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Fitting Local Volatility: Analytic And Numerical Approaches, Itkin Andrey


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Цена: 84480.00T
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Склад Америка: 170 шт.  
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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: 30350.00 T
Наличие на складе: Нет в наличии.
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: Macmillan USA/Holtzbrink(MPS)
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Цена: 14840.00 T
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.


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: 83800.00 T
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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: 15220.00 T
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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


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: 11380.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

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: 11440.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

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: 45980.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Platonov, Andrey
Название: The Foundation Pit (Vintage Future)
ISBN: 178487101X ISBN-13(EAN): 9781784871017
Издательство: Random House - Penguin
Рейтинг:
Цена: 5270.00 T
Наличие на складе: Невозможна поставка.
Описание: Platonov's dystopian novel describes the lives of a group of Soviet workers who believe they are laying the foundations for a radiant future. As they work harder and dig deeper, their optimism turns to violence and it becomes clear that what is being dug is not a foundation pit but an immense grave.

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: 9690.00 T
Наличие на складе: Есть
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.

The Milkman in the Night

Автор: Andrey Kurkov
Название: The Milkman in the Night
ISBN: 0099548860 ISBN-13(EAN): 9780099548867
Издательство: Random House - Penguin
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Цена: 9670.00 T
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Описание: After his friend Volodka follows him one night, they discover he`s meeting a tall, blonde woman and accompanying her to her apartment. In the daytime he doesn`t know this woman or where her apartment is and, odder yet, someone is watching Volodka watching Semyon.

Intellectual Property Law in Russia

Автор: Andrey V. Kashanin
Название: Intellectual Property Law in Russia
ISBN: 9041158901 ISBN-13(EAN): 9789041158901
Издательство: Kluwer
Цена: 69530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Derived from the renowned multi-volume International Encyclopaedia of Laws, this monograph provides a survey and analysis of the rules concerning intellectual property rights in Russia. It covers every type of intellectual property right in depth - copyright and neighbouring rights, patents, utility models, trademarks, trade names, industrial designs, plant variety protection, chip protection, trade secrets, and confidential information. Particular attention is paid throughout to recent developments and trends.

The analysis approaches each right in terms of its sources in law and in legislation, and proceeds to such legal issues as subject matter of protection, conditions of protection, ownership, transfer of rights, licences, scope of exclusive rights, limitations, exemptions, duration of protection, infringement, available remedies, and overlapping with other intellectual property rights.

The book provides a clear overview of intellectual property legislation and policy, and at the same time offers practical guidance on which sound preliminary decisions may be based. Lawyers representing parties with interests in Russia will welcome this very useful guide, and academics and researchers will appreciate its value in the study of comparative intellectual property law.


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: 186330.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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).


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