progressively viewed as composable. The book proposes a global overview, one of the first of its kind, since its ambition is to systematically delimit the emergence of sound. Both well-known and lesser-known works and composers are analysed in detail; from Debussy to contemporary music in the early twenty-first century; from rock to electronica; from the sound objects of the earliest musique concrète to current electroacoustic music; from the Poème électronique of Le Corbusier-Varèse-Xenakis to the most recent inter-arts attempts. Covering theory, analysis and aesthetics, From Music to Sound will be of great interest to scholars, professionals and students of Music, Musicology, Sound Studies and Sonic Arts. Supporting musical examples can be accessed via the online Routledge Music Research Portal.

Human Information Processing in Speech Quality Assessment

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Publisher : Springer Nature
ISBN 13 : 303071389X
Total Pages : 169 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Human Information Processing in Speech Quality Assessment by : Stefan Uhrig

Download or read book Human Information Processing in Speech Quality Assessment written by Stefan Uhrig and published by Springer Nature. This book was released on 2021-06-03 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a new multi-method, process-oriented approach towards speech quality assessment, which allows readers to examine the influence of speech transmission quality on a variety of perceptual and cognitive processes in human listeners. Fundamental concepts and methodologies surrounding the topic of process-oriented quality assessment are introduced and discussed. The book further describes a functional process model of human quality perception, which theoretically integrates results obtained in three experimental studies. This book’s conceptual ideas, empirical findings, and theoretical interpretations should be of particular interest to researchers working in the fields of Quality and Usability Engineering, Audio Engineering, Psychoacoustics, Audiology, and Psychophysiology.