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1. |
Record Nr. |
UNINA9910461026703321 |
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Titolo |
Lone actors : an emerging security threat / / edited by Aaron Richman and Yair Sharan |
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Pubbl/distr/stampa |
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Amsterdam, Netherlands : , : IOS Press, , 2015 |
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Fairfax, Virginia : , : IOS Press, Inc., , [date of distribution not identified] |
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©2015 |
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ISBN |
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Descrizione fisica |
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1 online resource (280 p.) |
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Collana |
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NATO science for peace and security series. Sub-series E, Human and societal dynamics, , 1879-8268 ; ; Volume 123 |
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Disciplina |
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Soggetti |
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Terrorism |
Terrorism - Prevention |
Terrorists |
Electronic books. |
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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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and indexes. |
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Nota di contenuto |
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Title Page; Introduction; About the Editors; Contents; The Threat of Lone Actors' Terrorism; Lone Wolf Terrorism: Understanding the Growing Threat; The Terror Next Door: A Security Analysis of the Escalating Threat of Lone Wolf Terrorists; Gen-T. Terrorist Infosphere and i-Volution of Lone Wolf Terrorism; Biological and Chemical Agents in the Hands of Lone Actors - A Different View; Lone Operator Cyberterrorism from the Perspective of a Hacker; Case Studies; Major Nisan Malik Hasan, Terrorist or Criminal? |
The Radicalization of American Lone Wolves in Real/Reel Worlds: Strategically Mapping the Role of the Internet, and Beyond, in the Cases of Colleen LaRose (Jihad Jane) and the Tsarnaev Brothers (the Boston Marathon Bombers)Countering and Responding to the Threat; Comparative Analysis of Counterinsurgency Operations in Iraq and Afghanistan: New Foresight Approaches to Counterinsurgency Operations with Special Focus on Lone Wolf Terrorism; Center for Radicalization Prevention: A Model of Government Response to "Lone-Wolf" Terrorist Assaults; Medical Response to Lone Actor Incidents |
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Lone Actors: Challenges and Opportunities for Countering Violent ExtremismThe War on Islamism; Legal and Ethical Aspects; Lone Actors - Ethical and Legal Considerations; Legal Responses to Lone Wolf Terrorism; Foresight and Policy Aspects; European Union's Counter-Terrorism Policy and the Problem of Lone Actors; A Lone Wolf Visionario in the American Midwest; The Need for Integrated Municipal Planning for Rail Security the Jerusalem Light Rail Project; Possible Evolution of Lone Wolf and SIMAD Terrorism |
Lone Wolves and Black Sheep in the Modern Urban Jungle - Loneliness as a Source for Terror Threats in Modern CitiesSubject Index; Author Index |
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2. |
Record Nr. |
UNINA9910788958703321 |
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Autore |
Rheinländer Thorsten |
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Titolo |
Hedging derivatives [[electronic resource] /] / Thorsten Rheinländer, Jenny Sexton |
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Pubbl/distr/stampa |
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Singapore ; ; Hackensack, N.J., : World Scientific, 2011 |
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ISBN |
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1-283-43365-6 |
9786613433657 |
981-4338-80-X |
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Descrizione fisica |
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1 online resource (244 p.) |
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Collana |
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Advanced series on statistical science and applied probability ; ; v. 15 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Hedging (Finance) - Mathematical models |
Derivative securities - Valuation - 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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 221-229) and index. |
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Nota di contenuto |
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Preface; Contents; 1. Introduction; 1.1 Hedging in complete markets; 1.1.1 Black & Scholes analysis and its limitations; 1.1.2 Complete markets; 1.2 Hedging in incomplete markets; 1.2.1 Sources of incompleteness; 1.2.2 Calibration; 1.2.3 Mean-variance hedging; 1.2.4 Utility indi erence pricing and hedging; 1.2.5 Exotic options; 1.2.6 Optimal martingale measures; 1.3 Notes and further reading; 2. Stochastic Calculus; 2.1 Filtrations and martingales; 2.2 Semi-martingales and stochastic integrals; 2.3 Kunita-Watanabe decomposition; 2.4 Change of measure; 2.5 Stochastic exponentials |
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2.6 Notes and further reading3. Arbitrage and Completeness; 3.1 Strategies and arbitrage; 3.2 Complete markets; 3.3 Hidden arbitrage and local times; 3.4 Immediate arbitrage; 3.5 Super-hedging and the optional decomposition theorem; 3.6 Arbitrage via a non-equivalent measure change; 3.7 Notes and further reading; 4. Asset Price Models; 4.1 Exponential Levy processes; 4.1.1 A Levy process primer; 4.1.2 Examples of Levy processes; 4.1.3 Construction of Levy processes by subordination; 4.1.4 Risk-neutral Levy modelling; 4.1.5 Weak representation property and measure changes |
4.2 Stochastic volatility models4.2.1 Examples; 4.2.2 Stochastic differential equations and time change; 4.2.3 Construction of a solution via coupling; 4.2.4 Convexity of option prices; 4.2.5 Market completion by trading in options; 4.2.6 Bubbles and strict local martingales; 4.2.7 Stochastic exponentials; 4.3 Notes and further reading; 5. Static Hedging; 5.1 Static hedging of European claims; 5.2 Duality principle in option pricing; 5.2.1 Dynamics of the dual process; 5.2.2 Duality relations; 5.3 Symmetry and self-dual processes; 5.3.1 Definitions and general properties |
5.3.2 Semi-static hedging of barrier options5.3.3 Self-dual exponential Levy processes; 5.3.4 Self-dual stochastic volatility models; 5.4 Notes and further reading; 6. Mean-Variance Hedging; 6.1 Concept of mean-variance hedging; 6.2 Valuation and hedging by the Laplace method; 6.2.1 Bilateral Laplace transforms; 6.2.2 Valuation and hedging using Laplace transforms; 6.3 Valuation and hedging via integro-differential equations; 6.3.1 Feynman-Kac formula for the value function; 6.3.2 Computation of the optimal hedging strategy; 6.4 Mean-variance hedging of defaultable assets |
6.4.1 Intensity-based approach6.4.2 Martingale representation; 6.4.3 Hedging of insurance claims with longevity bonds; 6.5 Quadratic risk-minimisation for payment streams; 6.6 Notes and further reading; 7. Entropic Valuation and Hedging; 7.1 Exponential utility indiffence pricing; 7.2 The minimal entropy martingale measure; 7.3 Duality results; 7.4 Properties of the utility indifference price; 7.5 Entropic hedging; 7.6 Notes and further reading; 8. Hedging Constraints; 8.1 Framework and preliminaries; 8.2 Dynamic utility indi erence pricing; 8.3 Martingale optimality principle |
8.4 Utility indifference hedging and pricing using BSDEs |
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Sommario/riassunto |
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Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Lévy processes and for derivatives written on defaultable assets. It is discussed how to complete markets based upon stochastic volatility models via trading in both stocks and vanilla options. Exponentia |
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