Commodity Modeling And Pricing Pdf

Commodity Modeling And Pricing Pdf File

The New Pricing Environment The environment in which your pricing strategy operates has changed significantly due to the economic downturn. Fluctuating prices and costs. Real Estate & REIT Modeling: Key Terms, Cap Rates, NOI, Building Construction, Operating Models FFO, AFFO, Valuation, and the Net Asset Value (NAV) Model.

Numerical Analysis Technical Reports. Numerical Analysis Technical Reports Department of Computer Science University of Toronto. This site provides access to the Technical Reports of the. Numerical Analysis and Scientific Computing Group of the. Department of Computer Science at the.

Numerical Analysis Technical Reports Department of Computer Science University of Toronto. This site provides access to the Technical Reports of the Numerical. Economic Modelling Volume 59, In Progress Volume / Issue In ProgressA Volume/Issue that is 'In Progress' contains final, fully citable articles that are published. The price paid for dairy farmland in New Zealand increases at a real rate of close to 10 per cent compound per annum between 20 (Hargreaves and McCarthy, 2010.

University of Toronto. Jackson. A Neural Network Approch to Efficient Valuation of. Large Portfolios of Variable Annuities.

Seyed Amir Hejazi and Kenneth R. Jackson. Computational Modeling and Analysis of Complex Muscle Architecture.

Commodity Modeling And Pricing Pdf Creator

Dongwoon Lee, Ph. D Thesis. New Approaches to Importance Sampling for Portfolio Credit Risk. Valuation. Zhe (Robert) Wang, MSc Thesis.

On the Blunting Method in the Verified Integration of ODEs. A Practical Approach to in vivo Quantification of Physiological.

Cross- Sectional Area for Human Skeletal Muscle. Dongwoon Lee, Soo Kim, Ken Jackson, Eugene Fiume and Anne Agur. A Spatial Interpolation Framework for Efficient. Valuation of Large Portfolios of Variable Annuities.

Seyed Amir Hejazi, Kenneth R. Jackson and Guojun Gan. Dimension and Variance Reduction for Monte Carlo Methods for. High- Dimensional Models in Finance. Duy- Minh Dang, Kenneth R.

Jackson and Mohammadreza Mohammadi. A Three- Dimensional Approach to Pennation Angle Estimation for Human.

Skeletal Muscle. Dongwoon Lee, Zhi Li, Qazi Zain Sohail, Ken Jackson, Eugene Fiume. Anne Agur. A Highly Efficient Implementation on GPU Clusters of. PDE- Based Pricing Methods for. Path- Dependent Foreign Exchange Interest Rate Derivatives. Duy Minh Dang, Christina Christara and Kenneth R. Jackson. New Greedy Heuristics for Approximating Set Cover and Set Packing.

David Kordalewski, MSc Thesis. Iterative Reconstruction Algorithms for Polyenergetic. X- Ray Computerized Tomography. Nargol Rezvani, Ph. D Thesis. An Efficient Numerical PDE Approach for Pricing Foreign Exchange.

Interest Rate Hybrid Derivatives. Duy Minh Dang, Christina Christara, Kenneth R. Jackson and. Asif Lakhany. Accurate First- Order Sensitivity Analysis for Delay Differential.

Equations: Part. 1: The Forward Approach. H. Zivari. Piran and W.

H, Enright. Improved Implementation of Multiple Shooting for BVPs. Weidong Zhang, MSc Research Paper.

Reducing the Uncertainty when Approximating the Solution of ODEs. W. H. Enright. Superconvergent Interpolants for Collocation Methods applied to. Volterra Integro- differential Equations with Delay. M. Enright. Robust Estimation of PCSA and Geometric Reconstruction for Human Skeletal. Dongwoon Lee, Kajeandra Ravichandiran, Ken Jackson, Eugene Fiume.

Anne Agur. Parameter Estimation for ODEs using a Cross- Entropy Approach. Bo Wang, MSc Thesis. Modeling Multi- Factor Financial Derivatives by a. Partial Differential Equation Approach with. Efficient Implementation on Graphics Processing Units.

Duy Minh Dang, Ph. D Thesis. Reliable Approximate Solution of Systems of Volterra. Integro- differential Equations with Time- dependent Delays.

