the main purpose of this article is to present an approximate solution for the two-dimensional nonlinear volterra integral equations using legendre orthogonal polynomials. first, the two-dimensional shifted legendre orthogonal polynomials are defined and the properties of these polynomials are presented. the operational matrix of integration and the product operational matrix are introduced. th...

This book was inadvertently published with few errors. has now been amended in respective chapters.

When pricing OTC contracts in the presence of additional risk factors and costs, such as credit funding collateral starting “clean price” is modified additively by valuation adjustments (XVAs) that account for each factor or cost isolation, while seemingly ignoring combined effects. Instead, costs can be jointly accounted ab initio mechanism at level cash flows, this “adjusted flow" approach le...

capital asset pricing model (capm) has been among the common models to estimate expected returns rate. since the linearity assumption is considered in the standard version of the capital asset pricing model, estimating beta in nonlinear setting will be inconsistent and bias-oriented. therefore, this study tries to evaluate predictive power of nonlinear capital asset pricing model as well as sta...