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Exotic Options and Hybrids
The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation. Exotic Options and Hybrids is a practical guide to structuring, pricing and hedging complex exotic options and hybrid derivatives that will serve readers through the recent crisis, the road to recovery, the next bull market and beyond. Written by experienced practitioners, it focuses on the three main parts of a derivative’s life: the structuring of a product, its prici...
Stochastic Volatility Modeling
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does c
Frontiers in Quantitative Finance
The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.
Allegorical Architecture
Allegorical Architecture offers the first detailed architectural analysis of built forms and building types of the minority groups in southern China and of the Dong nationality in particular. It argues that Dong architecture symbolically resembles its inhabitants in many ways. The built world is an extension of their body and mind; their experience of architecture is figurative and their understanding of it allegorical. Unlike the symbolism of historical architecture, which must be decoded through a speculative reconstruction of the past, the Dong tell stories about inhabitants in their living state in the recurrent process of ritualistic making and inhabiting of their built world. This book...
Interfacial Transport Processes and Rheology
This textbook is designed to provide the theory, methods of measurement, and principal applications of the expanding field of interfacial hydrodynamics. It is intended to serve the research needs of both academic and industrial scientists, including chemical or mechanical engineers, material and surface scientists, physical chemists, chemical and biophysicists, rheologists, physiochemical hydrodynamicists, and applied mathematicians (especially those with interests in viscous fluid mechanics and continuum mechanics).As a textbook it provides materials for a one- or two-semester graduate-level course in interfacial transport processes. It may also be noted that, while separate practical and theoretical subdivisions of material have been introduced, a kind of cross-emphasis is often stressed: (i) to the academic scientist, or the importance of understanding major applications of interfacial transport; and (ii) to the industrial scientist, of the importance of understanding the underlying theory.
Multimedia Data Mining
Collecting the latest developments in the field, Multimedia Data Mining: A Systematic Introduction to Concepts and Theory defines multimedia data mining, its theory, and its applications. Two of the most active researchers in multimedia data mining explore how this young area has rapidly developed in recent years.The book first discusses the theore
Advanced Equity Derivatives
In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.
Enlargement of Filtration with Finance in View
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many examples and applications to finance, in particular to credit risk modelling and the study of asymmetric information, are provided to illustrate the theory. A detailed summary of further connections and applications is given in bibliographic notes which enables to deepen study of the topic. This book fills a gap in the literature and serves as a guide for graduate students and researchers interested in the role of information in financial mathematics and in econometric science. A basic knowledge of the general theory of stochastic processes is assumed as a prerequisite.
X-Ray Diffraction
In this, the only book available to combine both theoretical and practical aspects of x-ray diffraction, the authors emphasize a "hands on" approach through experiments and examples based on actual laboratory data. Part I presents the basics of x-ray diffraction and explains its use in obtaining structural and chemical information. In Part II, eight experimental modules enable the students to gain an appreciation for what information can be obtained by x-ray diffraction and how to interpret it. Examples from all classes of materials -- metals, ceramics, semiconductors, and polymers -- are included. Diffraction patterns and Bragg angles are provided for students without diffractometers. 192 illustrations.
The Conservation of Insects and Their Habitats
The Conservation of Insects and their Habitats is a compilation of papers presented in the 15th Symposium of the Royal Entomological Society of London held at the Department of Physics Lecture Theatre Imperial College, London, on September 14-15, 1989. The papers cover topics on the diversity of entomological habitats and ecologicalroles around the world, and highlight the value of insects to humanity. Some practical proposals for conservation, especially in tropical forests and on islands, where their diversity is greatest, are also given. This book will add to the continuing force for the conservation and protection of biological diversity of the Earth.
