Download or read book Abstracts of Papers Presented to the American Mathematical Society written by American Mathematical Society and published by . This book was released on 2007 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book American Type Options written by Dmitrii S. Silvestrov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2015-03-03 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.

Download or read book Energy and Power Risk Management written by Alexander Eydeland and published by John Wiley & Sons. This book was released on 2003-02-03 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals." -Vincent Kaminski, Managing Director Citadel Investment Group LLC "Eydeland and Wolyniec's work does an excellent job of outlining the methods needed to measure and manage risk in the volatile energy market." -Gerald G. Fleming, Vice President, Head of East Power Trading, TXU Energy Trading "This book combines academic rigor with real-world practicality. It is a must-read for anyone in energy risk management or asset valuation." -Ron Erd, Senior Vice President American Electric Power

Download or read book Iaeng Transactions On Engineering Sciences Special Issue For The International Association Of Engineers Conferences 2014 written by Sio-iong Ao and published by World Scientific. This book was released on 2015-03-11 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two large international conferences on Advances in Engineering Sciences were held in Hong Kong, March 12-14, 2014, under the International MultiConference of Engineers and Computer Scientists (IMECS 2014), and in London, UK, 2-4 July, 2014, under the World Congress on Engineering 2014 (WCE 2014) respectively. This volume contains 37 revised and extended research articles written by prominent researchers participating in the conferences. Topics covered include engineering mathematics, computer science, electrical engineering, manufacturing engineering, industrial engineering, and industrial applications. The book offers tremendous state-of-the-art advances in engineering sciences and also serves as an excellent reference work for researchers and graduate students working with/on engineering sciences.

Download or read book The Journal of Computational Finance written by and published by . This book was released on 2008 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advanced Analytical Models written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2008-06-23 with total page 1035 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you need to quantitatively assess risk in a range of areas, whether you are a risk manager, business decision-maker, or investor.

Download or read book The Coal Trade Journal written by and published by . This book was released on 1908 with total page 1110 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Pricing Models for Bermudan style Interest Rate Derivatives written by Raoul Pietersz and published by . This book was released on 2005 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Numerical Methods in Finance written by René Carmona and published by Springer Science & Business Media. This book was released on 2012-03-23 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.

Download or read book Valuing Fixed Income Futures written by David Boberski and published by McGraw Hill Professional. This book was released on 2007 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is a practical resource that equips financial professionals with a means of measuring the performance of Treasury and Eurodollar futures. This reference explains how to apply technology to develop empirical frameworks for solving embedded option valuation in Treasury and Eurodollar futures. David Boberski shows in detail how to build empirical models to measure risk ... the drivers of Treasury/Eurodollar spread ... and more. Filled with scores of financial tables, charts, and figures, this complete valuation tool provides definitions of the entire range of fixed income futures terms, plus in-depth guidance for applying all models and methods."--BOOK JACKET.

Download or read book Practical Approach To Xva A The Evolution Of Derivatives Valuation After The Financial Crisis written by Osamu Tsuchiya and published by World Scientific. This book was released on 2019-05-16 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then. As a response to this, and to cope with regulatory demands for massively increased capital and other measures with funding cost, the pre-2008 concept of Credit Valuation Adjustment (CVA) has evolved into the far more complex hybrid Cross Valuation Adjustment (XVA).This book presents a clear and concise framework and provides key considerations for the computation of myriad adjustments to the price of financial derivatives, to fully reflect costs. XVA has been of great interest recently due to heavy funding costs (FVA), initial margin (MVA) and capital requirements (KVA) required to sustain a derivatives business since 2008, in addition to the traditional concepts of cost from counterparty default or credit deterioration (CVA), and its mirror image - the cost of one own's default (DVA).The book takes a practitioner's perspective on the above concepts, and then provides a framework to implement such adjustments in practice. Models are presented too, taking note of what is computationally feasible in light of portfolios typical of investment banks, and the different instruments associated with these portfolios.

