Sabtu, 25 Oktober 2014

[I423.Ebook] Free Ebook Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series), by Nigel J. Cutland, Alet Roux

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This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.

  • Sales Rank: #3799362 in Books
  • Brand: Brand: Springer
  • Published on: 2012-09-07
  • Released on: 2012-09-07
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.25" h x .78" w x 6.10" l, .95 pounds
  • Binding: Paperback
  • 325 pages
Features
  • Used Book in Good Condition

Review

From the reviews:

“Derivative Pricing in Discrete Time introduces the basic ideas of financial derivatives with a minimum of prerequisites. … Indeed, as an undergraduate-level mathematical treatment of the subject, this is the best textbook I have seen. … I would recommend the book to students preparing for financial careers, such as actuaries. Practical pricing models should make more sense with the theoretical grounding provided by this book.” (John Curran, MAA Reviews, May, 2014)

From the Back Cover

Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets.

This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative, which is defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered.

The authors first examine the simplest possible financial model, which has only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. The emphasis throughout is on clarity combined with full rigour. The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options.

The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study.

About the Author
Cutland, Department of Pure Mathematics, University of Hull.

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Senin, 20 Oktober 2014

[Y880.Ebook] PDF Download The Cinema of Clint Eastwood: Chronicles of America (Directors' Cuts)

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  • Published on: 1600
  • Binding: Paperback

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Minggu, 19 Oktober 2014

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A young boy chases his ball all over town. Beginner Books, B-10. Grolier Book Club Edition. Book size is 9 in. x 6.2 in.

  • Sales Rank: #4119900 in Books
  • Published on: 1959
  • Binding: Hardcover

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Kamis, 16 Oktober 2014

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Minggu, 12 Oktober 2014

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  • Published on: 1996
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Bagombo Snuff Box: Uncollected Short Fiction, by Kurt Vonnegut

Here, Kurt Vonnegut's final short story collection--Bagombo Snuff Box (1999)--we have combined early and rather more obscure stories which had not appeared earlier. Drawn largely from the 1950s and the slick magazine markets which Vonnegut had from the beginning of his career in the postwar period demonstrated an uncanny ability to sell, these stories show clearly that Vonnegut found his central themes early on as a writer. More, he had been able to place stories in great consumer magazines like Colliers (that his good friend and college classmate Knox Burger was editing Colliers during this time was perhaps no small factor in Vonnegut's success). There were only a handful of science fiction writers of Vonnegut's generation who were able to sell in such a broad manner outside of the genre during the ‘50s, but it was this success that allowed Vonnegut the consistent denial that he was not a science fiction writer at all.

Vonnegut's themes--folly, hypocrisy, misunderstanding--cycle through these stories although with perhaps somewhat less bitterness than what had come before. Even through the screen or scrim of magazine taboos, Vonnegut's voice is singular, infused by disaffection and wit. Most of Vonnegut's characters stagger through the plot full of misapprehension, cowardice, and self-delusion. In "Thanasphere," the achievement of space travel becomes a means of communicating with the dead (and for that reason the project is abandoned). In "Mnemonics," a forgetful protagonist is given a drug that prompts him to remember everything with the exception of an unrequited crush. This late collection of Vonnegut's work clearly shows the unifying themes of his work, which were present from the very outset, among them, his very despair.

ABOUT THE AUTHOR

Kurt Vonnegut (1922-2007) is one of the most beloved American writers of the twentieth century. Vonnegut's audience increased steadily since his first five pieces in the 1950s and grew from there. His 1968 novel Slaughterhouse-Five has become a canonic war novel with Joseph Heller's Catch-22 to form the truest and darkest of what came from World War II.

Vonnegut began his career as a science fiction writer, and his early novels--Player Piano and The Sirens of Titan--were categorized as such even as they appealed to an audience far beyond the reach of the category. In the 1960s, Vonnegut became closely associated with the Baby Boomer generation, a writer on that side, so to speak.

