Dw 1 Or What S Underneath Is
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Dw 1 Or What S Underneath Is
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Author : David Glover
language : en
Publisher:
Release Date : 1998
Dw 1 Or What S Underneath Is written by David Glover and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Education categories.
Stochastic Analysis
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Author : Michel Metivier
language : en
Publisher: Springer
Release Date : 2006-11-15
Stochastic Analysis written by Michel Metivier and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Annotation Contents: G. Benarous: Noyau de la chaleur hypoelliptique et géométrie sous-riemannienne.- M. Fukushima: On two Classes of Smooth Measures for Symmetric Markov Processes.- T. Funaki: The Hydrodynamical Limit for Scalar Ginzburg-Landau Model on R.- N. Ikeda, S. Kusuoka: Short time Asymptotics for Fundamental Solutions of Diffusion Equations.- K. Ito: Malliavin Calculus on a Segal Space.- Y. Kasahara, M. Maejima: Weak Convergence of Functionals of Point Processes on Rd.- Y. Katznelson, P. Malliavin: Image des Points critiques d'une application régulière.- S. Kusuoka: Degree Theorem in Certain Wiener Riemannian Manifolds.- R. Leandre: Applications quantitatives et géométrique du calcul de Malliavin.- Y. Le Jan: On the Fock Space Representation of Occupations Times for non Reversible Markov Processes.- M. Metivier, M. Viot: On Weak Solutions of Stochastic Partial Differential Equations.- P.A. Meyer: Une remarque sur les Chaos de Wiener.- H. Tanaka: Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment.- H. Uemura, S. Watanabe: Diffusion Processes and Heat Kernels on Certain Nilpotent Groups.
Concrete Structures Under Projectile Impact
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Author : Qin Fang
language : en
Publisher: Springer
Release Date : 2017-03-22
Concrete Structures Under Projectile Impact written by Qin Fang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-22 with Technology & Engineering categories.
In this book, the authors present their theoretical, experimental and numerical investigations into concrete structures subjected to projectile and aircraft impacts in recent years. Innovative approaches to analyze the rigid, mass abrasive and eroding projectile penetration and perforation are proposed. Damage and failure analyses of nuclear power plant containments impacted by large commercial aircrafts are numerically and experimentally analyzed. Ultra-high performance concrete materials and structures against the projectile impact are developed and their capacities of resisting projectile impact are evaluated. This book is written for the researchers, engineers and graduate students in the fields of protective structures and terminal ballistics.
Pricing In In Complete Markets
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Author : Angelika Esser
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-27
Pricing In In Complete Markets written by Angelika Esser and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-27 with Business & Economics categories.
In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabilities is derived for arbitrary payoff structures. Moreover, a comparison between continuous and discrete models is presented, highlighting the major similarities and key differences. As applications, two sources of market incompleteness are considered, namely stochastic volatility and stochastic liquidity. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model. Secondly, the issue of liquidity risk is considered by focusing on the aspect of how asset price dynamics are affected by the trading strategy of a large investor.
S Minaire De Probabilit S Xlii
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Author : Catherine Donati-Martin
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-06-29
S Minaire De Probabilit S Xlii written by Catherine Donati-Martin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-29 with Mathematics categories.
The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.
Potential Economic Impacts Of Changes In Puerto Rico S Status Under S 712
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Author : Matthew A. Salomon
language : en
Publisher:
Release Date : 1990
Potential Economic Impacts Of Changes In Puerto Rico S Status Under S 712 written by Matthew A. Salomon and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Puerto Rico categories.
Credit Risk Valuation
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Author : Manuel Ammann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Credit Risk Valuation written by Manuel Ammann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.
Probability Theory And Mathematical Statistics Vol 1
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Author : B. Grigelionis
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-05-18
Probability Theory And Mathematical Statistics Vol 1 written by B. Grigelionis and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-18 with Mathematics categories.
No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".
Stochastic Volatility In Financial Markets
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Author : Antonio Mele
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Volatility In Financial Markets written by Antonio Mele and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.
Introduction To Stochastic Calculus Applied To Finance Second Edition
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Author : Damien Lamberton
language : en
Publisher: CRC Press
Release Date : 2007-11-30
Introduction To Stochastic Calculus Applied To Finance Second Edition written by Damien Lamberton and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-30 with Mathematics categories.
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field. New to the Second Edition Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets Discussions on local volatility, Dupire's formula, the change of numéraire techniques, forward measures, and the forward Libor model A new chapter on credit risk modeling An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies Additional exercises and problems Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.