... ** Scholes ** ** model)** , and to ** the ** ** Black ** ** Scholes ** equation ** The ** two approaches should therefore lead to ** the ** same ﬁnal conclusions: now comes ** the ** acid test 52 5.4 GREEKS FOR ** THE ** ** BLACK ** ** SCHOLES ** ** MODEL ** (i) Stated ... 5.4 GREEKS FOR ** THE ** ** BLACK ** ** SCHOLES ** ** MODEL ** (i) Some Useful Differentials: ** The ** ** Black ** ** Scholes ** ** model ** gives speciﬁc analytical formulas for ** the ** prices of European put and call options It is therefore possible ... GREEKS FOR ** THE ** ** BLACK ** ** SCHOLES ** ** MODEL ** so that = Note that this is independent of φ so that n(d1 ) −qT √ e Sσ T is ** the ** same for a put or a call option (iv) Theta: ** The ** differential of ** the ** ** Black ** Scholes...

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... the useful ** Monte ** ** Carlo ** ** simulation ** CHAPTER ** MONTE ** ** CARLO ** ** SIMULATION ** FOR ** PRICING ** EUROPEAN OPTIONS27 Chapter ** Monte ** ** Carlo ** ** Simulation ** for ** Pricing ** European Options 3.1 Framework As discussed ** in ** Section ... 2.3.3 ** Monte ** ** Carlo ** ** Simulation ** ** Monte ** ** Carlo ** ** Simulation ** is very useful ** in ** calculating the value of an ** option ** with multiple factors of uncertainty or with complicated features The term **Monte ** ** Carlo ** ... will introduce these basic numerical methods for ** option ** ** pricing ** one by one 2.3.1 Binomial Trees Binomial trees derivatives ** pricing ** model was originally presented by Cox, Ross, and Rubinstein in...

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... letter) sigma , ** the ** higher ** the ** interest rate r, ** the ** longer ** the ** time until ** the ** call date t ** and ** ** the ** lower ** the ** strike price L, ** the ** higher ** the ** value of ** the ** option C will be Limitations of ** the ** ** Model ** As consistent ... **(the ** first term) on ** the ** right ** **** - ** hand side, ** and ** ** the ** expected cost **(the ** second term) if ** the ** option is exercised ** The ** higher ** the ** current share price S, ** the ** higher ** the ** volatility of ** the ** share price (Greek ... to ** the ** financial world This is what ** the ** Black- Scholes ** Options ** ** Pricing ** ** Model ** does ** The ** Math Behind It Option ** pricing ** requires five inputs: ** the ** option’s exercise price, ** the ** time to expiration, the...

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... ** applying ** ** the ** ** Fama ** ** and ** ** French ** ** model ** is 1.08 ** The ** smaller intercept coefficients ** in ** ** the ** ** Fama ** ** and ** ** French ** ** model,** ** the ** more significance level ** of ** ** the ** variables putting into ** the ** ** model ** compared with ** the ** ... between these five ** factors ** ** and ** ** the ** rate ** of ** return ** of ** ** the ** stocks ** and ** bonds ** In ** ** the ** reasonable market, ** the ** change ** in ** profit ** in ** ** the ** short term had faintly affected ** the ** ** stock ** price ** and ** ** the ** BE/ME ratio ** The ** ... result showed that ** the ** ** three ** ** factors ** ** model ** explaining ** the ** effect ** of ** ** the ** risk factor to ** the ** rate ** of ** return ** of ** ** stock ** is better than ** the ** traditional CAPM ** model ** ** The ** Research Method a Data ** The ** research...

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... now seeing a decline ** in ** number but an increase ** in ** scale ** for ** each member ** Joint-** Venture ** Bank,** foreign ** bank ** branches: ** Joint-** Venture Banks and 27 foreign ** bank ** branches are ** in ** operation ** in ** ** Vietnam ** ... However, VPBank is opposing increasing competition of ** Joint ** ** Stock ** competitors ** in ** order to exist and development Moreover, I have been working ** in ** VPBank, one of the first ** Joint ** ** Stock ** banks ** in ** ** Vietnam,** ... branches that can join Inter **-bank ** independently or dependently owing to its policy and ** management ** capacity or they can choose not to join Inter **-bank ** market ** Joint-** ** Stock ** ** Commercial ** ** Bank ** system consists...

