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Fields of mathematics
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#	Item
421	Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:13:06 Hamilton–Jacobi–Bellman equation Futures contract Steven E. Shreve Mathematics Stochastic control Optimal control Dynamic programming
422	Conditional Certainty Equivalent Marco Frittelli and Marco Maggis University of Milan Bachelier Finance Society World Congress, Hilton Hotel, Toronto, June 25, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 08:44:32 Probability space Continuous function Stochastic differential equations Stochastic processes Sobolev spaces Mathematical analysis Mathematics Ordinal number
423	Conditional Density Models for Asset Pricing Lane P. Hughston Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:13:36 Lane P. Hughston Option Stochastic volatility Futures contract Volatility Risk-neutral measure Fokker–Planck equation Mathematical finance Financial economics Finance
424	Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-06 12:17:15 Financial economics Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Brownian motion Variance swap Mathematical finance Statistics Finance
425	GENERAL DISTRIBUTION MEMORANDUM October 18, 2011 Subject: Add to Reading List Source URL: www.stemedcoalition.org Language: English - Date: 2013-03-27 23:39:15 STEM fields America COMPETES Act Elementary and Secondary Education Act No Child Left Behind Act National Institutes of Health Mathematics and science partnerships Pre-STEM Education Education policy Science education
426	1 Time Consistency in Portfolio Management Traian A Pirvu Department of Mathematics and Statistics McMaster University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-02 09:38:26 Black–Scholes Options Stock market Finance Mathematics Equations Financial economics Mathematical finance
427	Optimal Investment for Worst-Case Crash Scenarios A Martingale Approach Frank Thomas Seifried Department of Mathematics, University of Kaiserslautern Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:03:55 Mathematical finance Equations Black–Scholes Options Louis Bachelier Mathematical optimization Portfolio optimization Asset allocation Futures contract Financial economics Investment Finance
428	A Class of GIG Processes An example of an example Edward Hoyle Department of Mathematics Imperial College London Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 11:42:06 Bessel function Mathematical analysis Symbol Normal distribution
429	Fast Pricing and Calculation of Sensitivities of OTM European Options Under L´evy Processes Sergei Levendorski˘i Jiayao Xie Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:12:23 Contract law Fast Fourier transform Valuation of options Economics Applied mathematics Mathematics Options Mathematical finance Investment
430	Monte Carlo Methods for American Options Swing Options The Forest Example and Future work Forest of Stochastic Trees: A New Method for Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 11:24:44 Probability and statistics Statistical randomness Mathematical finance Contract law Investment Stochastic Monte Carlo method Louis Bachelier Options Mathematics Financial economics

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