Titlebook: Novel Methods in Computational Finance; Matthias Ehrhardt,Michael Günther,E. Jan W. ter Ma Book 2017 Springer International Publishing AG

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termediate Flash user, this book uses complete examples that highlight best practices that you can apply to your daily work as a developer or designer in today‘s rich media world..978-1-4302-1811-1978-1-4302-1812-8

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幸福愉悦感

Álvaro Leitao,Lech A. Grzelak,Cornelis W. Oosterleeses...Put quite simply, this book is all youll need to master Flex 2 and ActionScript 3.0 application development. Welcome to the revolution!.. .Understand MXML containers . .Create transitions . .Create data-driven applications with XML . .Interface Flex with ColdFusion . .Understand the power of states ..978-1-59059-733-0978-1-4302-0336-0

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Jörg Kienitz,Thomas McWalter,Roelof Sheppardses...Put quite simply, this book is all youll need to master Flex 2 and ActionScript 3.0 application development. Welcome to the revolution!.. .Understand MXML containers . .Create transitions . .Create data-driven applications with XML . .Interface Flex with ColdFusion . .Understand the power of states ..978-1-59059-733-0978-1-4302-0336-0

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Nonlinear Parabolic Equations Arising in Mathematical Financenancial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models of stochastic dynamic portfolio optimization leading to the Hamilton-Jacobi-Bellman (HJB) equation. After suitable transformatio

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Modeling of Herding and Wealth Distribution in Large Marketshe results on the modeling, analysis, and numerical simulation of three market models are briefly reviewed. The interplay of the agents with external sources, herding phenomena, and irrationality of the individuals as well as the exchange of knowledge and wealth is explored mathematically. The focus

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符合规定

Negative Rates: New Market Practicemarket environment and show the changes in the modelling landscape. Our scope is on models that can accommodate negative rates. Especially, we focus on a recently proposed model which extends the classical SABR model of Hagan et al. (Wilmott Mag 1:84–108, 2002). This model was introduced in (Antonov

Encoding

Accurate Vega Calculation for Bermudan Swaptionsnd risk management. Vega is the sensitivity of the price with respect to changes in market volatilities (i.e. implied Black’76 or Bachelier volatilities). This sensitivity is of particular importance for Bermudan Swaptions..It is common practice to evaluate Vega by shifting market data and re-evalua

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Modelling and Calibration of Stochastic Correlation in Financeets. Market observations give evidence that the correlation is hardly a deterministic quantity, however, a constant or deterministic correlation has been widely used, although it may lead to correlation risk. It has been recently proposed to model correlation by a stochastic process, similar to stoc