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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.
Martin Waldseemüller’s 'Carta marina' of 1516 : Study and transcription of the long legends
This book presents the first detailed study of one of the most important masterpieces of Renaissance cartography, Martin Waldseemüller’s Carta marina of 1516. By transcribing, translating into English, and detailing the sources of all of the descriptive texts on the map, as well as the sources of many of the images, the book makes the map available to scholars in a wholly unprecedented way.
Marsh and Martin’s Oral Microbiology
Suitable for undergraduate and postgraduate dental students, research workers, and a wide range of clinical dental professionals.
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.
Marine Surface Films : Chemical Characteristics, Influence on Air-Sea Interactions and Remote Sensing
Since the late 1960s, various groups have investigated the influence of marine surface films on mechanisms dominating energy and mass transfer across the ocean/atmosphere interface. However, a compendium summarizing the state-of-the-art research in this field is still missing. The book fills this gap and transfers the accumulated knowledge to the scientific community. After a brief historical chapter basic chemical insights are presented, followed by theoretical and experimental approaches carried out in laboratory facilities. Air-sea interaction experiments are then described and finally, remote sensing applications with sea slicks and crude oil spills are presented.
Managing Sustainability : Perspectives From Retailing and Services
Companies and policy makers are prioritizing environmental, social, and governance goals as part of their strategies. Academic research has started to focus on these issues, but many important matters require deeper investigation and reflection, especially in specific sectors. This book focuses on the sustainability issues within the retailing and services sectors.
Managing Information Quality : Increasing the Value of Information in Knowledge-intensive Products and Processes
It still holds true: information is not always the answer. Information is often part of the problem. While the main goal of information in the business place is to - able adequate decisions and actions, it can also lead to numerous negative effects: it can confuse, block creativity, or it can lead to hectic activism, stress and fatigue. Information can distract and divert attention, and it may even delay important - cisions – the paralysis by analysis. Strategies to avoid these dysfunctional effects of information can be divided into sender-based strategies and receiver-based strategies.
Man as a place of God : Levinas' Hermeneutics of Kenosis
Man as a Place of God is an examination of Levinas’ philosophy of religion in the light of his ethics and anthropology. It provides a lively introduction to the main themes of Levinas’ thought and offers critical perspectives on Levinas by relating his work to that of Heidegger, Ricoeur, Rorty, Derrida and Vattimo.
Magnetic resonance angiography : techniques, indications and practical applications
The advent of contrast-enhanced MRA in the early to mid 1990s revolutionized the clinical approach to vascular imaging: an accurate non-invasive imaging modality, not requiring ionizing radiation or potentially nephrotoxic iodinated contrast media, was able to compete with the more hazardous and invasive catheter angiography. Today, MRA is a safe, easy-to-perform procedure routinely used in most imaging centers, and the continued development of faster, more powerful magnets and more effective contrast agents is increasingly helping to overcome many of the early limitations of the technique.
Made by James : The Honest Guide to Creativity and Logo Design
Includes: Annotated case studies that follow designs from concept to completion The advantages of a hands-on, human approach to design The value of personal and career growth, and how to enjoy the journey of improvement Effective work habits that can make you more efficient, productive, and satisfied
Lunar and Planetary Webcam Users Guide
In the Lunar and Planetary Webcam User’s Guide Martin Mobberley de-mystifies the jargon of webcams and computer processing, and provides detailed hints and tips for imaging the Sun, Moon and planets with a webcam. He looks at each observing target separately, describing and explaining all specialised techniques in context.
Low-Frequency Noise in Advanced MOS Devices
Low-Frequency Noise in Advanced CMOS Devices begins with an introduction to noise, describing the fundamental noise sources and basic circuit analysis. The characterization of low-frequency noise is discussed in detail and useful practical advice is given. The various theoretical and compact low-frequency (1/f) noise models in MOS transistors are treated extensively providing an in-depth understanding of the low-frequency noise mechanisms and the potential sources of the noise in MOS transistors. Advanced CMOS technology including nanometer scaled devices, strained Si, SiGe, SOI, high-k gate dielectrics, multiple gates and metal gates are discussed from a low-frequency noise point of view. Some of the most recent publications and conference presentations are included in order to give the very latest view on the topics. The book ends with an introduction to noise in analog/RF circuits and describes how the low-frequency noise can affect these circuits.
