Results 271 to 280 of about 303,092 (316)

Deriving derivatives of derivative securities

The Journal of Computational Finance, 2000
We use various techniques to simplify the derivations of "greeks" of path-independent claims in the Black-Merton-Scholes model. We first interpret delta, gamma, speed, and other higher order spatial derivatives of these claims as the values of certain quantoed contingent claims.
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Derived Varieties and Derived Equational Theories

International Journal of Algebra and Computation, 1998
This paper describes a derivation process for varieties and equational theories using the theory of hypersubstitutions and M-hyperidentities. A hypersubstitution σ of type τ is a map which takes each n-ary operation symbol of the type to an n-ary term of this type.
Denecke, Klaus-Dieter, Koppitz, Jörg, Marszalek, R.   +2 more
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NORMAL DERIVATIONS AND SEQUENT DERIVATIONS

Journal of Philosophical Logic, 2008
Normal proofs in natural deduction systems for intuitionistic logic roughly correspond to cut-free sequent derivations. This article elaborates on this correspondence. First, a system \(\mathcal{N}\) for natural deductions and a system \(\mathcal{S}\) for sequent derivations are introduced.
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On derivability

Journal of Symbolic Logic, 1937
1. The notion of derivability. Italic capitals, with or without subscripts, will be used as variables. They are to take as values some manner of elements which may for the present be left undetermined. Now let us consider abstractly the notion of the derivability of an element X from one or more specified elements by a series of steps of a specified ...
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Derived Equivalences As Derived Functors

Journal of the London Mathematical Society, 1991
In [J. Lond. Math. Soc., II. Ser. 39, No.3, 436-456 (1989; Zbl 0642.16034)], we proved that two algebras \(\Lambda\) and \(\Gamma\) are ``derived equivalent'', meaning that the derived category of modules for \(\Lambda\) is equivalent to that for \(\Gamma\), precisely when \(\Gamma\) is isomorphic to the endomorphism ring of what we called a ``tilting ...
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Generalized Derivatives

Fundamenta Informaticae, 1993
The customary language-theoretic derivative of a word u with respect to a word v means the deletion of v from the beginning or end of u. We investigate the natural generalization, where v can be deleted from an arbitrary position in u. Apart from general closure and decidability properties, we pay special attention to regular languages, obtaining an ...
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Derivatives and Derivative Markets

2006
In this chapter we introduce readers to the nuts and bolts of derivatives. The objective is, however, different from that found in an introductory finance textbook. There are now many good texts on derivatives, explaining how they are priced and strategies for trading them. There is no point in repeating that content. Rather, this chapter seeks to show
Dick Bryan, Michael Rafferty
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Values and Derivatives

Mathematics of Operations Research, 1980
The diagonal formula in the theory of nonatomic games expresses the idea that the Shapley value of each infinitesimal player is his marginal contribution to the worth of a “perfect sample” of the population of all players, when averaged over all possible sample sizes.
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Constraints on Derivations

Grammars, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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DERIVATIONS ON MORITA RINGS AND GENERALIZED DERIVATIONS

Journal of Algebra and Its Applications, 2011
In this note, derivations on Morita rings (generalized matrix rings) are introduced and generalized derivations on rings are proved to be Morita invariant without involvement of any homology theory.
Al-Nofayee, S., Nauman, S. K.
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