M. Enright. Adaptive Time- Stepping for the Strong Numerical. Solution of Stochastic Differential Equations. Silvana Ilie, Kenneth R. Enright. Calibration of Multi- Period Single- Factor Gaussian Copula.

Models for CDO Pricing. Max S. Kaznady, MSc Thesis. An Efficient GPU- Based Parallel Algorithm for. Pricing Multi- Asset American Options.

Duy Minh Dang, Christina C. Christara and Kenneth R. Jackson. Pricing Multi- Asset American Options on Graphics. Processing Units Using a PDE Approach. Duy Minh Dang, Christina C.

Christara and Kenneth R. Jackson. Energy- Based Error Control Strategies Suitable for. Long MD Simulations.

Kante Easley, MSc Thesis. A PDE Pricing Framework for Cross- Currency Interest Rate Derivatives. Target Redemption Features.

Christina C. Christara, Duy Minh Dang, Kenneth R. Jackson and. Asif Lakhany. Numerical Solution of Stochastic Models of Biochemical Kinetics. Silvana Ilie, Wayne H. Enright and Kenneth R.

Jackson. A Parallel Implementation on GPUs of ADI Finite Difference Methods. Parabolic PDEs with Applications in Finance.

Duy Minh Dang, Christina C. Christara and Kenneth R. Jackson. Application of Generic Interpolants in the Investigation. Visualization of Approximate Solutions of PDEs on. Coarse Unstructured Meshes.

Hassan Goldani Moghaddam, Ph. D Thesis. GPU Pricing of Exotic Cross- Currency Interest Rate Derivatives. Foreign Exchange Volatility Skew Model. Duy Minh Dang, Christina Christara and Kenneth R. Jackson. On Computational Methods for the Valuation of Credit Derivatives. Wanhe Zhang, Ph. D. Thesis. A Survey of Modeling and Simulation of Skeletal Muscle.

Dongwoon Lee, Michael Glueck, Azam Khan, Eugene Fiume and Ken Jackson. Adaptive and high- order methods for valuing American options. Christina Christara and Duy Minh Dang. A PDE Pricing Framework for Cross- Currency Interest Rate Derivatives.

Duy Minh Dang, Christina Christara, Kenneth R. Jackson and Asif Lakhany. Pricing of Cross- Currency Interest Rate Derivatives on Graphics. Processing Units. Duy Minh Dang. ``A study of a discrete element method based granular dynamics solver''. Tina Yee, M. Sc. Christara and Guohong Liu. Option Pricing Using Fourier Space Time- Stepping Framework.

Vladimir Surkov, Ph. D. Thesis. An Efficient Unified Approach for the Numerical Solution of Delay. Differential Equations. Hossein Zivari. Piran and Wayne H. Enright. Efficient Simulation, Accurate Sensitivity Analysis and.

Reliable Parameter Estimation for Delay Differential Equations. Hossein Zivari. Piran, Ph. D. Thesis. Quadratic spline collocation for one- dimensional.

Christina C. Christara, Tong Chen and Duy Minh Dang. The Reliability/Cost Trade- off for a Class of ODE Solvers.

Analytic Dynamic Factor Copula Models. Ken Jackson, Alex Kreinin and Wanhe Zhang. New Interpolants for Asymptotically Correct Defect Control of BVODEs.

Quartic spline collocation for fourth- order boundary value problems. Christina C. Christara, Ying Zhu and Jingrui Zhang. Multigrid and Spline Collocation Methods on Non- uniform Grids''. Guoyu Wang, M. Sc. Nedialkov and Markus Neher.

Parallel Option Pricing With Fourier Space Time- Stepping Method. Graphics Processing Units.

Vladimir Surkov. Numerical Methods for the Valuation of Synthetic Collateralized Debt. Obligations, Xiaofang Ma, Ph. D. Thesis. Adaptive Finite Difference Methods for Valuing American Options. Duy Minh Dang, M. Sc. Thesis. Quartic Spline Collocation Methods For Second- Order Two- Point. Boundary Value ODE Problems. Guohong Liu, M. Sc.

Christara and Jingrui Zhang. Robust and Reliable Defect Control for Runge- Kutta Methods.

