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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.
Marketing effectiveness and accountability in SMEs : A multimethodological approach
Sheds light on marketing effectiveness and accountability marketing in small and medium-sized enterprises (SMEs). Using a multi-method investigation, it includes a knowledge inquiry of marketing knowledge and customer knowledge, a qualitative inquiry utilizing semi structured interviews and thematic data analysis, a quantitative analysis utilizing survey and structural equations modelling, and a case study that employs both narrative (storytelling) data analysis and an accountability audit with a techno marketing SME.
Market-Consistent Actuarial Valuation
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.
Marine carbon biogeochemistry : A primer for earth system scientists
This book discusses biogeochemical processes relevant to carbon and aims to provide with insight into the functioning of marine ecosystems. A carbon centric approach has been adopted, but other elements are included where relevant or needed. The book focuses on concepts and quantitative understanding of primary production, organic matter mineralization and sediment biogeochemistry. The impact of biogeochemical processes on inorganic carbon dynamics and organic matter transformation are also discussed.
Managerial Uses of Accounting Information
“Joel Demski’s book is an excellent book in accounting that provides an insightful and comprehensive study on managerial accounting using issues through a new approach based on economic theory and quantitative methods. … this book is very insightful and worth reading. The book is recommended as teaching and research material since it motivates readers to study thoughtfully the philosophy and principles of managerial accounting, in addition addressing how to solve managerial problems based on accounting information.”
Management of Intentional and Accidental Water Pollution
The goals of the workshop included a discussion of the state of the science in identification of new research and approaches for water pollution events and communication of the management of water pollution and sustainability of water resources. Critical to management of accidental and intentional pollution events is the assessment of the risk, an understanding of the hazards and lessons learned from events which may lead to preventative management and control strategies. Public health protection will ultimately be improved by the ability to develop management frameworks which are flexible and adaptable to the specific region, country or watershed problems and concerns and allow for prioritization in the decision making. The integration of scientific information regarding the types of hazards the environmental fate of the chemical/biological, exposure pathways and human and ecosystem impacts may be implemented from both a qualitative or descriptive approach or using a more classical quantitative risk assessment paradigm. Thus the frameworks for assessing the risk and managing the risk may be seen as preventive, early warning and responsive.
Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has another goal. It portrays the most important and innovative applications in stochastic control and finance, such as hedging in complete and incomplete markets, optimisation in the presence of asymmetric information and also pricing and sensitivity analysis. In a self-contained fashion, both the Malliavin calculus with respect to Brownian motion and general Lévy type of noise are treated. Besides, forward integration is included and indeed extended to general Lévy processes. The forward integration is a recent development within anticipative stochastic calculus that, together with the Malliavin calculus, provides new methods for the study of insider trading problems.
Machine learning and big data : Concepts, algorithms, tools and applications
Showcase novel use-cases and applications, present empirical research results from user-centered qualitative and quantitative experiments of these new applications, and facilitate a discussion forum to explore the latest trends in big data and machine learning by providing algorithms which can be trained to perform interdisciplinary techniques such as statistics, linear algebra, and optimization and also create automated systems that can sift through large volumes of data at high speed to make predictions or decisions without human intervention
Logistics Systems : Design and Optimization
In a context of global competition, the optimization of logistics systems is inescapable. LOGISTICS SYSTEMS: Design and Optimization falls within this perspective and presents twelve chapters that well illustrate the variety and the complexity of logistics activities. Each chapter is written by recognized researchers who have been commissioned to survey a specific topic or emerging area of logistics. The first chapter, by Riopel, Langevin, and Campbell, develops a framework for the entire book. It classifies logistics decisions and highlights the relevant linkages to logistics decisions. The intricacy of these linkages demonstrates how thoroughly the decisions are interrelated and underscores the complexity of managing logistics activities. Each of the following chapters focus on quantitative methods for the design and optimization of logistics systems.
Linear Selection Indices in Modern Plant Breeding
This open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the single-stage LSI theory by assuming that economic weights are fixed and known - or fixed, but unknown - to predict the net genetic merit in the phenotypic, marker and genomic context. Further, it shows how to combine the LSI theory with the independent culling method to develop the multistage selection index theory. The final two chapters present simulation results and SAS and R codes, respectively, to estimate the parameters and make selections using some of the LSIs described. It is essential reading for plant quantitative geneticists, but is also a valuable resource for animal breeders.
Life Skills Education for Youth : Critical Perspectives
This book critically reviews a diverse body of scholarship and practice that informs the conceptualization, curriculum, teaching and measurement of life skills in education settings around the world. It discusses life skills as they are implemented in schools and non-formal education, providing both qualitative and quantitative evidence of when, with whom, and how life skills do or do not impact young women’s and men’s lives in various contexts. Specifically, it examines the nature and importance of life skills, and how they are taught.
