Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download The Cev Model Revisited full books in PDF, epub, and Kindle. Read online The Cev Model Revisited ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :
Publisher : Academic Press
ISBN 13 : 0080874460
Total Pages : 569 pages
Book Rating : 4.0/5 (88 download)
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
Author : Daragh McInerney
Publisher : Cambridge University Press
ISBN 13 : 1316298140
Total Pages : 171 pages
Book Rating : 4.3/5 (162 download)
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.
Author : Karl Heinrich Hofmann
Publisher : European Mathematical Society
ISBN 13 : 9783037190326
Total Pages : 704 pages
Book Rating : 4.1/5 (93 download)
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.
Author : Andrea Pascucci
Publisher : Springer Science & Business Media
ISBN 13 : 8847017815
Total Pages : 727 pages
Book Rating : 4.8/5 (47 download)
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.
Author : O.V. Belegradek
Publisher : American Mathematical Soc.
ISBN 13 : 9780821896037
Total Pages : 362 pages
Book Rating : 4.8/5 (96 download)
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.
Author : Leonid A. Bokut'
Publisher : American Mathematical Soc.
ISBN 13 : 0821851365
Total Pages : 742 pages
Book Rating : 4.8/5 (218 download)
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 : Wilfrid Hodges
Publisher : Courier Corporation
ISBN 13 : 0486450171
Total Pages : 338 pages
Book Rating : 4.4/5 (864 download)
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.
Author : Roger Lord
Publisher : Rozenberg Publishers
ISBN 13 : 9051709099
Total Pages : 211 pages
Book Rating : 4.0/5 (517 download)
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:
Author : George J Kaye
Publisher : World Scientific Publishing Company
ISBN 13 : 1908979585
Total Pages : 438 pages
Book Rating : 4.9/5 (89 download)
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
Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 1118539834
Total Pages : 1060 pages
Book Rating : 4.1/5 (185 download)
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.
Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)
Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Author : Nellis janse van Rensburg
Publisher : Nellis janse van Rensburg
ISBN 13 :
Total Pages : 156 pages
Book Rating : 4./5 ( download)
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.
Author : Francesco Menoncin
Publisher : Springer Nature
ISBN 13 : 3030555283
Total Pages : 239 pages
Book Rating : 4.0/5 (35 download)
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.
Author : Robert Andrew George Seely
Publisher : American Mathematical Soc.
ISBN 13 : 9780821860182
Total Pages : 462 pages
Book Rating : 4.8/5 (61 download)
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.
Author : Andrey Itkin
Publisher : World Scientific
ISBN 13 : 9811231753
Total Pages : 508 pages
Book Rating : 4.8/5 (112 download)
Download or read book Generalized Integral Transforms In Mathematical Finance written by Andrey Itkin and published by World Scientific. This book was released on 2021-10-12 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.
Author : Rex Pope
Publisher : Routledge
ISBN 13 : 1317900790
Total Pages : 116 pages
Book Rating : 4.3/5 (179 download)
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.
Author : Gunter H Meyer
Publisher : World Scientific
ISBN 13 : 9814619698
Total Pages : 286 pages
Book Rating : 4.8/5 (146 download)
Download or read book Time-discrete Method Of Lines For Options And Bonds, The: A Pde Approach written by Gunter H Meyer and published by World Scientific. This book was released on 2014-11-27 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where the Fichera theory requires the pricing equation at degenerate boundary points, and what modifications of it lead to acceptable tangential boundary conditions at non-degenerate points on computational boundaries when no financial data are available.Extensive numerical simulations are carried out with the method of lines to examine the influence of the finite computational domain and of the chosen boundary conditions on option and bond prices in one and two dimensions, reflecting multiple assets, stochastic volatility, jump diffusion and uncertain parameters. Special emphasis is given to early exercise boundaries, prices and their derivatives near expiration. Detailed graphs and tables are included which may serve as benchmark data for solutions found with competing numerical methods.
