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Fitting Local Volatility: Analytic And Numerical Approaches, Itkin Andrey


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Цена: 12672.00р.
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Автор: Itkin Andrey
Название:  Fitting Local Volatility: Analytic And Numerical Approaches
ISBN: 9789811212765
Издательство: World Scientific Publishing
Классификация:
ISBN-10: 9811212767
Обложка/Формат: Hardback
Страницы: 204
Вес: 0.42 кг.
Дата издания: 26.02.2020
Серия: Mathematics
Язык: English
Размер: 229 x 152 x 11
Читательская аудитория: Tertiary education (us: college)
Ключевые слова: Applied mathematics, MATHEMATICS / Applied,MATHEMATICS / Probability & Statistics / General
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Поставляется из: Англии
Описание:

The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical finance. Although the existing literature is wide, there still exist various problems that have not drawn sufficient attention so far, for example: a) construction of analytical solutions of the Dupire equation for an arbitrary shape of the local volatility function; b) construction of parametric or non-parametric regression of the local volatility surface suitable for fast calibration; c) no-arbitrage interpolation and extrapolation of the local and implied volatility surfaces; d) extension of the local volatility concept beyond the Black-Scholes model, etc. Also, recent progresses in deep learning and artificial neural networks as applied to financial engineering have made it reasonable to look again at various classical problems of mathematical finance including that of building a no-arbitrage local/implied volatility surface and calibrating it to the option market data.

This book was written with the purpose of presenting new results previously developed in a series of papers and explaining them consistently, starting from the general concept of Dupire, Derman and Kani and then concentrating on various extensions proposed by the author and his co-authors. This volume collects all the results in one place, and provides some typical examples of the problems that can be efficiently solved using the proposed methods. This also results in a faster calibration of the local and implied volatility surfaces as compared to standard approaches.

The methods and solutions presented in this volume are new and recently published, and are accompanied by various additional comments and considerations. Since from the mathematical point of view, the level of details is closer to the applied rather than to the abstract or pure theoretical mathematics, the book could also be recommended to graduate students with majors in computational or quantitative finance, financial engineering or even applied mathematics. In particular, the author used to teach some topics of this book as a part of his special course on computational finance at the Tandon School of Engineering, New York University.




Dinosaur Facts and Figures: The Theropods

Автор: Molina-Perez Ruben, Larramendi Asier, Atuchin Andrey
Название: Dinosaur Facts and Figures: The Theropods
ISBN: 0691180318 ISBN-13(EAN): 9780691180311
Издательство: Wiley
Цена: 4552.00 р.
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Описание:

An illustrated record book of theropod facts and figures--from the biggest to the fastest to the smartest

The theropod dinosaurs ruled the planet for millions of years, with species ranging from the mighty Tyrannosaurus rex to feathered raptors no bigger than turkeys. Dinosaur Facts and Figures: The Theropods is a stunningly illustrated book of records for these marvelous creatures--such as the biggest, the smallest, the fastest, and the most powerful bite.

This one-of-a-kind compendium features more than 3,000 records, covers some 750 theropod species, and includes a wealth of illustrations ranging from diagrams and technical drawings to full-color reconstructions of specimens. The book is divided into sections that put numerous amazing theropod facts at your fingertips. "Comparing Species" is organized by taxonomic group and gives comparisons of the size of species, how long ago they lived, and when they were discovered. "Mesozoic Calendar" includes page spreads showing the positions of the continents at different geological time periods and reconstructions of creatures from each period. "Prehistoric Puzzle" compares bones, teeth, and feathers while "Theropod Life" uses vivid, user-friendly graphics to answer questions such as which dinosaur was the smartest and which had the most powerful bite. Other sections chart theropod distribution on the contemporary world map, provide comprehensive illustrated listings of footprints, compile the physical specifications of all known theropods and Mesozoic birds, and much more.

