Author: Ada M. Bowen
Publisher:
ISBN:
Category : Catalogs, Union
Languages : en
Pages : 654
Book Description
Florida Union List of Serials
Author: Ada M. Bowen
Publisher:
ISBN:
Category : Catalogs, Union
Languages : en
Pages : 654
Book Description
Publisher:
ISBN:
Category : Catalogs, Union
Languages : en
Pages : 654
Book Description
The Spanish Financial System
Author: José Luis Malo de Molina
Publisher: Springer
ISBN: 0230361145
Category : Business & Economics
Languages : en
Pages : 458
Book Description
The book analyses the Spanish financial system from the turn of the last century to the present day and the economic, social and political backdrop to this history. The result is a consummate survey of historical developments leading right up to today's key issues and challenges, and to what the future may hold.
Publisher: Springer
ISBN: 0230361145
Category : Business & Economics
Languages : en
Pages : 458
Book Description
The book analyses the Spanish financial system from the turn of the last century to the present day and the economic, social and political backdrop to this history. The result is a consummate survey of historical developments leading right up to today's key issues and challenges, and to what the future may hold.
Integration & Trade
Author:
Publisher:
ISBN:
Category : America
Languages : en
Pages : 482
Book Description
Publisher:
ISBN:
Category : America
Languages : en
Pages : 482
Book Description
Applied Mathematics and Computational Intelligence
Author: Anna M. Gil-Lafuente
Publisher: Springer
ISBN: 331975792X
Category : Technology & Engineering
Languages : en
Pages : 439
Book Description
This book gathers selected papers presented at the conference of the Forum for Interdisciplinary Mathematics (FIM), held at Palau Macaya, Barcelona, on 18 to 20 November, 2015. The event was co-organized by the University of Barcelona (Spain), the Spanish Royal Academy of Economic and Financial Sciences (Spain) and the Forum for Interdisciplinary Mathematics (India). This instalment of the conference was presented with the title “Applied Mathematics and Computational Intelligence” and particularly focused on the use of Mathematics and Computational Intelligence techniques in a diverse range of scientific disciplines, as well as their applications in real-world problems. The book presents thirty peer-reviewed research papers, organised into four topical sections: on Mathematical Foundations; Computational Intelligence and Optimization Techniques; Modelling and Simulation Techniques; and Applications in Business and Engineering. This book will be of great interest to anyone working in the area of applied mathematics and computational intelligence and will be especially useful for scientists and graduate students pursuing research in these fields.
Publisher: Springer
ISBN: 331975792X
Category : Technology & Engineering
Languages : en
Pages : 439
Book Description
This book gathers selected papers presented at the conference of the Forum for Interdisciplinary Mathematics (FIM), held at Palau Macaya, Barcelona, on 18 to 20 November, 2015. The event was co-organized by the University of Barcelona (Spain), the Spanish Royal Academy of Economic and Financial Sciences (Spain) and the Forum for Interdisciplinary Mathematics (India). This instalment of the conference was presented with the title “Applied Mathematics and Computational Intelligence” and particularly focused on the use of Mathematics and Computational Intelligence techniques in a diverse range of scientific disciplines, as well as their applications in real-world problems. The book presents thirty peer-reviewed research papers, organised into four topical sections: on Mathematical Foundations; Computational Intelligence and Optimization Techniques; Modelling and Simulation Techniques; and Applications in Business and Engineering. This book will be of great interest to anyone working in the area of applied mathematics and computational intelligence and will be especially useful for scientists and graduate students pursuing research in these fields.
