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Showing 1 - 8 of 8 matches in All Departments
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Levy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Levy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Levy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Levy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
Christoph Winter investigates the circumstances, which determine a contractor's competitive position in different construction markets for different types of clients, as well as the influence of the consultants upon the construction development process. Moreover, he analyses the role that a contractor's supply chain must fulfil in order to be as successful as the leader of the procurement process.
Sleep disorders in children are on the rise. Experts have pronounced sleeplessness a 'hidden health crisis' for young people, with 10 percent of children presenting with diagnosable sleep disorders - but well over half are misdiagnosed. Every year, tens of thousands of children are treated for diseases such as diabetes, learning disorders, or chronic pain, when the real root cause of their ailment may actually be a sleep disorder for which they're not being treated. In this ground-breaking guide, neurologist and sleep expert Dr Chris Winter identifies the signs and symptoms of the most common sleep disorders affecting children today, and he empowers parents and caregivers to understand the steps necessary to address and treat their children's sleep problems. From common issues such as too much screen time and night terrors, to narcolepsy, sleep apnoea, and more, The Rested Child leaves no stone unturned. This book pulls back the curtain on the relationship between poor sleep quality and paediatric epidemics related to psychiatric health, rising obesity, ADD/ADHD, pain disorders, and other undiagnosed disorders of sleepiness and fatigue. Finally parents have a resource to help them uncover the root of their children's problems, and, more important, to provide the answers on how to help.
Title: Six months in British Burmah; or India beyond the Ganges in 1857.Publisher: British Library, Historical Print EditionsThe British Library is the national library of the United Kingdom. It is one of the world's largest research libraries holding over 150 million items in all known languages and formats: books, journals, newspapers, sound recordings, patents, maps, stamps, prints and much more. Its collections include around 14 million books, along with substantial additional collections of manuscripts and historical items dating back as far as 300 BC.The GENERAL HISTORICAL collection includes books from the British Library digitised by Microsoft. This varied collection includes material that gives readers a 19th century view of the world. Topics include health, education, economics, agriculture, environment, technology, culture, politics, labour and industry, mining, penal policy, and social order. ++++The below data was compiled from various identification fields in the bibliographic record of this title. This data is provided as an additional tool in helping to insure edition identification: ++++ British Library Winter, Christopher; 1858. 8 . 10056.c.23.
British artist Christopher Winter (*1968) is a figurative painter, performance and installation artist. His work is influenced primarily by literature, film and politics. He has a particular interest in fairy tales, folk rituals and often questions the nature of our reality. Winter's paintings are mysterious yet also have a narrative element. This is the second monograph to be published on his painting by Kerber Verlag. This volume compliments the preceding one and illuminates Winter's previously unseen installation and performance work. The book is arranged in themed “Islands”, works are not organised chronologically. The reader is then invited to visit “Libertine Island”, “Deep Forest Island” or “Reality Island” as they sail amongst The Archipelago of the Mind. A map at the front of the book guides the way. Text in English and German. Published to accompany an exhibition entitled ARCHIPELAGO OF THE MIND - a CHRISTOPHER WINTER SOLO EXHIBITION with Book Launch and Opening of the Exhibition on Friday 8 October 2021 at ZAK – Center for Contemporary Art Zitadelle, Berlin.
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