  • The essential illustrated record book for anyone interested in dinosaurs
  • Features thousands of records on everything from the smartest and fastest theropods to the largest theropod eggs
  • Includes more than 2,000 diagrams and drawings and more than 300 digital reconstructions
  • Covers more than 750 theropod species, including Mesozoic birds and other dinosauromorphs
  • Provides detailed listings of footprints, biometric specifications, and scholarly and popular references

Roman Heavy Cavalry (1)

Автор: Raffaele D`Amato and Andrey Negin
Название: Roman Heavy Cavalry (1)
ISBN: 1472830040 ISBN-13(EAN): 9781472830043
Издательство: Holtzbrink(MPS)/MPS
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Цена: 2226.00 р.
Наличие на складе: Заказано в издательстве.

Описание:

From the army of Marc Antony in the 1st century BC, Roman generals hired Oriental heavy armored cavalry to serve in their military alongside the legions. These troops, both from the northern steppes and the Persian frontiers, continued an ancient tradition of using heavy armor and long lances, and fought in a compact formation for maximum shock effect. They were quite distinct from conventional Roman light cavalry, and they served across the Empire, including in Britain. They became ever more important during the 3rd century wars against Parthia, both to counter their cavalry and to form a mobile strategic reserve.

Displaying these impressive and imposing cavalry units using vivid specially commissioned artwork, this first book in a two part series on Roman Heavy Cavalry examines their use over the Imperial period up to the fall of Western Empire in the 5th century A.D.

Afrikaans Vocabulary for English Speakers - 3000 Words

Автор: Taranov Andrey
Название: Afrikaans Vocabulary for English Speakers - 3000 Words
ISBN: 1787164861 ISBN-13(EAN): 9781787164864
Издательство: Неизвестно
Цена: 1707.00 р.
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The Foundation Pit

Автор: Platonov Andrey
Название: The Foundation Pit
ISBN: 0099529742 ISBN-13(EAN): 9780099529743
Издательство: Random House - Penguin
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Цена: от 1319.00 р.
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Описание: TRANSLATED BY ROBERT AND ELIZABETH CHANDLER AND OLGA MEERSONPlatonov`s dystopian novel describes the lives of a group of Soviet workers who believe they are laying the foundations for a radiant future.

Insight into Theoretical and Applied Informatics. Andrey Yatsko, Walery Suslow. Walter de Gruyter Gmbh, 2016

Автор: Yatsko, Andrzej Suslow, Walery
Название: Insight into Theoretical and Applied Informatics. Andrey Yatsko, Walery Suslow. Walter de Gruyter Gmbh, 2016
ISBN: 3110469871 ISBN-13(EAN): 9783110469875
Издательство: Walter de Gruyter
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Цена: 6898.00 р.
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Описание: The book is addressed to young people interested in computer technologies and computer science. The objective of this book is to provide the reader with all the necessary elements to get him or her started in the modern field of informatics and to allow him or her to become aware of the relationship between key areas of computer science. The book is addressed not only to future software developers, but also to all who are interested in computing in a widely understood sense. The authors also expect that some computer professionals will want to review this book to lift themselves above the daily grind and to embrace the excellence of the whole field of computer science. Unlike existing books, this one bypasses issues concerning the construction of computers and focuses only on information processing. Recognizing the importance of the human factor in information processing, the authors intend to present the theoretical foundations of computer science, software development rules, and some business aspects of informatics in non-technocratic, humanistic terms.

Proceedings of 14th International Conference on Electromechanics and Robotics  "zavalishin`s Readings ": Er(zr) 2019, Kursk, Russia, 17 - 20 April 2019

