Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Pricing Options Under Telegraph Processes
Download Pricing Options Under Telegraph Processes full books in PDF, epub, and Kindle. Read online Pricing Options Under Telegraph Processes ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Telegraph Processes and Option Pricing by : Nikita Ratanov
Download or read book Telegraph Processes and Option Pricing written by Nikita Ratanov and published by Springer Nature. This book was released on 2023-01-04 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, or more generally, Lévy processes, has two obvious benefits. First, the mathematical technique is much simpler, which helps to concentrate on the key problems of stochastic analysis and applications, including financial market modelling. Second, this approach overcomes some shortcomings of the (parabolic) nature of classical diffusions that contradict physical intuition, such as infinite propagation velocity and infinite total variation of paths. In this second edition, some sections of the previous text are included without any changes, while most others have been expanded and significantly revised. These are supplemented by predominantly new results concerning piecewise linear processes with arbitrary sequences of velocities, jump amplitudes, and switching intensities. The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes. A new chapter on the multidimensional counterparts of the telegraph processes is also included. The book is intended for graduate students in mathematics, probability, statistics and quantitative finance, and for researchers working at academic institutions, in industry and engineering. It can also be used by university lecturers and professionals in various applied areas.
Book Synopsis Random Motions in Markov and Semi-Markov Random Environments 2 by : Anatoliy Pogorui
Download or read book Random Motions in Markov and Semi-Markov Random Environments 2 written by Anatoliy Pogorui and published by John Wiley & Sons. This book was released on 2021-01-11 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two parts. The first expands many of the results found in Volume 1 to higher dimensions. It presents new results on the random motion of the realistic three-dimensional case, which has so far been barely mentioned in the literature, and deals with the interaction of particles in Markov and semi-Markov media, which has, in contrast, been a topic of intense study. The second part contains applications of Markov and semi-Markov motions in mathematical finance. It includes applications of telegraph processes in modeling stock price dynamics and investigates the pricing of variance, volatility, covariance and correlation swaps with Markov volatility and the same pricing swaps with semi-Markov volatilities.
Book Synopsis Equity-Linked Life Insurance by : Alexander Melnikov
Download or read book Equity-Linked Life Insurance written by Alexander Melnikov and published by CRC Press. This book was released on 2017-09-07 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical formulation, theoretical results, derivation details, numerical illustrations, and references to further reading.
Book Synopsis Modeling And Pricing Of Swaps For Financial And Energy Markets With Stochastic Volatilities by : Anatoliy Swishchuk
Download or read book Modeling And Pricing Of Swaps For Financial And Energy Markets With Stochastic Volatilities written by Anatoliy Swishchuk and published by World Scientific. This book was released on 2013-06-03 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems arising in financial and energy markets and the associated problems in modeling and pricing of a variety of swaps. The book also contains a study of a new model, the delayed Heston model, which improves the volatility surface fitting as compared with the classical Heston model. The author calculates variance and volatility swaps for this model and provides hedging techniques. The book considers content on the pricing of variance and volatility swaps and option pricing formula for mean-reverting models in energy markets. Some topics such as forward and futures in energy markets priced by multi-factor Levy models and generalization of Black-76 formula with Markov-modulated volatility are part of the book as well, and it includes many numerical examples such as S&P60 Canada Index, S&P500 Index and AECO Natural Gas Index.
Book Synopsis Random Motions in Markov and Semi-Markov Random Environments 1 by : Anatoliy Pogorui
Download or read book Random Motions in Markov and Semi-Markov Random Environments 1 written by Anatoliy Pogorui and published by John Wiley & Sons. This book was released on 2020-12-31 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the first describing the basic concepts and methods that have been developed for random evolutions. These methods are the foundational tools used in both volumes, and this description includes many results in potential operators. Some techniques to find closed-form expressions in relevant applications are also presented. The second part deals with asymptotic results and presents a variety of applications, including random motion with different types of boundaries, the reliability of storage systems and solutions of partial differential equations with constant coefficients, using commutative algebra techniques. It also presents an alternative formulation to the Black-Scholes formula in finance, fading evolutions and telegraph processes, including jump telegraph processes and the estimation of the number of level crossings for telegraph processes.
