الصفحة 86
الصفحة 86
Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analyzed, emphasizing on the aspects of pricing, hedging and their risk management. Starting from the renowned Black-Scholes-Merton formulation of option pricing model, readers are guided through the text on the new advances on the state-of-the-art derivative pricing models and interest rate models. Both analytic techniques and numerical methods for solving various types of derivative pricing models are emphasized.
Mathematical Models of Distribution Channels
In Chapters 1 and 2 the authors provide an introduction to the current, analytical literature on distribution channels, and they present an intuitively appealing prologue to the Channel Myths that are developed rigorously in later Chapters. In Chapters 3, 4, and 10 they extend the literature by ascertaining the relationship between the manufacturer-optimal wholesale-price strategy and channel breadth. Specific analyses include multiple, non-competing retailers, multiple states-of-nature, and multiple, competing retailers. In Chapters 5-7 the authors determine the profitability of various wholesale-price strategies; this analysis culminates in Chapters 8 and 9 with the determination of the (very limited) conditions under which channel coordination can be optimal for the manufacturer. In Chapter 11 they prove that existing methods of measuring the effect of a change in the degree of inter-retailer substitutability are totally misleading. They then develop an original, theoretical basis for measuring the impact of a change in the degree of inter-retailer substitutability that yields insightful, intuitively appealing results. In Chapter 12 the authors set forth an agenda for future research based on a meta-model that embraces all existing models in the literature. They also issue an appeal for creation of a "Unifying Theory of Distribution Channels" that will enable researchers to work independently and yet to contribute toward the common goal of deepening the marketing science professions’ understanding of distribution channels.
Isomorphisms Between H¹ Spaces
Presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform approximation property, the dimension conjecture, and dichotomies for the complemented subspaces. The necessary background is developed from scratch. This includes a detailed discussion of the Haar system, together with the operators that can be built from it (averaging projections, rearrangement operators, paraproducts, Calderon-Zygmund singular integrals). Complete proofs are given for the classical martingale inequalities of C. Fefferman, Burkholder, and Khinchine-Kahane, and for large deviation inequalities. Complex interpolation, analytic families of operators, and the Calderon product of Banach lattices are treated in the context of H^p spaces. Througout the book, special attention is given to the combinatorial methods developed in the field, particularly J. Bourgain's proof of the dimension conjecture, L. Carleson's biorthogonal system in H¹, T. Figiel's integral representation, W.B. Johnson's factorization of operators, B. Maurey's isomorphism, and P. Jones' proof of the uniform approximation property. An entire chapter is devoted to the study of combinatorics of colored dyadic intervals."
Isomonodromic Deformations and Frobenius Manifolds : An Introduction
The notion of a Frobenius structure on a complex analytic manifold appeared at the end of the seventies in the theory of singularities of holomorphic functions. Motivated by physical considerations, further development of the theory has opened new perspectives on, and revealed new links between, many apparently unrelated areas of mathematics and physics. Based on a series of graduate lectures, this book provides an introduction to algebraic geometric methods in the theory of complex linear differential equations. Starting from basic notions in complex algebraic geometry, it develops some of the classical problems of linear differential equations and ends with applications to recent research questions related to mirror symmetry.
Isolated Neutron Stars : from the Surface to the Interior
This book collects the contributions presented at the conference Isolated Neutron Stars, held in London in April 2006. It presents an up-to-date description of the new vision of isolated neutron stars that has emerged in recent years with the advance of multi-wavelength observations.
Isodual theory of antimatter : With applications to antigravity, grand unification and cosmology
Antimatter, already conjectured by A. Schuster in 1898, was actually predicted by P.A.M. Dirac in the late 19-twenties in the negative-energy solutions of the Dirac equation. Its existence was subsequently confirmed via the Wilson chamber and became an established part of theoretical physics. Dirac soon discovered that particles with negative energy do not behave in a physically conventional manner, and he therefore developed his "hole theory". This restricted the study of antimatter to the sole level of second quantization. As a result antimatter created a scientific imbalance, because matter was treated at all levels of study, while antimatter was treated only at the level of second quantization.In search of a new mathematics for the resolution of this imbalance the author conceived what we know today as Santilli’s isodual mathematics, which permitted the construction of isodual classical mechanics, isodual quantization and isodual quantum mechanics. The scope of this monograph is to show that our classical, quantum and cosmological knowledge of antimatter is at its beginning with much yet to be discovered, and that a commitment to antimatter by experimentalists will be invaluable to antimatter science.
ISO Science Legacy : A Compact Review of ISO Major Achievements
This book recounts results obtained via the Infrared Space Observatory (ISO) on comets, in the close environment of pre-main sequence stars, in the interstellar medium, and in the final stages of stellar life, using molecular hydrogen, ubiquitous crystalline silicates, water and ices.
Islamic Philosophy and Occidental Phenomenology on the Perennial Issue of Microcosm and Macrocosm
this volume are reviving the perennial positioning of the human condition in the play of forces within and without the human being. This theme has run from Plato through the Middle Ages, Renaissance and Modernity, and has been ignored by contemporaries. It now acquires a new pertinence and striking significance due to the scientific discoveries into the "infinitely small" in life, on the one hand, and the prodigious technological discoveries of the "infinitely great" on the other. Both open up undreamt-of prospects for the continuing conquest of cosmic forces.
