'Brownian motions' presentation slideshows

10.2 Affine-Yield Models

10.2 Affine-Yield Models. ???. Bond Prices. According to the risk-neutral pricing formula, the price at time t of a zero-coupon bond paying 1 at a latter time T is R ( t ) ? Y 1 ( t ) ? Y 2 ( t ) ??. (10.2.6). And the solution of the system of stochastic differential equations

469 views • 45 slides

A microscopic formulation for the actin-driven motion of Listeria

A microscopic formulation for the actin-driven motion of Listeria. Yuan Lin Department of Mechanical Engineering The University of Hong Kong. The physics of cell functionality Kavli Institute for Theoretical Physics China , CAS, August 1 6 , 2010.

580 views • 36 slides

Libor Market Models: the reasons behind the success

700 views • 34 slides

4.6 Multivariable Stochastic Calculus

4.6 Multivariable Stochastic Calculus. ???????. 4.6.1 Multiple Brownian Motion. Definition 4.6.1. A d-dimensional Brownian motion is a process with the following properties. (1) Each is a one-dimensional Brownian motion.

308 views • 30 slides

VICIOUS WALK and RANDOM MATRICES

VICIOUS WALK and RANDOM MATRICES. Makoto KATORI (Chuo University, Tokyo, Japan) Joint Work with Hideki Tanemura (Chiba University) and Taro Nagao (Nagoya University). Nonequilibrium Statistical Physics of Complex Systems Satellite Meeting of STATPHYS 22 in Seoul, Korea,

382 views • 28 slides

5.4 Fundamental Theorems of Asset Pricing

5.4 Fundamental Theorems of Asset Pricing. ???????. Introductions. Extending the discussions of above sections to the case of multiple stocks driven by multiple Brownian motions Developing and illustrating the two fundamental theorems of asset pricing

524 views • 25 slides

Mary Madelynn Nayga and Jose Perico Esguerra Theoretical Physics Group

399 views • 20 slides

Some Stochastic Systems with a Fractional Brownian Motion and Applications to Control

Some Stochastic Systems with a Fractional Brownian Motion and Applications to Control. Author: T. E. Duncan Presenter: Haiyang Chao Ph.D. Student Utah State Univ. 12/06/2007. Paper Contents.

265 views • 7 slides