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Local Fields
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#	Item
111	STEM Resources Here is an excellent resource for you to share with local schools or use for a branch activity within your community. It is a FREE website especially suited to the needs of educators and students. Add to Reading List Source URL: aauw-va.aauw.net Language: English - Date: 2014-05-18 19:39:45 Knowledge Association for Women in Science American Association of University Women STEM fields
112	Robust Pricing and Hedging of Options on Variance Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 11:24:02 Mathematical finance Brownian motion Colloidal chemistry Variance swap Martingale Local martingale Stopping time Economic model Statistics Stochastic processes Martingale theory
113	Processes of Class (Σ), Last Passage Times and Drawdowns Patrick Cheridito ORFE, Princeton University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 13:13:12 Martingale Local martingale Doob–Meyer decomposition theorem Statistics Martingale theory Probability theory
114	Tangent L´evy Models Sergey Nadtochiy (joint work with Ren´e Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 08:43:27 Local volatility Stochastic volatility Option Volatility Hull–White model Quantitative analyst Implied volatility Economic model Mathematical finance Financial economics Finance
115	The Bachelier Legacy: Why do asset prices move? Impact and Second Generation models J.P. Bouchaud, Capital Fund Management Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 17:58:32 Financial economics Mathematical finance Behavioral finance Financial markets Local volatility Volatility Efficient-market hypothesis Economic model Economics Finance Economic theories
116	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
117	Overprized options on variance swaps in local vol models Mathias Beiglb¨ock, joint with Peter Friz and Stephan Sturm Universit¨ at Wien June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:19:04 Volatility Law Martingale Statistics Stochastic processes Local volatility
118	Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. Rubisov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:06 Investment Stochastic volatility Heston model Implied volatility Volatility smile Volatility Option Black–Karasinski model Local volatility Mathematical finance Financial economics Finance
119	A project by local social partners for support at the corporate strategies for the management and recognition of jobs and training needs in the fields of renewable energy and energy saving 10 October 2013 Add to Reading List Source URL: resourcecentre.etuc.org Language: English - Date: 2013-10-22 04:07:55 European Qualifications Framework Associazione Nazionale Costruttori Edili Economy of Italy Educational policies and initiatives of the European Union GEco Holdings
120	Performance Characterization of a Molecular Dynamics Code on PC Clusters Is there any easy parallelism in CHARMM? Michela Taufer1 , Egon Perathoner1;3 , Andrea Cavalli2 , Amedeo Caflisch2 , Thomas Stricker1 . 1 Departme Add to Reading List Source URL: www.cs.inf.ethz.ch Language: English - Date: 2002-03-21 07:50:18 Supercomputers Parallel computing Force fields Local area networks CHARMM Scalability Myrinet MPICH Computer cluster Computing Concurrent computing Computer networks

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