Option Valuation under Stochastic Volatility

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.option pricing, stochastic volatility, equilibrium, smile, term structure, implied volatility, eigenvalue, variational, Mathematica, GARCH diffusion, local martingale

The Origin of Fleas and the Genesis of Plague

Human history has been riddled by diseases spread by flea vectors including the bubonic plague. Recently, Madagascar has documented more than 100 cases. Fleas were part of God’s “very good” (Genesis 1:31) creation that transformed to an ectoparasitic condition after the Curse. Creation biologists continue to synthesize a working model of this conversion from environmental recyclers to parasites as a secondary state. Morphological design of the flea combined with its unique feeding ability has resulted in it being an exceptional vector for Yersinia pestis, the causative bacterium of the plague

Option Valuation under Stochastic Volatility

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.option pricing, stochastic volatility, equilibrium, smile, term structure, implied volatility, eigenvalue, variational, Mathematica, GARCH diffusion, local martingale

Generalized crystallography

X-ray crystal structure analysis can now be seen as a special kind of microscopy which is being extended to the recognition and examination of many kinds of ordered structure more general than crystals and which leads to their synthesis or construction by various methods. Electron microscopy and many other techniques now combine to give a coherent science of structure at the scale range of Ångstroms to microns, atoms to assemblies visible to the eye, which should continue to be called crystallography although it overlaps with nanotechnology, molecular biology, and solid state physics. Most generally, a crystal is a structure the description of which is much smaller than the structure itself and this view leads to the consideration of structures as carriers of information and on to wider concerns with growth, form, morphogenesis, and life itself

Lucretius or the philosophy of chemistry

A world view deriving from the objective knowledge acquired by the physical sciences is contrasted with the fashionable subjective philosophical view that all systems of thought are equally valid ways of structuring the universe. As Lucretius guessed, atoms are real and are not simply arbitrary constructs to explain the observations. Mathematics and computing have an important role in permitting long and sophisticated arguments to be carried through

The shape of two-dimensional space

Genomics, so fashionable today, is only half of the secret of life. The other half of the secret is shape, form, morphogenesis and metamorphosis. The gene may prescribe what is synthesised, but the proteins appear and operate in a pre-existing environment which they then change. The first step towards life is the appearance of a micelle, a spherical membrane, a surface which separates the world into inside and outside. We are here concerned with surfaces, with a particular subset of two-dimensional manifolds embedded in three-dimensional Euclidean space, namely the non-self-intersecting, periodic minimal surfaces of cubic symmetry, which separate the world into two regions as an infinite plane would do, but with much more complex topologies. Like the Platonic solids , these cubic surfaces are geometrical absolutes and have distinctive topologies but entail no arbitrary parameters . The objective is to enumerate at least some of these surfaces, for probably an infinite number answer to this description, to draw attention to their geometry and to point to some of their applications and occurrences on various scales between mega-engineering and nano-technology. These objects are solutions looking for problems

The Genesis of Methicillin-Resistant \u3ci\u3eStaphylococcus aureus\u3c/i\u3e: A Modern Day Leprosy and Hospital Menace

Methicillin-Resistant Staphylococcus aureus leads to more deaths than AIDS and resists most antibiotics. How do such “superbugs” fit within a creation framework

The Fourier algebra for locally compact groupoids

We introduce and investigate using Hilbert modules the properties of the Fourier algebra A(G) for a locally compact groupoid G. We establish a duality theorem for such groupoids in terms of multiplicative module maps. This includes as a special case the classical duality theorem for locally compact groups proved by P. Eymard.Comment: 31 page