標題: Titlebook: Advanced Mathematical Methods for Finance; Giulia Di Nunno,Bernt ?ksendal Book 2011 Springer-Verlag Berlin Heidelberg 2011 Calculus of va [打印本頁] 作者: 麻煩 時間: 2025-3-21 17:29
書目名稱Advanced Mathematical Methods for Finance影響因子(影響力)
書目名稱Advanced Mathematical Methods for Finance影響因子(影響力)學科排名
書目名稱Advanced Mathematical Methods for Finance網(wǎng)絡公開度
書目名稱Advanced Mathematical Methods for Finance網(wǎng)絡公開度學科排名
書目名稱Advanced Mathematical Methods for Finance被引頻次
書目名稱Advanced Mathematical Methods for Finance被引頻次學科排名
書目名稱Advanced Mathematical Methods for Finance年度引用
書目名稱Advanced Mathematical Methods for Finance年度引用學科排名
書目名稱Advanced Mathematical Methods for Finance讀者反饋
書目名稱Advanced Mathematical Methods for Finance讀者反饋學科排名
作者: 占線 時間: 2025-3-21 23:35 作者: 豐滿中國 時間: 2025-3-22 00:27
Ambit Processes and Stochastic Partial Differential Equations,ymes have been proposed in various aspects of implantation, including hatching from the zona pellucida (e.g. McLaren 1970; Mintz 1971, 1972; Kirchner et al. 1971; Kirchner 1972; Denker 1974), adhesion of the blastocyst to the uterine epithelium (e.g., Kirchner et al. 1971; Bergstr?m 1972; Pinsker et作者: 大雨 時間: 2025-3-22 05:49
Credit Contagion in a Long Range Dependent Macroeconomic Factor Model,esented shed new light on nucleolar processes.Biomedical aspThis book contains 14 original review chapters each yielding new, exciting and intriguing data about the emerging understanding of nucleolar structure and function in normal, stressed and diseased cells. The goal of this work is to provide 作者: 劇毒 時間: 2025-3-22 10:35 作者: 貞潔 時間: 2025-3-22 16:52
An Overview of Comonotonicity and Its Applications in Finance and Insurance,ioners of nephrology. Sir Richard Bright in 1827 associated pro- with the disease that bears his name. In the subsequent more teinuria than a century and a half, however, the meaning of the linkage between proteinuria and renal disease remains elusive. Proteinuria is discovered on routine urinalysis作者: NEG 時間: 2025-3-22 20:53 作者: 喪失 時間: 2025-3-22 21:20
,Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models,.. Neben den Determinanten wie Motivation, Pers?nlichkeit, Kompetenz und Rollenwahrnehmung wurde in Anlehnung an die Theorie des geplanten Verhaltens postuliert, dass das Verhalten des Verk?ufers von seiner Verhaltensabsicht abh?ngig ist.. Auch wird in der Literatur argumentiert, dass Verkaufsmitarb作者: 不透氣 時間: 2025-3-23 03:56
Optimal Liquidation of a Pairs Trade,ing the general mechanisms which produce and maintain the ECM in tissues. Wound re- pair in animals has always been a suitable "tool" for exploring these mechanisms. In such a pathologic event, the different components of the healing system can be readily observed since they are exaggerated. It has 作者: 軍火 時間: 2025-3-23 09:05
A PDE-Based Approach for Pricing Mortgage-Backed Securities,ith other approaches, provides invaluable information, thereby improving description of the factors responsible for the selectivity of these classes of enzymes. Different combinatorial approaches have been described in the application of libraries of peptide substrates to the study of protease speci作者: AIL 時間: 2025-3-23 12:05 作者: 跳脫衣舞的人 時間: 2025-3-23 14:13
Fractional Smoothness and Applications in Finance,protein de novo sequencing with mass spectrometry is more difficult to achieve. Generally, it is done by C-terminal labeling of the peptide. C-terminal fragment ions are identified in the tandem mass spectrum by the additional mass of the label. This very often allows to assign the correct amino aci作者: ineluctable 時間: 2025-3-23 19:19
Liquidity Models in Continuous and Discrete Time, chemistry. The purpose of this book is toprovide the active researcher with an overview of the types ofquestions being addressed in proteomics studies and the technologiesused to address those questions. .Key subjects covered in this book include: . . anassessment of the limitations of this approac作者: FIS 時間: 2025-3-24 01:55 作者: 是比賽 時間: 2025-3-24 03:19
