Uncertain Volatility Models

Uncertain Volatility Models

Author: Robert Buff

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 246

ISBN-13: 3642563236

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This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This book, which is bundled with software, is aimed at graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The reader is assumed to be familiar with arbitrage pricing theory.


Sealssong

Sealssong

Author: Marco Rosato

Publisher: Xlibris Corporation

Published: 2013-05-29

Total Pages: 730

ISBN-13: 1483638871

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In a world no longer blessed with virtue, there remains a place among the moving icebergs, cradled between the twilight of dreams, yet hidden from the nightmare of man. It is a sanctuary that has miraculously clung to its innocence, a faraway place, a place called SEALSSONG. A dying girl is about to find out that there are more things in life to fear than death itself. Born with gifts beyond that of natural reasoning, young Emma finds herself spirited away by an evil relative desperately seeking out her angelic powers in order to fulfill a most diabolical prophecy. Her aunt Decara, a tear-stealing villainess on a dastardly quest to find a sacred teardrop housed inside a purple stone, possessing enormous powers, will first have to find one orphaned baby seal named Miracle, who must learn to survive in a fantastic world confronting deadly seal hunters and the bloodshed they bring. For it is he who now inherits the powerful, tear, and it is he whom Emma soon comes to realize—that she must kill!


Synthajoy

Synthajoy

Author: D G Compton

Publisher: Gateway

Published: 2011-11-14

Total Pages: 150

ISBN-13: 0575117990

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Edward Cadence was a brilliant man, and a dedicated scientist. He had invented Sensitape, a means of recording the thoughts and emotions of great musicians, religious figures, etc. so that others could experience at first-hand just what it was like to play a magnificent concerto, or to slip peacefully toward an untroubled death with the sure expectation that Heaven lies waiting. And he had added Sexitape, whereby people whose sex lives weren't completely satisfying could experience everything that the most compatible couple in the world felt together. For all this he was given the Nobel Prize, became enormously wealthy and famous. But finally he set to work on the ultimate application of his experiments: Synthajoy. And when the enormity of this dehumanising process became clear, he was murdered.


Living with Diabetes and Uncertainty in Cairo

Living with Diabetes and Uncertainty in Cairo

Author: Mille Kjærgaard Thorsen

Publisher: Taylor & Francis

Published: 2023-05-18

Total Pages: 181

ISBN-13: 100086426X

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Living with Diabetes and Uncertainty in Cairo offers an ethnographic exploration of the interactions of two different understandings of type-2 diabetes: one related to the notion of ḍaghṭ, translated as “pressure” or “stress,” and another related primarily to obesity. The book is set in Egypt but draws links to a diabetes clinic in Denmark and a multinational medical company, as well as engaging with international diabetes research and guidelines. It tells a story of uncertainty, not only among people in Cairo, but also within medical research, and considers what uncertainty may generate in both bodies and societies at large. The chapters provide valuable insight into the lives of those in Cairo who are diagnosed with type-2 diabetes, and explore how those lives are linked to global movements. The book ultimately reflects on the question of what is overlooked and why in prevention strategies and treatments of type-2 diabetes in Egypt. It will be of particular interest to scholars of anthropology, global and public health, and the Middle East and North Africa.


Ecology, Uncertainty and Policy

Ecology, Uncertainty and Policy

Author: John Handmer

Publisher: Routledge

Published: 2017-09-29

Total Pages: 296

ISBN-13: 1317905059

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A broad and comprehensive exploration of the role of the ecological sciences in sustainability for undergraduates.The urgent quest for more sustainable patterns of development has placed new and difficult demands on both scientists and policy makers as they seek to establish more informed and effective policy processes and management regimes in the the face of pervasive uncertainty. Written by an international group of authors from a range of disciplines - ecology, geography, law, policy analysis and others - the chapters explore issues of scientific legitimacy, public participation, non-governmental organisations, inter-sectoral communication and pragmatic public policy across a wide range of ecosystem management contexts.


The Order of Things

The Order of Things

Author: Michel Foucault

Publisher: Routledge

Published: 2005-08-18

Total Pages: 448

ISBN-13: 1134499132

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When one defines "order" as a sorting of priorities, it becomes beautifully clear as to what Foucault is doing here. With virtuoso showmanship, he weaves an intensely complex history of thought. He dips into literature, art, economics and even biology in The Order of Things, possibly one of the most significant, yet most overlooked, works of the twentieth century. Eclipsed by his later work on power and discourse, nonetheless it was The Order of Things that established Foucault's reputation as an intellectual giant. Pirouetting around the outer edge of language, Foucault unsettles the surface of literary writing. In describing the limitations of our usual taxonomies, he opens the door onto a whole new system of thought, one ripe with what he calls "exotic charm". Intellectual pyrotechnics from the master of critical thinking, this book is crucial reading for those who wish to gain insight into that odd beast called Postmodernism, and a must for any fan of Foucault.


Cleats of the Counter Revolution

Cleats of the Counter Revolution

Author: Christ Kennedy

Publisher: iUniverse

Published: 2010-08-05

Total Pages: 165

ISBN-13: 1450247628

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The town of Pleasant Hill had never seen one of its ball players get an offer to play for a Major League teams farm-club when Joe Harmers dreams to make it in the big league looked most promising. But his brothers sudden death in the fields of Vietnam make him question his own future and explore the idea of enlisting in the USMC. With college acceptances arriving in the mail and competing personal and family interests pulling him away from professional baseball, his brothers death sends this honor student and gifted athlete to the protest barricades where he burns his draft card, gets arrested and finds himself homeless in Philadelphia. There he takes up with a dangerous biker named Shade and learns how to fight the war at home amid the drugs and the rocknroll groove of the 60s underworld.


Decision-making Strategies for Automated Driving in Urban Environments

Decision-making Strategies for Automated Driving in Urban Environments

Author: Antonio Artuñedo

Publisher: Springer Nature

Published: 2020-04-25

Total Pages: 205

ISBN-13: 3030459055

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This book describes an effective decision-making and planning architecture for enhancing the navigation capabilities of automated vehicles in the presence of non-detailed, open-source maps. The system involves dynamically obtaining road corridors from map information and utilizing a camera-based lane detection system to update and enhance the navigable space in order to address the issues of intrinsic uncertainty and low-fidelity. An efficient and human-like local planner then determines, within a probabilistic framework, a safe motion trajectory, ensuring the continuity of the path curvature and limiting longitudinal and lateral accelerations. LiDAR-based perception is then used to identify the driving scenario, and subsequently re-plan the trajectory, leading in some cases to adjustment of the high-level route to reach the given destination. The method has been validated through extensive theoretical and experimental analyses, which are reported here in detail.