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The Cev Model Revisited
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Book Synopsis The CEV Model Revisited by : Wen Cheng
Download or read book The CEV Model Revisited written by Wen Cheng and published by . This book was released on 2014 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note introduces a mathematically rigorous short time approximation of the transition density function of the CEV model. We first apply a change of variable to the CEV operator and transform it to a Schrodinger operator with an inverse square potential, and then construct a Neumann series to the new opeator under weighted Sobolev spaces. To the author's knowledge, this is the first time that a mathematically rigorous construction for the CEV model is obtained in the financial mathematics literature.
Download or read book Ring Theory V1 written by and published by Academic Press. This book was released on 1988-06-01 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ring Theory V1
Book Synopsis Stochastic Interest Rates by : Daragh McInerney
Download or read book Stochastic Interest Rates written by Daragh McInerney and published by Cambridge University Press. This book was released on 2015-08-10 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.
Book Synopsis The Lie Theory of Connected Pro-Lie Groups by : Karl Heinrich Hofmann
Download or read book The Lie Theory of Connected Pro-Lie Groups written by Karl Heinrich Hofmann and published by European Mathematical Society. This book was released on 2007 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lie groups were introduced in 1870 by the Norwegian mathematician Sophus Lie. A century later Jean Dieudonne quipped that Lie groups had moved to the center of mathematics and that one cannot undertake anything without them. If a complete topological group $G$ can be approximated by Lie groups in the sense that every identity neighborhood $U$ of $G$ contains a normal subgroup $N$ such that $G/N$ is a Lie group, then it is called a pro-Lie group. Every locally compact connected topological group and every compact group is a pro-Lie group. While the class of locally compact groups is not closed under the formation of arbitrary products, the class of pro-Lie groups is. For half a century, locally compact pro-Lie groups have drifted through the literature, yet this is the first book which systematically treats the Lie and structure theory of pro-Lie groups irrespective of local compactness. This study fits very well into the current trend which addresses infinite-dimensional Lie groups. The results of this text are based on a theory of pro-Lie algebras which parallels the structure theory of finite-dimensional real Lie algebras to an astonishing degree, even though it has had to overcome greater technical obstacles. This book exposes a Lie theory of connected pro-Lie groups (and hence of connected locally compact groups) and illuminates the manifold ways in which their structure theory reduces to that of compact groups on the one hand and of finite-dimensional Lie groups on the other. It is a continuation of the authors' fundamental monograph on the structure of compact groups (1998, 2006) and is an invaluable tool for researchers in topological groups, Lie theory, harmonic analysis, and representation theory. It is written to be accessible to advanced graduate students wishing to study this fascinating and important area of current research, which has so many fruitful interactions with other fields of mathematics.
Book Synopsis Model Theory and Applications by : O.V. Belegradek
Download or read book Model Theory and Applications written by O.V. Belegradek and published by American Mathematical Soc.. This book was released on 1999 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of papers on model theory and its applications. The longest paper, "Model Theory of Unitriangular Groups" by O. V. Belegradek, forms a subtle general theory behind Mal'tsev's famous correspondence between rings and groups. This is the first published paper on the topic. Given the present model-theoretic interest in algebraic groups, Belegradek's work is of particular interest to logicians and algebraists. The rest of the collection consists of papers on various questions of model theory, mainly on stability theory. Contributors are leading Russian researchers in the field.
Book Synopsis Building Models by Games by : Wilfrid Hodges
Download or read book Building Models by Games written by Wilfrid Hodges and published by Courier Corporation. This book was released on 2006-01-01 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume introduces a general method for building infinite mathematical structures and surveys applications in algebra and model theory. It covers basic model theory and examines a variety of algebraic applications, including completeness for Magidor-Malitz quantifiers, Shelah's recent and sophisticated omitting types theorem for L(Q), and applications to Boolean algebras. Over 160 exercises. 1985 edition.
Book Synopsis Efficient pricing algorithms for exotic derivatives by : Roger Lord
Download or read book Efficient pricing algorithms for exotic derivatives written by Roger Lord and published by Rozenberg Publishers. This book was released on 2008 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Proceedings of the International Conference on Algebra Dedicated to the Memory of A. I. Mal$'$cev by : Leonid A. Bokut'
Download or read book Proceedings of the International Conference on Algebra Dedicated to the Memory of A. I. Mal$'$cev written by Leonid A. Bokut' and published by American Mathematical Soc.. This book was released on 1992 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Robert Andrew George Seely Publisher :American Mathematical Soc. ISBN 13 :9780821860182 Total Pages :462 pages Book Rating :4.8/5 (61 download)
Book Synopsis Category Theory 1991: Proceedings of the 1991 Summer Category Theory Meeting, Montreal, Canada by : Robert Andrew George Seely
Download or read book Category Theory 1991: Proceedings of the 1991 Summer Category Theory Meeting, Montreal, Canada written by Robert Andrew George Seely and published by American Mathematical Soc.. This book was released on 1992 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Representing this diversity of the field, this book contains the proceedings of an international conference on category theory. The subjects covered here range from topology and geometry to logic and theoretical computer science, from homotopy to braids and conformal field theory. Although generally aimed at experts in the various fields represented, the book will also provide an excellent opportunity for nonexperts to get a feel for the diversity of current applications of category theory.
