Peter Carr Gedenkschrift: Research Advances In Mathematical Finance 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 Peter Carr Gedenkschrift: Research Advances In Mathematical Finance PDF full book. Access full book title Peter Carr Gedenkschrift: Research Advances In Mathematical Finance by Robert A Jarrow. Download full books in PDF and EPUB format.
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 9811280312
Category : Business & Economics
Languages : en
Pages : 866
Get Book Here
Book Description
This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 9811280312
Category : Business & Economics
Languages : en
Pages : 866
Get Book Here
Book Description
This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.
Author: Robert A Jarrow
Publisher: World Scientific Publishing Company
ISBN: 9789811280290
Category : Finance
Languages : en
Pages : 0
Get Book Here
Book Description
This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.
Author: Michael C. Fu
Publisher: Springer Science & Business Media
ISBN: 0817645454
Category : Business & Economics
Languages : en
Pages : 345
Get Book Here
Book Description
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
Author: Nizar Touzi
Publisher: Springer Science & Business Media
ISBN: 1461442869
Category : Mathematics
Languages : en
Pages : 219
Get Book Here
Book Description
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.
Author: Felicia Logozzo
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110551756
Category : Literary Criticism
Languages : en
Pages : 876
Get Book Here
Book Description
The volume assembles about 50 contributions presented at the Intenational Colloquium on Ancient Greek Linguistics, held in Rome, March 2015. This Colloquium opened a new series of international conferences that has replaced previous national meetings on this subject. They embrace essential topics of Ancient Greek Linguistics with different theoretical and methodological approaches: particles and their functional uses; phonology; tense, aspect, modality; syntax and thematic roles; lexicon and onomastics; Greek and other languages; speech acts and pragmatics.
Author: Albert Bernard Frank
Publisher:
ISBN:
Category : Botany, Economic
Languages : en
Pages : 252
Get Book Here
Book Description
Author: Ruth Abbey
Publisher: Routledge
ISBN: 1317490193
Category : Philosophy
Languages : en
Pages : 257
Get Book Here
Book Description
Charles Taylor is one of the most influential and prolific philosophers in the English-speaking world today. The breadth of his writings is unique, ranging from reflections on artificial intelligence to analyses of contemporary multicultural societies. This thought-provoking introduction to Taylor's work outlines his ideas in a coherent and accessible way without reducing their richness and depth. His contribution to many of the enduring debates within Western philosophy is examined and the arguments of his critics assessed. Taylor's reflections on the topics of moral theory, selfhood, political theory and epistemology form the core chapters within the book. Ruth Abbey engages with the secondary literature on Taylor's work and suggests that some criticisms by contemporaries have been based on misinterpretations and suggests ways in which a better understanding of Taylor's work leads to different criticisms of it. The book serves as an ideal companion to Taylor's ideas for students of philosophy and political theory, and will be welcomed by the non-specialist looking for an authoritative guide to Taylor's large and challenging body of work.
Author: Yoshihiro Sawano
Publisher: CRC Press
ISBN: 1000064077
Category : Mathematics
Languages : en
Pages : 427
Get Book Here
Book Description
Morrey spaces were introduced by Charles Morrey to investigate the local behaviour of solutions to second order elliptic partial differential equations. The technique is very useful in many areas in mathematics, in particular in harmonic analysis, potential theory, partial differential equations and mathematical physics. Across two volumes, the authors of Morrey Spaces: Introduction and Applications to Integral Operators and PDE’s discuss the current state of art and perspectives of developments of this theory of Morrey spaces, with the emphasis in Volume II focused mainly generalizations and interpolation of Morrey spaces. Features Provides a ‘from-scratch’ overview of the topic readable by anyone with an understanding of integration theory Suitable for graduate students, masters course students, and researchers in PDE's or Geometry Replete with exercises and examples to aid the reader’s understanding
Author: Josef Kallrath
Publisher: Springer Nature
ISBN: 3030732371
Category : Business & Economics
Languages : en
Pages : 653
Get Book Here
Book Description
This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.
Author: John Dill
Publisher: Springer Science & Business Media
ISBN: 1447128044
Category : Computers
Languages : en
Pages : 555
Get Book Here
Book Description
The field of computer graphics combines display hardware, software, and interactive techniques in order to display and interact with data generated by applications. Visualization is concerned with exploring data and information graphically in such a way as to gain information from the data and determine significance. Visual analytics is the science of analytical reasoning facilitated by interactive visual interfaces. Expanding the Frontiers of Visual Analytics and Visualization provides a review of the state of the art in computer graphics, visualization, and visual analytics by researchers and developers who are closely involved in pioneering the latest advances in the field. It is a unique presentation of multi-disciplinary aspects in visualization and visual analytics, architecture and displays, augmented reality, the use of color, user interfaces and cognitive aspects, and technology transfer. It provides readers with insights into the latest developments in areas such as new displays and new display processors, new collaboration technologies, the role of visual, multimedia, and multimodal user interfaces, visual analysis at extreme scale, and adaptive visualization.
