Download or read book Derivatives of Links Milnor s Concordance Invariants and Massey s Products written by Tim D. Cochran and published by American Mathematical Soc.. This book was released on 1990 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: We investigate higher-order cohomology operations (Massey products) on complements of links of circles in [italic]S3. These are known to be essentially equivalent to the [lowercase Greek]Mu [with macron]-invariants of John Milnor, which detect whether or not the longitudes of the link lie in the [italic]n[superscript]th term of the lower central series of the fundamental group of the link compliment. We define a geometric "derivative" on the set of all links and use this to define higher-order linking numbers which are shown to be "pieces" of Massey products.

Download or read book Derivatives written by Keith Cuthbertson and published by John Wiley & Sons. This book was released on 2019-12-16 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.

Download or read book Derivatives of Links written by Tim D. Cochran and published by . This book was released on 1990 with total page 73 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Fundamentals and Advanced Techniques in Derivatives Hedging written by Bruno Bouchard and published by Springer. This book was released on 2016-06-23 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest.A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.

Download or read book Evaluating Derivatives written by Andreas Griewank and published by SIAM. This book was released on 2008-11-06 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.

Download or read book Mathematical Models of Financial Derivatives written by Yue-Kuen Kwok and published by Springer Science & Business Media. This book was released on 2008-07-10 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.

Download or read book Understanding Credit Derivatives and Related Instruments written by Antulio N. Bomfim and published by Academic Press. This book was released on 2015-11-23 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more

Download or read book Derivatives written by T. V. Somanathan and published by Cambridge University Press. This book was released on 2017-11-24 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive but concise treatment of the subject of derivatives. It focuses on making essential concepts accessible to a wider audience. The book eschews complicated mathematics and high school level mathematics is sufficient to understand it. It describes and explains various derivative instruments, their use and pricing, and the functioning of derivative markets. It uses a large number of examples to elucidate concepts and illustrate their real-life application. A distinguishing feature of the book is that it goes beyond the narrow perspective of derivative traders and investors and takes a broader approach which enhances its appeal to a range of readers. This book will be useful for students in the fields of economics, econometrics, derivatives, and finance and financial professionals, bankers and investors.

Download or read book Latin Suffixal Derivatives in English written by D. Gary Miller and published by Oxford University Press. This book was released on 2006-07-20 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the fullest account ever published of Latin suffixes in English. It explores the rich variety of English words formed by the addition of one or more Latin suffixes, such as ial, -able, -ability, -ible, and -id. It traces the histories of over 3,000 words and reveals the range of derivational patterns in Indo-European, Latin, and English. It makes an important contribution to the history of English and Latin morphology and etymology, as well as to the history of suffixal derivation in Indo-European.

Download or read book A Handbook of Derivatives for Mass Spectrometry written by Vladimir Zaikin and published by IM Publications. This book was released on 2009 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chemical derivatisation of functional groups has proved popular since the beginning of organic mass spectrometry as a means to enhance the stability and volatility of the analytes as well as facilitating structure elucidation. This book provides comprehensive information on the wide range of derivatisation methods. Each chapter looks at a particular area of derivatisation and includes extensive references to the literature for further research where necessary. There are nearly 1800 references, which, as well as full bibliographic information, include chapter/paper titles where appropriate and Digital Object Identifiers (DOIs) to allow easy retrieval of the online version of the referenced publication. The emergence of atmospheric pressure ionisation and other soft ionisation techniques has not diminished the interest in such chemical techniques, as witnessed by the many chemical tags used in quantitative proteomics (Chapter 9). The last two chapters, a substantial part of the book, deal with derivatisation for use with soft ionisation of both small and large molecules. Chapters Silylation Acylation Alkylation (Arylation) Cyclic derivatives Monofunctional compounds Polyfunctional compounds On-line derivatisation/degradation Soft ionisation—small molecules Soft ionisation—large molecules

Download or read book Financial Mathematics Derivatives and Structured Products written by Raymond H. Chan and published by Springer. This book was released on 2019-02-27 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)

Download or read book Random Knotting and Linking written by Kenneth C. Millett and published by World Scientific. This book was released on 1994 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes both rigorous asymptotic results on the inevitability of random knotting and linking, and Monte Carlo simulations of knot probability at small lengths. The statistical mechanics and topology of surfaces on the d-dimensional simple cubic lattice are investigated. The energy of knots is studied both analytically and numerically. Vassiliev invariants are investigated and used in random knot simulations. A mutation scheme which leaves the Jones polynomial unaltered is described. Applications include the investigation of RNA secondary structure using Vassiliev invariants, and the direct experimental measurement of DNA knot probability as a function of salt concentration in random cyclization experiments on linear DNA molecules. The papers in this volume reflect the diversity of interest across science and mathematics in this subject, from topology to statistical mechanics to theoretical chemistry to wet-lab molecular biology.

Download or read book Managing Derivatives Contracts written by Khader Shaik and published by Apress. This book was released on 2014-09-29 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: "I am sure practitioners, auditors, and regulators will find the content of Mr Shaik's book of value. The accessible style is also welcome. All in all, a worthwhile addition to the finance literature and one that hopefully helps plug the knowledge gap in this field." — from the foreword by Professor Moorad Choudhry, Brunel University Managing Derivatives Contracts is a comprehensive and practical treatment of the end-to-end management of the derivatives contract operations, systems, and platforms that support the trading and business of derivative products. This book focuses on the processes and systems in the derivatives contract life cycle that underlie and implement the activities of derivatives trading, pricing, and risk management. Khader Shaik, a Wall Street derivatives platform implementation expert, lays out all the fundamentals needed to understand, conduct, and manage derivatives operations. In particular, he provides both introductory and in-depth treatment of the following topics: derivative product classes; the market structure, mechanics, and players of derivatives markets; types of derivative contracts and life cycle management; derivatives technology platforms, software systems, and protocols; derivatives contracts management; and the new regulatory landscape as shaped by reforms such as Dodd-Frank Title VII and EMIR. Managing Derivatives Contracts focuses on the operational processes and market environment of the derivatives life cycle; it does not address the mathematics or finance of derivatives trading, which are abundantly treated in the standard literature. Managing Derivatives Contracts is divided into four parts. The first part provides a structural overview of the derivatives markets and product classes. The second part examines the roles of derivatives market players, the organization of buy-side and sell-side firms, critical data elements, and the Dodd-Frank reforms. Within the framework of total market flow and straight-through processing as constrained by regulatory compliance, the core of the book details the contract life cycle from origination to expiration for each of the major derivatives product classes, including listed futures and options, cleared and bilateral OTC swaps, and credit derivatives. The final part of the book explores the underlying information technology platform, software systems, and protocols that drive the end-to-end business of derivatives. In particular, it supplies actionable guidelines on how to build a platform using vendor products, in-house development, or a hybrid approach.

Download or read book Derivatives Pricing and Modeling written by Jonathan Batten and published by Emerald Group Publishing. This book was released on 2012-07-02 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.

Download or read book Numerical Derivatives and Nonlinear Analysis written by Harriet Kagiwada and published by Springer Science & Business Media. This book was released on 2013-03-08 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: For many years it has been an article of faith of numerical analysts that the evaluation of derivatives of complicated functions should be avoided. Derivatives were evaluated using finite differences or, more recently, using symbolic manipulation packages. The first has the disadvantage of limited accuracy. The second has disadvantages of being expensive and requiring considerable computer memory. The recent developments described in this text allow the evaluation of derivatives using simple automatic derivative evaluation subroutines pro grammed in FORTRAN or BASIC. These subroutines can even be programmed on a personal computer. The concept for the evaluation of the derivatives was originally developed by Wengert over 20 years ago. Significant im provements have been made in Wengert's method and are utilized in this text. The purpose of this text is to familiarize computer users with a simple and practical method for obtaining the partial derivatives of complicated mathematical expressions. The text illustrates the use of automatic deriva tive evaluation subroutines to solve a wide range of nonlinear least-squares, optimal control, system identification, two-point boundary value problems, and integral equations. The numerical values of the derivatives are evalu~ ated exactly, except for roundoff, using simple FORTRAN or BASIC sub routines. These derivatives are derived automatically behind the scenes, from the equivalent of analytical expressions, without any effort from the user. The use of costly software packages is not required.

Download or read book Derivatives of Inner Functions written by Javad Mashreghi and published by Springer Science & Business Media. This book was released on 2012-11-14 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​Inner functions form an important subclass of bounded analytic functions. Since they have unimodular boundary values, they appear in many extremal problems of complex analysis. They have been extensively studied since early last century, and the literature on this topic is vast. Therefore, this book is devoted to a concise study of derivatives of these objects, and confined to treating the integral means of derivatives and presenting a comprehensive list of results on Hardy and Bergman means. The goal is to provide rapid access to the frontiers of research in this field. This monograph will allow researchers to get acquainted with essentials on inner functions, and it is self-contained, which makes it accessible to graduate students.

Download or read book Virtual Knots written by Vasilii Olegovich Manturov and published by World Scientific. This book was released on 2012 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is the first systematic research completely devoted to a comprehensive study of virtual knots and classical knots as its integral part. The book is self-contained and contains up-to-date exposition of the key aspects of virtual (and classical) knot theory.Virtual knots were discovered by Louis Kauffman in 1996. When virtual knot theory arose, it became clear that classical knot theory was a small integral part of a larger theory, and studying properties of virtual knots helped one understand better some aspects of classical knot theory and encouraged the study of further problems. Virtual knot theory finds its applications in classical knot theory. Virtual knot theory occupies an intermediate position between the theory of knots in arbitrary three-manifold and classical knot theory.In this book we present the latest achievements in virtual knot theory including Khovanov homology theory and parity theory due to V O Manturov and graph-link theory due to both authors. By means of parity, one can construct functorial mappings from knots to knots, filtrations on the space of knots, refine many invariants and prove minimality of many series of knot diagrams.Graph-links can be treated as OC diagramless knot theoryOCO: such OC linksOCO have crossings, but they do not have arcs connecting these crossings. It turns out, however, that to graph-links one can extend many methods of classical and virtual knot theories, in particular, the Khovanov homology and the parity theory.