48 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
Fantasi dalam Kisah Petualangan Novel Incognito Karya Windhy Puspitadewi: kajian Fiksi Fantasi
Get PDF“Fantasy in the story of the adventure Incognito Novel by Windhy Puspitadewi studies of fantasy
fiction”. Final Assignment.The undergraduates program of Indonesian Literature, Diponegoro University. Ambar Ekamawati. 2017. Mentor: Drs. Mulyo Hadi Purnomo, M. Hum. Dan Laura Andri R. M., S. S, M. Hum.
Incognito Novel is one of the novels by Windhy Puspitadewi which is a fantasy adventure novel of the three teenagers who travel the time. Windhy Puspitadewi make a surreal story, against the realist that is present in the flow of new and events outside the boundaries of logic. Formal object in this study using flow which thus provides the fantasy in the story.The tragedy that happened in the adventure story was experienced Carl, Erik, and Sisca in the parallel world is a supernatural event.
This study aims to reveal the supernatural elements that build up in the flow of events of the adventure and fantasy Incognito novel by Windhy Puspitadewi. The Theory in this study using of Struktural theory by describing the facts and data in the text then used as a foothold for analysis. The stage of data analysis is done by collecting data obtained, after which is analyzes with descriptive analytical aspect of the stage plot, conflict, and events that build the novel approach of fantasy fiction as a cornerstone in analyzing the elements that build up in the Incognito Novel.
The result of this analysis is the stage of the groove adventure and supernatural elements that build Incognito Novel in the form Uncanny and fantasy. Supernatural elements that is found a picture of the raity of the real world to the world of the past in the form of the fantasy. Things are hard earned and beyond the limits of logic into the form author in violation of existing conventions to create another world.
Key Words: Incognito, Plot, Realis, Fantasy and Uncanny
Feammox Bacterial Biofilms As An Alternative Biological Process For The Removal Of Nitrogen From Agricultural Wastewater
No full textProbing maximal zero textures with broken cyclic symmetry in inverse seesaw
No full textAbstractWithin the framework of inverse seesaw mechanism we investigate neutrino mass matrices invariant under cyclic symmetry (Z3) with maximal zero texture (6 zero textures). We explore two different approaches to obtain the cyclic symmetry invariant form of the constituent matrices. In the first one we consider explicit cyclic symmetry in the neutrino sector of the Lagrangian which dictates the emerged effective neutrino mass matrix (mν) to be symmetry invariant and hence leads to a degeneracy in masses. We then consider explicit breaking of the symmetry through a dimensionless parameter ϵ′ to remove the degeneracy. It is seen that the method doesn't support the current neutrino oscillation global fit data even after considering the correction from cyclic symmetry invariant charged lepton mass matrix (ml) unless the breaking parameter is too large. In the second method, we assume the same forms of the neutrino mass matrices, however, symmetry is broken in the charged lepton sector. All the structures of the mass matrices are now dictated by an effective residual symmetry of some larger symmetry group in the Lagrangian. For illustration, we exemplify a toy model based on softly broken A4 symmetry group which leads to one of the combinations of ml, mD, MRS and μ to generate effective mν. All the emerged mass matrices predict a constraint range of the CP violating phases and atmospheric mixing angle along with an inverted hierarchical structure of the neutrino masses. Further, significant predictions on ββ0ν decay parameter |m11| and the sum of the three light neutrino masses (Σimi) are also obtained
ANALISIS PENGURANGAN RISIKO MSD PADA PROSES PEWARNAAN BATIK DENGAN QEC DI UKM TATSAKA
No full textJika membutuhkan abstrak atau isi jurnal silahkan menghubungi author melalui email [email protected], [email protected]
"Mujeres de ambar entre fuegos" : inequidades sociales en mujeres afrodecendientes de México y salud reproductiva y sexual. Una mirada antropofísica
No full textTesis para optar por el grado de Maestría en Antroplogía Físic
Coupling of the Feammox - Anammox pathways by using a sequential discontinuous bioreactor
No full textTreating nitrogenous compounds in wastewater is a contemporary challenge, prompting novel approaches for ammonium (NH4+) conversion to molecular nitrogen (N2). This study explores the classic anaerobic ammonium oxidation process (Anammox) coupled to the iron-dependent anaerobic ammonium oxidation process (Feammox) in a sequential discontinuous bioreactor (SBR) for NH4+ removal. Feammox and Anammox cultures were individually enriched and combined, optimizing the coupling, and identifying key variables influencing the enrichment process. Adding sodium acetate as a carbon source significantly reduces Fe3+ to Fe2+, indicating Feammox activity. Both Anammox and Feammox processes were successfully operated in SBRs, achieving efficient NH4+ removal (Anammox: 64.6 %; Feammox: 43.4 %). Combining these pathways in a single SBR enhances the NH4+ removal capacity of 50.8 %, improving Feammox efficiency. The Feammox process coupled with Anammox may generate the nitrite (NO2-) needed for Anammox. This research contributes to biotechnological advancements for sustainable nitrogenous compound treatment in SBRs.FONDECYT Iniciacio
ANALISIS PENGARUH PERCEIVED VALUE DAN SERVICE QUALITY TERHADAP LOYALITAS KONSUMEN KEDAI PSYCOFFEE
No full textJika membutuhkan abstrak atau isi jurnal silakan menghubungi author melalui email [email protected] atau [email protected]