Life - As a Matter of Fat : The Emerging Science of Lipidomics
Lipids are as important for life as proteins, sugars, and genes. The present book gives a multi-disciplinary perspective on the physics of life and the particular role played by lipids and the lipid-bilayer component of cell membranes. The book is aimed at undergraduate students and young research workers within physics, chemistry, biochemistry, molecular biology, nutrition, as well as pharmaceutical and biomedical sciences. The emphasis is on the physical properties of lipid membranes seen as soft and molecularly structured interfaces. By combining and synthesizing insights obtained from a variety of recent studies, an attempt is made to clarify what membrane structure is and how it can be quantitatively described. Furthermore, it is shown how biological function mediated by membranes is controlled by lipid membrane structure and organization on length scales ranging from the size of the individual molecule, across molecular assemblies of proteins and lipid domains in the range of nanometers, to the size of whole cells. Applications of lipids in nano-technology and biomedicine are also described.
Le choix bayésien: Principes et pratique
Covers the so-called Bayesian approach to statistical inference and in particular its decision-making aspects. The bases of this axiomatics (choice of the a priori, optimal decisions, tests and regions of confidence) are discussed in detail, as well as more recent openings of Bayesian analysis such as the choice of models, the use of numerical methods. Stochastic approximation (MCMC), the theory of noninformative laws (Berger-Bernardo axioms) and the relation to the classical theory of admissibility. Each chapter is completed by an extensive series of exercises of increasing difficulty and by bibliographical notes on the themes addressed. This book can be used in a Master's program in Applied Mathematics, Biometrics, Econometrics or any other program that uses quantitative information processing techniques. It only requires a basic course in probability theory and mathematical statistics as a preliminary.
Latinas/os in the United States : Changing the Face of América
This book also addresses important theoretical and methodological issues related to the study of Latinas/os and presents in-depth analyses (both quantitative and qualitative) of substantive issues relevant to this population, including migration, demographic patterns and processes, education, health, citizenship, political participation, religion, gender and sex roles, literary and cultural production, and the media. The authors seek to educate and increase awareness of the diversity that exists among the Latina/o population, and to carefully examine the social, economic, demographic, cultural, and political impacts and contributions that this growing population has had in the United States. The edited volume presents a holistic and multidisciplinary perspective of this group, and it critically documents how Latinas and Latinos have changed and will continue to change the face of América.
Language, Expressivity and Cognition
The book presents how language shapes communicative and cognitive processes but at the same time is also shaped by those processes. The chapters put forward a number of disciplinary and methodological perspectives encompassing insights from cognitive and social psychology, (critical) discourse analysis, cognitive linguistics, corpus linguistics and sociolinguistics. Both intralingual as well as contrastive, each chapter also engages with qualitative and quantitative methods.
Just-in-Time Scheduling : Models and Algorithms for Computer and Manufacturing Systems
As the field of Supply Chain Management has matured, maintaining the precise flow of goods to maintain schedules (hence, minimizing inventories) on a just-in-time basis still remains as a major challenge. This problem or challenge has resulted in a fair amount of quantitative research in the area, producing an array of models and algorithms to help ensure the precise flow of components and final products into inventories to meet just-in-time requirements.The scheduling models and algorithms presented and illustrated in the book will be done so in the context of extensive use of computer systems in a "real time context.
Complex and Adaptive Dynamical Systems : A Primer
We are living in an ever more complex world, an epoch where human actions can accordingly acquire far-reaching potentialities. Complex and adaptive dynamical systems are ubiquitous in the world surrounding us and require us to adapt to new realities and the way of dealing with them. This primer has been developed with the aim of conveying a wide range of "commons-sense" knowledge in the field of quantitative complex system science at an introductory level, providing an entry point to this both fascinating and vitally important subject.
Comparative genomics ; Vol.4205 ; RECOMB 2006 International Workshop, RECOMB-CG 2006, Montreal, Canada, September 24-26, 2006, Proceedings
The papers address a broad variety of aspects and components of the field of comparative genomics, ranging from new quantitative discoveries about genome structure and process to theorems on the complexity of computational problems inspired by genome comparison.
Comparative genomics ; Vol. 3678 : RECOMB 2005 International Workshop, RCG 2005, Dublin, Ireland, September 18-20, 2005, Proceedings
This book constitutes the refereed proceedings of the RECOMB 2005 Satellite Workshop, the 3rd RECOMB Comparative Genomics meeting RCG 2005, held in Dublin, Ireland in September 2005. The 14 revised full papers presented were carefully reviewed and selected from 21 initial submissions. The papers address a broad variety of aspects and components of the field of comparative genomics, ranging from new quantitative discoveries about genome structure and process to theorems on the complexity of computational problems inspired by genome comparison.
Clinical oral anatomy : A comprehensive review for dental practitioners and researchers
Presents the most current and comprehensive review of oral anatomy for clinicians and researchers alike. In 26 chapters, the reader is taken on a unique anatomical journey, starting with the oral fissure, continuing via the maxilla and mandible to the tongue and floor of the mouth, and concluding with the temporomandibular joint and masticatory muscles. Each chapter offers a detailed description of the relevant anatomical structures and their spatial relationships, provides quantitative morphological assessments, and explains the relevance of the region for clinical dentistry. All dental health care professionals require a sound knowledge of anatomy for the purposes of diagnostics, treatment planning, and therapeutic intervention. A full understanding of the relationship between anatomy and clinical practice is the ultimate objective, and this book will enable the reader to achieve such understanding as the basis for provision of the best possible treatment for each individual patient as well as recognition and comprehension of unexpected clinical findings.