Download or read book Real Options Analysis written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2012-07-02 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Mun demystifies real options analysis and delivers a powerful, pragmatic guide for decision-makers and practitioners alike. Finally, there is a book that equips professionals to easily recognize, value, and seize real options in the world around them." --Jim Schreckengast, Senior VP, R&D Strategy, Gemplus International SA, France Completely revised and updated to meet the challenges of today's dynamic business environment, Real Options Analysis, Second Edition offers you a fresh look at evaluating capital investment strategies by taking the strategic decision-making process into consideration. This comprehensive guide provides both a qualitative and quantitative description of real options; the methods used in solving real options; why and when they are used; and the applicability of these methods in decision making.

Download or read book AutoCAD 2012 and AutoCAD LT 2012 written by Donnie Gladfelter and published by John Wiley & Sons. This book was released on 2011-08-02 with total page 1222 pages. Available in PDF, EPUB and Kindle. Book excerpt: The perfect step-by-step introduction to Autodesk's powerful architectural design software With this essential guide, you'll learn how to plan, develop, document, and present a complete AutoCAD project by building a summer cabin from start to finish. You can follow each step sequentially or jump in at any point by downloading the drawing files from the book's companion web site. You'll also master all essential AutoCAD features, get a thorough grounding in the basics, learn the very latest industry standards and techniques, and quickly become productive with AutoCAD 2012. Features concise explanations, focused examples, and step-by-step instructions for learning AutoCAD and AutoCAD LT in a hands-on project that runs throughout the book Addresses the newest features of AutoCAD 2012 and AutoCAD LT 2012 as well as emerging techniques and standards in the industry Begins with the basics such as the AutoCAD interface, basic commands, and creating drawings and gradually progresses to more advanced topics, including grouping, elevations, hatches, and using text in drawings Introduces dimensioning, external references, layouts and printing, and using 3D AutoCAD and AutoCAD LT: No Experience Required helps you quickly learn to use AutoCAD and AutoCAD LT right away.

Download or read book Analytical Finance Volume II written by Jan R. M. Röman and published by Springer. This book was released on 2017-11-30 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Mälardalen University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application. Coverage includes: • Date arithmetic’s, quote types of interest rate instruments • The interbank market and reference rates, including negative rates• Valuation and modeling of IR instruments; bonds, FRN, FRA, forwards, futures, swaps, CDS, caps/floors and others • Bootstrapping and how to create interest rate curves from prices of traded instruments• Risk measures of IR instruments• Option Adjusted Spread and embedded options• The term structure equation, martingale measures and stochastic processes of interest rates; Vasicek, Ho-Lee, Hull-While, CIR• Numerical models; Black-Derman-Toy and forward induction using Arrow-Debreu prices and Newton–Raphson in 2 dimension• The Heath-Jarrow-Morton framework• Forward measures and general option pricing models• Black log-normal and, normal model for derivatives, market models and managing exotics instruments• Pricing before and after the financial crisis, collateral discounting, multiple curve framework, cheapest-to-deliver curves, CVA, DVA and FVA

Download or read book The National Provisioner written by and published by . This book was released on 1907 with total page 924 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Coal and Coal Trade Journal written by and published by . This book was released on 1908 with total page 1168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Let s Go 2008 Europe written by Inés Pacheco and published by Macmillan. This book was released on 2007-11-27 with total page 1160 pages. Available in PDF, EPUB and Kindle. Book excerpt: Packed with travel information, including listings, deals, and insider tips: CANDID LISTINGS of hundreds of places to eat, sleep, drink, and feel like a local. RELIABLE MAPS to get you around cities, towns, and the countryside. CHEAP, DELICIOUS EATS from Spanish paella to Polish pierogi. VOLUNTEER and work opportunities from Reykjavík to Istanbul. INSIDER TIPS on the best gay and straight nightlife, traveling cheap, and finding vegetarian food. Advice on BIKING, CLIMBING, and HIKING from the Alps to the Tatras. A useful PHRASEBOOK to help you say "I'm lost" in fifteen different languages.