Andreas Kyprianou's Books

Lévy Matters II

Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions

By: Serge Cohen,Alexey Kuznetsov,Andreas E. Kyprianou,Victor Rivero

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Lévy Matters II

Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions

By: Serge Cohen,Alexey Kuznetsov,Andreas E. Kyprianou,Victor Rivero

This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The expository articles in this second volume cover two important topics in the area of Lévy processes. The first article by Serge Cohen reviews the most important findings on fractional Lévy fields to date in a self-contained piece, offering a theoretical introduction as well as possible applications and simulation techniques. The second article, by Alexey Kuznetsov, Andreas E. Kyprianou, and Victor Rivero, presents an up to date account of the theory and application of scale functions for spectrally negative Lévy processes, including an extensive numerical overview.

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200

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Springer

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ISBN 10

3642314074

ISBN 13

9783642314070

Stable Lévy Processes via Lamperti-Type Representations

By: Andreas E. Kyprianou,Juan Carlos Pardo

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Stable Lévy Processes via Lamperti-Type Representations

By: Andreas E. Kyprianou,Juan Carlos Pardo

Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type representation as the space-time path transformation of so-called Markov additive processes (MAPs). This completely new mathematical treatment takes advantage of the fact that the underlying MAP for stable processes can be explicitly described in one dimension and semi-explicitly described in higher dimensions, and uses this approach to catalogue a large number of explicit results describing the path fluctuations of stable Lévy processes in one and higher dimensions. Written for graduate students and researchers in the field, this book systemically establishes many classical results as well as presenting many recent results appearing in the last decade, including previously unpublished material. Topics explored include first hitting laws for a variety of sets, path conditionings, law-preserving path transformations, the distribution of extremal points, growth envelopes and winding behaviour.

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486

Publisher

Cambridge University Press

Published Date

ISBN 10

1108572162

ISBN 13

9781108572163

Introductory Lectures on Fluctuations of Lévy Processes with Applications

By: Andreas E. Kyprianou

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Introductory Lectures on Fluctuations of Lévy Processes with Applications

By: Andreas E. Kyprianou

This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.

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382

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Springer Science & Business Media

Published Date

ISBN 10

3540313435

ISBN 13

9783540313434

Stochastic Neutron Transport

And Non-Local Branching Markov Processes

By: Emma Horton,Andreas E. Kyprianou

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Stochastic Neutron Transport

And Non-Local Branching Markov Processes

By: Emma Horton,Andreas E. Kyprianou

This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked relationship, the authors provide readers an entry point into several active areas, particularly applications related to general radiation transport. Cutting-edge research published in recent years is collected here for convenient reference. Organized into two parts, the first offers a modern perspective on the relationship between the neutron branching process (NBP) and the neutron transport equation (NTE), as well as some of the core results concerning the growth and spread of mass of the NBP. The second part generalizes some of the theory put forward in the first, offering proofs in a broader context in order to show why NBPs are as malleable as they appear to be. Stochastic Neutron Transport will be a valuable resource for probabilists, and may also be of interest to numerical analysts and engineers in the field of nuclear research.

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278

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Springer Nature

Published Date

ISBN 10

3031395468

ISBN 13

9783031395468

CYPRUS, PERMANENT DEPRIVATION OF FREEDOM

By: Andreas Sofroniou

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CYPRUS, PERMANENT DEPRIVATION OF FREEDOM

By: Andreas Sofroniou

CYPRUS, DEPRIVATION OF FREEDOM The geographical position of the island of Cyprus never allowed her to be free, nor will it ever be self-governed under the present European Union's approach to the island's political situation and its people's financial problems. Cyprus has always been strategically important for the various tyrannical old Empires; hence the reason why Cyprus was colonized for more than two and a half thousand years. A Mycenaean colony in the 14th century BC, it was ruled successively by the Assyrian, Persian, Roman, and Byzantine empires. Richard I of England conquered it in 1191 and sold it to the French Crusader Guy de Lusignan under whom it became a feudal monarchy. An important base for the Crusades, it eventually came under the control of Italian trading states, until in 1571 it fell to the Ottoman Empire. It remained part of the Ottoman Empire until 1879, when it was placed under British administration. It was formally annexed by Britain in 1914 and in 1925 declared a crown colony

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Lulu.com

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ISBN 10

1291508333

ISBN 13

9781291508338

Nationalism, Militarism and Masculinity in Post-Conflict Cyprus

By: Stratis Andreas Efthymiou

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Nationalism, Militarism and Masculinity in Post-Conflict Cyprus