Li Yan, M. Sc. Thesis. Option Pricing with Regime Switching L. Jackson, Sebastian Jaimungal and Vladimir Surkov. Efficient Contouring of PDEs on Unstructured Meshes. H. G. Enright. Physics- Based Simulations for Fluid Mixtures. Dongwoon Lee. Valuation of Forward Starting Basket Default Swaps. Wanhe Zhang. Fourier Space Time- stepping for Option Pricing with L.

Jackson, Sebastian Jaimungal and Vladimir Surkov. Valuation of Forward Starting CDOs. Ken Jackson and Wanhe Zhang. Loss Distribution Evaluation for Synthetic CDOs. Ken Jackson, Alex Kreinin and Xiaofang Ma.

On Convergence of Numerical Methods for Pricing Convertible Bonds. Dongyi (Elena) Li, M. Sc. Thesis. An Exponential Approximation to the Hockey Stick Function.

Ian Iscoe, Ken Jackson, Alex Kreinin and Xiaofang Ma. Pricing Synthetic CDOs based on Exponential. Approximations to the Payoff Function. Ian Iscoe, Ken Jackson, Alex Kreinin and Xiaofang Ma. A Scattered Data Interpolant for the Solution of Three- Dimensional PDEs.

H. G. Enright. Robust Defect Control for RK Methods Using. Efficiently Computed Optimal- order Interpolants.

W. H. Hayes. Verifying Approximate Solutions to Differential Equations . W. H. Enright. The Parallel Solution of ABD Systems Arising in Numerical Methods for. BVPs for ODEs. Richard N. Thesis. Optimal Quadratic and Cubic Spline Collocation on Nonuniform Partitions. Christina C. Christara, and Kit Sun Ng. Adaptive Techniques for Spline Collocation.

Christina C. Christara, and Kit Sun Ng. Pricing Convertible Bonds with Dividend Protection. Credit Risk Using a Numerical PDE Approach. Qingkai Mo, M. Sc. Thesis. A Scattered Data Interpolant for the Solution. Partial Differential Equations.

H. G. Enright. Tools for the Verification of Approximate. Solutions to Differential Equations. W. H. Enright. GIA- induced secular variations in the Earth's long wavelength. Influence of 3- D viscosity variations. Konstantin Latychev, Jerry X.

Tamisiea, Jeroen Tromp. Christina C. Christara and Robert Moucha. An Efficient Algorithm Based on Quadratic Spline Collocation and. Finite Difference Methods for Parabolic Partial Differential Equations. Tong Chen, M. Sc. Thesis. Pricing Convertible Bonds using Partial Differential Equations. Lucy Xingwen Li, M.

Sc. Thesis. Neumaier's Method for the Solution of Initial Value Problems for. Stiff Ordinary Differential Equations. Annie Hsiao Chen Yuk, M. Sc. Thesis. On Taylor Model Based Integration of ODEs. M. Nedialkov. Glacial isostatic adjustment on 3- D Earth models: a finite- volume formulation. Konstantin Latychev, Jerry X.

Mitrovica, Jeroen Tromp, Mark E. Tamisiea. Dimitri Komatitsch, and Christina C. Christara. Spline Collocation on Adaptive Grids and Non- Rectangular Domains. Kit Sun Ng, Ph. D. Thesis. Multigrid and Cubic Spline Collocation Methods for Advection Equations. Zheng Zeng, M. Sc. Thesis. DDVERK9. 0: A User- Friendly Implementation of an Effective DDE Solver.

Hossein Zivaripiran, M. Sc. Thesis. Software for Ordinary and Delay Differential Equations.

Accurate Approximate Solutions are not Enough. W. H. Enright. Method of Lines Solutions of Boussinesq Equations. S. Ouellet. Exact Solutions and Conservation Laws for Generalized Quintic. Regularized Long Wave Equations. S. Gottlieb. On the use of `arc length' and `defect' for mesh selection for differential equations. W. H. Enright. An Agent- Based Simulation of Double- Auction Markets. Ted Xiao Guo, M. Sc.

Thesis. Efficient Contouring on Unstructured Meshes. Hassan Goldani Moghaddam, M. Sc. Thesis. Exact Solutions of Extended Boussinesq Equations.