Download or read book Peter Carr Gedenkschrift Research Advances In Mathematical Finance written by Robert A Jarrow and published by World Scientific. This book was released on 2023-11-10 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.
Download or read book Advances in Mathematical Finance written by Michael C. Fu and published by Birkhäuser. This book was released on 2008-11-01 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
Download or read book Advances in Mathematical Finance written by Michael C. Fu and published by Springer Science & Business Media. This book was released on 2007-07-30 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
Download or read book Optimal Stochastic Control Stochastic Target Problems and Backward SDE written by Nizar Touzi and published by Springer Science & Business Media. This book was released on 2012-09-25 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.
Download or read book Morrey Spaces written by Yoshihiro Sawano and published by CRC Press. This book was released on 2020-09-16 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Morrey spaces were introduced by Charles Morrey to investigate the local behaviour of solutions to second order elliptic partial differential equations. The technique is very useful in many areas in mathematics, in particular in harmonic analysis, potential theory, partial differential equations and mathematical physics. Across two volumes, the authors of Morrey Spaces: Introduction and Applications to Integral Operators and PDE’s discuss the current state of art and perspectives of developments of this theory of Morrey spaces, with the emphasis in Volume II focused mainly generalizations and interpolation of Morrey spaces. Features Provides a ‘from-scratch’ overview of the topic readable by anyone with an understanding of integration theory Suitable for graduate students, masters course students, and researchers in PDE's or Geometry Replete with exercises and examples to aid the reader’s understanding
Download or read book A Manual of Agricultural Botany written by Albert Bernard Frank and published by . This book was released on 1898 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Ancient Greek Linguistics written by Felicia Logozzo and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-07 with total page 874 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume assembles about 50 contributions presented at the Intenational Colloquium on Ancient Greek Linguistics, held in Rome, March 2015. This Colloquium opened a new series of international conferences that has replaced previous national meetings on this subject. They embrace essential topics of Ancient Greek Linguistics with different theoretical and methodological approaches: particles and their functional uses; phonology; tense, aspect, modality; syntax and thematic roles; lexicon and onomastics; Greek and other languages; speech acts and pragmatics.
Download or read book Business Optimization Using Mathematical Programming written by Josef Kallrath and published by Springer Nature. This book was released on 2021-08-31 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.
Download or read book Algorithmic and High Frequency Trading written by Álvaro Cartea and published by Cambridge University Press. This book was released on 2015-08-06 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.
Download or read book Charles Taylor written by Ruth Abbey and published by Routledge. This book was released on 2014-12-23 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Charles Taylor is one of the most influential and prolific philosophers in the English-speaking world today. The breadth of his writings is unique, ranging from reflections on artificial intelligence to analyses of contemporary multicultural societies. This thought-provoking introduction to Taylor's work outlines his ideas in a coherent and accessible way without reducing their richness and depth. His contribution to many of the enduring debates within Western philosophy is examined and the arguments of his critics assessed. Taylor's reflections on the topics of moral theory, selfhood, political theory and epistemology form the core chapters within the book. Ruth Abbey engages with the secondary literature on Taylor's work and suggests that some criticisms by contemporaries have been based on misinterpretations and suggests ways in which a better understanding of Taylor's work leads to different criticisms of it. The book serves as an ideal companion to Taylor's ideas for students of philosophy and political theory, and will be welcomed by the non-specialist looking for an authoritative guide to Taylor's large and challenging body of work.
Download or read book Elementary Mathematics Curriculum Materials written by Janine T. Remillard and published by Springer Nature. This book was released on 2020-03-16 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents comparative analyses of five elementary mathematics curriculum programs used in the U.S. from three different perspectives: the mathematical emphasis, the pedagogical approaches, and how authors communicate with teachers. These perspectives comprise a framework for examining what curriculum materials are comprised of, what is involved in reading and interpreting them, and how curriculum authors can and do support teachers in this process. Although the focus of the analysis is 5 programs used at a particular point in time, this framework extends beyond these specific programs and illuminates the complexity of curriculum materials and their role in teaching in general. Our analysis of the mathematical emphasis considers how the mathematics content is presented in each program, in terms of sequencing, the nature of mathematical tasks (cognitive demand and ongoing practice), and the way representations are used. Our analysis of the pedagogical approach examines explicit and implicit messages about how students should interact with mathematics, one another, the teacher, and the textbook around these mathematical ideas, as well as the role of the teacher. In order to examine how curriculum authors support teachers, we analyze how they communicate with teachers and what they communicate about, including the underlying mathematics, noticing student thinking, and rationale for design elements. The volume includes a chapter on curriculum design decisions based on interviews with curriculum authors.
