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7997 results in Fluid dynamics and solid mechanics

Page 33 of 400

  • AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS

  • Part of
  • JOANNA GOARD
  • Journal:
    The ANZIAM Journal / Volume 64 / Issue 2 / April 2022
    Published online by Cambridge University Press:
    20 June 2022, pp. 135-148

  • This paper looks at adapting the method of Medvedev and Scaillet for pricing short-term American options to evaluate short-term convertible bonds. However unlike their method, we provide explicit formulae for the coefficients of our series solution. This means that we do not need to solve complicated recursive systems, and can efficiently provide fast solutions. We also compare the method with numerical solutions, and find that it performs extremely well, giving accurate bond prices as well as accurate optimal conversion prices.

Wildland Fire Dynamics
  • Edited by Kevin Speer, Scott Goodrick
  • Published online:
    16 June 2022
    Print publication:
    30 June 2022
  • Wildland fires are among the most complicated environmental phenomena to model. Fire behavior models are commonly used to predict the direction and rate of spread of wildland fires based on fire history, fuel, and environmental conditions; however, more sophisticated computational fluid dynamic models are now being developed. This quantitative analysis of fire as a fluid dynamic phenomenon embedded in a highly turbulent flow is beginning to reveal the combined interactions of the vegetative structure, combustion-driven convective effects, and atmospheric boundary layer processes. This book provides an overview of the developments in modeling wildland fire dynamics and the key dynamical processes involved. Mathematical and dynamical principles are presented, and the complex phenomena that arise in wildland fire are discussed. Providing a state-of-the-art survey, it is a useful reference for scientists, researchers, and graduate students interested in wildland fire behavior from a broad range of fields.

  • 1 - Basic notions

  • from Part I - Attractors for the Semigroups of Operators: An Abstract Framework
  • Olga A. Ladyzhenskaya
  • Foreword by Gregory A. Seregin, Varga K. Kalantarov, Koç University, Istanbul, Sergey V. Zelik, University of Surrey
  • Book:
    Attractors for Semigroups and Evolution Equations
    Published online:
    19 May 2022
    Print publication:
    09 June 2022, pp 3-5
    • Chapter
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  • ANZ VOLUME 64 ISSUE 1 COVER AND FRONT MATTER

  • Journal:
    The ANZIAM Journal / Volume 64 / Issue 1 / January 2022
    Published online by Cambridge University Press:
    27 May 2022, pp. f1-f2
    • Article
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Page 33 of 400