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 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 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 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 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 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 286 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 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 421 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 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 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 Geometrical Derivatives of Energy Surfaces and Molecular Properties written by Poul Jørgensen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: The development and computational implementation of analytical expres sions for the low-order derivatives of electronic energy surfaces and other molecular properties has undergone rapid growth in recent years. It is now fairly routine for chemists to make use of energy gradient information in locating and identifying stable geometries and transition states. The use of second analytical derivative (Hessian or curvature) expressions is not yet routine, and third and higher energy derivatives as well as property (e.g., dipole moment, polarizability) derivatives are just beginning to be applied to chemical problems. This NATO Advanced Research Workshop focused on analyzing the re lative merits of various strategies for deriving the requisite analyti cal expressions, for computing necessary integral derivatives and wave function parameter derivatives, and for efficiently coding these expres sions on conventional scalar machines and vector-oriented computers. The participant list contained many scientists who have been instrumen tal in bringing this field to fruition as well as eminent scientists who have broad knowledge and experience in quantum chemistry in general.
Download or read book Derivatives written by CFA Institute and published by John Wiley & Sons. This book was released on 2021-11-04 with total page 899 pages. Available in PDF, EPUB and Kindle. Book excerpt: The complete guide to derivatives, from experts working with CFA Institute Derivatives is the definitive guide to derivatives and derivative markets. Written by experts working with CFA Institute, this book is an authoritative reference for students and investment professionals interested in the role of derivatives within comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivative markets and their instruments. The companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential for effective financial risk management and for creating synthetic exposure to asset classes. This book builds a conceptual framework for grasping derivative fundamentals, with systematic coverage and thorough explanations. Readers will: Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the role of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management CFA Institute is the world's premier association for investment professionals, and the governing body for CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA Institute brings to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their use in investment management.
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 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 Capitalism With Derivatives written by D. Bryan and published by Springer. This book was released on 2005-12-16 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: What are the links between things as diverse as the prices of pork bellies, interest rates, and corporate stock? They are all being translated into risk and priced through the system of derivative markets. Financial derivatives are now the largest form of financial transaction in the world, and they are transforming in pervasive ways the lived experience of capitalist economies. Financial derivatives are anchoring the global financial system and challenging the conventional understanding of ownership, money and capital. These challenges are examined in this book, providing a significant reinterpretation of contemporary capitalism that will be of interest to both social scientists and conventional finance scholars.
Download or read book Driveline Systems of Ground Vehicles written by Alexandr F. Andreev and published by CRC Press. This book was released on 2010-09-07 with total page 957 pages. Available in PDF, EPUB and Kindle. Book excerpt: "With this book, Prof. Dr. Vantsevich brings a tremendous contribution to the field of Automotive Transmission and Driveline Engineering, including his innovative methods for optimum driveline synthesis, as well as his experience with the development of various hardware solutions, from the basic limited slip differentials to the most sophisticated mechatronic systems." —Dr.-Ing. Mircea Gradu Director, Transmission and Driveline Engineering Head, Virtual Analysis Tools Chrysler Group LLC ? Now that vehicles with four and more driving wheels are firmly ensconced in the consumer market, they must provide energy/fuel-saving benefits and improved operational quality including terrain mobility, traction and velocity properties, turnability, and stability of motion. A first-of-its-kind resource, Driveline Systems of Ground Vehicles: Theory and Design presents a comprehensive and analytical treatment of driveline research, design, and tests based on energy efficiency, vehicle dynamics, and operational properties requirements. This volume addresses fundamental engineering problems including how to investigate the effect of different driveline systems on the properties of vehicles and how to determined the optimal characteristics of the driveline system and its power-dividing units (PDUs) and design it for a specific vehicle to ensure high level of vehicle dynamics, energy efficiency, and performance. The authors develop an analytical apparatus for math modeling of driveline systems that can be compiled from different types of PDUs. They also introduce methodologies for the synthesis of optimal characteristics of PDUs for different types of vehicles. Structured to be useful to engineers of all levels of experience, university professors and graduate students, the book is based on the R&D projects conducted by the authors. It explores intriguing engineering dilemmas such as how to achieve higher energy and fuel efficiency by driving either all the wheels or not all the wheels, solve oversteering issues by managing wheel power distribution, and many other technical problems.
