Download or read book A Simple Two layer Model and Its Extension written by Tung-Hsien Liao and published by . This book was released on 1968 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: A two-layer model applicable both to graphical integration and numerical computation is proposed. Using this model, the height of the 500-mb surface and the thickness between this and some chosen isobaric surface in the vicinity of the top of the friction layer can be derived. An extended model involving three layers is also designed. Unlike Sawyer and others, in designing these models, the distribution of the vertical velocity with height is not prescribed. Finally, the steadiness of the space mean velocity field and the selection of lateral boundary conditions are discussed.
Download or read book A Simple Two layer Model and Its Extension written by Liao Tung-Hsien and published by . This book was released on 1968 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A two-layer model applicable both to graphical integration and numerical computation is proposed. Using this model, the height of the 500-mb surface and the thickness between this and some chosen isobaric surface in the vicinity of the top of the friction layer can be derived. An extended model involving three layers is also designed. Unlike Sawyer and others, in designing these models, the distribution of the vertical velocity with height is not prescribed. Finally, the steadiness of the space mean velocity field and the selection of lateral boundary conditions are discussed.
Download or read book The Heston Model and Its Extensions in VBA written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2015-03-24 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.
Download or read book The Heston Model and its Extensions in Matlab and C written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2013-08-01 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
Download or read book Intelligent Robotics and Applications written by Honghai Liu and published by Springer Nature. This book was released on 2022-08-03 with total page 801 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 4-volume set LNAI 13455 - 13458 constitutes the proceedings of the 15th International Conference on Intelligent Robotics and Applications, ICIRA 2022, which took place in Harbin China, during August 2022. The 284 papers included in these proceedings were carefully reviewed and selected from 442 submissions. They were organized in topical sections as follows: Robotics, Mechatronics, Applications, Robotic Machining, Medical Engineering, Soft and Hybrid Robots, Human-robot Collaboration, Machine Intelligence, and Human Robot Interaction.
Download or read book Flight written by and published by . This book was released on 1917 with total page 1148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Shock Waves written by Kazuyoshi Takayama and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 735 pages. Available in PDF, EPUB and Kindle. Book excerpt: Shock wave research covers important inderdisciplinary areas which range from basic topics on gasdynamics, combustion and detonation, physico-chemistry of high temperature gases, plasma physics, astro and geophysics, materials science, astronautics and space technology to medical and industrial applications. This book includes 202 papers presented at the 18th the International Symposium on Shock Waves which describe the research frontier of shock wave phenopmena and 14 plenary lectures which show the state of the art of various fields of shock wave research. This proceedings is a unique collection of most important and updated shock wave research.
Download or read book From Animals to Animats 8 written by Stefan Schaal and published by MIT Press. This book was released on 2004 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: New research on the adaptive behavior of natural and synthetic agents.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 1028 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book The Model Engineer and Amateur Electrician written by and published by . This book was released on 1909 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Weather Review written by and published by . This book was released on 2000-05 with total page 1432 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book River Flow 2004 written by Massimo Greco and published by CRC Press. This book was released on 2004-06-15 with total page 1469 pages. Available in PDF, EPUB and Kindle. Book excerpt: RiverFlow 2004 is the Second International Conference on Fluvial Hydraulics, organized as speciality conferences under the auspices of the International Association of Hydraulic Engineering and Research (IAHR) within its Fluvial Hydraulics and Eco Hydraulics Sections. RiverFlow conferences are a significant forum of discussion for many researchers
Download or read book Government Reports Announcements Index written by and published by . This book was released on 1988 with total page 1132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book System Analysis and Modeling Language Profiles written by Reinhard Gotzhein and published by Springer. This book was released on 2006-12-06 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Workshop on System Analysis and Modelling, SAM 2006, held in Kaiserslautern, Germany in May/June 2006. The 14 revised full papers cover language profiles, evolution of development languages, model-driven development, and language implementation.
Download or read book Social Transformations in Chinese Societies written by Yanjie Bian and published by BRILL. This book was released on 2006-06-01 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: The annual is a venue of publication for sociological studies of Chinese societies and the Chinese all over the world. The main focus is on social transformations in Hong Kong, Taiwan, the mainland, Singapore and Chinese overseas.
Download or read book Risk Modeling Assessment and Management written by Yacov Y. Haimes and published by John Wiley & Sons. This book was released on 2015-07-15 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents systems-based theory, methodology, and applications in risk modeling, assessment, and management This book examines risk analysis, focusing on quantifying risk and constructing probabilities for real-world decision-making, including engineering, design, technology, institutions, organizations, and policy. The author presents fundamental concepts (hierarchical holographic modeling; state space; decision analysis; multi-objective trade-off analysis) as well as advanced material (extreme events and the partitioned multi-objective risk method; multi-objective decision trees; multi-objective risk impact analysis method; guiding principles in risk analysis); avoids higher mathematics whenever possible; and reinforces the material with examples and case studies. The book will be used in systems engineering, enterprise risk management, engineering management, industrial engineering, civil engineering, and operations research. The fourth edition of Risk Modeling, Assessment, and Management features: Expanded chapters on systems-based guiding principles for risk modeling, planning, assessment, management, and communication; modeling interdependent and interconnected complex systems of systems with phantom system models; and hierarchical holographic modeling An expanded appendix including a Bayesian analysis for the prediction of chemical carcinogenicity, and the Farmer’s Dilemma formulated and solved using a deterministic linear model Updated case studies including a new case study on sequential Pareto-optimal decisions for emergent complex systems of systems A new companion website with over 200 solved exercises that feature risk analysis theories, methodologies, and application Risk Modeling, Assessment, and Management, Fourth Edition, is written for both undergraduate and graduate students in systems engineering and systems management courses. The text also serves as a resource for academic, industry, and government professionals in the fields of homeland and cyber security, healthcare, physical infrastructure systems, engineering, business, and more.
Download or read book Smart Structures and Materials written by and published by . This book was released on 2001 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt:
