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Introduction to Stochastic Calculus for Finance: A New Didactic Approach
Dieter Sondermann
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Institución detectada | Año de publicación | Navegá | Descargá | Solicitá |
---|---|---|---|---|
No detectada | 2006 | SpringerLink |
Información
Tipo de recurso:
libros
ISBN impreso
978-3-540-34836-8
ISBN electrónico
978-3-540-34837-5
Editor responsable
Springer Nature
País de edición
Reino Unido
Fecha de publicación
2006
Información sobre derechos de publicación
© Springer-Verlag Berlin Heidelberg 2006
Cobertura temática
Tabla de contenidos
Introduction
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 1-2
Preliminaries
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 3-14
Introduction to Itô-Calculus
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 15-53
The Girsanov Transformation
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 55-65
Application to Financial Economics
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 67-94
Term Structure Models
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 95-112
Why Do We Need Itô-Calculus in Finance?
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 113-124
Appendix: Itô Calculus Without Probabilities
Dieter Sondermann
Particle characterization, i.e., description of primary properties of food powders in a particulate system, underlies all work in particle technology. Primary particle properties such as particle shape and particle density, together with the primary properties of a fluid (viscosity and density), and also the concentration and state of dispersion, govern secondary properties such as settling velocity of particles, rehydration rate of powders, resistance of filter cakes, etc. It could be argued that it is simpler, and more reliable, to measure the secondary properties directly without reference to primary properties. Direct measurement of secondary properties can be carried out in practice, but the ultimate aim is to predict secondary properties based on primary properties, as when determining pipe resistance to flow from known relationships, feeding in data from primary properties of a given liquid (viscosity and density), as well as properties of a pipeline (roughness). Since many relationships in powder technology are complex and often are not yet available in many areas, particle properties are mainly used for qualitative assessment of the behavior of suspensions and powders, for example, as an equipment selection guide. Since a powder is considered to be a dispersed two-phase system consisting of a dispersed phase of solid particles of different sizes and a gas as the continuous phase, complete characterization of powdered materials is dependent on the properties of a particle as an individual entity, the properties of the assembly of particles, and the interactions between those assemblies and a fluid.
Pp. 125-133