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... rates ** and ** ** default ** by means of a ** stochastic ** ** intensity ** that will be correlated ** with ** ** the ** short rate 2.1 ** Pricing ** ** and ** calibrating CDS ** with ** deterministic ** intensity ** models Consider ** the ** CDS payoﬀ (1) ** and ** ... of ** the ** ** interest-rate ** part to ** interest-rate ** data ** and ** of ** the ** ** intensity ** part to ** credit ** market data Indeed, in ** the ** separable case ** the ** ** credit ** derivatives desk might ask for ** the ** α parameters ** and ** ** the ** ... functions of rτ in ** the ** ** SSRD ** CIR++ ** model,** we simply have to discount these scenarios from τ to ** and ** then average along scenarios Our results, ** with ** ** the ** same ** interest-rate ** ** and ** ** default-** ** intensity ** dynamics...

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... M., and Tenenbaum, J B (2005) Integrating topics and syntax ** In ** Proceedings of Advances ** in ** Neural Information Processing Systems [Grimmer, 2009] Grimmer, J (2009) ** A ** Bayesian ** Hierarchical ** ** Topic ** ** Model ** ... conversations ** using ** ** a ** ** hierarchical ** ** model,** such as the ** hierarchical ** Dirichlet process (HDP) (Teh et al., 2006) Modeling Approaches The key insight of ** topic ** ** segmentation ** is that segments evince lexical ... SITS with ** speaker ** ** identity ** run on all conversations Parameter Settings and Implementations ** In ** our experiment, all parameters of TextTiling are the same as ** in ** (Hearst, 1997) ** For ** statistical models,...

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... Our ** smart ** camera system ** SMART ** CAMERA PARTICLE FILTER ** TRACKING ** We ﬁrst describe our camera hardware before we go into the details of particle ﬁlter-based ** tracking ** ** in ** camera domain which was presented ... combine standard ** cameras ** and PCs to form local camera nodes extends the use of PC-based ** surveillance ** over larger areas where no ** smart ** ** cameras ** are available yet Our system is capable of ** tracking ** ... single PC Camera nodes 3.2 Besides the preferred realization as ** smart ** camera, our system also allows ** for ** using standard ** cameras ** ** in ** combination with ** a ** PC to form ** a ** camera node ** for ** easier migration...

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... ±τ/2} Here ** the ** pixel points that fall within ** the ** narrowband are obtained from ** the ** original ** image ** Moreover a compound ** image ** is composed of u+ , u− , ** and ** ** the ** region of narrowband as shown ** in ** Figure ... minimizing ** the ** ** Mumford-** ** Shah ** functional ** in ** ** image ** processing,” ** in ** Proceedings of ** the ** IEEE Workshop on Variational ** and ** Level Set Methods (VLSM ’01), pp 161–168, Vancouver, BC, Canada, July 2001 T Le ** and ** ... framework ** for ** ** image ** segmentation using ** the ** ** Mumford ** ** and ** ** Shah ** ** model,** ” Internation Journal of computer vision, vol 50, no 3, pp 271– 293, 2002 Yingjie Zhang was born ** in ** 1962 He obtained ** the ** Ph.D degree in...

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... leads to ** the ** production and secretion ** of ** a larger mutant FBN-1 protein [14] ** The ** mutant protein expresses an increase ** in ** ** the ** number ** of ** TGF-β binding motifs resulting ** in ** more efficient binding ** of ** TGF-β ... compared to TSK mice (p < 0.05) ** The ** TGF-β1 values correlated with ** the ** degree ** of ** ** skin ** ** injury ** and fibrosis seen at ** the ** end ** the ** study ** The ** quantity ** of ** TGF-β1 ** in ** ** the ** ** skin ** ** of ** unirradiated C57/BL6 and TSK ... ** of ** 30 Gy ** Radiation-induced ** Leg Contraction Measurements ** of ** ** radiation-induced ** leg contraction ** in ** TSK and C57BL/6 mice starting at two months and continuing to ** the ** end ** of ** ** the ** study paralleled the...

