NA Digest, V. 07, # 04
From: v**[email protected]
Date: Tue, 16 Jan 2007 16:40:22 -0500
Subject: New Book: Optimization Methods in Finance
Optimization Methods in Finance
Gerard Cornuejols, Carnegie Mellon University, Pennsylvania
Reha Tutuncu, Quantitative Resources Group, Goldman Sachs Asset Management,
New York
Optimization models play an increasingly important role in financial
decisions. This is the first textbook that shows how recent advances in
optimization models, methods and software can
贡献一把,
讲 Numerical method 简单的, 值得买的,虽然网上都有。
Finite Difference
《Numerical Solution of Partial Differential Equations: An Introduction》 by
Morton and Mayer
Finite Volume
《Finite Volume Methods for Hyperbolic Problems》 by LeVeque
Finite Element
《The Finite Element Method: Linear Static and Dynamic Finite Element
Analysis》 By Hughes
Numerical analysis 侧重不一样,要不少基础课,估计你用不着,就不列了。
看《Numerical Recipes》不如看什么《intro to scientific computing》
I think "implied vol of the barrier option" is the vol you will use when you
apply the vanna-volga method, if you mean something else, then it's going
to be a different story.
you'd better know what you are talking about first. you said
"My question is: it looks like V-V method is just adding an adjustment
to the BS price, then what is the implied vol of the option then? "
what is "the option" ? also, you said,
"in the introduction it says the vanna volga method is to hedge out the
Black Scholes... 阅读全帖
a well-built logistic regression can have error rate as low as any other
popular methods, if not lower. I once compared Neural Netowrk vs. logistic
regression on different scenarios, as well built logistic regression standed
out on error rate both in training sample and validation sample
try some boosting methods, too. If your data is not very noisy, boosting
helps to overcome nonlinearity not handled by your primary model.
for very high dimensional data, methods such as Boltzmann Machines and B
You may have read my post about EQUAL, the magic tire balance solution
(dynamic and lifetime). Although the recommended installation methods from
the manufacturer (IMI) are simple, they may not be accessible to do for a
small amount of money.
The first method is to drop the bag of EQUAL directly into the tire when
mounting it. The bag is made from fragile paper and will break out after a
few miles of drive. However, you will need to pay someone to mount the tire,
or at least have a piece of junk
template is like a trigger, which package several abstract methods.
Different sub-class could have different implementation. And our cute
trigger will launch all those methods.
Strategy is pretty strightforward, get the algorithm based on the context.
Here I only discuss the pure softmod methods, which means without opening the
xbox and voiding the warranty.
Kernal 5713: (Dashboard is not downgradable)
Game save hack + signning with Habibi key
Kernel 5530 (PBL will not be loaded)
1. Game save hack + signning with Habibi key
After downgrade to 4920 Dashboard:
2. Font hack + signning with Font key.
3. Audio hack + signning with Habibi key.
Kernal 5101 and older (You can do any softmod methods)
1. Game save hack + signning with Habibi key
2. Gam
Stephen Miller, The Suzuki Method He Imported Keyed a Music Revolution. Wall
Street Journal, Jan 14, 2011 (Remembrances: John Kendall 1917-2011). http://online.wsj.com/article/SB1000142405274
8704637704576082283677493472.html
("Key to the Suzuki method was the insight that children can learn music as
they do language—by listening and trying to repeat what they hear, with
lots of parental encouragement")
Note:
(a) Shinichi SUZUKI 鈴木 鎮一 http://en.wikipedia.org/wiki/Shinichi_Suzuki_(violinist)
(b)... 阅读全帖
Hi,
Anybody know any good software or input method for people from taiwan used to
Zhuyin input method to be able to input simplified chinese by some type of
conversion software?
Thanks,
Please reply to my mailbox.
Peter
下载了一个perl script,作留言薄用。
但试用的时候出现如下信息
“Method Not Allowed
The requested method POST is not allowed for the URL /~myang/guest/guest.pl.
“
用的是apache 1.3.27
请问大侠们,该如何解决?
