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Applications of calculus : summary of Dr. Stephen McAdam’s summer course Mathematics Department at the University of Texas at AustinLucas, Jeremiah Wayne 05 January 2011 (has links)
The aim of this paper is to summarize Professor McAdam’s course on the applications of calculus by showing how calculus can be applied within mathematical situations by understanding concepts in physics. Aside from using calculus to assist in maximizing or minimizing situational problems, it is important to understand how the rules of calculus came to be. This paper shows origins of a few of the many rules used in calculus, applications in economics, plane flight, dogs fetching sticks, and relativity in space. / text
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Financial derivatives in corporate risk managementWang, Mulong 11 April 2011 (has links)
Not available / text
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Optimal strategies in equity securities and derivatives陳培杰, Chan, Pui-kit. January 2002 (has links)
published_or_final_version / Mathematics / Master / Master of Philosophy
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Būdvardžių darybiniai sinonimai / The use of derivative synonyms of adjectivesKačinauskaitė, Ramunė 27 August 2009 (has links)
Būdvardžių darybiniais sinonimais laikytini iš to paties pamatinio žodžio su skirtingais darybos formantais sudaryti dariniai, kuriems būdinga ta pati darybinė reikšmė ir tapati arba artima leksinė reikšmė. Pagrindinis šio darbo tikslas – išanalizuoti būdvardžių darybinių sinonimų vartoseną. Medžiagos šaltiniu šiai analizei buvo pasirinktas Dabartinės lietuvių kalbos žodynas. Iš viso išrinkti 1556 būdvardžių dariniai, sudarytos 724 darybinių sinonimų eilės. Daugiausia priesagų vedinių – jų net 1251, t. y. 80,4% visų būdvardžių darinių. Daugiausia darybinių sinonimų eilių, kuriose sinonimiškai santykiauja du dariniai, tokių eilių – 642, t. y. net 88,7% visų darybinių sinonimų eilių. Sinoniminiai santykiai gali susiklostyti tarp 53 priesagų, 3 galūnių ir 3 priešdėlių vedinių. Iš viso buvo sudarytos 99 afiksų kombinacijos. Darbe išsamiau nagrinėtos tos darybinių sinonimų eilės, į kurias įeina dominuojančių priesagų -inis, -ingas, -uotas, -ėtas, priešdėlio apy- ir galūnės -us vediniai. Priesagų -inis, -ingas, -uotas, -ėtas, priešdėlio apy- ir galūnės -us vediniai dažnai įeina į darybinių sinonimų eiles, kuriose jie darybiškai santykiauja su kitų, t. y. retesnių, tarminių darybos afiksų bendrašakniais vediniais ir sudaro pavienes darybinių sinonimų eiles. Pavienėms eilėms būdingas kombinacijų įvairumas, sinonimiškų darinių eilėje gausumas, t. y. eilių ilgumas, ir vartosenos subtilumai. Detalesnė būdvardžių darybinių sinonimų vartosena grindžiama Dabartinės lietuvių kalbos tekstyno... [toliau žr. visą tekstą] / Derivative synonyms of adjectives are derivatives formed from the same underlying word with different derivative formatives and having the same derivative meaning and identical or very similar lexical meaning. The main aim of this paper is to analize the use of derivative synonyms of adjectives. The Dictionary of Contemporary Lithuanian has been chosen as a source material for this analysis. 1556 derivatives of adjectives have been selected and 724 rows of derivative synonyms have been formed. Derivatives of suffixes comprise the largest group (in total 1251, i. e. 80.4 % of all derivative adjectives). There are 642 rows of derivative synonyms, i. e. 88.7 % of all rows of derivative synonyms, where two derivatives correlate synonymously. Synonymous correlation can be developed among 53 suffixes, 3 endings and 3 derivatives of prefixes. In total 99 combinations of affixes have been formed. The rows of derivative synonyms which include derivatives with predominant suffixes -inis, -ingas, -uotas, -ėtas, prefix apy- and ending -us have been more deeply analysed in this paper. The derivatives of suffixes -inis, -ingas, -uotas, -ėtas, prefix apy- and ending -us often comprise those rows that derivatively correlate with other, i. e. more rare, conjugate derivatives of the afixes of dialectal derivation and compose single rows of derivative synonyms. Diversity of combinations, richness of synonymous derivatives in the row, i.e. length of rows and subtlety of the use, is typical to... [to full text]
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Credit derivatives in South Africa.Raju, Kiresh. January 2002 (has links)
Abstarct not available. / Thesis (MBA)-University of Natal, Durban, 2002.
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Accelerating an Analytical Approach to Collateralized Debt Obligation PricingGupta, Dharmendra 19 January 2010 (has links)
In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt Obligations. A novel convolution approach based on FIFOs for storage is implemented for the recursive convolution. It is also used to address one of the main drawbacks of the analytical approach. The FIFO-based convolution approach is compared against two different convolution approaches outperforming them with a much smaller memory usage.
The CDO core designed with the FIFO-based convolution method is implemented and tested on a Virtex-5 FPGA and compared against a C implementation, running on a 2.8GHz Intel Processor, resulting in a 41-fold speed up. A brief comparison against a Monte Carlo based hardware implementation for structured instruments yields mixed results.
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Accelerating an Analytical Approach to Collateralized Debt Obligation PricingGupta, Dharmendra 19 January 2010 (has links)
In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt Obligations. A novel convolution approach based on FIFOs for storage is implemented for the recursive convolution. It is also used to address one of the main drawbacks of the analytical approach. The FIFO-based convolution approach is compared against two different convolution approaches outperforming them with a much smaller memory usage.
The CDO core designed with the FIFO-based convolution method is implemented and tested on a Virtex-5 FPGA and compared against a C implementation, running on a 2.8GHz Intel Processor, resulting in a 41-fold speed up. A brief comparison against a Monte Carlo based hardware implementation for structured instruments yields mixed results.
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Individual share futures :Keller, Allister G. Unknown Date (has links)
Thesis (MBusiness-Research)--University of South Australia, 2003.
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Indifference valuation in non-reduced incomplete models with a stochastic risk factorSokolova, Ekaterina, January 1900 (has links)
Thesis (Ph. D.)--University of Texas at Austin, 2007. / Vita. Includes bibliographical references.
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Two essays on empirical options studies /Li, Gang. January 2007 (has links)
Thesis (Ph.D.)--Hong Kong University of Science and Technology, 2007. / Includes bibliographical references. Also available in electronic version.
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