Mathieu Rosenbaum's Books

Rough Volatility

By: Christian Bayer,Peter K. Friz,Masaaki Fukasawa,Jim Gatheral,Antoine Jacquier,Mathieu Rosenbaum

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Rough Volatility

By: Christian Bayer,Peter K. Friz,Masaaki Fukasawa,Jim Gatheral,Antoine Jacquier,Mathieu Rosenbaum

Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. The mathematical description of the volatility process has been an active topic of research for decades; however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility behaves essentially as a fractional Brownian motion with a small Hurst parameter. The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling, providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject’s development and progression. This book is designed for researchers and graduate students in quantitative finance as well as quantitative analysts and finance professionals.

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Page Count

292

Publisher

SIAM

Published Date

ISBN 10

1611977789

ISBN 13

9781611977783

Preventing Prenatal Harm

Should the State Intervene?

By: D. Mathieu,E. Haavi Morreim

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Preventing Prenatal Harm

Should the State Intervene?

By: D. Mathieu,E. Haavi Morreim

The issues explored in this book have unfortunately come to be known as 'maternal-fetal conflicts'. The phrase is unsatisfactory because it is misleading: It places the emphasis on the well-being of the fetus instead of on the born child (who will bear the burden of any harm done prenatally); it assumes a conflict between a pregnant women and her offspring (while the issue is usually more complex and more broadly based); and it incorrectly implies that all pregnant women are appropriately regarded as mothers. For these reasons, I have chosen to avoid the phrase 'matern- fetal conflict' altogether, and will instead speak in terms of 'preventable prenatal harm'. I mention this at the outset, for those of you familiar with 'maternal-fetal conflicts' who might be wondering if I am addressing the same issues. Yes. But I am trying to look at them in a new - and I hope more fruitful - way. I would like to thank the other participants in the Hastings Center's maternal-fetal project - especially those who disageed with me - for being so thought-provoking. And I owe a lasting debt of gratitude to Henry Ruth and Allen Buchanan for their invaluable counsel.

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Page Count

162

Publisher

Springer

Published Date

ISBN 10

058527181X

ISBN 13

9780585271811

Policing World Society

Historical Foundations of International Police Cooperation

By: Mathieu Deflem

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Policing World Society

Historical Foundations of International Police Cooperation

By: Mathieu Deflem

This book offers a sociological analysis of the history of international police cooperation in the period from the middle of the 19th century until the end of World War II. It is a detailed exploration of international cooperation strategies involving police institutions from the United States and Germany as well as other European countries.

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Page Count

324

Published Date

ISBN 10

0199274711

ISBN 13

9780199274710

Preventing Prenatal Harm

Should the State Intervene? Second Edition

By: Deborah Mathieu

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Preventing Prenatal Harm

Should the State Intervene? Second Edition

By: Deborah Mathieu

Arguing that the state must meet strict conditions to justify interfering in at-risk pregnancies, Deborah Mathieu examines the legal and ethical concerns that arise when governments mandate the behavior of pregnant women. She explores both the pregnant woman's right to decide what happens to her body and the future child's right to be protected from avoidable damage. Mathieu addresses such topics as reproductive hazards in the workplace, mandated fetal therapy, forced lifestyle changes for pregnant women, and the future child's right to sue for lack of prenatal care. The controversy raises key issues of rights, duties, and the scope of legitimate state action, thus posing fundamental challenges to the fields of medicine, biomedical ethics, law, and public policy. This edition has been completely updated and expanded. Mathieu presents new arguments for acceptable types of state intervention and provides specific examples. This edition also incorporates recent court decisions, especially cases involving substance abuse. The book includes both an updated bibliography and an updated reference list of relevant court cases.

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Page Count

212

Publisher

Georgetown University Press

Published Date

ISBN 10

1589018648

ISBN 13

9781589018648

Book's by Mathieu Rosenbaum

Rough Volatility

Rough Volatility

Preventing Prenatal Harm

Preventing Prenatal Harm

Policing World Society

Policing World Society

Preventing Prenatal Harm

Preventing Prenatal Harm

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