Now that Vonnegut's work has been studied as a large body of work, it has been more deeply understood and unified. There is a consistency to his satirical insight, humor and anger which makes his work so synergistic. It seems clear that the more of Vonnegut's work you read, the more it resonates and the more you wish to read. Scholars believe that Vonnegut's reputation (like Mark Twain's) will grow steadily through the decades as his work continues to increase in relevance and new connections are formed, new insights made.

ABOUT THE SERIES

Author Kurt Vonnegut is considered by most to be one of the most important writers of the twentieth century. His books Slaughterhouse-Five (named after Vonnegut's World War II POW experience) and Cat's Cradle are considered among his top works. RosettaBooks offers here a complete range of Vonnegut's work, including his first novel (Player Piano, 1952) for readers familiar with Vonnegut's work as well as newcomers.

  • Sales Rank: #272854 in eBooks
  • Published on: 2011-08-21
  • Released on: 2011-08-21
  • Format: Kindle eBook

Amazon.com Review
From out of the blue, here's a new collection of Vonnegut fiction--his first magazine stories from the 1950s in book form at last, with some charming reminiscences (and three new endings for old stories) by the author. Vonnegut says these tales were meant to be as evanescent as lightening bugs, and that image captures their frail magic. They're like time travelers from an epoch when stories swarmed in mass-market magazines, before TV dawned and doomed them.

Later greatness glimmers here: the offbeat sci-fi of "Thanasphere" (in which an astronaut encounters dead souls in space) and the hero's bogus adventures in alien lands in "Bagombo Snuff Box" look forward to Vonnegut's Slaughterhouse Five, as do the war stories "Souvenir," "Der Arme Dolmetscher," and "The Cruise of The Jolly Roger," which incorporate and amplify Vonnegut's actual war experiences. There's authentic midcentury news here, even in the gentle Saturday Evening Post social satire of "The No-Talent Kid," "Ambitious Sophomore," and "The Boy Who Hated Girls," which pretty much nail the high-school marching band experience. The pieces are peppered with odd, true observations and neat little turns of phrase: one incompetent kid in Lincoln High's band marches "flappingly, like a mother flamingo pretending to be injured, luring alligators from her nest."

You can't miss the ironic humor and the humane, death-haunted melancholy of the young war veteran and tyro writer. This collection beats his first novel, Player Piano, and anticipates the masterpiece Cat's Cradle, whose tiny chapters resemble short stories. Young Vonnegut is derivative, mostly of Saki and O. Henry, partly because he couldn't think of endings, and their switcheroos offered a handy model. But from the start, Vonnegut's idiosyncratic voice is unmistakable. --Tim Appelo

From Publishers Weekly
Any new book by Vonnegut, especially since he has vowed to retire from literature, will be welcomed by his fans. But as the author himself says in his introduction, these 23 apprenticeship stories "were expected to be among the living about as long as individual lightning bugs," and they will be of most interest to completists and scholars. Vonnegut's best short stories from the '50s were collected in Welcome to the Monkey House. Those in this collection for the most part work humbly with formulas dear to mid-century middlebrow magazines like Colliers. Included are tales like "The No-Talent Kid" and "The Boy Who Hated Girls," both featuring a genial bandmaster named George Helmholtz, who has to deal with misfit high school boys while dreaming of owning a seven-foot-tall drum. In "Thanasphere," Vonnegut tries out a sci-fi themeAa man is sent into space in a rocket and discovers that space is full of the voices of the dead. In a short, ironic piece, "Der Arme Dolmetscher," a soldier who recites a line from Heine's "Die Lorelei" that he has learned by rote is assumed to "talk Kraut" by a bungling officer. Pressed into service as a translator, he acquires just enough of the language to help his detachment surrender in the Battle of the Bulge. The title story concerns a man who visits his ex-wife and feeds her a cock-and-bull story about being an adventurer. In "Runaways," two teenagers realize that love is not enough to get married on, gently deflating the myth of the then-incipient youth culture long before the Summer of Love. Vonnegut's afterword, "Coda to My Career as a Writer for Periodicals," comments in his trademark style about his midwestern origins and the vagaries of writing for magazines. BOMC featured alternate.
Copyright 1999 Reed Business Information, Inc.