Functionals Associated with Gradient Stochastic Flows and Nonlinear SPDEs,y activity against their intended targets. Often, those compounds bind to their targets with micromolar and sometimes weaker affinities. To become effective drugs, the binding affinities of those compounds need to be optimized by three or more orders of magnitude. This task is not a trivial one if o作者: NAIVE 時間: 2025-3-24 06:36 作者: 沒有貧窮 時間: 2025-3-24 13:11 作者: 熱心助人 時間: 2025-3-24 18:25 作者: flex336 時間: 2025-3-24 19:54
https://doi.org/10.1007/978-3-658-14636-8great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of作者: 有罪 時間: 2025-3-25 00:00 作者: 大暴雨 時間: 2025-3-25 04:06 作者: interrupt 時間: 2025-3-25 10:54 作者: DEFER 時間: 2025-3-25 13:50 作者: 索賠 時間: 2025-3-25 15:48 作者: 吹牛者 時間: 2025-3-25 21:59 作者: Aspirin 時間: 2025-3-26 02:54
,Waldorfp?dagogik und Interkulturalit?t,servations, a long position is taken in the underpriced asset, and a short position in the overpriced one. If the spread narrows, both positions are closed, thus generating a profit. We study when to optimally liquidate a pairs trading strategy when the difference between the two assets is modeled b作者: GNAT 時間: 2025-3-26 06:23
Fallkontrastierung und Typenbildung,a degenerate parabolic semilinear equation, and we state existence, uniqueness, and regularity results in the framework of viscosity solutions. These results allow a complete justification of the model. We also obtain a convergence result of a numerical scheme to the solution of the valuation equati作者: resilience 時間: 2025-3-26 08:47 作者: prick-test 時間: 2025-3-26 15:34 作者: overweight 時間: 2025-3-26 19:05 作者: venous-leak 時間: 2025-3-26 22:34
https://doi.org/10.1007/978-3-663-09423-4l. Our main assumption is the commuting property of the drift and diffusion vector fields with respect to the usual Lie bracket. This result is next applied for a system of Burgers equations with stochastic perturbations and also to the computations of some expectations of functionals depending on t作者: fallible 時間: 2025-3-27 04:31 作者: Generic-Drug 時間: 2025-3-27 08:26
Biographietheoretische Forschungshaltung, jumps. In this paper we consider a dense subclass of such models and develop analytically tractable formulae for the prices of a range of first-generation exotic derivatives. We provide closed-form formulae for the Fourier transforms of vanilla and forward starting option prices as well as a formul作者: 華而不實 時間: 2025-3-27 10:09 作者: 全部 時間: 2025-3-27 15:53
Giulia Di Nunno,Bernt ?ksendalPresents new models, new methods and new results in quantitative finance.Includes an analysis of new financial products such as exotic derivatives and liquidity models.Shows an application-oriented pr作者: immunity 時間: 2025-3-27 21:02 作者: Frequency 時間: 2025-3-28 01:36
https://doi.org/10.1007/978-3-663-09422-7We survey several models of liquidity and liquidity-related problems such as optimal execution of a large order, hedging and super-hedging options for a large trader, utility maximization in illiquid markets, and price impact models with price manipulation strategies.作者: 母豬 時間: 2025-3-28 05:02
Jürgen Baumert,Kai Maaz,Ulrich Trautweintation results of conditional convex risk measures, and we characterize various time consistency properties of dynamic risk measures in terms of acceptance sets, penalty functions, and by supermartingale properties of risk processes and penalty functions.作者: Expiration 時間: 2025-3-28 07:28
Dirk Randoll,Ines Graudenz,Jürgen Petersults on arbitrage opportunities, hedging, and option pricing in these models. We summarize some recent results on fractional Black & Scholes pricing model with transaction costs. We end the paper by giving some approximation results and indicating some open problems related to the paper.作者: Morbid 時間: 2025-3-28 10:32
Fallkontrastierung und Typenbildung,a degenerate parabolic semilinear equation, and we state existence, uniqueness, and regularity results in the framework of viscosity solutions. These results allow a complete justification of the model. We also obtain a convergence result of a numerical scheme to the solution of the valuation equation.作者: 磨碎 時間: 2025-3-28 15:01 作者: 遵循的規(guī)范 時間: 2025-3-28 21:48
