Multigrid for American option pricing with stochastic volatility

The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

An explicit scheme for coupling temperature and concentration fields in solidification models

A numerical scheme for coupling temperature and concentration fields in a general solidification model is presented. A key feature of this scheme is an explicit time stepping used in solving the governing thermal and solute conservation equations. This explicit approach results in a local point-by-point coupling scheme for the temperature and concentration and avoids the multi-level iteration required by implicit time stepping schemes. The proposed scheme is validated by predicting the concentration field in a benchmark solidification problem. Results compare well with an available similarity solution. The simplicity of the proposed explicit scheme allows for the incorporation of complex microscale models into a general solidification model. This is demonstrated by investigating the role of dendrite coarsening on the concentration field in the solidification benchmark problem.

Foundations for paramedic practice: a theoretical perspective

Written by leading paramedics and academic subject experts, with a foreword by Paul Bates, this is the first foundation level text to introduce the main theoretical subjects studied on the new higher education paramedic science programmes. It underpins practice and links ways of working to the crucial theory base. The numerous examples and case studies focus specifically on pre-hospital and emergency care. Key topics covered include: * NHS and ambulance service history * Ethics and law for the paramedic * Communication and reflective practice * Professional issues, including evidence-based practice, anti-discriminatory practice, clinical governance and clinical audit * Psychological perspectives on health and ill health * Safeguarding children * Sociological perspectives on health and ill health and social policy * Managing change and leadership theory * Continuing professional development The text prompts you to stop and think about what you have just read and relate this to your role. Throughout the book, the author carefully considers how the theory being discussed relates to the role of the ambulance clinician. Foundations for Paramedic Practice: A Theoretical Perspective is a core text for students of paramedic science and will also provide a valuable resource for students of allied health professions. This text provides a stepping stone to further reading and investigation. - Taken from the back cover of: Amanda Blaber - Foundations for paramedic practice: a theoretical perspective