From Library Journal
Back before the web and before TV, recreational activity included reading short stories in magazines such as the Saturday Evening Post. The 23 stories in this collection were published in magazines like the Post during the Fifties and are collected here for the first time. The topics covered include space travel ("Thanasphere"), which describes the first manned orbit of Earth; finding the American Dream ("The Package"), about a new home full of the latest accessories; and an attempt to impress an old girlfriend (the title story). Poking fun at pretentious individuals is featured in both "A Present for Big Saint Nick," where Christmas has been turned into a forced admiration society, and "The Powder Blue Dragon," in which the purchase of a fancy sports car is believed to be the key to a fantasy life. Although many of the stories are topically dated, the ironic insights and illumination of character are timeless, and no one does it better than Vonnegut. Highly recommended.
-AJoshua Cohen, Mid-Hudson Lib. System, Poughkeepsie, NY
Copyright 1999 Reed Business Information, Inc.

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22 of 22 people found the following review helpful.
A welcome addition to the Vonnegut canon
By Chuck Augello (karinweigand@prodigy.net)
Since most of the stories in "Bagombo Snuff Box" were previously uncollected in book form, the arrival of this collection is a treat for all Vonnegut fans. As a writer of "slick fiction" for the magazine market of the 1950's and early 1960's, Vonnegut tailored his stories for a general readership; while the experimentalism of novels like "Slaughterhouse-Five" and "Breakfast of Champions" is nowhere on display, Vonnegut's craftsmanship is well-documented by these stories. "Bagombo Snuff Box" should be treated much like The Beatles Anthology collections; neither is for the casual fan, but both are indispensable for completists. The stories included in this collection are a cut below the stories in "Welcome To the Monkey House" (it's easy to see why they were left out of Vonnegut's first collection), but each is an enjoyable read, with several stories ("Thanosphere", "Custom-Made Bride" and "Souvenir") standing out for their voice and originality. This is also required reading for any serious students of Vonnegut, as many of the themes explored in his major works are given an early run-through in these stories. "2BRO2B" reads almost like a first draft of "Welcome to the Monkey House" and "Tomorrow and Tomorrow and Tomorrow" from the Monkey House collection. The stories are also interesting as snapshots from a by-gone era, particularly in their treatment of women. One of the strongest characters in the collection is Sheila White, of "Lovers Anonymous," a talented, ambitious woman whose sublimated talents places a strain on her marriage. While the impact of the story is lessened by a careless final sentence, Vonnegut should be credited for sneaking a potentially subversive theme into a mainstream publication. A reader's reaction to "Bagombo Snuff Box" will probably mirror his or her expectations. Anyone expecting cutting-edge Vonnegut will be disappointed. Fans who like to read everything a favorite author has written will be thrilled to add this to the collection. Since I put myself into the latter category, the arrival of "Bagombo Snuff Box" is like a Christmas present in July. Thoroughly unexpected, and completely enjoyable.

11 of 11 people found the following review helpful.
Not genius, the making of one
By Bill R. Moore
Kurt Vonnegut fans will want to read this, but... if you're new to the man, start elsewhere. Diehard Vonneguttians will enjoy this collection as it contains some worthwhile stories, but, mostly, it shows how his trademark caustically witty style developed. These stories aren't great in themselves, but they point the way. Certainly his literary merit based on his novels alone is beyond question - one of the 20th century's greatest and most important authors, Vonnegut helped shape the way many people, including myself, think. However, these stories are not great in themselves, certainly not compared to the high standard Vonnegut has since set for himself. Still, fans will want to read this book, as it contains some interesting stories, lays the foundation for his later masterpieces, and, indeed, completes their collection. New readers should start elsewhere.

