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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.
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.
