Pricing Financial Derivatives by Gram-Charlier Expansions In this paper we provide several applications of Gram-Charlier expansions in financial derivative pricing. We first give an exposition on how to calculate ... Yin-Hei Michael Cheng,TS Wirjanto - 《Working Paper》 被引量: 7发表: 2013年 ...
Application of Monsoon Derivatives in Indian Hydroelectricity Sector: A Case-Based AnalysisBasu, MahuyaChakraborty, TanupaIUP Journal of Applied Economics
This paper discusses a nonlinear equation theory of sensitivity analysis and demonstrates its applicability to a large energy-economics model by applying it to a specific calculation carried out with the Long-Term Energy Analysis Program (LEAP). It presents numerical results for calculating derivatives ...
Inczedy - 《University of St Gallen Department of Economics Working Paper》 被引量: 83发表: 1966年 Application of Ion Exchangers in Organic Reactions. III. : Application to the Rearrangement of Hydrazobenzene Derivatives. YAMADA S, CHIBATA I, TSURUI R. S Yamada,I Chibata,R Tsurui - 《Pharmac...
She has an experience of more than 12 years in the capital market, especially in the field of Research & Trading. Over 7 years she has been active educator of financial markets, especially in the field of Derivatives, Options & Technical Analysis. Soura...
Alternative investments, derivatives, economics, equity investments, fixed income investments, ethical and professional behavior standards, and portfolio management. 以上就是【Summary Table of Application Conditions for Chartered Financial Analysts in 2024, click to view】的全部内容,想要了解更多关于cfa相关政策...
Applications of nanotechnology in several fields of petroleum industry, e.g., refinery, drilling and enhanced oil recovery (EOR), have attracted a lot of attention, recently. This research investigates the applications of nanoparticles in EOR process. The potential of various nanoparticles, in hybrid...
This paper analyzes the function is defined and its value is the necessary and sufficient condition, as well as in derivatives in the field of economics, the application of the "marginal" and "flexibility" is a derivative in the economic analysis of the application of the two important concepts...
Two decades ago, fixed-income markets experienced a great increase in the volatility of assets dealt in those markets.1 Because of this academics and market participants developed and implemented tools and techniques to manage the interest rate risk. In
The second partial derivatives are given below [Math Processing Error]∂2\unicodex1D4C1∂p2=\unicode[Times]x03C92β(∑i=1nxi+n)[1−\unicode[Times]x03C9β(1−p)]2−∑i=1nxip2 [Math Processing Error]∂2\unicodex1D4C1∂\unicode[Times]x03C92=(1−p)2(∑i=1nxi+n)β2\uni...