We investigate higher-order cohomology operations (Massey products) on complements of links of circles in [italic]S3. These are known to be essentially equivalent to the [lowercase Greek]Mu [with macron]-invariants of John Milnor, which detect whether or not the longitudes of the link lie in the [italic]n[superscript]th term of the lower central series of the fundamental group of the link compliment. We define a geometric "derivative" on the set of all links and use this to define higher-order linking numbers which are shown to be "pieces" of Massey products.
Inner functions form an important subclass of bounded analytic functions. Since they have unimodular boundary values, they appear in many extremal problems of complex analysis. They have been extensively studied since early last century, and the literature on this topic is vast. Therefore, this book is devoted to a concise study of derivatives of these objects, and confined to treating the integral means of derivatives and presenting a comprehensive list of results on Hardy and Bergman means. The goal is to provide rapid access to the frontiers of research in this field. This monograph will allow researchers to get acquainted with essentials on inner functions, and it is self-contained, which makes it accessible to graduate students.
This book provides a comprehensive but concise treatment of the subject of derivatives. It focuses on making essential concepts accessible to a wider audience. The book eschews complicated mathematics and high school level mathematics is sufficient to understand it. It describes and explains various derivative instruments, their use and pricing, and the functioning of derivative markets. It uses a large number of examples to elucidate concepts and illustrate their real-life application. A distinguishing feature of the book is that it goes beyond the narrow perspective of derivative traders and investors and takes a broader approach which enhances its appeal to a range of readers. This book will be useful for students in the fields of economics, econometrics, derivatives, and finance and financial professionals, bankers and investors.
Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.
Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. - Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors - Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment - Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.
This is the fullest account ever published of Latin suffixes in English. It explores the rich variety of English words formed by the addition of one or more Latin suffixes, such as ial, -able, -ability, -ible, and -id. It traces the histories of over 3,000 words and reveals the range of derivational patterns in Indo-European, Latin, and English. It makes an important contribution to the history of English and Latin morphology and etymology, as well as to the history of suffixal derivation in Indo-European.
Chemical derivatisation of functional groups has proved popular since the beginning of organic mass spectrometry as a means to enhance the stability and volatility of the analytes as well as facilitating structure elucidation. This book provides comprehensive information on the wide range of derivatisation methods. Each chapter looks at a particular area of derivatisation and includes extensive references to the literature for further research where necessary. There are nearly 1800 references, which, as well as full bibliographic information, include chapter/paper titles where appropriate and Digital Object Identifiers (DOIs) to allow easy retrieval of the online version of the referenced publication. The emergence of atmospheric pressure ionisation and other soft ionisation techniques has not diminished the interest in such chemical techniques, as witnessed by the many chemical tags used in quantitative proteomics (Chapter 9). The last two chapters, a substantial part of the book, deal with derivatisation for use with soft ionisation of both small and large molecules. Chapters Silylation Acylation Alkylation (Arylation) Cyclic derivatives Monofunctional compounds Polyfunctional compounds On-line derivatisation/degradation Soft ionisation—small molecules Soft ionisation—large molecules