没读过。这两年好像多了好多这类书。当年我们用的是Clarke那本Model Checking。
书薄,缺乏足够的直观描述。用来参考的Logic in Computer Science: Modelling and
Reasoning about Systems还不错,适合入门。后来用的Principles of Program
Analysis和Verification of Reactive Systems: Formal Methods and Algorithms
也写得挺好,不过有点深。Formal Methods就就是应用逻辑+应用抽象代数,覆盖
面挺广。别人喜欢的参考资料未必适合你。不如自己到图书馆多看看,找到自己喜欢的。
Computerized Medical Imaging and Graphics (CMIG)
Special Issue on Computational Methods and Clinical Applications for Spine
Imaging
Call for Papers
Guest editors:
Jianhua Yao (National Institutes of Health)
Email: j**[email protected] http://www.cc.nih.gov/drd/staff/jianhua_yao.html
Tobias Klinder (Philips Research)
Email: t************[email protected]
Aly A. Farag (University of Louisville)
Email: a*******[email protected]
Webpage: http://www.cvip.uofl.edu
Shuo Li (GE Healthcare & University of Western ... 阅读全帖
【 以下文字转载自 Programming 讨论区 】
发信人: meilefu (好好挣钱), 信区: Programming
标 题: An error when calling COM method in Javascript
发信站: BBS 未名空间站 (Tue Jan 30 11:26:18 2007)
I am trying to call a COM method in Javascript
It works fine is IE6, but not in IE 7 and mozilla..
Code is like this
In asp file, I loaded the ActiveX object
VIEWASTEXT>
I want to pass component attributes from JSF page to a managed bean method
so that the method can return a value back to JSF page. But I found I can't
pass different attributes.
My problem is also described in the following post: http://forum.java.sun.com/thread.jspa?threadID=759750&messageID=4340566
But I didn't get the solution from that post.
Anyone can help?
Thanks,
Hi, magicfat , thank you. Many suggest to take "synchronized" out. My
Servlet has no any instance or static variable. Could I assume the un-
synchronized method is still thread safe? And this high CPU usage is normal
case for un-synchronized method?
My understanding is, when an object monitor is being used,
the access to that object is exclusive. So it is locked,
unless you have other methods that's not protected by this
synchronized()l
1, Find out why the synchronized methods need to access class level members.
2, If they do it in order to share data across threads, then you will need
some synchronization. You can either centralize the synchronized blocks or
externalize the data and make the data threadsafe.
3, If they do it in order to share data between different methods for one
thread, then use ThreadLocal.
Hi,
I want to use nodeFromID method in MS XmlDOM.
How should I define the xml schema? And how should I call this method.
I appreciate it if somebody can provide me some source code. Thanks
我的理解是:they sold 50%of the stock on July 1st in year 2, so lost
significant influence over the sub, and they quit equity methode by that
time. So the equity method was only applied for half of year 2's income from
Polk. The last part of the calculation is to evaluate the balance of the
investment account, so that they can calculate gain on sale.
hope that helps!
Laser-capture microdissection and pressure catapulting for the analysis of
gene expression in the renal glomerulus.
Methods Mol Biol. 2010;611:29-40.
Laser capture microdissection of kidney tissue.
Methods Mol Biol. 2009;466:73-82.
A rapid screening method for lipid-accumulating yeast using a replica-
printing technique
Journal of Microbiological Methods
Volume 4, Issues 3-4, November 1985, Pages 203-210
My email is m******[email protected]
Thank you so much for your time and attnetion!
谁有这本书的电子版呀?能不能发给我呀?有包子答谢!谢谢大家了!
Experimental Innovations in Surface Science: A Guide to Practical Laboratory
Methods
and Instruments
Experimental Innovations in Surface Science: A Guide to Practical Laboratory
Methods
and Instruments
John T. Yates
ISBN 10: 0387983325 / 0-387-98332-5
ISBN 13: 9780387983325
Publisher: Springer Verlag
Publication Date: 1997
Binding: Hardcover
Amazon上面已经炒成天价了 http://www.amazon.com/Experimental-Innovations-Surface-Science-
Instruments/dp/0387983325
顺便问一下,一个包子就是10伪币吧?