389 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
Motivations of Young Women Volunteers during COVID-19: A Qualitative Inquiry in Bahrain
No full textVolunteering work has played a major role in dealing with the COVID-19 pandemic crisis. Studying volunteering behavior is interesting because it holds many important lessons for businesses to attract and engage their primary stakeholders (employees and customers) and counter the challenges posed by the pandemic. As women make up a large percentage of volunteers, understanding the relationship between motivation and women intending to take up volunteering work during crises is necessary—particularly in collectivist Islamic societies. The present study examined the motivations of young women in Bahrain to volunteer for RT-PCR testing and vaccination drives sponsored by the government during the pandemic. The study also examined the effect of the volunteering experience on the lives of these women. The study was conducted using a mixed qualitative method that included focus groups and in-depth interviews. The research participants were millennial women who had undertaken volunteering during the pandemic. A few in-depth interviews were conducted with male volunteers to examine whether such motivations were influenced by gender. The findings of the research revealed normative, in addition to personal, motivators behind the act of volunteering, with a greater dominance of normative motivations such as the call of the homeland and philanthropy. The influence of the collectivist culture in shaping the normative motivations behind volunteering among these women was visible, and there was also an influence of religion and religious values
Pandemic Imposed Remote Work Arrangements and Resultant Work-Life Integration, Future of Work and Role of Leaders—A Qualitative Study of Indian Millennial Workers
No full textThe unprecedented nature and scale of the COVID-19 pandemic resulted in mass lockdowns around the world, and millions of people were forced to work remotely for months, confined in their homes. Our study was aimed at understanding how pandemic-imposed remote work arrangements affected millennial workers in India. With signs of the pandemic slowing down, but with the likelihood of organizations retaining some of these work arrangements, the paper also explores how these are likely to affect the future of work, and the role that organizations and leaders have in managing the workforce in the ‘new normal’. The study follows an interpretivist paradigm and qualitative research approach using the narrative method as a key research strategy. The data was collected using in-depth interviews from Indian millennial respondents employed in both private and government sectors. The findings show a kind of work-life integration for the workers as a result of the pandemic-imposed remote work arrangements. This integration has been caused by four different types of issues that have also emerged as four major themes which have resulted in a further 10 sub-themes. The four major themes identified in this research are Managerial Issues, Work Issues, Logistical Issues, and Psychological Issues
APPLICATION OF FULLBORE FORMATION MICRO IMAGER (FMI) LOG FOR CHARACTERIZATION OF CAMBAY SHALE, GUJARAT, INDIA
No full textAPPLICATION OF ADVANCED WIRELINE LOGS IN EVALUATING THE GEOMECHANICAL PROPERTIES OF CAMBAY SHALE, CAMBAY BASIN, INDIA FOR SHALE HYDROCARBON EXPLORATION
No full textDating archaeological pottery through optically stimulated thermoluminescence (OSL) and electron paramagnetic resonance (ESR)
No full textSão descritas as propriedades de luminescência térmica ou óticamente estimulada em cristais iónicos, particularmente nos grãos de quartzo, visando suas aplicações na datação de vasos cerâmicos, terras queimadas, telhas e tijolos antigos. Essa luminescência é induzida pelas radiações provenientes de radioatividade natural do subsolo, onde as cerâmicas arqueológicas são coletadas</jats:p
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
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