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A Course in Derivative Securities : Introduction to Theory and Computation
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming. It provides derivations of pricing and hedging formulas (using the probabilistic change of numeraire technique) for standard options, exchange options, options on forwards and futures, quanto options, exotic options, caps, floors and swaptions, as well as VBA code implementing the formulas. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.
A Course in Calculus and Real Analysis
This book provides a self-contained and rigorous introduction to calculus of functions of one variable. The presentation and sequencing of topics emphasizes the structural development of calculus. At the same time, due importance is given to computational techniques and applications. The authors have strived to make a distinction between the intrinsic definition of a geometric notion and its analytic characterization. It highlight the fact that calculus provides a firm foundation to several concepts and results that are generally encountered in high school and accepted on faith. For example, one can find here a proof of the classical result that the ratio of the circumference of a circle to its diameter is the same for all circles. Also, this book helps get a clear understanding of the concept of an angle and the definitions of the logarithmic, exponential and trigonometric functions together with a proof of the fact that these are not algebraic functions. A number of topics that may have been inadequately covered in calculus courses and glossed over in real analysis courses are treated here in considerable detail. As such, this book provides a unified exposition of calculus and real analysis.
A Common Consolidated Corporate Tax Base for Europe = Eine einheitliche Körperschaftsteuerbemessungsgrundlage für Europa
This book contains the proceedings of the International Tax Conference on the c- th th mon consolidated corporate tax base (CCCTB) that was held in Berlin Three panels of tax experts evaluated the common tax base with respect to structural elements, consolidation, allocation, international aspects and administration.
A Climate of Justice : An Ethical Foundation for Environmentalism
This book helps readers combine history, politics, and ethics to address the most pressing problem facing the world today: environmental survival. In A Climate of Justice, Marvin Brown connects the environmental crisis to basic questions of economic, social, and racial justice. Brown shows how our current social climate maintains systemic injustices, and he uncovers resources for change through a civic ethics of repair and reciprocity.
A Buddhist Approach to International Relations : Radical Interdependence
This book. Many scholars have wondered if a non-Western theory of international politics founded on different premises, be it from Asia or from the “Global South,” could release international relations from the grip of a Western, “Westphalian” model.
A Biomass Future for the North American Great Plains : Toward Sustainable Land Use and Mitigation of Greenhouse Warming
The Great Plains of North America is a major global breadbasket but its agriculture is stressed by drought, heat spells, damaging winds, soil erosion and declining ground water resources. This book explores the possibility that the ecology and economy of the Plains region (and similar regions) would benefit from the introduction of perennial biomass crops. Biomass production and processing on the Plains (possibly aided by genetic engineering) would partially restore a perennial vegetative cover and create new employment opportunities. Biomass also offers a means of reducing fossil fuel use, providing fuel to local power plants and a feedstock for production of cellulosic ethanol, a gasoline substitute. Interest in biofuels is growing rapidly in public, political and business circles with rising fossil fuel prices and because of a growing recognition of the need for energy independence in petroleum importing countries.
A Benchmark Approach to Quantitative Finance
The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.
3D-Position Tracking and Control for All-Terrain Robots
Rough terrain robotics is a fast evolving field of research and a lot of effort is deployed towards enabling a greater level of autonomy for outdoor vehicles. This book demonstrates how the accuracy of 3D position tracking can be improved by considering rover locomotion in rough terrain as a holistic problem. In this work, a mechanical structure allowing smooth motion across obstacles with limited wheel slip is used. In particular, it enables the use of odometry and inertial sensors to improve the position estimation in rough terrain. A method for computing 3D motion increments based on the wheel encoders and chassis state sensors is developed. The algorithm runs online and can be adapted to any kind of passive wheeled rover. Finally, sensor fusion using 3D-Odometry, inertial sensors and visual motion estimation based on stereovision is presented. The experimental results demonstrate how each sensor contributes to increase the accuracy and robustness of the 3D position estimation.
3D-groundwater modeling with PMWIN : A simulation system for modeling groundwater flow and transport processes
Along with a companion full-version software (PMWIN), this text offers an integrated simulation system. PMWIN comes with a professional graphical user-interface, supported models and programs and several other useful modeling tools. The graphical user-interface allows one to create and simulate models.
25 Years of Transformations of Higher Education Systems in Post-Soviet Countries : Reform and Continuity
A result of the first ever study of the transformations of the higher education institutional landscape in fifteen former USSR countries after the dissolution of the Soviet Union in 1991. It explores how the single Soviet model that developed across the vast and diverse territory of the Soviet Union over several decades has evolved into fifteen unique national systems, systems that have responded to national and global developments while still bearing some traces of the past. The book is distinctive as it presents a comprehensive analysis of the reforms and transformations in the region in the last 25 years; and it focuses on institutional landscape through the evolution of the institutional types established and developed in Pre-Soviet, Soviet and Post-Soviet time. It also embraces all fifteen countries of the former USSR, and provides a comparative analysis of transformations of institutional landscape across Post-Soviet systems.
18 Unconventional Essays on the Nature of Mathematics
This essays edited by Reuben Hersh contains frank facts and opinions from leading mathematicians, philosophers, sociologists, cognitive scientists, and even an anthropologist. Each essay provides a challenging and thought-provoking look at recent advances in the philosophy of mathematics, demonstrating the possibilities of thinking fresh, sticking close to actual practice, and fearlessly letting go of standard shibboleths.
10 Years Southeast European Cooperative Initiative : From Dayton to Brussels
The Southeast European Cooperative Initiative (SECI) was the first international instrument for "peace keeping and peace making". Conceived by the United States with full partnership and participation of the European Union, SECI was a response to the Dayton Agreement. SECI was convinced that sending troops and diplomats did not suffice. It called for a new strategy and approach that would promote economic and social development through regional cooperation. SECI understood that despite their differences, the countries of South East Europe shared many mutual concerns. For the international community, SECI was a prelude to a broader instrument - the Stability Pact for South Eastern Europe, launched in 1999. The approach was a success! This compendium of documents, agreements, analyses and essays gives a glimpse into decision-making processes and results achieved.
