Author: Houng-Yhi ChenPublisher:
ISBN:
Category :
Languages : en
Pages : 248
Book Description
A Dynamic Programming Approach to the Valuation of Warrants
Author: Houng-Yhi ChenThe Journal of Finance
Author: Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 892
Book Description
Publishes across all the major fields of financial research. The most widely cited academic journal on finance and one of the most widely cited journals in economics as well.
Options
Author: Lane HughstonPublisher:
ISBN: 9781899332663
Category : Business & Economics
Languages : en
Pages : 408
Book Description
A comprehensive and enlightening journey through the past, present and future of option pricing.
Library Science with a Slant to Documentation
Author: Frontiers of Investment Analysis
Author: E. Bruce FredriksonPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 804
Book Description
National Union Catalog
Author: The Interval Market Model in Mathematical Finance
Author: Pierre BernhardPublisher: Springer Science & Business Media
ISBN: 0817683887
Category : Mathematics
Languages : en
Pages : 348
Book Description
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: · probability-free Black-Scholes theory; · fair-price interval of an option; · representation formulas and fast algorithms for option pricing; · rainbow options; · tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.
The American Economic Review
Author: Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 1106
Book Description
Includes annual List of doctoral dissertations in political economy in progress in American universities and colleges; and the Hand book of the American Economic Association.
A Bibliography of Finance and Investment
Author: Richard A. BrealeyPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Handbook of Engineering Systems Design
Author: Anja MaierPublisher: Springer Nature
ISBN: 303081159X
Category : Technology & Engineering
Languages : en
Pages : 1040
Book Description
This handbook charts the new engineering paradigm of engineering systems. It brings together contributions from leading thinkers in the field and discusses the design, management and enabling policy of engineering systems. It contains explorations of core themes including technical and (socio-) organisational complexity, human behaviour and uncertainty. The text includes chapters on the education of future engineers, the way in which interventions can be designed, and presents a look to the future. This book follows the emergence of engineering systems, a new engineering paradigm that will help solve truly global challenges. This global approach is characterised by complex sociotechnical systems that are now co-dependent and highly integrated both functionally and technically as well as by a realisation that we all share the same: climate, natural resources, a highly integrated economical system and a responsibility for global sustainability goals. The new paradigm and approach requires the (re)designing of engineering systems that take into account the shifting dynamics of human behaviour, the influence of global stakeholders, and the need for system integration. The text is a reference point for scholars, engineers and policy leaders who are interested in broadening their current perspective on engineering systems design and in devising interventions to help shape societal futures.