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1. |
Record Nr. |
UNINA9910214942503321 |
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Autore |
Caverivière Alain |
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Titolo |
Les crevettes côtières de Madagascar : Biologie, exploitation, gestion / / Alain Caverivière, Christian Chaboud, Théophile Rafalimanana |
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Pubbl/distr/stampa |
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Marseille, : IRD Éditions, 2017 |
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ISBN |
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Descrizione fisica |
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1 online resource (362-[VIII] p.) |
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Altri autori (Persone) |
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ChaboudChristian |
de Rodellec du PorzicAntoine |
RafalimananaThéophile |
RakotondratsimbaBien-Aimé |
RamanoelinaArmand Panja |
RandriarilalaFanomezantsoa |
RasoanandrasanaNirina Bernadette |
RazafindrakotoHerimamy Lalaniaina |
SandonYann |
VoisinPierre |
CaverivièreAlain |
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Soggetti |
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Environmental studies, Geography & Development |
crevette |
pêche commerciale |
Madagascar |
ressources halieutiques |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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Depuis les années 1960, les crevettes côtières de Madagascar font l'objet d'une intense exploitation. Elles représentent l'une des principales ressources de devises du pays et constituent à ce titre un enjeu convoité par les investisseurs, mais aussi par les pêcheurs traditionnels. Du fait de l'augmentation de la pression de pèche, la pêcherie malgache se trouve confrontée, depuis le milieu des années |
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1990, à des difficultés économiques croissantes, à la stagnation des débarquements, à la baisse des rendements et de la taille moyenne des captures. Avec pour objectif d'actualiser les connaissances scientifiques sur la ressource et d'en améliorer l'exploitation et la gestion, le Programme national de recherche crevettière (PNRC) a été lancé en 1997 avec le soutien financier de l'Agence française de développement et l'expertise scientifique de l'Institut de recherche pour le développement (IRD). Cet ouvrage en présente la synthèse dans trois principaux domaines : biologie et environnement des espèces ; dynamique et état de l'exploitation industrielle, artisanale et traditionnelle ; économie de l'exploitation et évolution des aménagements. Chercheurs, professionnels, décideurs et économistes des pêches y trouveront un bilan complet et actualisé sur la pêche crevettière à Madagascar. Nanomboka ny taona 1960, dia notrandrahina fatratra ireo makamba mivelona ety akaikin'ny morontsiraka. Anisan'ny mampidi-bola vahiny betsaka io harena io, ko noho izany antony izany dia maro ireo mpampiasa vola no maniry ny hitrandraka azy, ao koa ireo mpanjono netim-paharazana. Noho ny fitombon'ny vesatry ny fanjonoana, dia misedra olona ara toe-karena ny fanjonona makamba eto Madagasikara nanomboka teo anelanelan'ny taona 1990, tsy nitombo intsony ny vokatra ary nihena ihany koa ny halehiben'ny makamba voajono. Raha napetraka ny tanjona hanavaozana ny fahalalana mikasika ireo harena trandrahina (makamba) sy ny hanatsarana ny fitatanana sy ny fitrandrahana, ary koa ny hamaritana ny… |
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2. |
Record Nr. |
UNINA9910155240903321 |
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Autore |
Primbs James A. |
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Titolo |
A factor model approach to derivative pricing / / James A. Primbs, California State University, Fullerton, USA |
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Pubbl/distr/stampa |
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Boca Raton, Florida : , : CRC Press, , [2014] |
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©2014 |
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ISBN |
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1-4987-6335-9 |
1-315-38029-3 |
1-4987-6333-2 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (294 pages) : illustrations |
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Disciplina |
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Soggetti |
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Derivative securities - Prices |
Derivative securities - Mathematical models |
Assets (Accounting) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"A Chapman & Hall book"--title page. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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chapter 1. Building blocks and stochastic differential equation models -- chapter 2. Ito's Lemma -- chapter 3. Stochastic differential equations -- chapter 4. The factor model approach to arbitrage pricing -- chapter 5. Constructing a factor model pricing framework -- chapter 6. Equity derivatives -- chapter 7. Interest rate and credit derivatives -- chapter 8. Hedging -- chapter 9. Computation of solutions -- chapter 10. The road to risk neutrality. |
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Sommario/riassunto |
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Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics. Key features A single fundamental absence of arbitrage relationship based on factor models is used to motivate all the results in the book A structured three-step procedure is used to guide the derivation of absence of arbitrage |
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equations and illuminate core underlying concepts Brownian motion and Poisson process driven models are treated together, allowing for a broad and cohesive presentation of topics The final chapter provides a new approach to risk neutral pricing that introduces the topic as a seamless and natural extension of the factor model approach Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book's ability to unify many disparate topics and models under a single conceptual theme. James A Primbs is an Associate Professor of Finance at the Mihaylo College of Business and Economics at California State University, Fullerton. |
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