Review of modern numerical methods for a simple vanilla option pricing problem

Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better

Nontargeted Lipidomic Characterization of Porcine Organs Using Hydrophilic Interaction Liquid Chromatography and Off-Line Two-Dimensional Liquid Chromatography-Electrospray Ionization Mass Spectrometry

Abstract Lipids form a significant part of animal organs and they are responsible for important biological functions, such as semi-permeability and fluidity of membranes, signaling activity, anti-inflammatory processes, etc. We have performed a comprehensive nontargeted lipidomic characterization of porcine brain, heart, kidney, liver, lung, spinal cord, spleen, and stomach using hydrophilic interaction liquid chromatography (HILIC) coupled to electrospray ionization mass spectrometry (ESI/MS) to describe the representation of individual lipid classes in these organs. Detailed information on identified lipid species inside classes are obtained based on relative abundances of deprotonated molecules [M-H] -in the negative-ion ESI mass spectra, which provides important knowledge on phosphatidylethanolamines and their different forms of fatty acyl linkage (ethers and plasmalogens), phosphatidylinositols, and hexosylceramides containing nonhydroxy-and hydroxy-fatty acyls. The detailed analysis of identified lipid classes using reversed-phase liquid chromatography in the second dimension was performed for porcine brain to determine more than 160 individual lipid species containing attached fatty acyls of different acyl chain length, double-bond number, and positions on the glycerol skeleton. The fatty acid composition of porcine organs is determined by gas chromatography with flame ionization detection after the transesterification with sodium methoxide

Lipidomics needs more standardization

Modern mass spectrometric technologies provide quantitative readouts for a wide variety of lipid specimens. However, many studies do not report absolute lipid concentrations and differ vastly in methodologies, workflows, and data presentation. Therefore, we appeal to researchers to engage with the Lipidomics Standards Initiative to develop common standards for minimum acceptable data quality and reporting for lipidomics data to take lipidomics research to the next level

Quality control requirements for the correct annotation of lipidomics data.

10.1038/s41467-021-24984-yNature Communications121477

A smoothing filter based on fuzzy transform

his paper is devoted to the smoothing of discrete functions using the fuzzy transform introduced by Perfilieva. We generalize a smoothing filter based on the fuzzy transform recently proposed by us to obtain a better control on the smoothed functions. For this purpose, a generalization of the concept of fuzzy partition is suggested and the smoothing filter is defined as a combination of the direct discrete fuzzy transform and a slightly modified inverse continuous fuzzy transform. An approximation behavior, total variation of smoothed functions and statistical properties including the description of the white noise reduction and the asymptotic expression of bias and variance are investigated and discussed. The proposed filter is compared with the Nadaraya–Watson estimator and the results are illustrated assuming financial data

Strukturní analýza organických a organokovových sloučenin hmotnostní spektrometrií

Soubor publikací této práce ukazuje možnosti hmotnostní spektrometrie a jejího spojení s HPLC v analýze vybraných organických a organokovových sloučenin převážně nebiologického původu s důrazem na jejich strukturní analýzu.Katedra analytické chemieDokončená práce s úspěšnou obhajobo

The Study of possibilities of analytical monitoring of nitration N-acyl o-anisidin by HPLC

Cílem práce byla optimalizace metody HPLC pro sledování průběhu chemických reakcí při syntéze 2-methoxy-4-nitroanilinu. První způsob syntézy spočívá v chránění aminoskupiny 2-methoxyanilinu reakcí s acetanhydridem za vzniku N-acetyl-2-methoxyanilinu. Druhá metoda syntézy je založena na reakci 2-methoxyanilinu s fosgenem za vzniku bis(2-methoxyfenyl)močoviny.Dokončená práce s úspěšnou obhajobo

Coupled high-performance liquid chromatography and mass spectrometry

Práce se zabývá využitím techniky HPLC/MS s ionizací elektrosprejem nebo APCI pro separaci a strukturní analýzu komplexních směsí organických látek, což je ilustrováno na příkladech analýzy synthetických polymerů, bionafty, sulfonovaných barviv, derivátů kyseliny listové a pteroové a stopového stanovení glykolů.Dokončená práce s úspěšnou obhajobo