121 research outputs found
Pricing Derivatives: The Financial Concepts Underlying the Mathematics of Pricing Derivatives
A 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
Experimental Study on Motion Control of Dual-Arm Full/Semi-Autonomous Underwater Robots
九州工業大学博士学位論文(要旨) 学位記番号:工博甲第396号 学位授与年月日:平成27年9月25
Performance comparison of control methods using a dual-arm underwater robot-Computed torque based control and resolved acceleration control for UVMS-
Fantasi dalam Kisah Petualangan Novel Incognito Karya Windhy Puspitadewi: kajian Fiksi Fantasi
“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
Pleuropulmonary blastoma in a 3-year-old boy:A case study
Pleuropulmonary blastoma (PPB) is a very aggressive and rare type of cancer that occurs mainly in children; however, it may also affect adults. PPB originates from the lung or the pleural cavity, but its cause is still unknown. PPB has four different subtypes based on whether it involves cysts and/or cancerous nodules, as well as considering the age at diagnosis and prognosis. Medical imaging plays an important role in the diagnosis of PPB to quantify the extent of metastasis of the tumour, such as in type II and type III, and to titrate the treatment strategy accordingly. In this paper, the case of a deceased 3-year-old boy, who was diagnosed with type II and III PPB, is presented, including an analysis on related medical images involving both ionising (chest X-ray and computed tomography) and non-ionising techniques (ultrasound), as well as the treatments that the child underwent. The patient received surgical resection of the tumour, followed by chemotherapy; however, local tumour relapse occurred, a second resection was not possible, and the relapsed tumour did not respond to chemotherapy leading to the death of the child.</p
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