Derivative

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "realworld" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation.
338p batrinh 16072009 275 182 Download

Nordic Fixed Income Derivatives are traded and cleared in a unique market structure. Trades in fixed income derivatives are reached through bilateral negotiations between buyers and sellers, and reported to NASDAQ OMX Derivatives Markets for central counterparty clearing. NASDAQ OMX Derivatives Markets becomes the counterparty to both the buyer and seller, i.e. central counterparty (CCP) clearing. This structure combines the advantages of a cleared market, with the flexibility and the secured liquidity of a market maker driven market....
334p dechelama 24122009 232 145 Download

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives.
400p tdh186 09052012 180 83 Download

World Map Financial Derivatives Financial derivatives are financial instruments that are linked to a specific financial instrument or indicator or commodity, and through which specific financial risks can be traded in financial markets in their own right. Transactions in financial derivatives should be treated as separate transactions rather than as integral parts of the value of underlying transactions to which they may be linked. The value of a financial derivative derives from the price of an underlying item, such as an asset or index.
336p la_la123 04042013 105 44 Download

A derivative is a contract that is used to transfer risk. There are many different underlying risks, ranging from fluctuations in energy prices to weather risks. Most derivatives, however, are based on financial securities such as common stocks, bonds and foreign exchange instruments.
202p vigro23 29082012 116 28 Download

The increasing globalisation of financial markets led companies in many countries to apply from 2005 the IFRS principles. The main goal of IFRS is to safeguard investors by achieving uniformity and transparency in the accounting principles. One of the most challenging aspects of the IFRS rules is the accounting treatment of derivatives, a challenge that has strengthened the relationship between risk management and accounting.
443p haiduong_1 03042013 49 20 Download

This book uses a blend of theory and practice to deliver the derivatives analysis portion of the CPA Candidate Body of Knowledge curriculum. The CBOK is the result of an extensive job analysis conducted periodically, most recently during 2000.
672p thanhnhan1607 20072014 32 16 Download

This dissertation addresses how the weather derivative hedges the corporate risk, how to price the indexed derivative as an exotic derivative instrument, and the implications of basis risk. These topics are summarized in an expanded uncertainty model. Under this framework, different hedging instruments for studying the optimal hedging portfolios are compared.
151p mualan_mualan 25022013 49 15 Download

In organic chemistry, a carbonyl group is a functional group composed of a carbon atom doublebonded to an oxygen atom: C=O. It is common to several classes of organic compounds, as part of many larger functional groups. The term carbonyl can also refer to carbon monoxide as a ligand in an inorganic or organometallic complex. Other organic carbonyls are urea and the carbamates, the derivatives of acyl chlorides chloroformates and phosgene, carbonate esters, thioesters, lactones, lactams, hydroxamates, and isocyanates.
68p loc5heo 07062011 96 13 Download

Tài liệu tham khảo về thuật toán tính Derivation of Delta Rules
6p haiph37 15092010 80 10 Download

ESSAYS ON PRICING FIXED INCOME DERIVATIVES AND RISK MANAGEMENT Moreover, voucher programs that encourage the entry of new competitors may produce more options for parents than even the most decentralized of district governance structures, reducing the potential for coordination failures and increasing the probability that even parents who value the peer group highly will choose effective schools.
116p mualan_mualan 25022013 38 10 Download

CORPORATE HEDGING: CURRENCY DERIVATIVES AND INTEREST RATE DERIVATIVES USE BEFORE AND AFTER SFAS 133 Market equilibrium is defined as a set of housing prices and a rule assigning families to districts on the basis of their income that is consistent with individual family preferences, taking all other families decisions as fixed:
114p mualan_mualan 25022013 39 6 Download

(BQ) Part 1 book "An introduction to derivatives and risk management" has contents: Structure of derivatives markets, principles of option pricing, option pricing models  the binomial model, option pricing models  the black scholes merton model, basic option strategies, advanced option strategies.
293p bautroibinhyen27 11052017 12 5 Download

To verify hardware designs by model checking, circuit specifications are commonly expressed in the temporal logic CTL. Automatic conversion of English to CTL requires the definition of an appropriately restricted subset of English. We show how the limited semantic expressibility of CTL can be exploited to derive a hierarchy of subsets. Our strategy avoids potential difficulties with approaches that take existing computational semantic analyses of English as their starting pointsuch as the need to ensure that all sentences in the subset possess a CTL translation. ...
6p bunrieu_1 18042013 34 4 Download

(BQ) Part 1 book "Options, futures and other derivatives" has contents: Mechanics of futures markets, hedging strategies using futures, interest rates, determination of forward and futures prices, interest rate futures, swaps, mechanics of options markets,...and other contents.
367p bautroibinhyen23 02042017 10 4 Download

(BQ) Part 2 book "Options, futures and other derivatives" has contents: Options on stock indices and currencies; futures options, the Greek letters, basic numerical procedures, volatility smiles, basic numerical procedures; estimating volatilities and correlations, credit derivatives,...and other contents.
503p bautroibinhyen23 02042017 8 4 Download

(BQ) Part 2 book "An introduction to derivatives and risk management" has contents: Interest rate forwards and options, advanced derivatives and strategies, managing risk in an organization, financial risk management techniques and applications; forward and futures hedging, spread, and target strategies,...and other contents.
348p bautroibinhyen27 11052017 9 4 Download

In this paper, we present a novel approach which incorporates the webderived selectional preferences to improve statistical dependency parsing. Conventional selectional preference learning methods have usually focused on wordtoclass relations, e.g., a verb selects as its subject a given nominal class.
10p hongdo_1 12042013 15 3 Download

In this study, a novel approach to robust dialogue act detection for errorprone speech recognition in a spoken dialogue system is proposed. First, partial sentence trees are proposed to represent a speech recognition output sentence. Semantic information and the derivation rules of the partial sentence trees are extracted and used to model the relationship between the dialogue acts and the derivation rules.
6p hongdo_1 12042013 17 3 Download

Preparation and characterisation of attenuated coldadapted inﬂuenza A reassortants derived from the A/Leningrad/134/17/57 donor strain presents the assay was capable of detecting interference where the infectivity ratio for A/Len/17 and A/Beij/32 was 1:7. Progeny viruses were characterised genetically by ampliﬁcation of deﬁned regions within each of the six internal genes by PCR and identiﬁcation of the products by restriction enzyme analysis.
9p thuyancn 01062015 15 3 Download