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Joshi
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231	ANSYS v16.0 Fluids update: New Features and Enhancements March 31, 2015 \| 11.00am IST \| 60 minutes Presented by: Mahendra Joshi, Technology Specialist, ANSYS India CLICK TO REGISTER Add to Reading List Source URL: storage.ansys.com Language: English - Date: 2015-03-16 07:52:02 Ansys Mechanical engineering
232	Towards Automatically Checking Thousands of Failures with Micro-specifications Haryadi S. Gunawi, Thanh Do† , Pallavi Joshi, Joseph M. Hellerstein, Andrea C. Arpaci-Dusseau† , Remzi H. Arpaci-Dusseau† , and Koushik Add to Reading List Source URL: db.cs.berkeley.edu Language: English - Date: 2010-09-06 14:27:59 Apache Hadoop Cloud computing Cloud infrastructure Software bug Software testing Google File System Datalog File system Reliability engineering Computing Software development Software
233	Living with risk in the Indian Himalaya region Varun Joshi G.B. Pant Institute of Himalayan Environment and Development Garhwal Unit, Post Box 92 Add to Reading List Source URL: www.unisdr.org Language: English - Date: 2011-04-07 10:47:04 Rivers of India Flood Water waves Geography of Uttarakhand Rigvedic rivers Himalayas Cloudburst Landslide Ganges Meteorology Atmospheric sciences Physical geography
234	VEGA CONTROL NICK DENSON AND MARK JOSHI Abstract. The calculation of prices and sensitivities of exotic interest rate derivatives in the LIBOR market model is often very time consuming. One approach that has been previou Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:16 Financial economics Mathematical sciences Mathematical finance Markov model Statistics
235	Women in Mathematics and maths in the world Nalini Joshi https://vimeo.com Add to Reading List Source URL: www.maths.usyd.edu.au Language: English - Date: 2015-03-18 19:32:32 Elementary cellular automaton Cellular automata Cellular automaton Rule 30
236	FAST AND ACCURATE PRICING AND HEDGING OF LONG-DATED CMS SPREAD OPTIONS MARK JOSHI AND CHAO YANG A BSTRACT. We present a fast method to price and hedge CMS spread options in the displaced-diffusion co-initial swap market Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Mathematical finance Contract law Annuity Life annuity LIBOR market model Yield curve Option Derivative Swap Financial economics Investment Finance
237	FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:54 Options Finance Stochastic processes Fourier analysis Heston model Black–Scholes Fourier transform Implied volatility Stochastic volatility Mathematical finance Mathematical analysis Financial economics
238	FAST GREEKS FOR MARKOV-FUNCTIONAL MODELS USING ADJOINT PDE METHODS NICK DENSON AND MARK JOSHI Abstract. This paper demonstrates how the adjoint PDE method can be used to compute Greeks in Markov-functional models. This i Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:21:40 Operator theory Differential equations Multivariable calculus Partial differential equation Black–Scholes Eigenvalues and eigenvectors Hermitian adjoint Borel functional calculus Algebra Mathematics Mathematical analysis
239	MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Investment Interest rate cap and floor Swaption LIBOR market model Interest rate derivative Implied volatility Calibrated geometry Volatility Mathematical finance Financial economics Finance
240	FAST GAMMA COMPUTATIONS FOR CDO TRANCHES MARK JOSHI AND CHAO YANG Abstract. We demonstrate how to compute first- and second-order sensitivities of portfolio credit derivatives such as synthetic collateralized debt obliga Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:19:33 Structured finance Fixed income securities Mortgage-backed security Bonds Funds Collateralized debt obligation Credit derivative Synthetic CDO Copula Financial economics Finance Investment

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