الصفحة 3
الصفحة 3
Empirical Techniques in Finance
This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics. The book focuses on the contemporary empirical techniques used in the analysis of financial markets and how these are implemented using actual market data. With an emphasis on Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant considerations in the literature. The main aim of this book is to equip the readers with an array of tools and techniques that will allow them to explore financial market problems with a fresh perspective. In this sense it is not another volume in eco- metrics. Of course, the traditional econometric methods are still valid and important; the contents of this book will bring in other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in the derivatives analysis, modern finance theory requires a sophisticated understanding of stochastic processes. The actual data analyses also require new Statistical tools that can address the unique aspects of financial data. To meet these new demands, this book explains diverse modeling approaches with an emphasis on the application in the field of finance.
Digital Simulation in Electrochemistry
The book shows how to numerically solve the parabolic partial differential equations (pdes) encountered in electroanalytical chemistry. It does this in a didactic manner, by first introducing the basic equations to be solved and some model systems as text cases, for which solutions exist. Then it treats basic numerical approximation for derivatives and techniques for the numerical solution of ordinary differential equations, from which the more complicated methods for pdes can be derived. The major implicit methods are described in detail, and the handling of homogeneous chemical reactions, including coupled and nonlinear cases, is detailed. More advanced techniques are presented briefly, as well as some commercially available program packages.
Derivatives
Derivatives is the definitive guide to derivatives and derivative markets. Written by experts working with CFA Institute, this book is an authoritative reference for students and investment professionals interested in the role of derivatives within comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivative markets and their instruments.
Curcumin : clinical uses, health effects and potential complications
Curcumin is a natural product with polyphenolic structure. It is used in therapeutic remedies alone or in combination with other natural substances. Many researchers are investigating it because of its biological activities such as: anti-inflammatory, anti-cancer, anti-protozoal, anti-viral, anti-bacterial and has been found to be effective for treatment of Alzheimer, depression, headaches, fibromyalgia, leprosy, fever, menstrual problems, water retention, worms and kidney problems etc. It is an active ingredient in dietary spice, turmeric. It has reactive functional groups: a diketone moiety and two phenolic groups. Despite its unique biological activities, it suffers from some shortcomings which include: gastrointestinal problems, poor bioavailability due to its poor absorption, short half-life, poor solubility in aqueous solutions, rapid systemic elimination and antithrombotic activity which can interfere with blood clotting. The first chapter of this book reviews the different delivery systems used for incorporation of curcumin and its derivatives, release kinetics and up to date in vivo results. Chapter two discusses curcumin nano and microencapsulation and its implications on clinical uses.
Crystalline cellulose and derivatives : Characterization and structures
Constitutes a valuable, concise and up-to-date guide for the materials and life science community interested in cellulose and related materials. Reliable crystal structures of all cellulose polymorphs and cellulose derivatives determined are critically reviewed and discussed. Models are represented in graphs together with a collection of geometrical data as well as the atomic coordinates for further use. The background for fiber diffraction, computer-aided modeling and spectroscopic investigations is briefly introduced and also included are the necessary molecular data from oligosaccharides as a basis for structure evaluations. X-ray diffraction patterns and spectroscopic diagrams are presented as references to characterize cellulosic materials and to serve as fingerprint tools for the exploration of unknown specimens of cell walls and of industrially processed films and fibers as well as solid-state materials.
Cooperative stochastic differential games
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises.
Convexity and Well-Posed Problems
This book deals mainly with the study of convex functions and their behavior from the point of view of stability with respect to perturbations. We shall consider convex functions from the most modern point of view: a function is de?ned to be convex whenever its epigraph, the set of the points lying above the graph, is a convex set. Thus many of its properties can be seen also as properties of a certain convex set related to it. Moreover, we shall consider extended real valued functions.
Convergence and Applications of Newton-type Iterations
Recent results in local convergence and semi-local convergence analysis constitute a natural framework for the theoretical study of iterative methods. This monograph provides a comprehensive study of both basic theory and new results in the area. Each chapter contains new theoretical results and important applications in engineering, modeling dynamic economic systems, input-output systems, optimization problems, and nonlinear and linear differential equations. Several classes of operators are considered, including operators without Lipschitz continuous derivatives, operators with high order derivatives, and analytic operators. Each section is self-contained. Examples are used to illustrate the theory and exercises are included at the end of each chapter.
Continuum Thermomechanics
The general goal of this book is to deduce rigorously, from the first principles, the partial differential equations governing the thermodynamic processes undergone by continuum media under forces and heat. Solids and fluids are considered in a unified framework. Reacting mixtures of fluids are also included for which general notions of thermodynamics are recalled, such as the Gibbs equilibrium theory.Linear approximate models are mathematically obtained by calculating the derivatives of the constitutive response functions. They include the classical models for linear vibrations of thermoelastic solids and also for wave propagation in fluids (dissipative and non-dissipative acoustics and internal gravity waves).
Commodity derivatives : Markets and applications
The second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a negative price environment using the Bachelier model, volatility skews, smiles, smirks, term structures for major commodities, and more. You’ll find case studies on corporate failures linked to improper commodity risk management, as well as explorations of issues like the impact of growing interest in electric vehicles on commodity markets.
Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model. The passage from discrete- to continuous-time models, done in the Black-Scholes model setting, assumes familiarity with basic ideas and results from stochastic calculus. However, an Appendix containing all the necessary results is included. This model setting is later generalized to cover standard and exotic options involving several assets and/or currencies. An outline of the general theory of arbitrage pricing is presented. The second part of the text is devoted to the term structure modelling and the pricing of interest-rate derivatives. The main emphasis is on models that can be made consistent with market pricing practice.
