Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Book review : Frew, A.J., (Ed). Information and Communication Technologies in Tourism 2005. New York: Springer Wien

This volume represents the proceedings of the 12th ENTER conference held at Innsbruck in 2005. While the conference also accepts work-in-progress papers and includes a Ph.D. workshop, the proceedings contain 51 research papers by 102 authors. The general theme of the conference was eBusiness is here—what is next? and the papers cover a diverse range of topics across nine tracks. This reviewer has adopted the approach of succinctly summarising the contribution of each of the papers, in the order they appear....

Siegbert Springer Collection 1977-1984

Article about Siegbert Springer in Juristische Schulung, vol. 17, No. 7 and a report about a memorial plaque for Siegbert Springer in Berlin.

Leo Baeck Medal awarded to Axel Springer Coins and Medals

"Presented to Axel Springer devoted friend and generous benefactor of the Leo Baeck Institute 1977"

Briefs for GSDR - Urban stormwater reuse: An agenda for sustainable development

We treat urban stormwater as a problem as it causes flooding, transports pollutants and degrades the ecosystem health of waterways (Goonetilleke et al., 2014). Municipal authorities devote a significant component of their budget to capture and remove stormwater from urban areas as rapidly as possible. Unfortunately, it is a largely unappreciated fact that urban stormwater is the last available uncommitted water resource for our cities as the demand for potable water escalates due to growing urbanisation, industrialisation and higher living standards.

Pioneering in the Congo. by John McKendree Springer ...

http://www.archive.org/details/pioneeringincong00spririch

[2 phot. de Zuckmantel (Cuckmantl) par J. Springer et Josef Fietz, phot. à Freiwaldau (Fryvaldov), don Alexander Jawornicki en 1889]

Donateur : Jawornicki, Alexandre (18..-19..?)

La preuve des faits sociaux et les Brandeis Briefs: quelques réserves

Cet article a précédemment été publié par la Revue de droit de l'Université de Sherbrooke.

COMP1205 Presentation topic briefs

Topic briefs. Includes marked up topic list which can be used for exam revision purposes.

The NAFTA investment dispute settlement mechanism and the admissibility of amicus curiae briefs by NGOs

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