By: Stratis Andreas Efthymiou

This book uses empirical research to introduce the relationship between nationalism, militarism and masculinity. The co-constitution between these three factors is susceptible to change and hinders reconciliation, according to the author. Drawing on the case of Cyprus, a country in conflict with Turkey, Efthymiou reveals how nationalism, militarism and masculinity were constructed after the war, and re-adapted following the opening of internal borders and European Union accession. Nationalism, Militarism and Masculinity in Post-Conflict Cyprus draws on rich field-research, with soldiers and officers in army barracks, politicians such as former President of Republic of Cyprus Glafkos Clerides, leaders of radical far-right movements and the Greek Cypriot public. The book offers invaluable insight into the application of nationalism, militarism and masculinity in governmental policy including by the Cyprus Defence Ministry, and will be of interest to students and scholars in sociology, gender studies, peace studies, security studies, politics and international relations, as well as governments and NGOs.

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267

Publisher

Springer

Published Date

ISBN 10

3030147029

ISBN 13

9783030147020

America, Britain and the Cyprus Crisis of 1974: Calculated Conspiracy or Foreign Policy Failure?

By: Dr. Andreas Constandinos

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America, Britain and the Cyprus Crisis of 1974: Calculated Conspiracy or Foreign Policy Failure?

By: Dr. Andreas Constandinos

America, Britain and the Cyprus Crisis of 1974 examines recently released and declassified British and American government documents, in order to scrutinize the roles played by both of these countries during the Cyprus crisis of 1974. It evaluates British and American aims towards Cyprus, analysing in particular the roles played by British Foreign Secretary James Callaghan and US Secretary of State Dr. Henry Kissinger, and their respective relationships with the Cypriot, Greek and Turkish governments. Also, the book considers Whitehall and Washington's responses to the Greek military coup, the Turkish invasion, the two Geneva conferences on Cyprus and the second, consolidatory, phase of the Turkish invasion. Ultimately, the book seeks to ascertain whether there exists any credible evidence to support the belief that Britain and/or America were complicit in the coup against President Makarios as well as whether they colluded with Ankara in her subsequent partition of the island.

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434

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AuthorHouse

Published Date

ISBN 10

1467887072

ISBN 13

9781467887076

My Party is my Country

By: Andreas Polydorou

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My Party is my Country

By: Andreas Polydorou

Politics in Cyprus during the Seventies and early eighties. This is an "Accuse" against many of the Cypriot Politicians who showed more interest in their parties or individual careers then in the solution of the Cyprus Problem.

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314

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Lulu.com

Published Date

ISBN 10

1291671242

ISBN 13

9781291671247

Greece, Turkey, NATO and the Cyprus Issue 1973–1988

Enemies Allied

By: Andreas Stergiou

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Greece, Turkey, NATO and the Cyprus Issue 1973–1988

Enemies Allied

By: Andreas Stergiou

The volume examines one of the most sensitive issues in the contemporary diplomatic history of the eastern Mediterranean, namely, the nexus between Greece, Turkey, the Cyprus problem and NATO in the crucial period between 1973 and 1988. Beginning with the emergence of the Aegean dispute in 1973 and ending with the most comprehensive attempt to date to solve the Greek–Turkish conflict in the wake of the Davos rapprochement process in 1988. The analysis in this book goes back to developments that occurred in the first half of the 20th century.

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110

Publisher

Taylor & Francis

Published Date

ISBN 10

1040006051

ISBN 13

9781040006054

The End of Territoriality?

The Impact of ECJ Rulings on British, German and French Social Policy

By: Andreas J. Obermaier

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The End of Territoriality?

The Impact of ECJ Rulings on British, German and French Social Policy

By: Andreas J. Obermaier

Through analyzing the implementation of a series of European Court of Justice rulings in the key member states of Germany, France and the UK, The End of Territoriality brings the high impact issue of policy changes to the foreground. The time sequencing of such changes is traced and scrutinized through a detailed investigation by Obermaier, followed by a comprehensive illustration on the full impact the policy amendments have had on the welfare states. By drawing extensively on original sources and new material, this volume will be of key interest to those studying and working within social policy, welfare, political sociology, and European law.

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244

Publisher

Routledge

Published Date

ISBN 10

1317034082

ISBN 13

9781317034087

The European Union Explained

Institutions, Actors, Global Impact

By: Andreas Staab

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The European Union Explained

Institutions, Actors, Global Impact

By: Andreas Staab

The European Union Explained provides a concise overview of the structure, history, and policies of the European Union. Anyone who needs a quick and accessible introduction to the EU -- including scholars and professionals in government, business, media, or the nonprofit sector -- will find this volume a valuable tool. Ideal for advanced high school and college text use, it is also useful background reading for those planning overseas study, work, or research. Drawing on many years of teaching and consulting, Andreas Staab offers basic terms and interpretive frameworks for understanding the evolution of the EU; the overall structure, purpose, and mandate of its main constituent divisions; and key policy areas, such as market unification.

