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1. |
Record Nr. |
UNINA9910464526603321 |
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Titolo |
2010 recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 / / editors, Masaaki Kijima ... [et al.] |
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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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1-283-43406-7 |
9786613434067 |
981-4366-03-X |
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Descrizione fisica |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Financial engineering |
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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"The KIER-TMU workshop is ... a successor to 'Daiwa International Workshop on Financial Engineering,' which was held from 2004 to 2008, and is jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)." |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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The distribution of returns at longer horizons / E. Eberlein and D. B. Madan -- Two examples of an insider with medium/long term effects on the underlying / H. Hata and A. Kohatsu-Higa -- A note on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models with transaction costs / E. Denis -- Modeling of interest-rate term structures under collateralization and its implications / M. Fujii and A. Takahashi -- On the state variables for optimal portfolio strategies in the Japanese market / S. Kamimura -- The diversity of information acquisition strategies in a noisy REE model with a common signal and independent signals / S. Kawanishi -- Option pricing with a regime-switching Levy model / C. C. Siu -- An empirical analysis of equity market expectations in the financial turmoil using implied moments and jump diffusion processes / Y. Sugihara and N. Oda -- Investor characteristics and portfolio value / N. Takezawa -- Optimal hedging with additive models / Y. Yamada. |
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Sommario/riassunto |
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Contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries. |
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2. |
Record Nr. |
UNINA9910480401303321 |
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Autore |
Mochizuki Takuro <1972-> |
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Titolo |
Asymptotic behaviour of tame harmonic bundles and an application to pure twistor D-modules . Part 1 / / Takuro Mochizuki |
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Pubbl/distr/stampa |
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Providence, Rhode Island : , : American Mathematical Society, , [2007] |
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©2007 |
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ISBN |
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Descrizione fisica |
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1 online resource (344 p.) |
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Collana |
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Memoirs of the American Mathematical Society, , 0065-9266 ; ; number 869 |
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Disciplina |
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Soggetti |
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Hodge theory |
D-modules |
Vector bundles |
Harmonic maps |
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 index. |
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Nota di contenuto |
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""Contents""; ""Acknowledgement""; ""Chapter 1. Introduction""; ""1.1. Simpson's Meta-Theorem""; ""1.2. The purposes in this paper""; ""1.3. On the purpose (1)""; ""1.4. On the purpose (2)""; ""1.5. Some Remark""; ""1.6. The outline of the paper""; ""Part 1. Preliminary""; ""Chapter 2. Preliminary""; ""2.1. Notation""; ""2.2. Prolongation by an increasing order""; ""2.3. Preliminary for Î?c-equivariant bundle""; ""2.4. Some elementary preliminary for convexity""; ""2.5. Some lemmas for functions on a disc""; ""2.6. An elementary remark on some distributions"" |
""2.7. Preliminary from elementary linear algebra""""2.8. Preliminary from complex differential geometry""; ""2.9. Preliminary from functional |
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analysis""; ""2.10. An estimate of the norms of Higgs field and the conjugate""; ""2.11. Convergency of the sequence of harmonic bundles""; ""2.12. Higgs field and twisted map""; ""Chapter 3. Preliminary for Mixed Twistor Structure""; ""3.1. P[sup(1)]-holomorphic vector bundle over X x P[sup(1)]""; ""3.2. Equivariant P[sup(1)]-holomorphic bundle over X x P[sup(1)]""; ""3.3. Tate objects and O(p,q)""; ""3.4. Equivalence of some categories"" |
""3.5. Variation of P[sup(1)]-holomorphic bundles""""3.6. The twistor nilpotent orbit""; ""3.7. Split polarized mixed twistor structure and the nilpotent orbit""; ""3.8. The induced tuple on the divisor""; ""3.9. Translation of some results due to Kashiwara, Kawai and Saito""; ""3.10. R-triple in dimension 0 and twistor structure""; ""Chapter 4. Preliminary for Filtrations""; ""4.1. Filtrations and decompositions on a vector space""; ""4.2. Filtrations and decompositions on a vector bundle""; ""4.3. Compatibility of the filtrations and nilpotent maps""; ""4.4. Extension of splittings"" |
""4.5. Compatibility of the filtrations and nilpotent maps on the divisors""""Chapter 5. Some Lemmas for Generically Splitted Case""; ""5.1. Filtrations""; ""5.2. Compatibility of morphisms and filtrations""; ""Chapter 6. Model Bundles""; ""6.1. Basic example I""; ""6.2. Basic example II""; ""Part 2. Prolongation of Deformed Holomorphic Bundles""; ""Chapter 7. Harmonic Bundles on a Punctured Disc""; ""7.1. Simpson's main estimate""; ""7.2. The KMS-structure of tame harmonic bundles on a punctured disc""; ""7.3. Basic comparison due to Simpson""; ""7.4. Multi-valued flat sections"" |
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3. |
Record Nr. |
UNINA9910493737903321 |
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Autore |
Schoof Ephraim |
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Titolo |
Chemomechanische Modellierung der Wärmebehandlung von Stählen mit der Phasenfeldmethode |
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Pubbl/distr/stampa |
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Karlsruhe, : KIT Scientific Publishing, 2021 |
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ISBN |
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Descrizione fisica |
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1 online resource (266 p.) |
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Collana |
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Schriftenreihe des Instituts für Angewandte Materialien, Karlsruher Institut für Technologie |
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Soggetti |
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Mechanical engineering & materials |
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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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The development of high-strength steels can be accelerated using numerical methods. In particular, the phase-field method has emerged as a powerful tool to describe the microstructure evolution on the mesoscopic length scale. In the present work, multiphase-field models are presented to numerically display the morphological evolution during the heat treatment of steel. |
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