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New Trends in Nonlinear Dynamics (Repost)

Posted By: AvaxGenius
New Trends in Nonlinear Dynamics (Repost)

New Trends in Nonlinear Dynamics: Proceedings of the First International Nonlinear Dynamics Conference (NODYCON 2019), Volume III by Walter Lacarbonara
English | PDF | 2020 | 350 Pages | ISBN : 3030347230 | 14 MB

This third of three volumes from the inaugural NODYCON, held at the University of Rome, in February of 2019, presents papers devoted to New Trends in Nonlinear Dynamics. The collection features both well-established streams of research as well as novel areas and emerging fields of investigation.

Introduction to Stochastic Calculus (Repost)

Posted By: AvaxGenius
Introduction to Stochastic Calculus (Repost)

Introduction to Stochastic Calculus by Rajeeva L. Karandikar
English | PDF,EPUB | 2018 | 446 Pages | ISBN : 9811083177 | 43.84 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.

Optionality: How to Survive and Thrive in a Volatile World

Posted By: l3ivo
Optionality: How to Survive and Thrive in a Volatile World

Richard Meadows, "Optionality: How to Survive and Thrive in a Volatile World"
English | 2020 | ISBN: 0473545500 | 438 pages | EPUB | 5.03 MB

FX Barrier Options: A Comprehensive Guide for Industry Quants

Posted By: AvaxGenius
FX Barrier Options: A Comprehensive Guide for Industry Quants

FX Barrier Options: A Comprehensive Guide for Industry Quants by Zareer Dadachanji
English | PDF,EPUB | 2015 | 274 Pages | ISBN : 1349561460 | 12.1 MB

Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alone contracts in the Foreign Exchange (FX) options market, their trading volume being second only to that of vanilla options.