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Introduction to Stochastic Calculus Applied to Finance
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, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors' own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.
TTT: Tattoo
Over the past decade, tattoos have become one of the most popular forms of visual culture in the world. TTT: Tattoo is a survey of over 300 of the best international tattooers working today, including Duncan X, Tomas Tomas, Scott Campbell, the Leu family and Stephanie Tamez. Exploring the connections between tattoo culture today and seminal figures and developments in the recent past, the book examines how the historical styles of this most enduring art form blend into new ones.
Things I Didn't Throw Out
A wry and unsentimental account of the attempt to understand a parent as an independent person with their own history.
Web Information Systems Engineering -- WISE 2013
This book constitutes the proceedings of the 14th International Conference on Web Information Systems Engineering, WISE 2013, held in Nanjing, China, in October 2013. The 48 full papers, 29 short papers, and 10 demo and 5 challenge papers, presented in the two-volume proceedings LNCS 8180 and 8181, were carefully reviewed and selected from 198 submissions. They are organized in topical sections named: Web mining; Web recommendation; Web services; data engineering and database; semi-structured data and modeling; Web data integration and hidden Web; challenge; social Web; information extraction and multilingual management; networks, graphs and Web-based business processes; event processing, Web monitoring and management; and innovative techniques and creations.
Change Of Time And Change Of Measure (Second Edition)
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and in...
Brownian Motion and Stochastic Calculus
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.
Interest Rate Modeling
Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale app
Advances in Global Optimization
This proceedings volume addresses advances in global optimization—a multidisciplinary research field that deals with the analysis, characterization and computation of global minima and/or maxima of nonlinear, non-convex and nonsmooth functions in continuous or discrete forms. The volume contains selected papers from the third biannual World Congress on Global Optimization in Engineering & Science (WCGO), held in the Yellow Mountains, Anhui, China on July 8-12, 2013. The papers fall into eight topical sections: mathematical programming; combinatorial optimization; duality theory; topology optimization; variational inequalities and complementarity problems; numerical optimization; stochastic models and simulation and complex simulation and supply chain analysis.
Productivity and Efficiency Analysis
This proceedings volume examines the state-of-the art of productivity and efficiency analysis and adds to the existing research by bringing together a selection of the best papers from the 8th North American Productivity Workshop (NAPW). It also aims to analyze world-wide perspectives on challenges that local economies and institutions may face when changes in productivity are observed. The volume comprises of seventeen papers that deal with productivity measurement, productivity growth, dynamics of productivity change, measures of labor productivity, measures of technical efficiency in different sectors, frontier analysis, measures of performance, industry instability and spillover effects....
Open Quantum Physics and Environmental Heat Conversion into Usable Energy
A Quantum system can be viewed as a larger closed system comprising of two components: an open quantum system and its surrounding environment. These two components interact with each other, and in the realm of theoretical physics, this interaction cannot be neglected. This eBook explains mathematical and statistical concepts essential for describing a realistic quantum system by presenting recent contributions in this field. The book commences by explaining of the basics of quantum mechanics, statistical physics, and physics of open quantum systems. Detailed methods of deriving theoretical equations with explicit analytical coefficients with respect to open quantum systems are also explained...
