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Value at Risk is a measure of risk exposure of a portfolio and is defined as the maximum possible loss in a certain time frame, typically 1-20 days, and within a certain confidence, typically 95%. Full valuation of a portfolio under a large number of scenarios is a lengthy process. To speed it up, one can make use of the total delta vector and the total gamma matrix of a portfolio and compute a Gaussian integral over a region bounded by a quadric. We use methods from harmonic analysis to find approximate...
In this paper we address a question posed by M. and T. Hoffmann-Ostenhof, which concerns the total spin of the ground state of an atom or molecule. Each electron is given a value for spin, ±1/2. The total spin is the sum of the individual spins.
In [FS1] we announced a precise asymptotic formula for the ground-state energy of a non-relativistic atom. The purpose of this paper is to establish an elementary inequality that plays a crucial role in our proof of that formula. The inequality concerns the Thomas-Fermi potential
VTF = -y(ar) / r, a > 0, where y(r) is defined as the solution of
⎧ y''(x) = x-1/2y3/2(x),
⎨ y(0) =...
We extend Van der Corput's method for exponential sums to study an oscillating term appearing in the quantum theory of large atoms. We obtain an interpretation in terms of classical dynamics and we produce sharp asymptotic upper and lower bounds for the oscillations.
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