Download or read book Advances in Mathematical Sciences written by Bahar Acu and published by Springer Nature. This book was released on 2020-07-16 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume highlights the mathematical research presented at the 2019 Association for Women in Mathematics (AWM) Research Symposium held at Rice University, April 6-7, 2019. The symposium showcased research from women across the mathematical sciences working in academia, government, and industry, as well as featured women across the career spectrum: undergraduates, graduate students, postdocs, and professionals. The book is divided into eight parts, opening with a plenary talk and followed by a combination of research paper contributions and survey papers in the different areas of mathematics represented at the symposium: algebraic combinatorics and graph theory algebraic biology commutative algebra analysis, probability, and PDEs topology applied mathematics mathematics education
Download or read book A Focus on Addition and Subtraction written by Caroline B. Ebby and published by Routledge. This book was released on 2020-11-23 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This innovative text offers a unique approach to making mathematics education research on addition, subtraction, and number concepts readily accessible and understandable to pre-service and in-service teachers of grades K–3. Revealing students’ thought processes with extensive annotated samples of student work and vignettes characteristic of teachers’ experiences, this book provides educators with the knowledge and tools needed to modify their lessons and improve student learning of additive reasoning in the primary grades. Based on research gathered in the Ongoing Assessment Project (OGAP), this engaging, easy-to-use resource features practical resources such as: A close focus on student work, including 150+ annotated pieces of student work, to help teachers improve their ability to recognize, assess, and monitor their students’ errors and misconceptions, as well as their developing conceptual understanding; A focus on the OGAP Addition, Subtraction, and Base Ten Number Progressions, based on research conducted with hundreds of teachers and thousands of pieces of student work; In-chapter sections on how Common Core State Standards for Math (CCSSM) are supported by math education research; End-of-chapter questions to allow teachers to analyze student thinking and consider instructional strategies for their own students; Instructional links to help teachers relate concepts from each chapter to their own instructional materials and programs; An accompanying eResource, available online, offers an answer key to Looking Back questions, as well as a copy of the OGAP Additive Framework and the OGAP Number Line Continuum. A Focus on Addition and Subtraction marks the fourth installment of the popular A Focus on... collection, designed to aid the professional development of pre-service and in-service mathematics teachers. Following from previous volumes on ratios and proportions, multiplication and division, and fractions, this newest addition is designed to bridge the gap between what math education researchers know and what teachers need to know in order to better understand evidence in student work and make effective instructional decisions.
Download or read book The Financial Mathematics of Market Liquidity written by Olivier Gueant and published by CRC Press. This book was released on 2016-03-30 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss app
Download or read book Expanding the Frontiers of Visual Analytics and Visualization written by John Dill and published by Springer Science & Business Media. This book was released on 2012-04-17 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of computer graphics combines display hardware, software, and interactive techniques in order to display and interact with data generated by applications. Visualization is concerned with exploring data and information graphically in such a way as to gain information from the data and determine significance. Visual analytics is the science of analytical reasoning facilitated by interactive visual interfaces. Expanding the Frontiers of Visual Analytics and Visualization provides a review of the state of the art in computer graphics, visualization, and visual analytics by researchers and developers who are closely involved in pioneering the latest advances in the field. It is a unique presentation of multi-disciplinary aspects in visualization and visual analytics, architecture and displays, augmented reality, the use of color, user interfaces and cognitive aspects, and technology transfer. It provides readers with insights into the latest developments in areas such as new displays and new display processors, new collaboration technologies, the role of visual, multimedia, and multimodal user interfaces, visual analysis at extreme scale, and adaptive visualization.
Download or read book Over the Rainbow written by Robert A. Jarrow and published by . This book was released on 1995 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a useful compendium of over 50 articles tracking the advances that underpinned the growth of the derivatives industry of the early 1990s. It includes articles on innovations in financial derivatives published in Risk magazine between 1992 and 1995, and information on advances in exotic options, computational techniques, VAR and capital management.
Download or read book Against All Odds written by Eva Kaufholz-Soldat and published by Springer. This book was released on 2021-07-31 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an overview of the ways in which women have been able to conduct mathematical research since the 18th century, despite their general exclusion from the sciences. Grouped into four thematic sections, the authors concentrate on well-known figures like Sophie Germain and Grace Chisholm Young, as well as those who have remained unnoticed by historians so far. Among them are Stanisława Nidodym, the first female students at the universities in Prague at the turn of the 20th century, and the first female professors of mathematics in Denmark. Highlighting individual biographies, couples in science, the situation at specific European universities, and sociological factors influencing specific careers from the 18th century to the present, the authors trace female mathematicians’ status as it evolved from singular and anomalous to virtually commonplace. The book also offers insights into the various obstacles women faced when trying to enter perhaps the “most male” discipline of all, and how some of them continue to shape young girls’ self-perceptions and career choices today. Thus, it will benefit scholars and students in STEM disciplines, gender studies and the history of science; women in science, mathematics and at institutions, and those working in mathematics education.