Market-Conform Valuation of Options
we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative whose value at any settlement date is determined by the value of one or more other underlying assets, e. g. , forwards, futures, plain-vanilla or exotic options with European or American-style exercise features. Market-conform pricing means that prices of existing actively traded securities are taken as given, and then the set of equivalent martingale measures that are consistent with the initial prices of the traded securities is derived using no-arbitrage arguments.
Lipids in Health and Disease
Lipids are functionally versatile molecules. They have evolved from relatively simple hydrocarbons that serve as depot storages of metabolites and barriers to the permeation of solutes into complex compounds that perform a variety of signalling functions in higher organisms. This volume is devoted to the polar lipids and their constituents. We have omitted the neutral lipids like fats and oils because their function is generally to act as deposits of metabolizable substrates. The sterols are also outside the scope of the present volume and the reader is referred to volume 28 of this series which is the subject of cholesterol. The polar lipids are comprised of fatty acids attached to either glycerol or sphingosine. The fatty acids themselves constitute an important reservoir of substrates for conversion into families of signalling and modulating molecules including the eicosanoids amongst which are the prostaglandins, thromboxanes and leucotrienes. The way fatty acid metabolism is regulated in the liver and how fatty acids are desaturated are subjects considered in the first part of this volume. This section also deals with the modulation of protein function and inflammation by unsaturated fatty acids and their derivatives. New insights into the role of fatty acid synthesis and eicosenoid function in tumour progression and metastasis are presented.
Chiral Diazaligands for Asymmetric Synthesis
The use of phosphine derivatives has historically induced the tremendous development of catalysis (both non-asymmetric and asymmetric). Although the chemistry of amines is more documented, the use of nitrogen-containing ligands only appeared recently. Nevertheless, during the last ten years, the results describing chiral diamine preparations and their uses in asymmetric catalysis and synthesis are increasing faster than their phosphorus counterparts. The reader will find in this volume the most recent methods for the synthesis of chiral diamines as well as their applications in asymmetric catalysis of CC bond formation. Particular attention will be given to spartein and derivatives of such diamines. Recently, the particular properties and the chemistry of amines allowed to obtain catalysts easy to separate and recycle and new types of ligands such as diaminocarbenes, ureas and thioureas. Finally, the complexing properties of some diamines allowed the formation of complexes with chirality "at the metal " which is of major theoretical interest and presents numerous potential applications.
Chemistry of Biologically Potent Natural Products and Synthetic Compounds
Several novel natural product derivatives, heterocyclic and other synthetic compounds, have been reported to have shown interesting biological activities including anticancer, antimicrobial, anti-inflammatory, anti-glycemic, anti-allergy and antiviral etc. Provides up-to-date information on new developments and most recent medicinal applications of the natural products and derivatives, as well as the chemistry and synthesis of heterocyclic and other related compounds.
Chalcogenocarboxylic acid derivatives
Chalcogenocarboxylic acid derivatives are a large class of compounds including more than one chalcogenocarboxyl group in which one or two oxygen atoms of the carboxyl group are replaced with sulfur, selenium or tellurium atoms. The chemistry of metal chalcogenocarboxylates has not been explored extensively as that of carboxylates and dithiocarbamates. This volume presents a comprehensive overview of the syntheses and their limitations, structures and reactions of chalcogenocarboxylic acid derivatives, by emphasizing the developments in organic and inorganic chalcogen chemistry over the last 5 to 20 years.
Catalytic role of amino acids in organic reactions
Asymmetric organometallic and organocatalytic processes have attracted great interest. Asymmetric synthesis using both natural and unnatural amino acids has been tremendously important from synthetic as well as industrial viewpoints, and numerous new methodologies have been developed in the last decades. Herein we provide an overview of old and very recent (since 1900 till now) advances and applications in the area of heterogeneous catalysis, homogeneous catalysis, electrocatalysis, photocatalysis, organocatalysis, thermal catalysis using amino acids [proline, glycine, alanine, valine, serine, threonine, cysteine, methionine, asparagine, glutamine, lysine, arginine, histidine, aspartate, glutamate, phenylalanine, and tryptophan], (supported or unsupported), an amino acid containing materials or amino acids derivatives as an essential component of catalysts, this book highlights the most important and recent developments to immobilize or support amino acids on various support materials. This book is suitable as supplementary reading for courses targeting the design, synthesis, and application of chiral catalysts, asymmetric catalysis, and sustainable production.
Carbon-based nanocarriers for drug delivery
Carbon-Based Nanocarriers for Drug Delivery enlists the latitudes and advancements in the synthesis processes, functionalization, and applications of carbon-based nanomaterials (CBNs) in targeted drug delivery systems (DDSs). It covers the applicability and suitability of CBNs as nanocarriers for efficient drug delivery application via elucidating the recent advancements in CBNs, their functionalized and innovative derivatives, and the relevant case studies. The book explores the necessity, efficacy, toxicological aspects, and challenges for the application of CBN in targeted DDSs.
Calcolo stocastico per la finanza = Stochastic Calculation for Finance
Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the valuation of derivative instruments, such as options and futures, dealt with in modern financial markets. The book is aimed at readers with scientific training, wishing to develop skills in the field of stochastic calculus applied to finance.
Calcolo Scientifico : Esercizi e problemi risolti con MATLAB e Octave = Scientific computing : exercises and problems solved with MATLAB and Octave
For the short courses of the new system of the Faculties of Engineering and Sciences. It deals with all the typical topics of Numerical Mathematics, ranging from the problem of approximating a function, to the computation of its zeros, its derivatives and its definite integral up to the approximate solution of ordinary differential equations and limit problems.
