... 149–151, 155Delta, see Hedging parameter (delta)Delta hedging, see HedgingDerivative, financial 1, 107, 111, 129 Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar© ... sampling methods using Markov chains and their applications. Biometrika, 57: 97–109.Hobson, D.G. (19 98) Stochastic volatility. In D.J. Hand and S.D. Jacka (eds), Statistics and Finance, Applications ... 43 ages (in hours) at failure.h> x:=[293, 1902, 1272, 2 987 , 469, 3 185 , 1711, 82 77, 356, 82 2,2303, 317, 1066, 1 181 , 923, 7756, 2656, 87 9, 1232,697, 33 68, 486 ,6767, 484 , 4 38, 186 0, 113,...