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193

Publisher

Indiana University Press

Published Date

ISBN 10

0253002648

ISBN 13

9780253002648

Vibro-Acoustic Sources in Lightweight Buildings

By: Andreas Mayr

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Vibro-Acoustic Sources in Lightweight Buildings

By: Andreas Mayr

The work reported in this thesis addresses the problem of structure-borne sound transmission in buildings. Vibrating sources, such as services plant and domestic appliances, transmit vibro-acoustic power, causing noise complaints by occupants in rooms removed from the source room. There is not yet an accepted practical method of predicting the installed power into floors or supporting walls, and thence the resultant sound pressure in rooms. This study concentrates on the prediction of the installed power from mechanical installations in lightweight buildings composed of framed and ribbed plates. To identify the characteristics of such receiver elements, a field survey has been undertaken, which involved measurement of the point and transfer mobilities of common wall and floor structures. It is shown that the range of measured values of receiver point mobility is surprisingly small and that the constructions investigated often displayed thin plate-like characteristics, with relatively small spatial variations in point mobility. These field measurements give support to the notion of averaging over contacts. This single equivalent receiver mobility has been assembled both from measured data and from the approximate method and then used in combination with single equivalent source data, to yield an approximate prediction of the installed power. The agreement obtained between the exact and approximate values allowed consideration of a practical implementation of the approximate prediction method, based on a reception plate method which yields the activity and mobility of the tested machine as single equivalent values.

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321

Publisher

Logos Verlag Berlin GmbH

Published Date

ISBN 10

3832526986

ISBN 13

9783832526986

Cyprus

By: Nelles Verlag,Samantha B. Stenzel,Nita Clothier,Andreas Demetrepoulos,Lana der Parthogh,Mary Frances Finch,Ken MacKenzie,Ted Petrides,Corine Vallois

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Cyprus

By: Nelles Verlag,Samantha B. Stenzel,Nita Clothier,Andreas Demetrepoulos,Lana der Parthogh,Mary Frances Finch,Ken MacKenzie,Ted Petrides,Corine Vallois

The writing is superb... each (Nelles) guide is delightfully comprehensive, a solid source of reliable information for the traveller... All travel guides claim to be comprehensive, but we found Nelles Guides superior". -- Arizona Senior World "(The Nelles Guides are) . . . beautifully photographed . . . the maps are better than Insight's, and practical information is integrated with the text, not relegated to the end". -- National Geographic Traveller -- Quality writing, often by native writers -- Detailed sections on the history, culture, special features and festivals -- Accommodations, restaurant guides, sights to see, places to shop, how to get around

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260

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Nelles Verlag

Published Date

ISBN 10

3886180409

ISBN 13

9783886180400

Introductory Lectures on Fluctuations of Lévy Processes with Applications

By: Andreas E. Kyprianou

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Introductory Lectures on Fluctuations of Lévy Processes with Applications

By: Andreas E. Kyprianou

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382

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Springer Science & Business Media

Published Date

ISBN 10

3540313435

ISBN 13

9783540313434

Fluctuations of Lévy Processes with Applications

Introductory Lectures

By: Andreas E. Kyprianou

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Fluctuations of Lévy Processes with Applications

Introductory Lectures

By: Andreas E. Kyprianou

Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes. This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability. The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.

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461

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Springer Science & Business Media

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ISBN 10

3642376320

ISBN 13

9783642376320

Lévy Matters II

Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions

By: Serge Cohen,Alexey Kuznetsov,Andreas E. Kyprianou,Victor Rivero

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Lévy Matters II

Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions

By: Serge Cohen,Alexey Kuznetsov,Andreas E. Kyprianou,Victor Rivero

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200

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Springer

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ISBN 10

3642314074

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9783642314070

Exotic Option Pricing and Advanced Lévy Models

By: Andreas Kyprianou,Wim Schoutens,Paul Wilmott

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Exotic Option Pricing and Advanced Lévy Models

By: Andreas Kyprianou,Wim Schoutens,Paul Wilmott

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Lévy markets, written by leading scientists in this field. In recent years, Lévy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LP. This book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward

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344

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470017201

ISBN 13

9780470017203

Gerber–Shiu Risk Theory

By: Andreas E. Kyprianou

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Gerber–Shiu Risk Theory

By: Andreas E. Kyprianou

Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the deficit at ruin. Recent developments in exotic ruin theory are also considered. In particular, by making dividend or tax payments out of the surplus process, the effect on ruin is explored. Gerber-Shiu Risk Theory can be used as lecture notes and is suitable for a graduate course. Each chapter corresponds to approximately two hours of lectures.

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