617 research outputs found
Pricing Derivatives: The Financial Concepts Underlying the Mathematics of Pricing Derivatives
No full textA fresh, fundamentals-based approach for accurate derivative pricing
Pricing Derivatives presents a specialized approach to accurately pricing derivatives by stressing the conceptual foundations underlying the mathematics. Noted mathematics professor and investing consultant Ambar Sengupta provides a sound understanding of the essential topics of derivative pricing and outlines methodologies for arriving at exact pricing formulas based on the fundamental relationship between price and probability.
Short, to-the-point chapters present original ideas and approaches for pricing derivative products, supplying professional money managers and institutional investors with the foundation they need to: Integrate both the theoretical and mathematical foundations of pricing derivatives Establish optimal prices in terms of the no-arbitrage principle Derive model-independent pricing formulas for options, futures, forwards, and other key derivatives
Experience has shown that derivative traders must focus on conceptual, as opposed to trading, issues if they are to improve trading accuracy and profitability. Pricing Derivatives presents conceptually sound approaches for pricing derivatives and shows how to use them to compute specific pricing formulas.
Pricing Derivatives unveils a fundamentally clear-cut approach to accurate derivative pricing. Based upon author Ambar Sengupta\u27s years of consulting experience working with derivatives traders to hone their trading performance, it steers around the mechanics of popular financial models to focus on the conceptual foundations and underlying mathematics of pricing derivatives as well as other financial instruments.
Exploring the relationshipbetween price and probability, Pricing Derivatives demonstrates methods for determining model-independent pricing formulas and applying them to specific market models for more distinct and applicable pricing formulas.https://repository.lsu.edu/facultybooks/1593/thumbnail.jp
Assessment of dopaminergic neuron degeneration in a C. elegans model of Parkinson's disease
No full textTransgenic Caenorhabditis elegans that expresses the full-length wild-type human α-synuclein in dopaminergic neurons provides a well-established Parkinson's disease (PD) nematode model. Here, we present a detailed protocol to monitor and dissect the molecular underpinnings of age-associated neurodegeneration using this PD nematode model. This protocol includes preparation of nematode growth media and bacterial food sources, as well as procedures for nematode growth, synchronization, and treatment. We then describe procedures to assess dopaminergic neuronal death in vivo using fluorescence imaging. For complete details on the use and execution of this protocol, please refer to SenGupta et al. (2021). © 2022 The Author(s
Financial Management of Globalization of Developing Countries
No full texthuman development, economic growth, globalization, inequality, poverty
Free vibration analysis of composite right angle triangular plate using a shear flexible element
No full text© 2003 SAGE Publications A high precision triangular plate bending element proposed by the second author of this paper has been upgraded for the free vibration analysis of laminated composite right angle triangular plates. The effect of shear deformation has been incorporated. An efficient mass lumping scheme with rotary inertia has been recommended. Numerical examples of composite triangular plates having different thickness ratios, side ratios, fibre-orientations, number of layers and boundary conditions have been solved by this element. For validation of the present formulation and element few results on isotropic and orthotropic plates have been compared with those obtained from literatures. The results on composite plates have been presented as new results. S. Haldar, D. Sengupta, and A. H. Sheik
Introduction to dynamic programming, by Leon Cooper and Mary W. Cooper, Pergamon Press, Elmsford, NY, 1981, 289 pp. Price: 32.50 hardcover
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Book Reviews: Ghosh, Adhip., ed. Prekshapot [Context]. [Special Issue on Macbeth] Vol. 3 (May 2006). Kolkata. Pp 72.
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