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When the worst happens, what is a grieving horse owner to do? What are the options for dealing with the remains of a horse that has died? It's difficult even to consider the possibility, but it's essential and helpful to consider possible plans before such a crisis occurs. This handy little book presents four legitimate and practical alternatives for handling this difficult situation.
Preferential trading arrangements (PTAs) are currently proliferating, but existing economics literature provides little practical guidance for trade negotiators and analysts grappling with complex technical problems in negotiating PTAs. In this Australia-China focussed study, a group of trade economists and international trade law experts draw on both theory and recent evaluations of several major PTAs to discuss the constraints to achieving meaningful liberalisation in PTAs and key practical problems facing negotiators trying to achieve the best outcomes within given political economy constraints, such as choice of rules of origin and dispute settlement procedures. The Australia-China FTA, currently under negotiation, is used as an illustrative case study to provide concrete insights into the roots of political conflicts and the pros and cons of alternative formulations and approaches. This book would appeal to both academic analysts and those involved in negotiating international trade agreements.
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where the Fichera theory requires the pricing equation at degenerate boundary points, and what modifications of it lead to acceptable tangential boundary conditions at non-degenerate points on computational boundaries when no financial data are available.Extensive numerical simulations are carried out with the method of lines to examine the influence of the finite computational domain and of the chosen boundary conditions on option and bond prices in one and two dimensions, reflecting multiple assets, stochastic volatility, jump diffusion and uncertain parameters. Special emphasis is given to early exercise boundaries, prices and their derivatives near expiration. Detailed graphs and tables are included which may serve as benchmark data for solutions found with competing numerical methods.
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