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Can you please explore the link between epistemology and scientific knowledge? Why we need specific epistemology to be adopted in order to consider the results of a study as valid?
This dissertation defines the semi-analytic Lattice Integration of a Markov Functional Term Structure Model. Markov functional models is to estimated LIBOR market models and to avoid complications the terminal forward measure is naturally used.
We investigate both pricing methods for the valuation of American (basket) options in the equity market - Valuation of American Basket Options using Quasi-Monte Carlo Methods.
The aim of the dissertation will be to give a short introduction into the field of carbon markets and to model the allowance price by considering it as a derivative on the demand and on the total emissions to date.
Knowledge Base of English as a Second Language Teachers
The performance of robust model-free hedging via Skorokhod embeddings of digital double barrier options against that of traditional hedging methods such as delta and vega/ delta hedging.
Counterparty credit risk management and validation of out-of-the-money hedges require risk factor evolution models that are capable of reproducing essential statistical properties of historical time-series.
In this dissertation is on the portfolio selection of a trader subject to a risk limit give in terms of variance or Value-at-Risk (VaR). First, we suppose a Markowitz type portfolio problem founded on a mean-variance analysis.
High vs. Low Electrical Stimulation Frequencies for Motor Recovery in Hemiplegia
Review information about thesis statements in Center for Writing Excellence. Recognize your point of view and point you will prove in paper.
Reconstructing Central Texas Holocene Soil Erosion and Climate Using Carbon, Oxygen and Strontium Isotopes
Value at risk (VaR) is of central importance in modern financial risk management. Of the various methods that exist to compute the VaR, the most popular are historical simulation, the variance-covariance method and Monte Carlo (MC) simulation.
The Hull White interest rate model is one of the classical interest rate models in finance. The evaluation of sensitivities in the Hull White model with respect to changes in the yield curve.
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