الصفحة 2
الصفحة 2
Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. • Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.
Implementing Models in Quantitative Finance : Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives.
Image Processing Using Pulse-Coupled Neural Networks
This is the first book to explain and demonstrate the tremendous ability of Pulse-Coupled Neural Networks (PCNNs) when applied to the field of image processing. PCNNs and their derivatives are biologically inspired models that are powerful tools for extracting texture, segments, and edges from images.
Hydroboration and Organic Synthesis : 9-Borabicyclo [3.3.1] nonane (9-BBN)
Borabicyclo [3.3.1]nonane, a commercially available reagent, is the most versatile hydroborating reagent to synthesize organoboranes (B-R-9-BBN). The reagent exhibits remarkable regio-, chemo-, and stereoselectivity during hydroboration reactions. The organoboranes can be converted to C-H, C-O, C-N, C-S, C-halogen, C-metal and above all C-C bonds. In addition, the suitable substituted / unsaturated R of B-R-9-BBN can be utilized to produce dienes, enynes, allenes etc. with defined stereochemistry. 9-BBN’s derivatives have been elegantly used for the asymmetric reduction of ketone moiety. Diels-Alder and Suzuki reactions have expanded the utility of 9-BBN for the synthesis of a variety of organic compounds required for industry. Consequently, this vast field in the form of a book will be helpful to synthetic organic chemists for easy access to literature, required for chemical transformations.
Heterocycles from Carbohydrate Precursors
This book is a volume in the series Topics in Heterocyclic Chemistry.Itc- ers the key methods used for designing synthetic approaches to heterocycles from carbohydrates and the value and scope of these methods. Carbohydrates are widely distributed in nature and constitute the largest part of renewable biomasses. Moreover, many carbohydrates and their derivatives are comm- cially available at relatively cheap prices. Consequently their utilization is highly encouraged and economically they are of great signifcance. Moreover, carbohydrates are highly functionalized compounds that can be readily deritized and/or cyclized to provide heterocyclic compounds. This book provides a modern account and an up-to-date description of the advancement in the synthesis of diverse heterocycles from carbohydrates. Carbohydrates can be considered as a source of chiral centers in addition to the variable modifcation thereof.
Handbook of Generalized Convexity and Generalized Monotonicity
Generalized convex functions are the many nonconvex functions which share at least one of the valuable properties of convex functions. Apart from their theoretical interest, they are often more suitable than convex functions to describe real-word problems in disciplines such as economics, engineering, management science, probability theory and in other applied sciences. More recently, generalized monotone maps which are closely related to generalized convex functions have also been studied extensively.The Handbook offers a systematic and thorough exposition of the theory and applications of the various aspects of generalized convexity and generalized monotonicity. It is aimed at the non-expert, for whom it provides a detailed introduction, as well as at the expert who seeks to learn about the latest developments and references in his research area.
Green Chemistry and Sustainable Technology : Biological, Pharmaceutical, and Macromolecular Systems
Taking an interdisciplinary approach, this new volume brings together innovative research, new concepts, and novel developments in the application of new tools in green chemistry and sustainable technology. The diverse coverage includes chapters on ionic liquids as green solvents, an environmentally friendly approach to the synthesis and biological evaluation of α-aminophosphonate derivatives, the application of nanotechnology in biological sciences and green chemistry, ecofriendly polymers, the effect of global warming and greenhouse gases on environmental system, and more.
Fundamentals of Financial Instruments : An Introduction to Stocks, Bonds, Foreign Exchange, and Derivatives
Securities.In the newly revised Second Edition of Fundamentals of Financial Instruments: An Introduction to Stocks, Bonds, Foreign Exchange, and Derivatives, renowned finance trainer Sunil Parameswaran delivers a comprehensive introduction to the full range of financial products commonly offered in the financial markets.
Fundamentals of airplane flight mechanics
Airplane flight mechanics is the application of Newton's laws to the study of airplane trajectories (performance), stability, and aerodynamic control. This text is limited to flight in a vertical plane and is divided into two parts. The first part, trajectory analysis, is concerned primarily with the derivation of analytical solutions of trajectory problems associated with the sizing of commercial jets, that is, take-off, climb, cruise, descent, and landing, including trajectory optimization. The second part, stability and control, is further classified as static or dynamic. On each iteration of airplane sizing, the center of gravity is placed so that the airplane is statically stable. Dynamic stability and control is included to study the response of an airplane to control and gust inputs, which is needed for the design of automatic flight control systems. Algorithms are presented for estimating lift, drag, pitching moment, and stability derivatives.
Functions de variable réelle : Théorie élémentaire = Real variable functions : Elementary theory
The Mathematics Elements of Nicolas BOURBAKI aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations. This Book is the fourth of the treaty; it is devoted to the basics of real analysis. It includes the chapters: Derivatives; Primitive and integral; Elementary functions; Differential equations ; Local study of functions; Generalized Taylorian developments. Euler-Maclaurin summation formula; The gamma function. It also contains historical notes.