Book Synopsis Report of the Federal Trade Commission on the Grain Trade: Future trading operations in grain by : United States. Federal Trade Commission
Download or read book Report of the Federal Trade Commission on the Grain Trade: Future trading operations in grain written by United States. Federal Trade Commission and published by . This book was released on 1920 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Manufacturing Industries written by and published by . This book was released on 1927 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Quantum Computing and Quantum Bits in Mesoscopic Systems by : Anthony Leggett
Download or read book Quantum Computing and Quantum Bits in Mesoscopic Systems written by Anthony Leggett and published by Springer Science & Business Media. This book was released on 2004 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Macroscopic Quantum Computing Conference Proceedings - June 2002, Naples, Italy
Book Synopsis FCC Record by : United States. Federal Communications Commission
Download or read book FCC Record written by United States. Federal Communications Commission and published by . This book was released on 1994 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Corporation Manual by : John Scott Parker
Download or read book The Corporation Manual written by John Scott Parker and published by . This book was released on 1928 with total page 2490 pages. Available in PDF, EPUB and Kindle. Book excerpt: -17th eds. contain digest of corporation laws of Mexico; ed. also contains digest of corporation laws of Canada.
Download or read book Report on the Grain Trade written by and published by . This book was released on 1920 with total page 1674 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Report of the Federal Trade Commission on the Grain Trade ... by : United States. Federal Trade Commission
Download or read book Report of the Federal Trade Commission on the Grain Trade ... written by United States. Federal Trade Commission and published by . This book was released on 1924 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Performing the Northern Ireland Peace Process by : Paul Dixon
Download or read book Performing the Northern Ireland Peace Process written by Paul Dixon and published by Springer. This book was released on 2018-06-15 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Performing the Northern Ireland Peace Process offers a nuanced and stimulating analysis which goes beyond standard explanations by exploring the motives and means used by those who made peace in Northern Ireland.” (Professor Timothy White, Xavier University, USA) “Paul Dixon has produced an impressive and challenging book. Dixon defends the Northern Ireland peace process as a carefully-crafted, drawn-out episode in realist, pragmatic politics. However, he pulls few punches in highlighting the moral deceptions which have kept the process in play. Provocatively, Dixon also challenges a wide range of academic interpretations of the processes and their associated political prescriptions. Thoughtful and well-researched throughout, Performing the Northern Ireland Peace Process is an essential read for anyone interested in conflict management.” (Professor Jon Tonge, University of Liverpool) “In this outstanding book, Dixon shows yet again the importance of the theatrical metaphor for Northern Ireland. More importantly still, he demonstrates that the adoption of a critically realist outlook actually enhances our capacity to think creatively about the political choices we face in international politics and the alternative policies and institutions we might construct.” (Professor Adrian Little, The University of Melbourne) This book is exceptional in defending the ‘dirty politics’ of the Northern Ireland peace process. Political actors in Britain, Ireland and the United States performed the peace process and used ‘political skills’, often including deception and hypocrisy, in order to wind down the conflict and achieve accommodation. These political skills, it is argued, are often morally justifiable even as they are popularly condemned. The Northern Ireland peace process has been highly successful in reducing violence and an accurate understanding of its politics is an important contribution to international debates about managing conflict.
Book Synopsis Report of the The Federal Trade Commission on the Grain Trade, 5 by : The Federal Trade Commission
Download or read book Report of the The Federal Trade Commission on the Grain Trade, 5 written by The Federal Trade Commission and published by . This book was released on 1920 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Weekly Statistical Sugar Trade Journal by :
Download or read book Weekly Statistical Sugar Trade Journal written by and published by . This book was released on 1923 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Cyclopedia of Law and Procedure by : William Mack
Download or read book Cyclopedia of Law and Procedure written by William Mack and published by . This book was released on 1903 with total page 1018 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Cyclopedia of Law and Procedure by :
Download or read book Cyclopedia of Law and Procedure written by and published by . This book was released on 1911 with total page 1820 pages. Available in PDF, EPUB and Kindle. Book excerpt:
