Download or read book Revue Semestrielle Des Publications Math matiques written by and published by . This book was released on 1907 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Exercises in Applied Mathematics written by Daniel Alpay and published by Springer Nature. This book was released on with total page 694 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Revue Semestrielle Des Publications Mathematiques written by and published by . This book was released on 1907 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Reviews written by and published by . This book was released on 1976 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Guide to the Literature of Mathematics and Physics Including Related Works on Engineering Science written by Nathan Grier Parke and published by . This book was released on 1958 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Messenger of Mathematics written by and published by . This book was released on 1886 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Download or read book The American Mathematical Monthly written by and published by . This book was released on 1976 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes articles, as well as notes and other features, about mathematics and the profession.

Download or read book Option Prices as Probabilities written by Christophe Profeta and published by Springer Science & Business Media. This book was released on 2010-01-26 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K? 0: + ? (t) :=E (K?E ) (0.1) K t and + C (t) :=E (E?K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?

Download or read book J C Poggendorffs biographisch literarisches Handw rterbuch zur Geschichte der exacten Wissenschaften written by Johann Christian Poggendorff and published by . This book was released on 1863 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Download or read book The Abel Prize written by Helge Holden and published by Springer Science & Business Media. This book was released on 2009-12-01 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents the winners of the first five Abel Prizes in mathematics: 2003 Jean-Pierre Serre; 2004 Sir Michael Atiyah and Isadore Singer; 2005 Peter D. Lax; 2006 Lennart Carleson; and 2007 S.R. Srinivasa Varadhan. Each laureate provides an autobiography or an interview, a curriculum vitae, and a complete bibliography. This is complemented by a scholarly description of their work written by leading experts in the field and by a brief history of the Abel Prize. Interviews with the laureates can be found at http://extras.springer.com .