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Valuation of derivative assets under cyclical mean-reversion processes for spot prices
This thesis studies the stochastic behaviour of interest rates and commodity prices, extending the existing literature by allowing the underlying state variable to capture any possible seasonal or cyclical behaviour. In the first chapter, we propose a new model for the term structure of interest rates assuming that the instantaneous spot rate converges to a cyclical long-term level characterized by a Fourier series. Under this framework, we derive analytical expressions for the valuation of bonds and several interest rate derivative assets. The second chapter introduces a new square-root model for the yield curve where both the mean reversion level and the volatility are described by a harmonic oscillator. This model specification incorporates a good deal of flexibility preserving the analytical tractability. In the final chapter, we present a model for the logarithm of the commodity spot price with a reversion to a time dependent long-run level described by a Fourier series, obtaining closed-form expressions for a wide range of derivatives and study the fitting performance to market data.
Pure and Programme Music in the Romanticism
One of the most difficult challenges a music theoretician faces, be it historically, philosophically or in other aspects, is that of correctly and precisely framing the meaning that music has in a specific moment: deducing the “why” and revealing the secret hidden within. The book Pure and Programme Music in the Romanticism, a rigorous and indispensable study to understand music in the period in which music as an expression of feelings, begins to reach the threshold of the sublime –primarily focusing attention on what pure and programme music represent. Both types of music are instrumental, but the difference between them is that the first one, pure music, exists on its own, and for it...
Tensegrity Structures and Their Application to Architecture
Tensegrity structures are really intriguing: bars floating in the air, without any contact to a solid support, attached only by wires to other bars… that are also floating in the air! The aim of this work is to serve as an introduction to such an atypical kind of structure. It tries to explain everything about the controversial origins and polemic fatherhood; tensegrities from various fields, other than Architecture, structural principles, characteristics, advantages and weakness; precedent and current works and patents; and finally, some new proposals, proving that it is possible to find some applications to architectural and engineering purposes. In conclusion, this work tries to be a guide and reference to a new world of structural possibilities that is blooming and finding its path.
Prevention of Antipsychotic-Induced Weight Gain in Young People with Psychosis: a Multi-Modal Psychological Intervention
Primer volumen de la colección Books & Science que reedita en inglés a autores y textos de reconocido prestigio y calidad en sus respectivos campos del conocimiento. Aborda, bajo el prisma de diversas áreas, tanto los problemas psicológicos ocasionados por la ganancia de peso entre los jóvenes, las realidades de su tratamiento, consejos nutricionales, ejercicio físico, educación psicológica… como alternativas y su prevención.
Systemic Risk: Measures and Determinants
This book studies the measurement and the determinants of systemic risk, paying special attention to the role of the Credit Default Swaps (CDSs) either as financial instruments containing valuable information about the soundness of the reference institutions or as a market whose distress contributes to potential systemic shocks on the economy. The measurement of systemic risk is addressed from two perspectives, aggregate and individual contribution to systemic risk where the former refers to the level of systemic risk in the overall economy and the latter to the individual contribution of each financial institution to the overall systemic risk. The analysis of the determinants of the individ...
Inter-Laboratory Comparison on Indoor Radon Measurements under Field Conditions
The Radon Group from the University of Cantabria in Spain organized, in old uranium mine, a new inter-laboratory performance exercise to measure radon indoors exposure and external gamma radiation, with changing parameters of temperature, pressure and humidity. In this book are shown the results of the inter-comparison as well as discussions of the achieved results in which were involved 41 laboratories from different European countries.
La pasión por la escuela de un inspector ilustrado
Tras la primera y hasta ahora única edición de 1849, ve de nuevo la luz la publicación de esta excepcional obra de quien fue el fundador y primer director de la Escuela Normal de Maestros de Santander, primer Inspector de Instrucción Primaria en la provincia de Santander, Inspector General del Reino y fundador de uno de los primeros periódicos pedagógicos españoles (El Preceptor) junto con una pionera mutualidad para el Magisterio (Sociedad de Socorros Mutuos).
Yacimiento poético
¿Por qué es necesario leer hoy «Yacimiento poético» o «Logomanía Metafísica»? En el primer caso hablamos de poesía editada en los años setenta, dedicada ahora a quienes apetezcan enfrentarse a textos de gran aliento imaginativo y compromiso con lo colectivo, plenos de trascendencia, reflexión e ironía. En el segundo, poesía última alojada en un cajón destinado a abrirse a la sorpresa. En la vida y obra de Isaac Cuende se ensamblan bien las palabras de Montaigne, “Yo mismo soy la materia de mi libro”. En definitiva, leer para aproximarnos a un lenguaje atravesado de humanidad y de crítico escepticismo creativo.
Nuestros principios
La obra de una figura fundamental de la política española a través de sus artículos de prensa. Republicano, krausista y masón, este cántabro fue protagonista en la convulsa España de finales del siglo XIX. El brillante y minucioso estudio preliminar que lo acompaña ayuda a contextualizar y comprender la vida e ideas del autor.
Obras Completas (Tomo I): Historia de las ideas estéticas en España
Con esta edición digital de «Historia de las ideas estéticas en España», que unifica en uno sus tres volúmenes impresos, da comienzo la publicación de la Edición del Centenario de las Obras Completas de Menéndez Pelayo. Esta publicación emblemática de la Real Sociedad Menéndez Pelayo, editada con esmero por la Editorial de la Universidad de Cantabria, está llamada a convertirse por su aparato crítico en la edición de referencia entre los investigadores de la obra del maestro santanderino.