21 of 25 people found the following review helpful.
Angels protect the innocent as a matter of Heavenly routine.
By taking a rest
Title of this review is a quote from Mr. Vonnegut in this book. The ONLY reason I stopped at 4 stars is that any author who writes with this much skill at the start of his career, must become better and better as his skills mature, and his experience increases. This is the first time I have read Mr. Vonnegut's work, and this collection of short stories has made me a fan that looks forward to the Author's work as it developed. Before you even reach the first story, Mr. Vonnegut provides a biography which is worth the cost of the book if you place a high value on humor, and regardless of whether you agree, social commentary wrapped in a wickedly subtle, and occasionally not so subtle manner. His definition of reading is the best I have ever read, and his description of his time as a salesman for Saab is priceless. Developing so much interest for a reader in the span of a short story is a remarkable feat for any author. Mr. Vonnegut together with John Steinbeck, Ernest Hemingway, F. Scott Fitzgerald, and William Faulkner, to name a few literary masters, brought these stories to life when magazines ruled and TV was a nightmare (for the most part) yet to come. Together with artistic legends like Norman Rockwell and N.C. Wyeth, these stories were entertainment for much of America. In spite of all the advances in communications, picking up a book with talent like this, will always endure. Thanks Mr. Vonnegut!

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  • Sales Rank: #1148211 in Books
  • Published on: 2013-09-24
  • Released on: 2013-09-24
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.25" h x 1.39" w x 7.50" l, 2.30 pounds
  • Binding: Paperback
  • 616 pages

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7 of 7 people found the following review helpful.
Great Book
By Serkan Berksoy
I worked as a software architect for many years before I have joined the "Dark Side".
We had to deal with many aspects and problems of SOA and WCF services. Microsoft seems to put an end to this misery with a more lightweight API now. Hope we had such books and resources then. Late developments with Javascript APIs and Web Browsers allow you to use JSON more effectively with large web projects. Also small, low-powered devices are largely targeted when building new software projects. Those make Microsoft's Web API, one of the most important tools in programmers' arsenal.

First thing I do when I read a book like this, I take my time and create every project and code in it manually. (not copy-paste it from the examples) This makes me understand the principles and practice together.

What I like about this book is;
- They gave a background about every aspect before they dive into details. I had a chance to reorganize my knowledge.
- Especially I liked the chapter which Microsoft's Task Based Asynchronous Pattern explained. The examples were sufficient easy to understand.
- The code examples are authentic. Not gathered from blogs and books that I've already read.
- If you are careful there are a lot of small solutions to daily problems in between lines and examples. (IIS configurations for better concurrency etc.)
- They used Fiddler's output in the book. Which is important because when you develop a project using Web API you have to use it a lot.
- But most important, the book is not boring and monotonous.

Even it looks lightweight and simpler than SOAP, Web API concepts is needed some background to know why we are doing what we are doing. I know how hard it is to get newbie programmers to consume these concepts and this book have done it well.

12 of 14 people found the following review helpful.
Off the beaten track.
By Cruz Carpenter
I have to give the author an "A" for a great writing style. However the author seems to have gotten confused between writing a book on Microsoft’s Web API and developing his own wrapper class which obfuscates the purpose of the trying to understand Microsoft's Web API. Having had a massive bout or two of DLL hell to sort out with the command line package manger which was very enlightening. The author’s intention was clear but from a teaching standpoint this book hurt. Yes I did get all the examples to run and feel the DLL hell experience was useful. It would have been nice had the author not got side tracked with his own wrapper API and used the Web API directly and cleanly as possible.

4 of 4 people found the following review helpful.
Excellent Content, Poor Quality Control
By Matt Hubartt
The content of this book is well written, the examples are clear and concise, and this book is an excellent resource.

However, it was poorly manufactured -- several pages in my copy of the book were not bound correctly, and so it ends up being a book with several loose leaf pages interspersed in it. So don't drop it, else the pages might go flying...

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