https://doi.org/10.1007/978-3-663-09423-4ontrol problem in the context of robust utility maximisation. We prove the existence and uniqueness, in a suitable class, of a solution to the BSDE, and we show that the BSDE characterises the dynamic value process of the stochastic control problem.作者: 虛弱 時間: 2025-3-29 01:26
https://doi.org/10.1007/978-3-663-09423-4l. Our main assumption is the commuting property of the drift and diffusion vector fields with respect to the usual Lie bracket. This result is next applied for a system of Burgers equations with stochastic perturbations and also to the computations of some expectations of functionals depending on the final value of some non-Markovian process.作者: 少量 時間: 2025-3-29 04:07 作者: 不連貫 時間: 2025-3-29 11:04
978-3-642-43551-5Springer-Verlag Berlin Heidelberg 2011作者: Constrain 時間: 2025-3-29 13:39
Sylva Liebenwein,Heiner Barz,Dirk Randolly the contagion effect. In our approach we are able to provide explicit formulas for prices of defaultable derivatives at any time .∈[0,.]. Finally we calculate some examples explicitly, where the macroeconomic factor process is given by a functional of the fractional Brownian motion with Hurst index ..作者: 斗志 時間: 2025-3-29 18:30
Theoretisierende Schlussbetrachtung,y density estimation problem to a deconvolution model for which standard methods exist. Three types of nonparametric density estimators are reviewed: the Fourier-type deconvolution kernel density estimator, a wavelet deconvolution density estimator, and a penalized projection estimator. The performance of these estimators will be compared.作者: Diastole 時間: 2025-3-29 20:04 作者: 使困惑 時間: 2025-3-30 03:16 作者: 現(xiàn)暈光 時間: 2025-3-30 07:53
atives and liquidity models.Shows an application-oriented prThis book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading作者: Maximize 時間: 2025-3-30 10:45 作者: 某人 時間: 2025-3-30 14:20 作者: DEFT 時間: 2025-3-30 20:07
Sylva Liebenwein,Heiner Barz,Dirk Randollinsider. In particular, we find conditions on the insider information filtration which are sufficient to give the insider an infinite wealth. We also apply the results to find the optimal consumption rate for an insider.作者: Debate 時間: 2025-3-30 23:59
https://doi.org/10.1007/978-3-658-39434-9he infimum of a Lévy process. Combined with general results on Fourier methods for option pricing, we provide formulas for the valuation of one-touch options, lookback options, and equity default swaps in Lévy models.作者: crockery 時間: 2025-3-31 02:37 作者: Trochlea 時間: 2025-3-31 05:10 作者: Hippocampus 時間: 2025-3-31 10:13
Biographietheoretische Forschungshaltung,mulae for the Laplace transform (in maturity) of the double-no-touch options and the Fourier–Laplace transform (in strike and maturity) of the double knock-out call and put options are obtained. The proof of the latter formulae is based on extended matrix Wiener–Hopf factorisation results. We also provide convergence results.作者: farewell 時間: 2025-3-31 14:53 作者: Ibd810 時間: 2025-3-31 18:08 作者: 能量守恒 時間: 2025-3-31 21:58
Dynamic Risk Measures,rum for discussion and inter- action among scientists whose interests span the broad spectrum of protein structure and function research. The concept and timing of the symposium well received as evidenced by the approximately 500 delegates to the was symposium. The inaugural meeting was marked by a strong sci978-1-4612-9001-8978-1-4613-1787-6作者: AV-node 時間: 2025-4-1 03:16
Ambit Processes and Stochastic Partial Differential Equations,he above studies, it has been reported that some protease activities drop at the time of implantation (e.g., Van Hoorn and Denker 1975; Liedholm and ?stedt 1975), and in one of these reports, it has been postulated that the . of certain proteolytic activities may facilitate implantation (Liedholm and ?stedt 1975).作者: 動物 時間: 2025-4-1 06:06
Credit Contagion in a Long Range Dependent Macroeconomic Factor Model, to Dictyostelium and other eukaryotic microbes. The final chapter summarizes some of the issues brought up in the various chapters with a view to future research. This book supports the continued emergence of the nucleolus as a dynamic intranuclear region that oversees a vast diversity of events.978-94-007-9718-5978-94-007-5818-6
