1.

Record Nr.

UNINA9910480427303321

Titolo

Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah / / Geroge Yin, Qing Zhang, editors

Pubbl/distr/stampa

Providence, Rhode Island : , : American Mathematical Society, , [2004]

©2004

ISBN

0-8218-7941-3

0-8218-3412-6

Descrizione fisica

1 online resource (414 p.)

Collana

Contemporary mathematics ; ; 351

Disciplina

332.6/01/51

Soggetti

Business mathematics

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""Contents""; ""Preface""; ""List of Speakers and Title of Talks""; ""Credit Barrier Models in a Discrete Framework""; ""Optimal Derivatives Design under Dynamic Risk Measures""; ""On Pricing of Forward and Futures Contracts on Zero-Coupon Bonds in the Cox-Ingersoll-Ross Model""; ""Pricing and Hedging of Credit Risk: Replication and Mean-Variance Approaches (I)""; ""Pricing and Hedging of Credit Risk: Replication and Mean-Variance Approaches (II)""; ""Spot Convenience Yield Models for the Energy Markets""; ""Optimal Portfolio Management with Consumption""

""Some Processes Associated with a Fractional Brownian Motion""""Pricing Claims on Non Tradable Assets""; ""Some Optimal Investment, Production and Consumption Models""; ""Asian Options under Multiscale Stochastic Volatility""; ""A Regime Switching Model: Statistical Estimation, Empirical Evidence, and Change Point Detection""; ""Multinomial Maximum Likelihood Estimation of Market Parameters for Stock Jump-Diffusion Models""; ""Optimal Terminal Wealth under Partial Information for HMM Stock Returns""; ""Computing Optimal Selling Rules for Stocks Using Linear Programming""

""Optimization of Consumption and Portfolio and Minimization of Volatility""""Options: To Buy or not to Buy?""; ""Risk Sensitive Optimal



Investment: Solutions of the Dynamical Programming Equation""; ""Hedging Default Risk in an Incomplete Market""; ""Mean-Variance Portfolio Choice with Discontinuous Asset Prices and Nonnegative Wealth Processes""; ""Indifference Prices of Early Exercise Claims""; ""Random Walk around Some Problems in Identification and Stochastic Adaptive Control with Applications to Finance""; ""Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models""

""Why is the Effect of Proportional Transaction Costs O(Î?2/3)?""""Estimation via Stochastic Filtering in Financial Market Models""; ""Stochastic Optimal Control Modeling of Debt Crises""; ""Duality and Risk Sensitive Portfolio Optimization""; ""Characterizing Option Prices by Linear Programs""; ""Pricing Defaultable Bond with Regime Switching""; ""Affine Regime-Switching Models for Interest Rate Term Structure""; ""Stochastic Approximation Methods for Some Finance Problems""

2.

Record Nr.

UNINA9910298186903321

Titolo

From Agriscience to Agribusiness : Theories, Policies and Practices in Technology Transfer and Commercialization / / edited by Nicholas Kalaitzandonakes, Elias G. Carayannis, Evangelos Grigoroudis, Stelios Rozakis

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018

ISBN

3-319-67958-9

Edizione

[1st ed. 2018.]

Descrizione fisica

1 online resource (XXVI, 491 p. 81 illus., 64 illus. in color.)

Collana

Innovation, Technology, and Knowledge Management, , 2197-5698

Disciplina

338.16

Soggetti

Management

Industrial management

Agriculture - Economic aspects

Economic policy

Innovation/Technology Management

Agricultural Economics

R & D/Technology Policy

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Nota di contenuto

Chapter 1: Introduction -- Part I: R&D Spending and Agricultural Innovation – Organization and Emerging Trends -- Chapter 2: The Shifting Structure of Agricultural R&D: Worldwide Investment Patterns and Payoffs -- Chapter 3: Private Sector Research and Development -- Chapter 4: Structural Change and Innovation in the Global Agricultural Input Sector -- Chapter 5: Private-Public R&D in the Development of the Canola Industry in Canada -- Part II: Institutional Incentives for Agricultural Innovation -- Chapter 6: Why do US Corn Yields Increase? The Contributions of Genetics, Agronomy, and Policy Instruments -- Chapter 7: Whither the Research Anticommons? -- Chapter 8: Patent Characteristics and Patent Ownership in Agricultural Biotechnology -- Chapter 9: Innovation and Technology Transfer among Firms in the Agricultural Input Sector -- Chapter 10: Land-grant University Research as a Driver of Progress in Agriscience -- Chapter 11: Agriscience Innovation at Land-grant Universities, Measured by Patents and Plant Variety Protection Certificates as Proxies -- Part III: Technology Transfer from the Public to the Private Sector -- Chapter 12: Transfer and Licensing of University Research and Technology in Canadian Agriculture -- Chapter 13: Technology Transfer in Agriculture: The Case of Wageningen University -- Chapter 14: The Evaluation Process of Research Commercialization Proposals and its Links to University Technology Transfer Strategy: A Case Study -- Chapter 15: The Technology Cycle and Technology Transfer Strategies -- Part IV: Technology Transfer to Agricultural Producers -- Chapter 16: The Role of Extension in Agricultural Technology Transfer: A Critical Review -- Chapter 17: Technology Adoption by Agricultural Producers: A Review of the Literature -- Chapter 18: Commercialization Mechanisms for New Plant Varieties -- Chapter 19: Water Efficient Maize for Africa: A Public-Private Partnership in Technology Transfer to Smallholder Farmers in Sub-Saharan Africa -- Part V: Benefits from Agricultural Research and Innovation -- Chapter 20: Public Research and Technology Transfer in US Agriculture: The Role of USDA -- Chapter 21: The Role and Impact of Public Research and Technology Transfer in Brazilian Agriculture -- Chapter 22:Public Agricultural Research and its Contributions to Agricultural Productivity -- Chapter 23: A Bayesian Measure of Research Productivity -- Chapter 24: Innovation and Technology Transfer in Agriculture: Concluding Comments.

Sommario/riassunto

This volume presents a state-of-the-art overview of the rapidly evolving field of agribusiness, highlighting the most current issues, concepts, trends and themes in research, practice and policy.  With a particular emphasis on technology, product and process innovation, the authors cover a wide array of topics relating to such issues as research and development, technology transfer and patents and licensing, with particular respect to the roles of academic institutions, private organizations and public agencies in generating and disseminating knowledge. Featuring case studies of innovative initiatives across the industry, this book will appeal to researchers, business leaders, university administrators and policymakers concerned with the multi-faceted implications of this dynamic and controversial sector.