Robert J. Elliott Knihy

Written by an author who has tasted both failure as a pupil and success as a teacher, this forthright but entertaining book shares the simplest solutions to the toughest problems in today's classrooms.

this book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures, and swaps. The treatment is detailed, providing a clear understanding of pricing and hedging for call and put options.

This book presents a user-friendly approach to modeling financial asset prices within a discrete time, discrete state, binomial framework. It targets a diverse audience, including MBA and undergraduate students, and covers key concepts like risk-neutral pricing and various option pricing models, including American and exotic options.

While emotions are often given a negative connotation people are described as being "too emotional" or as needing to "control their emotions" this book demonstrates that emotions are organizing processes that enhance adaptation and problem solving. Within an experiential therapy framework, the volume shows how to work with moment-by-moment emotional processes to resolve various psychological difficulties. The first two sections introduce the process experiential approach to treatment. Exploring the interrelationships among emotion, cognition, and change, the authors develop a powerful, clinically relevant theory of human functioning. The third section, a detailed treatment manual, outlines the general principles and methods of therapy and provides step-by-step directions for six specific types of interventions. Excerpts from actual transcripts exemplify the various methods, illuminating the moment-by-moment process for both the client and the therapist.

The revised edition offers an in-depth exploration of modern random processes and stochastic integrals, catering to readers familiar with basic analysis. It serves as a comprehensive resource for systems theorists, electronic engineers, and professionals in quantitative finance. Expanding on its predecessor, the text is particularly valuable for research mathematicians and graduate students, as well as quantitative analysts in the finance sector, providing essential insights into contemporary applications.