Автор: Ronzhin Andrey, Shishlakov Vladislav
Название: Proceedings of 14th International Conference on Electromechanics and Robotics "zavalishin`s Readings ": Er(zr) 2019, Kursk, Russia, 17 - 20 April 2019
ISBN: 9811392668 ISBN-13(EAN): 9789811392665
Издательство: Springer
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Цена: 27950.00 р.
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Описание: This book features selected papers presented at the 14th International Conference on Electromechanics and Robotics ‘Zavalishin’s Readings’ – ER(ZR) 2019, held in Kursk, Russia, on April 17–20, 2019. The contributions, written by professionals, researchers and students, cover topics in the field of automatic control systems, electromechanics, electric power engineering and electrical engineering, mechatronics, robotics, automation and vibration technologies. The Zavalishin's Readings conference was established as a tribute to the memory of Dmitry Aleksandrovich Zavalishin (1900–1968) – a Russian scientist, corresponding member of the USSR Academy of Sciences, and founder of the school of valve energy converters based on electric machines and valve converters energy. The first conference was organized by the Institute of Innovative Technologies in Electromechanics and Robotics at the Saint Petersburg State University of Aerospace Instrumentation in 2006. The 2019 conference was held with the XIII International Scientific and Technical Conference “Vibration 2019”, and was organized by Saint Petersburg State University of Aerospace Instrumentation (SUAI), Saint Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences (SPIIRAS) and the Southwest State University (SWSU) in with cooperation Russian Foundation for Basic Research (project No. 19-08-20021).

Pile Construction Technology

Автор: Mangushev Rashid, Ershov Andrey, Osokin Anatoly
Название: Pile Construction Technology
ISBN: 9198222309 ISBN-13(EAN): 9789198222302
Издательство: Неизвестно
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Цена: 12570.00 р.
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English-Lithuanian Phrasebook & 3000-Word Topical Vocabulary

Автор: Taranov Andrey
Название: English-Lithuanian Phrasebook & 3000-Word Topical Vocabulary
ISBN: 1787162656 ISBN-13(EAN): 9781787162655
Издательство: Неизвестно
Цена: 2283.00 р.
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Описание:

English-Lithuanian phrasebook and 3000-word topical vocabulary

The collection of "Everything Will Be Okay" travel phrasebooks published by T&P Books is designed for people traveling abroad for tourism and business. The phrasebooks contain what matters most - the essentials for basic communication. This is an indispensable set of phrases to "survive" while abroad.

Some of the topics included in the phrasebook are: Asking for directions, Signs, Transportation, Buying tickets, Hotel, Restaurant, Shopping, Greetings, Acquaintances, Communication, Gratitude, Health problems, Apologies, Farewell, and more.

This book also includes a small topical vocabulary that contains roughly 3,000 of the most frequently used words. Another section of the phrasebook provides a gastronomical dictionary that may help you order food at a restaurant or buy groceries at the store.

Take "Everything Will Be Okay" phrasebook with you on the road and you'll have an irreplaceable traveling companion who will help you find your way out of any situation and teach you to not fear speaking with foreigners.


Lithuanian phrasebook, Lithuanian travel phrasebook, Lithuanian phrase book, Lithuanian travel, Lithuanian dictionary, basic Lithuanian, speak Lithuanian, speaking Lithuanian, Lithuanian expressions, Lithuanian phrases, travel guide Lithuanian, Lithuanian for travelers, Lithuanian for travel, conversation in Lithuanian, simple Lithuanian

Andrey Platonov

Автор: Lane Tora
Название: Andrey Platonov
ISBN: 1498547753 ISBN-13(EAN): 9781498547758
Издательство: Bloomsbury
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Цена: 13365.00 р.
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Описание: This book presents an existentialist reading of Andrey Platonov`s perspective on the 1917 Russian Revolution. It brings the works of Platonov into a dialogue with the philosophy of Martin Heidegger, Maurice Blanchot, Georges Bataille, and Jean-Luc Nancy on issues of communality, groundlessness, memory, and interiority.

February: Selected Poetry of Boris Pasternak

Автор: Kneller Andrey
Название: February: Selected Poetry of Boris Pasternak
ISBN: 1438212720 ISBN-13(EAN): 9781438212722
Издательство: Неизвестно
Цена: 1716.00 р.
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Thailand: A Country of Smiles: A Photo Travel Experience

Автор: Vlasov Andrey
Название: Thailand: A Country of Smiles: A Photo Travel Experience
ISBN: 0998240206 ISBN-13(EAN): 9780998240206
Издательство: Неизвестно
Цена: 6897.00 р.
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Every Woman Should Know Her Options

Автор: Laurie Itkin
Название: Every Woman Should Know Her Options
ISBN: 0991377400 ISBN-13(EAN): 9780991377404
Издательство: Неизвестно
Цена: 2338.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.


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