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1. |
Record Nr. |
UNINA9910711272003321 |
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Autore |
Sandholzer Marjorie W |
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Titolo |
Tests on flammable sweaters / / Marjorie W. Sandholzer |
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Pubbl/distr/stampa |
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Gaithersburg, MD : , : U.S. Dept. of Commerce, National Institute of Standards and Technology, , 1952 |
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Descrizione fisica |
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Collana |
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Altri autori (Persone) |
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Soggetti |
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Flammable fabrics - Fire testing |
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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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1952. |
Contributed record: Metadata reviewed, not verified. Some fields updated by batch processes. |
Title from PDF title page. |
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Nota di bibliografia |
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Includes bibliographical references. |
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2. |
Record Nr. |
UNINA9910778598703321 |
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Autore |
Maruhn Jan H |
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Titolo |
Robust static super-replication of barrier options [[electronic resource] /] / Jan H. Maruhn |
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Pubbl/distr/stampa |
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Berlin ; ; New York, : Walter de Gruyter, c2009 |
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ISBN |
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1-282-29646-9 |
9786612296468 |
3-11-916585-9 |
3-11-020851-2 |
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Descrizione fisica |
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1 online resource (209 p.) |
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Collana |
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Radon series on computational and applied mathematics, , 1865-3707 ; ; 7 |
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Classificazione |
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Disciplina |
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Soggetti |
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Options (Finance) - Mathematical models |
Hedging (Finance) - Mathematical models |
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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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"RICAM, Johann Radon Institute for Computational and Applied Mathematics". |
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Nota di bibliografia |
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Includes bibliographical references (p. [187]-191) and index. |
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Nota di contenuto |
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Frontmatter -- Contents -- 1. Theoretical Background -- 2. Static Hedging of Barrier Options -- 3. An Optimization Approach to Static Super-Replication -- 4. Reformulation as a Semi-Infinite Problem -- 5. Eliminating Model Parameter Uncertainty -- 6. Modifications and Extensions -- 7. Avoiding Model Errors -- 8. Empirical Hedge Performance -- 9. Summary and Outlook -- A. General Existence Theorem -- B. Source Code -- Backmatter |
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Sommario/riassunto |
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Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also relevant in the context of dynamic hedging. The mathematical techniques used to prove appropriate existence, duality and convergence results range from financial |
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mathematics, stochastic and semi-infinite optimization, convex analysis and partial differential equations to semidefinite programming. |
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3. |
Record Nr. |
UNINA9910341839803321 |
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Autore |
Mueller Alain |
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Titolo |
Construire le monde du hardcore / Alain Mueller |
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Pubbl/distr/stampa |
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Seismo, 2019 |
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[s.l.] : , : Seismo, , 2019 |
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ISBN |
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Descrizione fisica |
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Soggetti |
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Social & cultural anthropology, ethnography |
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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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An invitation to an ethnographic journey in the world of hardcore punk and beyond, this study explores the plurality of practices underlying the existence of this "music-based subculture." Based on a fine-grained, in-depth multi-sited and mobile ethnographic study of more than ten years, this journey brings the reader to the most local galleries of this underground scene. From the umpteenth basement of a Yokohama club to a shack in the middle of the University of San Diego, via Gothenburg, Tokyo, Geneva or Lyon, a whole repertoire of aesthetic, ideological, discursive and bodily logics and conventions is uncovered and analyzed. Hardcore punk, a radical reinterpretation of punk, both from a musical and an ideological point of view, first appeared on the East Coast of the United States in the early 1980s. Although it has since spread on a (quasi-)global scale, it remains unknown to the general public and has attracted little interest from the social sciences or the press, with rare exceptions focusing on its most spectacular aspects: exacerbated aggression, electric music, ideological positions in strong opposition to the "dominant system." This monograph intends to go |
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beyond these caricatural representations and adopts an anthropological perspective on the daily lives of so-called hardcore-kids, but also on all the collective mediations deployed to build the world of hardcore punk. |
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4. |
Record Nr. |
UNINA9910626147203321 |
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Titolo |
IEEE journal of robotics and automation |
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Pubbl/distr/stampa |
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New York, NY, : Institute of Electrical and Electronics Engineers, ©1985-©1988 |
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ISSN |
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Disciplina |
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Soggetti |
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Robotics |
Automatic control |
Automation |
Commande automatique |
Automatisation |
Robotique |
Robots |
Automatisering |
Periodicals. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Periodico |
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Note generali |
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