G.K. Hall Bibliographic Guide to Latin American Studies
Author: Benson Latin American Collection
Publisher:
ISBN:
Category : Latin America
Languages : en
Pages : 910
Book Description
Publisher:
ISBN:
Category : Latin America
Languages : en
Pages : 910
Book Description
New Serial Titles
Author: Library of Congress
Publisher:
ISBN: 9780835205566
Category :
Languages : en
Pages : 1672
Book Description
Publisher:
ISBN: 9780835205566
Category :
Languages : en
Pages : 1672
Book Description
Catalog of Printed Books
Author: Bancroft Library
Publisher:
ISBN:
Category : America
Languages : en
Pages : 788
Book Description
Publisher:
ISBN:
Category : America
Languages : en
Pages : 788
Book Description
Valuation of derivative assets under cyclical mean-reversion processes for spot prices
Author: Federico Daniel Platania
Publisher: Ed. Universidad de Cantabria
ISBN: 8486116961
Category :
Languages : en
Pages : 54
Book Description
This thesis studies the stochastic behaviour of interest rates and commodity prices, extending the existing literature by allowing the underlying state variable to capture any possible seasonal or cyclical behaviour. In the first chapter, we propose a new model for the term structure of interest rates assuming that the instantaneous spot rate converges to a cyclical long-term level characterized by a Fourier series. Under this framework, we derive analytical expressions for the valuation of bonds and several interest rate derivative assets. The second chapter introduces a new square-root model for the yield curve where both the mean reversion level and the volatility are described by a harmonic oscillator. This model specification incorporates a good deal of flexibility preserving the analytical tractability. In the final chapter, we present a model for the logarithm of the commodity spot price with a reversion to a time dependent long-run level described by a Fourier series, obtaining closed-form expressions for a wide range of derivatives and study the fitting performance to market data.
Publisher: Ed. Universidad de Cantabria
ISBN: 8486116961
Category :
Languages : en
Pages : 54
Book Description
This thesis studies the stochastic behaviour of interest rates and commodity prices, extending the existing literature by allowing the underlying state variable to capture any possible seasonal or cyclical behaviour. In the first chapter, we propose a new model for the term structure of interest rates assuming that the instantaneous spot rate converges to a cyclical long-term level characterized by a Fourier series. Under this framework, we derive analytical expressions for the valuation of bonds and several interest rate derivative assets. The second chapter introduces a new square-root model for the yield curve where both the mean reversion level and the volatility are described by a harmonic oscillator. This model specification incorporates a good deal of flexibility preserving the analytical tractability. In the final chapter, we present a model for the logarithm of the commodity spot price with a reversion to a time dependent long-run level described by a Fourier series, obtaining closed-form expressions for a wide range of derivatives and study the fitting performance to market data.
New Serial Titles
Author:
Publisher:
ISBN:
Category : Periodicals
Languages : en
Pages : 2012
Book Description
A union list of serials commencing publication after Dec. 31, 1949.
Publisher:
ISBN:
Category : Periodicals
Languages : en
Pages : 2012
Book Description
A union list of serials commencing publication after Dec. 31, 1949.
Systemic Risk: Measures and Determinants
Author: María Rodríguez-Moreno
Publisher: Ed. Universidad de Cantabria
ISBN: 8486116953
Category :
Languages : en
Pages : 76
Book Description
This book studies the measurement and the determinants of systemic risk, paying special attention to the role of the Credit Default Swaps (CDSs) either as financial instruments containing valuable information about the soundness of the reference institutions or as a market whose distress contributes to potential systemic shocks on the economy. The measurement of systemic risk is addressed from two perspectives, aggregate and individual contribution to systemic risk where the former refers to the level of systemic risk in the overall economy and the latter to the individual contribution of each financial institution to the overall systemic risk. The analysis of the determinants of the individual contribution of financial institutions to systemic risk focuses on the effect of their portfolio holdings of derivatives. Finally, this thesis studies the liquidity commonalities and their determinants in the corporate CDS worldwide markets. The main participants in these markets are systemically important financial institutions (SIFIs) and so abrupt changes in the market liquidity could cause systemic shocks on the overall economy and, as a consequence, could have adverse effects on global stability.
Publisher: Ed. Universidad de Cantabria
ISBN: 8486116953
Category :
Languages : en
Pages : 76
Book Description
This book studies the measurement and the determinants of systemic risk, paying special attention to the role of the Credit Default Swaps (CDSs) either as financial instruments containing valuable information about the soundness of the reference institutions or as a market whose distress contributes to potential systemic shocks on the economy. The measurement of systemic risk is addressed from two perspectives, aggregate and individual contribution to systemic risk where the former refers to the level of systemic risk in the overall economy and the latter to the individual contribution of each financial institution to the overall systemic risk. The analysis of the determinants of the individual contribution of financial institutions to systemic risk focuses on the effect of their portfolio holdings of derivatives. Finally, this thesis studies the liquidity commonalities and their determinants in the corporate CDS worldwide markets. The main participants in these markets are systemically important financial institutions (SIFIs) and so abrupt changes in the market liquidity could cause systemic shocks on the overall economy and, as a consequence, could have adverse effects on global stability.