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Generalized Integral Transforms In Mathematical Finance
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-c...
2021-2022 MATRIX Annals
MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-2 weeks in duration. This book is a scientific record of the 24 programs held at MATRIX in 2021-2022, including tandem workshops with Mathematisches Forschungsinstitut Oberwolfach (MFO), with Research Institute for Mathematical Sciences Kyoto University (RIMS), and with Sydney Mathematical Research Institute (SMRI).
The Course of Russian History, 5th Edition
Now in its fifth edition, this definitive history of the Russian land and people builds on its success as a fascinating survey of two thousand years of struggle to harness vast resources and talents into a powerful and cohesive nation. From its beginning as a savage and exotic land, Russia underwent a complex evolution of political, social, and religious forces--the barbarism of its internal conflicts in seeming contradiction with its goals to advance in the realms of technology, art, education, and high culture. From the conflicts of the fantastically wealthy ruling class to the poor and oppressed masses emerged the Communist party and the enigmatic figures whose charismatic manipulation of political power reflected the myriad rulers before them. Finally, as the modern world watched, this great entity collapsed in a devastatingly brief time, millennia of precarious conflict proving too much for the tenuous coalescence of twentieth-century politics. Written in an engaging and accessible style, this text presents students with a comprehensive look at the momentous events and legendary figures which helped shape Russia's turbulent history.
Leo Tolstoy
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Tolstoy
A. N. Wilson's Tolstoy is a highly intelligent and accessible biography of the most famous writer in the Russian canon. In this biography of Count Lev Nikolaevich Tolstoy, A.N. Wilson narrates the complex drama of the writer's life: his childhood of aristocratic privilege but emotional deprivation, his discovery of his literary genius after aimless years of gambling and womanizing, and his increasingly disastrous marriage. Wilson sweeps away the long-held belief that Tolstoy's works were the exact mirror of his life, and instead traces the roots of Tolstoy's art to his relationship with God, with women, and with Russia. He also recreates the world that shaped the great novelist's life and art - the turmoil of ideas and politics in 19th-century Russia and the literary renaissance that made Tolstoy's work possible. Magisterial... Wilson has an advantage over a mere biographer, looking not to judge his subject but to fully understand the inspirations behind his great works - Daily Express
Mathematical Methods for Foreign Exchange
This comprehensive book presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange context. It describes all the relevant aspects of financial engineering, including derivative pricing, in detail. The book is self-contained, with the necessary mathematical, economic, and trading background carefully explained. In addition to the lucid treatment of the standard material, it describes many original results. The book can be used both as a text for students of financial engineering, and as a basic reference for risk managers, traders, and academics.
Fairy Tales and True Stories
Russian literature for children and young people has a history that goes back over 400 years, starting in the late sixteenth century with the earliest alphabet primers and passing through many different phases over the centuries that followed. It has its own success stories and tragedies, talented writers and mediocrities, bestsellers and long-forgotten prize winners. After their seizure of power in 1917, the Bolsheviks set about creating a new culture for a new man and a starting point was children's literature. 70 years of Soviet control and censorship were succeeded in the 1990s by a re-birth of Russian children's literature. This book charts the whole of this story, setting Russian authors and their books in the context of translated literature, critical debates and official cultural policy.
