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Modular Pricing of Options
From a technical point of view, the celebrated Black and Scholes option pricing formula was originally developed using a separation of variables technique. However, already Merton mentioned in his seminal 1973 pa per, that it could have been developed by using Fourier transforms as well. Indeed, as is well known nowadays, Fourier transforms are a rather convenient solution technique for many models involving the fundamental partial differential equation of financial economics. It took the community nearly another twenty years to recognize that Fourier transform is even more useful, if one applies it to problems in financial economics without seeking an explicit analytical inverse trans form. Heston (1993) probably was the first to demonstrate how to solve a stochastic volatility option pricing model quasi analytically using the characteristic function of the problem, which is nothing else than the Fourier transform of the underlying Arrow /Debreu-prices, and doing the inverse transformation numerically. This opened the door for a whole bunch of new closed form solutions in the transformed Fourier space and still is one of the most active research areas in financial economics.
Applications of Fourier Transform to Smile Modeling
This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in ?nancial markets, or more mat- matically, to the leptokurtic distributions of ?nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative ?nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the correspo...
Update on Production of Recombinant Therapeutic Protein
Over the past decade, the transient gene expression (TGE) technology platform has been actively pursued to produce a wide range of therapeutic proteins, monoclonal antibodies, and vaccines for mainly preclinical assessment, due to its short development times and low overall cost. This book updates the latest advances in the field, with focusing on systematic description of the technology from cell lines, cell culture conditions, vector construction, expression strategy, current protocols, optimisation of the procedure, and potential for clinical application. As a conclusion, the author foresees that therapeutic biopharmaceutics will be manufactured for clinical development using TGE technolo...
Mechanical Properties of Materials
The subject of mechanical behavior has been in the front line of basic studies in engineering curricula for many years. This textbook was written for engineering students with the aim of presenting, in a relatively simple manner, the basic concepts of mechanical behavior in solid materials. A second aim of the book is to guide students in their laboratory experiments by helping them to understand their observations in parallel with the lectures of their various courses; therefore the first chapter of the book is devoted to mechanical testing. Another aim of the book is to provide practicing engineers with basic help to bridge the gap of time that has passed from their graduation up to their ...
Modeling, Stochastic Control, Optimization, and Applications
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
GB/T 42673-2023 Translated English of Chinese Standard (GB/T 42673-2023, GBT42673-2023)
This document specifies the requirements for magnetic particle inspection of seamless and welded ferromagnetic steel tubes for surface imperfections on the tube body and imperfections on the end face/bevel at the tube ends. This document specifies the requirements for the detection of imperfections on the outer surface of all or part of steel tubes. Upon negotiation and agreement between the purchaser and the manufacturer, it can be applied to the detection of the inner surface over a limited length from the tube end (depending on the diameter of the steel tube). When applicable, this document can be used to locate the position of the external surface imperfections detected by other non-dest...
Graphene
What Is Graphene Graphene is an allotrope of carbon consisting of a single layer of atoms arranged in a two-dimensional honeycomb lattice nanostructure. The name is derived from "graphite" and the suffix -ene, reflecting the fact that the graphite allotrope of carbon contains numerous double bonds. How You Will Benefit (I) Insights, and validations about the following topics: Chapter 1: Graphene Chapter 2: Bilayer graphene Chapter 3: Bismuth Chapter 4: Borophene Chapter 5: Cadmium arsenide Chapter 6: Carbon-fiber-reinforced polymers Chapter 7: Materials science (II) Answering the public top questions about graphene. (III) Real world examples for the usage of graphene in many fields. (IV) 17 appendices to explain, briefly, 266 emerging technologies in each industry to have 360-degree full understanding of graphene' technologies. Who This Book Is For Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of graphene.
