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Polynomials --- Polynômes. --- Functions of complex variables --- Fonctions d'une variable complexe --- zeros des polynomes --- zeros des polynomes

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This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms. This makes it possible to consider yield curves not only for a limited interval of term values, but also for the entire positive semiaxis of terms. The main focus is the comparative analysis of yield curves and forward curves and the analytical study of their features. Generalizations of yield term structures are studied where the dimension of the state space of the financial market is increased. In cases where the analytical approach is too cumbersome, or impossible, numerical techniques are used. This book will be of interest to financial analysts, financial market researchers, graduate students and PhD students.

Zero coupon securities. --- Bonds, Zero coupon --- Liquid yield option notes --- Zero coupon bonds --- Zeros (Securities) --- Securities --- Finance. --- Mathematics. --- Econometrics. --- Quantitative Finance. --- Game Theory, Economics, Social and Behav. Sciences. --- Economics, Mathematical --- Statistics --- Math --- Science --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Game theory. --- Games, Theory of --- Theory of games --- Mathematical models --- Mathematics --- Mathematical economics --- Econometrics --- Methodology

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"The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing almost exclusively on interest rates and coupon bonds, this book does not employ stochastic calculus - the bedrock of the present day mathematical finance - for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing the forward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author's previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry"--Provided by publisher.

Finance --- Interest rates --- Zero coupon securities --- 305.91 --- 333.605 --- 333.642 --- AA / International- internationaal --- Bonds, Zero coupon --- Liquid yield option notes --- Zero coupon bonds --- Zeros (Securities) --- Securities --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Funding --- Funds --- Economics --- Currency question --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Nieuwe financiële instrumenten --- Termijn. Financial futures --- Interest rates. --- Zero coupon securities. --- Finance.

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This volume was conceived as a Special Issue of the MDPI journal Mathematics to illustrate and show relevant applications of differential equations in different fields, coherently with the latest trends in applied mathematics research. All the articles that were submitted for publication are valuable, interesting, and original. The readers will certainly appreciate the heterogeneity of the 10 papers included in this book and will discover how helpful all the kinds of differential equations are in a wide range of disciplines. We are confident that this book will be inspirational for young scholars as well.

q-Hermite polynomials --- zeros of q-Hermite polynomials --- differential equation --- splitted separation --- Lie symmetries --- gauss hypergeometric functions --- initial value problem --- Kepler-type orbits --- Runge–Kutta --- differential evolution --- dynamical systems --- stability --- economics --- relationships --- networks --- oscillatory problems --- SEIR ODE model --- COVID-19 transmission --- convalescent plasma transfusion (CPT) --- degeneracy --- elliptic PDE --- ladder operator --- commuting operator --- eigenvalues --- mixing process --- simultaneous differential equations --- variable production rate --- simulated annealing --- financial markets --- investment style --- border collision bifurcation --- fundamental analysis --- technical analysis --- market maker --- differential equations with discontinuous right-hand sides --- Hopfield artificial neural networks --- n/a --- Runge-Kutta

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Polynomial and its applications are well known for their proven properties and excellent applicability in interdisciplinary fields of science. Until now, research on polynomial and its applications has been done in mathematics, applied mathematics, and sciences. This book is based on recent results in all areas related to polynomial and its applications. This book provides an overview of the current research in the field of polynomials and its applications. The following papers have been published in this volume: ‘A Parametric Kind of the Degenerate Fubini Numbers and Polynomials’; ‘On 2-Variables Konhauser Matrix Polynomials and Their Fractional Integrals’; ‘Fractional Supersymmetric Hermite Polynomials’; ‘Rational Approximation for Solving an Implicitly Given Colebrook Flow Friction Equation’; ‘Iterating the Sum of Möbius Divisor Function and Euler Totient Function’; ‘Differential Equations Arising from the Generating Function of the (r, β)-Bell Polynomials and Distribution of Zeros of Equations’; ‘Truncated Fubini Polynomials’; ‘On Positive Quadratic Hyponormality of a Unilateral Weighted Shift with Recursively Generated by Five Weights’; ‘Ground State Solutions for Fractional Choquard Equations with Potential Vanishing at Infinity’; ‘Some Identities on Degenerate Bernstein and Degenerate Euler Polynomials’; ‘Some Identities Involving Hermite Kampé de Fériet Polynomials Arising from Differential Equations and Location of Their Zeros.’

Research & information: general --- Mathematics & science --- differential equations, heat equation --- Hermite Kampé de Fériet polynomials --- Hermite polynomials --- generating functions --- degenerate Bernstein polynomials --- degenerate Bernstein operators --- degenerate Euler polynomials --- variational methods --- fractional Choquard equation --- ground state solution --- vanishing potential --- positively quadratically hyponormal --- quadratically hyponormal --- unilateral weighted shift --- recursively generated --- Fubini polynomials --- Euler polynomials --- Bernoulli polynomials --- truncated exponential polynomials --- Stirling numbers of the second kind --- differential equations --- Bell polynomials --- r-Bell polynomials --- (r, β)-Bell polynomials --- zeros --- Möbius function --- divisor functions --- Euler totient function --- hydraulic resistance --- pipe flow friction --- Colebrook equation --- Colebrook–White experiment --- floating-point computations --- approximations --- Padé polynomials --- symbolic regression --- orthogonal polynomials --- difference-differential operator --- supersymmetry --- Konhauser matrix polynomial --- generating matrix function --- integral representation --- fractional integral --- degenerate Fubini polynomials --- Stirling numbers --- differential equations, heat equation --- Hermite Kampé de Fériet polynomials --- Hermite polynomials --- generating functions --- degenerate Bernstein polynomials --- degenerate Bernstein operators --- degenerate Euler polynomials --- variational methods --- fractional Choquard equation --- ground state solution --- vanishing potential --- positively quadratically hyponormal --- quadratically hyponormal --- unilateral weighted shift --- recursively generated --- Fubini polynomials --- Euler polynomials --- Bernoulli polynomials --- truncated exponential polynomials --- Stirling numbers of the second kind --- differential equations --- Bell polynomials --- r-Bell polynomials --- (r, β)-Bell polynomials --- zeros --- Möbius function --- divisor functions --- Euler totient function --- hydraulic resistance --- pipe flow friction --- Colebrook equation --- Colebrook–White experiment --- floating-point computations --- approximations --- Padé polynomials --- symbolic regression --- orthogonal polynomials --- difference-differential operator --- supersymmetry --- Konhauser matrix polynomial --- generating matrix function --- integral representation --- fractional integral --- degenerate Fubini polynomials --- Stirling numbers