The aetiology of exercise-associated muscle cramps (EAMC), defined as ‘painful, spasmodic,
involuntary contractions of skeletal muscle during or immediately after physical exercise’, …

Depletion of the fossil fuels together with an increase in energy demand is considered as a
serious threat to the world. Furthermore, fuel versus food dilemma plays an important role in …

… Emanuel Derman was at Goldman, Sachs when this article was written. William Toy is a Vice
President of Goldman, … From Figure G(e) we see that in two years the three-year Treasury …

… E 12 H 11 H … The value of the S term in the above equation is given by the contribution
to this call from the node H above E in year four. From equation (5) and Figure 6 it is …

A Guide to Volatility and Variance Swaps. КОРЗИНА ПОИСК НАВИГАТОР ЖУРНАЛЫ
КНИГИ ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА РУБРИКАТОР …

In this paper we present an arbitrage pricing framework for valuing and hedging contingent
equity index claims in the presence of a stochastic term and strike structure of volatility. Our …

… Derman’s portrait of how the academics brought their new financial science to the world of
… of electronic formats. Some content that appears in print may not be available in electronic …

This article presents a practical and useful method for replicating or hedging a target stock
option with a portfolio of other options. It shows how to construct a replicating portfolio of …

The structure of listed index options prices, examined through the prism of the implied tree
model, reveals the local volatility surface of the underlying index. In the same way as fixed-…

Measuring the DNA telomere length of skeletal muscle in experienced endurance runners
may contribute to our understanding of the effects of chronic exposure to endurance exercise …