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... joint Finally, we studied ** the ** ** efficacy ** of ** microparticles ** containing DXM and SPIONs (referred ** to ** as complete ** microparticles)** as ** an ** anti-inflammatory ** drug ** ** delivery ** system ** in ** ** an ** experimental ** model ** ... demonstrated by ** the ** preliminary study and considering ** the ** fact that they can incorporate more DXM and SPIONs than ** the ** 1-μm ** microparticles,** we chose ** the ** 10-μm ** microparticles ** ** for ** further therapeutic ... compatibility between ** the ** ** microparticles ** and ** the ** synovial tissues ** To ** determine ** the ** potential of DXM-containing magnetically ** retainable ** ** microparticles ** ** in ** i-a diseases, we tested their ** efficacy ** ** in ** ** an ** experimental...

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... specifically encouraged these behaviors ** The ** challenge ** of ** behavioral ** and ** contextual specificity ** The ** utility ** and ** validity ** of ** ** applying ** behavioral theory ** to ** intervention research is related directly ** to ** ** the ** ... development ** of ** ** interventions ** ** to ** increase ** shared ** ** decision-** making ** The ** field ** of ** psychology has developed a large body ** of ** theoretical ** and ** empirical work devoted ** to ** conceptualizing ** and ** testing ** the ** determinants ... specificity required by ** the ** theory This relates both ** to ** ** the ** context for ** the ** ** behavior ** ** of ** interest as well as ** to ** ** the ** population that ** the ** investigator is interested ** in ** For example, a patient may perceive...

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... over ** the ** past 30 years [21] These include ** the ** Theory ** of ** Reasoned Action, ** the ** Theory ** of ** Planned ** Behavior,** ** the ** Health Belief ** Model ** ** and ** Social Cognitive Theory [31-34] Implicit ** in ** ** the ** combination ** of ** ... for investigators grows from ** the ** contextual specificity required by ** the ** theory This relates both ** to ** ** the ** context for ** the ** ** behavior ** ** of ** interest as well as ** to ** ** the ** population that ** the ** investigator ... sufficient ** to ** facilitate ** shared ** ** decision-** making [20] Indeed, ** the ** failure ** to ** build on existing theory is often cited as one ** the ** major sources for lack ** of ** effectiveness ** of ** ** interventions ** ** in ** ** the ** healthcare...

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... mathematical scientific method which has ** high ** generality, solid stability ** for ** encoding ** the ** relationships of ** the ** objects being studied Therefore using ** Graph ** ** in ** ** teaching ** ** genetics ** ** for ** pupils ** at ** ** high ** ... of ** graph ** ** theory ** ** in ** ** teaching ** ** in ** general and ** teaching ** ** in ** part ** Genetics ** (Biology 12 - ** high ** ** school)** particular; 6.2 Explore and use ** the ** ** graph ** ** in ** ** teaching ** ** Genetics ** (Biology 12 - ** high ** ** school)** of ** the ** ... advantageous ** in ** modeling, systems of knowledge ** Graph ** has many strengths ** in ** expressing relationships and hierarchical ** in ** ** Genetics ** Therefore, using ** the ** ** Graph ** ** in ** ** teaching ** ** genetics ** ** for ** ** high ** ** school ** pupils...

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... and creativeness ** in ** reading comprehension ** teaching ** 1.1.2 Models ** in ** ** texts ** reading comprehension ** teaching ** 1.1.2.1 ** Questions ** ** in ** ** teaching ** and ** in ** ** teaching ** reading ** texts ** a) ** Questions ** ** in ** ** teaching ** ** Questions ** ... Vietnam Institute ** of ** Educational Science Library ** of ** ** teaching ** ** questions ** ** for ** ** comprehending ** ** argumentative ** ** in ** ** Literature ** ** syllabus ** ** at ** ** high ** ** schools** , Opponent 3: Nguyen Thuy Hong, PhD, Associate Professor ... seen ** in ** the following aspects: Identifying ** questions ** are those that focus on collecting and managing information out ** of ** and identifying key information ** in ** the ** texts ** Analyzing and explaining questions...

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