Frontiers in Anti-Infective Drug Discovery ; Vol.9
Covers a range of topics including rational drug design and drug discovery, medicinal chemistry, in-silico drug design, combinatorial chemistry, high-throughput screening, drug targets, recent important patents, and structure-activity relationships. Frontiers in Anti-Infective Drug Discovery is a valuable resource for pharmaceutical scientists and post-graduate students seeking updated and critically important information for developing clinical trials and devising research plans in this field. The ninth volume of this series features 5 reviews that cover some aspects of clinical and pre-clinical antimicrobial drug development, with 2 chapters focusing on drugs to treat leishmaniasis and dengue fever, respectively. - Use of preclinical and early clinical data for accelerating antimicrobial drug development - Post-translational modifications: host defence mechanism, pathogenic weapon, and emerged target of anti-infective drugs - Scope and limitations on the potent antimicrobial activities of hydrazone derivatives - Current scenario of anti-leishmanial drugs and treatment - Dengue hemorrhagic fever: the potential repurposing drugs
Fractional-in-time semilinear parabolic equations and applications
This book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain fractional kinetic equations. This class of equations is characterized by the presence of a nonlinear time-dependent source, generally of arbitrary growth in the unknown function, a time derivative in the sense of Caputo and the presence of a large class of diffusion operators. The global regularity problem is then treated separately and the analysis is extended to some systems of fractional kinetic equations, including prey-predator models of Volterra–Lotka type and chemical reactions models, all of them possibly containing some fractional kinetics.
Fractional calculus—theory and applications
Fractional calculus has led to tremendous progress in various areas of science and mathematics. New definitions of fractional derivatives and integrals have been uncovered, extending their classical definitions in various ways. Moreover, rigorous analysis of the functional properties of these new definitions has been an active area of research in mathematical analysis. Systems considering differential equations with fractional-order operators have been investigated thoroughly from analytical and numerical points of view, and potential applications have been proposed for use in sciences and in technology. The purpose of this Special Issue is to serve as a specialized forum for the dissemination of recent progress in the theory of fractional calculus and its potential applications.
Fluconazole : Pharmacology, clinical uses and health effects
Fluconazole is a triazole antifungal drug used in the treatment and prevention of superficial and systemic fungal infections. In this book, the authors present current research in the study of the pharmacology, clinical uses and health effects of fluconazole. Topics discussed include the utilization of fluconazole in adult intensive care units; the use of fluconazole in veterinary species and a description of variances from the human experience as well as findings in veterinary species which may have applicability in human medicine; common clinical uses and in vitro activity features on fluconazole; and the discovery and development of medically-important antifungal agents, particularly the azole derivatives and the development of fluconazole and its clinical applications.
Flavin-Based Catalysis : Principles and Applications
The book gives a unique overview of this rapidly developing research field, presenting structures and properties of flavin derivatives as well as their proven application as bioinspired catalysts in various organocatalytic, biocatalytic, and photocatalytic reactions.
Financial Modeling Under Non-Gaussian Distributions
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps are gaining popularity among financial market practitioners.
Financial mathematics, derivatives and structured products
Introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: Financial Mathematics (undergraduate level) Stochastic Modelling in Finance (postgraduate level) Financial Markets and Derivatives (undergraduate level) Structured Products and Solutions (undergraduate/postgraduate level)
Esterification of Polysaccharides
Polysaccharide esters (cellulose and starch) are among the first polymeric materials applied commercially. The way of producing these technically relevant derivatives, mainly the carboxylic acid esters of C2 to C4 acids, have not been changed significantly during their history of manufacture. The investigation of new acylation methods and strategies of analysis was revived during the last decade by the search for tailored, biocompatible, material for specific fields of application, e.g., biotechnology, sensor technique and medicine. Unconventional solvents were developed for completely homo-geneous acylation reaction applying state of the art techniques of modern organic chemistry for polysaccharide modification. This book will provide a first comprehensive summary of acylation methods in a very practical manner. Detailed structure analysis is indispensable for the evaluation of structure-property-relationships. Spectroscopic methods in particular FTIR- and NMR spectroscopy including two dimensional methods are of increasing importance.
Esercizi di finanza matematica = Mathematical finance exercises
This is a collection of exercises that illustrates some fundamental aspects of Mathematical Finance, in particular the valuation of derivatives. It is aimed at students of master's degree courses, but can also be successfully used in first level degree courses, by students who have adequate mathematical training (degree courses in mathematics, engineering). The resolution of the exercises is addressed with the use of methods of both Probability Theory (stochastic processes) and Mathematical Analysis (Partial Derivative Equations).
Enzymatic and Chemical Synthesis of Nucleic Acid Derivatives
The book covers enzymatic (including chemo-enzymatic) methods, with a focus on the synthesis and incorporation of modified nucleosides. The authors also offer a review of innovative approaches for the non-enzymatic chemical synthesis of nucleic acids and their analogs and derivatives, highlighting especially challenging species. The book offers a concise review of the methods that prepare novel and heavily modified polynucleotides in sufficient amount and purity for most clinical and research applications.
