abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

abstract al- muntazam by ibn al -jawzi is one of the greatest the book ancient book of texts on history of islam in the 6th century.it is very important one;because of including rare reports which are not found any where.in addition to historical reports,his outlook , in which embodies information on mythologies, milal wa nihal (sects and creeds), geography, and political, social and religiou...

the effect of learning strategies on the speaking ability of iranian students in the context of language institutes abstract language learning strategies are of the most important factors that help language learners to learn a foreign language and how they can deal with the four language skills specifically speaking skill effectively. acknowledging the great impact of learning strategies...

in this investigation the effect of external field on the electron density of nanostructures of cds, cdse, cdte, gaas and polymeric structure of three, four, five and six units of cds as a kind of nanosolar cells has been studied theoretically. as modeling this system in nanodimension, molecular structures has used. specific properties of molecular structures permit us to consider different sym...

abstract u.s. attack to afghanistan after 9/11 provided opportunities for us who tried to become the dominant power after collapse of ussr and bipolar world. thinkers like fukuyama believed american liberal democrats thought would be universally accepted without resistances. liberal democracy is the best and final model of governance; in this regard, united state has moral responsibilities for...

writing as a productive skill requires practice in the basic sub-skills of vocabulary and grammar. in fact, grammar has been viewed as the core of programs in writing classes to help the students put the elements of sentence together and combine sentences of specific lengths to come up with an error-free work of art. conceptualizing l2 writing in this way introduces writing as a product and enc...

abstract: one of the most visited & important spaces in different countries by tourist are urban areas. the old tehran which major part is located in district 12 is historical showcase of the capital, but, its hiidden cultural attraction is not used as it should be. this thesis occasionally engage in studying the efficacy of correct installation of travel guide boards in welfare & easily acc...

this thesis basically deals with the well-known notion of the bear-invariant of groups, which is the generalization of the schur multiplier of groups. in chapter two, section 2.1, we present an explicit formula for the bear-invariant of a direct product of cyclic groups with respect to nc, c>1. also in section 2.2, we caculate the baer-invatiant of a nilpotent product of cyclic groups wuth resp...

in this research the focus of the researcher is on the influence of american myths that have long been held and offered by the american culture and ideologies. sam shepard is conceived to be one of the greatest playwrights of the contemporary american theater. in his works he depicts broken characters who are struggling to keep up with the national expectations but are ceaselessly borne back to...