Uncertain Volatility Models PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Uncertain Volatility Models PDF full book. Access full book title Uncertain Volatility Models by Robert Buff. Download full books in PDF and EPUB format.
Author: Robert Buff
Publisher: Springer Science & Business Media
ISBN: 3642563236
Category : Mathematics
Languages : en
Pages : 246
Get Book Here
Book Description
This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This book, which is bundled with software, is aimed at graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The reader is assumed to be familiar with arbitrage pricing theory.
Author: Robert Buff
Publisher: Springer Science & Business Media
ISBN: 3642563236
Category : Mathematics
Languages : en
Pages : 246
Get Book Here
Book Description
This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This book, which is bundled with software, is aimed at graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The reader is assumed to be familiar with arbitrage pricing theory.
Author: Julian Knight
Publisher: John Wiley & Sons
ISBN: 9781119996569
Category : Sports & Recreation
Languages : en
Pages : 301
Get Book Here
Book Description
Whether you’re a weekend cricketer or aspiring armchair expert, Cricket For Dummies helps you make sense of this fascinating sport. Not just a jargon busting guide to cricket’s laws, techniques and tactics, it also contains advice on kitting yourself out and provides lessons on playing the game and improving your batting, bowling and fielding skills. For the budding fan, there’s a guide to the greatest players, the memorable matches, and a tour through the cricketing scene – both domestic and international – giving you the knowledge you need to fully appreciate this special game. This book has been updated for the Ashes 2009, featuring revised information on new players, the Indian premier league, Stanford 20:20 and the latest coverage of past and future competitions. Julian Knight is a BBC journalist, writer, and cricket enthusiast. He is a former youth coach and captain, and has been a club cricketer for over 20 years. Consultant Editor Gary Palmer played first class cricket for ten years with Somerset before becoming a professional coach.
Author: Julia Köhn
Publisher: Springer
ISBN: 3319553518
Category : Business & Economics
Languages : en
Pages : 203
Get Book Here
Book Description
In this book the author develops a new approach to uncertainty in economics, which calls for a fundamental change in the methodology of economics. It provides a comprehensive overview and critical appraisal of the economic theory of uncertainty and shows that uncertainty was originally conceptualized both as an epistemic and an ontological problem. As a result of the economic professions’ attempt to become acknowledged as a science, the more problematic aspect of ontological uncertainty has been neglected and the subjective probability approach to uncertainty became dominant in economic theory. A careful analysis of ontological theories of uncertainty explains the blindness of modern economics to economic phenomena such as instability, slumps or excessive booms. Based on these findings the author develops a new approach that legitimizes a New Uncertainty Paradigm in economics.
Author: Nihar Suthar
Publisher: Pitch Publishing
ISBN: 9781785311178
Category : Afghanistan
Languages : en
Pages : 0
Get Book Here
Book Description
In 1979, Afghanistan erupted into one of the most brutal civil wars ever. The fighting lasted almost a decade, throwing the country into a period of political instability, harsh leadership, and extreme danger. Hundreds of thousands of civilians died, and millions relocated to refugee camps. The rest of the world began to believe that violence would always define Afghans. However, deep in the refugee camps of Pakistan, displaced native Afghan children had a dream to unite their country once again with peace. The solution was disguised in the game of cricket. These children began to learn cricket, and persevered against the danger, criticism, and unrest to create the first-ever Afghan national cricket team. With unrivalled access to the team and players during the 2015 Cricket World Cup, Nihar Suthar tells the story of their inspiring journey to change Afghanistan in one of the most under-told, heart-warming sports stories of all time.
Author: Enrico Pagello
Publisher: IOS Press
ISBN: 9781586030780
Category : Computers
Languages : en
Pages : 1128
Get Book Here
Book Description
After a long period, in which the research focused mainly on industrial robotics, nowadays scientists aim to build machines able to act autonomously in unstructured domains, and to interface friendly with humans, while performing intelligently their assigned tasks. Such intelligent autonomous systems are now being intensively developed, and are ready to be applied to every field, from social life to modern enterprises. We believe the following years will be increasingly characterised by their extensive use. This is dramatically changing the whole scenario of human society.
Author: Lawrence Booth
Publisher: Penguin UK
ISBN: 0141905921
Category : Sports & Recreation
Languages : en
Pages : 276
Get Book Here
Book Description
What's the difference between short leg and deep midwicket? When would you be thinking about bowling a yorker? What's so great about the sound of leather on willow? Cricket’s vocabulary is a mixture of jargon and cliché, poetry and prose, misty-eyed romanticism and old-gits’ cynicism. Arm-ball to Zooter is a witty guide to the peculiarities of the game, its history and major figures; cricket-lovers might find their own pet hates confirmed; cricket newcomers might be amazed at what cricket-lovers have been up to all these years.
Author: Gareth Carrol
Publisher: John Hunt Publishing
ISBN: 1789048575
Category : Language Arts & Disciplines
Languages : en
Pages : 161
Get Book Here
Book Description
Gareth Carrol presents a collection of "modern idioms", which have become a part of our vocabulary in the past 50 years or so. In most cases, idioms such as "raining cats and dogs", that colour our everyday communication, are deeply rooted in culture and history. However, just like words, new idioms emerge in language, and many have entered our vocabulary through, TV, movies and the internet. These modern idioms can be dated very precisely. Jumping Sharks and Dropping Mics finds the origins of these idioms, and charts their development.
Author: Cyrill Stachniss
Publisher: Springer Science & Business Media
ISBN: 3642010962
Category : Technology & Engineering
Languages : en
Pages : 206
Get Book Here
Book Description
"Robotic Mapping and Exploration" is an important contribution in the area of simultaneous localization and mapping (SLAM) for autonomous robots, which has been receiving a great deal of attention by the research community in the latest few years. The contents are focused on the autonomous mapping learning problem. Solutions include uncertainty-driven exploration, active loop closing, coordination of multiple robots, learning and incorporating background knowledge, and dealing with dynamic environments. Results are accompanied by a rich set of experiments, revealing a promising outlook toward the application to a wide range of mobile robots and field settings, such as search and rescue, transportation tasks, or automated vacuum cleaning.
Author: Anthony McGowan
Publisher: Simon and Schuster
ISBN: 1416908145
Category : Conduct of life
Languages : en
Pages : 278
Get Book Here
Book Description
Evocative tribute to Somerset's railway heritage
Author: Shamim Miah
Publisher: Springer Nature
ISBN: 3030420329
Category : Social Science
Languages : en
Pages : 297
Get Book Here
Book Description
This book challenges the narrative of Northern England as a failed space of multiculturalism, drawing on a historically-contextualised discussion of ethnic relations to argue that multiculturalism has been more successful and locally situated than these assumptions allow. The authors examine the interplay between ‘race’, space and place to analyse how profound economic change, the evolving nature of the state, individual racism, and the local creation and enactment of multiculturalist policies have all contributed to shaping the trajectory of ethnic/faith identities and inter-community relations at a local level. In doing so, the book analyses both change and continuity in discussion of, and national/local state policy towards, ethnic relations, particularly around the supposed segregation/integration dichotomy, and the ways in which racialised ‘events’ are perceived and ‘identities’ are created and reflected in state policy operations. Drawing on the authors’ long involvement in empirical research, policy and practice around ethnicity, ‘race’ and racism in the Northern England, they effectively support critical and situated analysis of controversial, racialised issues, and set these geographically specific findings in the context of wider international experiences of and tensions around growing ethnic diversity in the context of profound economic and social changes.
