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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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