Low-Cost Country Sourcing : Trends and Implications
Globalization has induced immense cost pressure in most industries. In combination with the economic downturn after the turn of the century, companies are increasingly looking for new ways of reducing costs and increasing shareholder value. From this perspective, low-cost country sourcing has proved to be an effective means to realize cost-saving targets. Although many external key success factors have been identified, relatively little is known about intra-firm factors that can influence the outcome of low-cost country sourcing initiatives.
Logos of Phenomenology and Phenomenology of the Logos. Book One : Phenomenology as the Critique of Reason in Contemporary Criticism and Interpretation
During its century-long unfolding, spreading in numerous directions, Husserlian phenomenology while loosening inner articulations, has nevertheless maintained a somewhat consistent profile. As we see in this collection, the numerous conceptions and theories advanced in the various phases of reinterpretations have remained identifiable with phenomenology.
Logos of phenomenology and phenomenology of the logos ; Book Two : The Human Condition in-the-Unity-of-Everything-there-is-alive Individuation, Self, Person, Self-determination, Freedom, Necessity
The Human Condition-in-the-unity-of-everything-there-is-alive, under whose aegis the present selection of essays falls, offers the urgently needed new approach to reinvestigating humanness. While recent advances in the neurosciences, genetics and bio-engineering challenge the traditional abstract conception of "human nature", indicating its transformability, thus putting in question the main tenets of traditional philosophical anthropology, in the new perspective of the Human Creative Condition the human individual is seen in its emergence and unfolding within the dynamic networks of the logos of life, and within the evolution of living types.
Logos of phenomenology and phenomenology of the logos ; Book Three : Logos of history - logos of life, historicity, time, nature, communication, consciousness, Aalterity, Cculture
Situated at the crossroads of nature and culture, physics and consciousness, cosmos and life, history – intimately conjoined with time – continues to puzzle the philosopher as well as the scientist. Does brute nature unfold a history? Does human history have a telos? Does human existence have a purpose, Phenomenology of life projects a new interrogative system for reexamining these questions.We are invited to follow the logos of life as it spins in innumerable ways the interplay of natural factors, human passions, social forces, science and experience – through interruptions and kairic moments of accomplishment .
Logos of phenomenology and phenomenology of the logos ; Book Four : The logos of scientific interrogation, participating in nature-Life-saring in life
Prompted and ever diversified by the specifically human interrogative logos, scientific inquiries seek a common system of links in order to mutually confirm and rectify their results. Coming closer and closer to phenomenology, the sciences of life find the common ground of the reality in the ontopoiesis of life.Could it not be that the interrogative logos of science, participating in human creative inventiveness will bring together also the divergent scientific methods in a common network? A network which comprises natural processes, societal sharing-in-life, and existential communication.
Logics of Specification Languages
Dedicated chapters address : the use of ASM (Abstract State Machines) in the classroom; the Event-B modelling method; a methodological guide to CafeOBJ logic; CASL, the Common Algebraic Specification Language; the Duration Calculus; the logic of the RAISE specification language (RSL); the specification language TLA+; the typed logic of partial functions and the Vienna Development Method (VDM); and Z logic and its applications. Each chapter is self-contained, with references, and symbol and concept indexes. Finally, in a unique feature, the book closes with short commentaries on the specification languages written by researchers closely associated with their original development.
Liver carcinogenesis : Methods and protocols
Discusses the latest advancements in modern methodologies used to study liver carcinogenesis. The first half of this book describes pertinent preclinical models of hepatocellular carcinoma (HCC) and cholangiocarcinoma (CCA), established either through orthotopic induction of ectopic implantation. The second half of this book covers a diverse array of techniques applied to characterize the biochemical and cellular composition of hepatic malignancies that operate at the single-cell and histological levels. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls.
Linear Functional Analysis
This introduction to the ideas and methods of linear functional analysis shows how familiar and useful concepts from finite-dimensional linear algebra can be extended or generalized to infinite-dimensional spaces. Aimed at advanced undergraduates in mathematics and physics, the book assumes a standard background of linear algebra, real analysis (including the theory of metric spaces), and Lebesgue integration, although an introductory chapter summarizes the requisite material. The initial chapters develop the theory of infinite-dimensional normed spaces, in particular Hilbert spaces, after which the emphasis shifts to studying operators between such spaces. Functional analysis has applications to a vast range of areas of mathematics; the final chapters discuss the particularly important areas of integral and differential equations.