Book Synopsis Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market by : George J Kaye
Download or read book Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market written by George J Kaye and published by World Scientific Publishing Company. This book was released on 2012-11-16 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application./a
Book Synopsis Encyclopedia of Financial Models, Volume III by : Frank J. Fabozzi
Download or read book Encyclopedia of Financial Models, Volume III written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2012-09-20 with total page 1060 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 3 of the Encyclopedia of Financial Models The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models has been created to help a broad spectrum of individuals—ranging from finance professionals to academics and students—understand financial modeling and make use of the various models currently available. Incorporating timely research and in-depth analysis, Volume 3 of the Encyclopedia of Financial Models covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this volume includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Organized alphabetically by category, this reliable resource consists of forty-four informative entries and provides readers with a balanced understanding of today’s dynamic world of financial modeling. Volume 3 covers Mortgage-Backed Securities Analysis and Valuation, Operational Risk, Optimization Tools, Probability Theory, Risk Measures, Software for Financial Modeling, Stochastic Processes and Tools, Term Structure Modeling, Trading Cost Models, and Volatility Emphasizes both technical and implementation issues, providing researchers, educators, students, and practitioners with the necessary background to deal with issues related to financial modeling The 3-Volume Set contains coverage of the fundamentals and advances in financial modeling and provides the mathematical and statistical techniques needed to develop and test financial models Financial models have become increasingly commonplace, as well as complex. They are essential in a wide range of financial endeavors, and the Encyclopedia of Financial Models will help put them in perspective.
Book Synopsis PDE and Martingale Methods in Option Pricing by : Andrea Pascucci
Download or read book PDE and Martingale Methods in Option Pricing written by Andrea Pascucci and published by Springer Science & Business Media. This book was released on 2011-04-15 with total page 727 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a basic mathematical background. The first part contains a presentation of the arbitrage theory in discrete time. In the second part, the theories of stochastic calculus and parabolic PDEs are developed in detail and the classical arbitrage theory is analyzed in a Markovian setting by means of of PDEs techniques. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics. General tools from PDE and martingale theories are also used in the analysis of volatility modeling. The book also contains an Introduction to Lévy processes and Malliavin calculus. The last part is devoted to the description of the numerical methods used in option pricing: Monte Carlo, binomial trees, finite differences and Fourier transform.
Book Synopsis Probability Theory II by : Andrea Pascucci
Download or read book Probability Theory II written by Andrea Pascucci and published by Springer Nature. This book was released on with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Risk Management for Pension Funds by : Francesco Menoncin
Download or read book Risk Management for Pension Funds written by Francesco Menoncin and published by Springer Nature. This book was released on 2021-02-09 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor's wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature.
Book Synopsis Handbook of Research on Strategic Fit and Design in Business Ecosystems by : Hacioglu, Umit
Download or read book Handbook of Research on Strategic Fit and Design in Business Ecosystems written by Hacioglu, Umit and published by IGI Global. This book was released on 2019-08-30 with total page 775 pages. Available in PDF, EPUB and Kindle. Book excerpt: With advancing information technology, businesses must adapt to more efficient structures that utilize the latest in robotics and machine learning capabilities in order to create optimal human-robot cooperation. However, there are vital rising concerns regarding the possible consequences of deploying artificial intelligence, sophisticated robotic technologies, automated vehicles, self-managing supply modes, and blockchain economies on business performance and culture, including how to sustain a supportive business culture and to what extent a strategic fit between human-robot collaboration in a business ecosystem can be created. The Handbook of Research on Strategic Fit and Design in Business Ecosystems is a collection of innovative research that builds a futuristic view of evolving business ecosystems and a deeper understanding of business transformation processes in the new digital business era. Featuring research on topics such as cultural hybridization, Industry 4.0, and cybersecurity, this book is ideally designed for entrepreneurs, executives, managers, corporate strategists, economists, IT specialists, IT consultants, engineers, students, researchers, and academicians seeking to improve their understanding of future competitive business practices with the adoption of robotic and information technologies.
Book Synopsis Fallen faith: Revisiting the Impact of The Apostles Creed on Modern Society by : Nellis janse van Rensburg
Download or read book Fallen faith: Revisiting the Impact of The Apostles Creed on Modern Society written by Nellis janse van Rensburg and published by Nellis janse van Rensburg. This book was released on 2024-07-09 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Have you ever wondered about the impact of ancient religious beliefs on modern society? "Fallen Faith: Revisiting the Impact of the Apostles Creed on Modern Society" delves into the relevance of the Apostles Creed in today's world. This book explores how the Creed has shaped the beliefs, values, and behaviour of individuals and communities. It examines how the Creed has been a unifying force, connecting generations and cultures through a shared faith. Whether you are a devout follower or simply curious about the role of religion in society, this book offers a thought-provoking look at the enduring influence of ancient beliefs in the modern world.
Book Synopsis War and Society in Britain 1899-1948 by : Rex Pope
Download or read book War and Society in Britain 1899-1948 written by Rex Pope and published by Routledge. This book was released on 2014-01-14 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rex Pope reassesses the impact of war on the political and social structures of British society during the first half of the twentieth century, and introduces the reader to current debates about the relationship between war and change.
