Fu Zhen Song`s Dragon Bagua Zhang, Lin Chao Zhen, Lin Chao Zhen, Lin Chaozhen
Автор: Chao Zheng Название: Quantitative Finance ISBN: 3659150657 ISBN-13(EAN): 9783659150654 Издательство: LAP LAMBERT Academic Publishing Рейтинг: Цена: 7695 р. Наличие на складе: Нет в наличии.
Описание: A swaption is a sort of fixed-income derivatives in finance, which are widely traded in financial markets. Thus, swaption pricing is a hot topic in financial mathematics. In this thesis, we will analyze swaptions whose short term interest rates are assumed to follow some affine models with dimension of factors more than two, so called multiple-factor interest rate models. Considering there is no analytical solution for such a swaption price , we attempt to approximate it, and our discussion will focus on one of these approximation method proposed by Collin-Dufresne and Goldstein. We will discuss the situations where the underlying interest rate models are Gaussian and CIR2++ respectively and develop this method by providing an accurate measure of approximation errors. Besides, other swaption pricing methods in literatures that provide different insights into swaption other than CDG approximation are discussed, as well as analytical solutions under one-factor interest rate models if exist.
Описание: In The Poet Zheng Zhen (1806-1864) and the Rise of Chinese Modernity, J. D. Schmidt provides the first detailed study in a Western language of one of China's greatest poets and explores the nineteenth-century background to Chinese modernity, challenging the widely held view that this is largely of Western origin. The volume contains a study of Zheng's life and times, an examination of his thought and literary theory, and four chapters studying his highly original contributions to poetry on the human realm, nature verse, narrative poetry, and the poetry of ideas, including his writings on science and technology. Over a hundred pages of translations of his verse conclude the work. Prof. Jonathan Chaves, George Washington University- “the most thorough study we have in any language, Chinese included, of a major writer from the late Qing. In fact, there is no more complete study of any Chinese poet from any period, even including Lin Yutang’s classic The Gay Genius on Su Shi (1037-1101) from 1946.(…) Schmidt’s scholarship is awe-inspiring.” Prof. Terry Russell, University of Manitoba- “of mammoth proportion and importance”(…) “one of the most impressive exercises in classical Chinese scholarship ever completed about any era or poet in any Western language” (…) “resoundingly establishes the reputation of Zheng Zhen as a poet of the very highest rank in Chinese literary history… the book is clearly not just a success, but a triumph.” (…), “unique and a major breakthrough in our overall understanding of late imperial China."
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