Islamic FinTech : Insights and Solutions
Addresses the effects and implications of rapid technological changes within the financial services industry on Islamic finance and Islamic banks. Exploring current challenges, opportunities and threats, the authors provide an overview of how FinTech can operate within an Islamic context, under the Shari’ah principles or the Halal framework, for example. Examining the potential opportunities of Islamic FinTech from a socio-economic perspective, this edited collection will be of use to anyone researching FinTech or Islamic Finance as well as practitioners and policy-makers involved in banking and financial services.
Islamic Bioethics : Problems and Perspectives
This book presents a critical analysis of the debate at the religious, legal and political level sparked off by the introduction of new biomedical technologies (cloning, genetics, organ transplants, IVF, etc.) in Muslim countries. It compares the positions of "classic" Muslim law and contemporary religious authorities; laws in Muslim countries; the attitudes and concrete behaviour of populations, families and individuals, as well as the regulations of medical associations, bioethics committees etc..
Islamic banking and finance
Explores the nature and role of money in modern economies and elaborates on the process of credit deposit creation, trade cycles and instruments for the creation of value in financial markets through the perspectives of Islamic finance. The author explains its characteristics, especially the rationale for the lack of interest-based financial activities. He examines the intrinsic ethical and humanistic frameworks that govern financial theories and practices and the models for the creation of value, risk-sharing and socially responsible investing, as well as the governance and regulation that these systems follow. The author also does a comparative assessment of conventional financial systems with Islamic finance with relevant examples, assesses the performance of Islamic systems and examines existing and expanding markets for Islamic finance.
Is it Safe to Eat? : Enjoy Eating and Minimize Food Risks
The author, discusses - in his easily understandable, ranging from GM food to natural toxins passionate, yet authoritative and informative book. But in contrast to many other authors, Ian Shaw sets the risks of food, foodborne pathogens and food contaminats in the context of life’s risks. Enjoyment of food and eating is a benefit that far outweighs the risks, at least if everybody is aware of those risks and uses measures to minimize them.
Irritant Dermatitis
Irritant dermatitis is a common condition, accounting for a significant proportion of occupational skin disease. The recent advent of non-invasive skin bioengineering technology has accelerated dermatology research in this field. This book comprises an exhaustive reference text on irritant contact dermatitis, covering all aspects of the condition.
Irritable Bowel syndrome I.B.S
Irritable bowel syndrome (IBS) is a chronic gastrointestinal disorder with a range of symptoms that significantly affect quality of life for patients. Is currently one of the most common disorders of the digestive system in the Western society? Almost 2 out of 10 people suffer from IBS, and it is associated with abdominal pain, bloating and altered stool consistency and imposes a heavy burden for the affected patients. The difficulty of differential diagnosis and its treatment may significantly delay initiation of optimal therapy. Hence, persons with IBS often self-treat symptoms with non-prescribed pharmacological regimens and/or complementary and alternative medicines (CAM) and by modifying diet and daily activities.
Irreversible Decisions under Uncertainty : Optimal Stopping Made Easy
In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem. In this book, the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.
Iron Nutrition in Plants and Rhizospheric Microorganisms
This book uses an interdisciplinary approach to provide a comprehensive review on the status of iron nutrition in plants. International scientists discuss research on acquisition of iron by strategy I and strategy II plants. These reviews summarize a variety of plant species and include both laboratory and field observations. Topics covered in this book include: plants as a source of iron for animals and humans, iron translocation in the plants, iron-stimulated activities that influence crop yield and fruit tree productivity, iron uptake by plants as influenced by microorganisms (i.e. free living soil microorganisms, symbiotic nitrogen-fixing and pathogenic bacteria), the role of plant hormones in iron transport, iron-metal competition in phytoremediation, root zone activities involving interactions between minerals and organic matter, the role of microbial siderophores in rhizospheric iron cycling, iron storage as phytoferritin, proteomic and metabolic studies associated with iron stress response, methods for studying iron metabolism including stable isotopes, and the correction of iron deficiency through the use of synthetic or natural chelates.
Iron metabolism : Methods and protocols
Explores classical and cutting-edge methods optimized and validated to analyze various aspects of iron metabolism, from in vitro to multi-organ level. Opening with a section on basic iron metabolism methods, the book continues with methods applicable to a variety of systems, ranging from bacteria to cultured mammalian cells and tissues, with a focus on cellular heme and iron-sulfur cluster species, as well as mitochondrial iron and its derivatives. Written for the highly successful Methods in Molecular Biology series, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step and readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls.
Iridescences : The Physical Colors of Insects
Biologists will find a clear and in-depth study of the different physical phenomena generating colors. It will constitute a boundless "biomimetical" inspiration for physicists and engineers, for if physics is simple, the combinations of effects and the structures involved are extremely complex and original.
IQ Calibration Techniques for CMOS Radio Tranceivers
There are a lot of factors that degrade the matching of gains and phases between I/Q signals: the instinct layout mismatch, the random mismatch of the devices, the different temperatures over the I/Q signal paths. IQ Calibration Techniques For CMOS Radio Transceivers describes a fully-analog compensation technique without baseband circuitry to control the calibration process. This book will use an 802.11g transceiver design as an example to give a detailed description on the I/Q gains and phases imbalance auto-calibration mechanism.
IPv6 in Practice: A Unixer's Guide to the Next Generation Internet
This book is a practical guide to IPv6 addressing Unix and network administrators with experience in TCP/IP(v4) but not necessarily any IPv6 knowledge. It focuses on reliable and efficient operation of IPv6 implementations available today rather than on protocol specifications. Consequently, it covers the essential concepts - using instructive and thoroughly tested examples - on how to configure, to administrate, and to debug IPv6 setups.
