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Record Nr. |
UNINA9910782280003321 |
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Titolo |
Recent developments in mathematical finance [[electronic resource] ] : International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 / / editor Jiongmin Yong |
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Pubbl/distr/stampa |
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Singapore ; ; River Edge, NJ, : World Scientific, 2002 |
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ISBN |
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1-281-94836-5 |
9786611948368 |
981-279-957-5 |
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Descrizione fisica |
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1 online resource (288p. ) : illustrations |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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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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Bibliographic Level Mode of Issuance: Monograph |
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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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Machine generated contents note: Preface v -- Dynamic Asset Management: Risk Sensitive Criterion with Nonnegative Factors Constraints 1 -- A. Bagchi and K. S. Kumar -- Intensity-Based Valuation of Basket Credit Derivatives 12 -- T. R. Bielecki and M. Rutkowski -- Comonotonicity of Backward Stochastic Differential Equations 28 -- Z. Chen and X. Wang -- Some Lookback Option Pricing Problems 39 -- X. Guo -- Option Pricing in a Market Where the Volatility Is Driven by Fractional Brownian Motions 49 -- Y. Hu -- Optimal Investment and Consumption with Fixed and Proportional Transaction Costs 60 -- H. Liu -- Sharp Estimates of Ruin Probabilities for Insurance Models Involving Investments 72 -- J. Ma and X. Sun -- Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon 85 -- H. Nagai and S. Peng -- Filtration Consistent Nonlinear Expectations 99 -- F. Coquet, Y. Hu, J. Memin, and S. Peng -- Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous -- Stochastic Volatility 117 -- D. Heath and E. Platen -- Risk Sensitive Asset Management with Constrained -- iaing Strategies 127 -- T. R. Bielecki, D. Hernandez-Hernandez, and S. R. Pliska -- On Filtering in Markovian Term Structure Models 139 -- C. Chiarella, S. Pasquali, and W. J. Runggaldier -- A Theory of Volatility 151 -- A. Savine -- Discrete Time Markets with |
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Transaction Costs 168 -- L. Stettner -- The Necessity of No Asymptotic Arbitrage in APT Pricing 181 -- X. Lin, X. Liu, and Y. Sun -- Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations 190 -- S. Tang -- Options on Dividend Paying Stocks 204 -- R. Beneder and T. Vorst -- Some Remarks on Arbitrage Pricing Theory 218 -- J. Xia and J. Yan -- Risk: From Insurance to Finance 228 -- H. Yang -- Using Stochastic Approximation Algorithms in Stock Liquidation 238 -- G. Yin, Q. Zhang, and R. H. Liu -- Contingent Claims in an Illiquid Market 249 -- H. Liu and J. Yong -- Arbitrage Pricing Systems in a Market Driven by an Ito Process 263 -- S. Luo, J. Yan, and Q. Zhang -- Participants of the Conference 273. |
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Sommario/riassunto |
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An exploration of developments in mathematical finance, containing the proceedings of a conference on the subject. The papers address the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, and more. |
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2. |
Record Nr. |
UNINA9910959204803321 |
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Autore |
Whissel Kristen <1969-> |
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Titolo |
Picturing American modernity : traffic, technology, and the silent cinema / / Kristen Whissel |
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Pubbl/distr/stampa |
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Durham, : Duke University Press, 2008 |
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ISBN |
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9786613065117 |
9781283065115 |
1283065118 |
9780822391456 |
0822391457 |
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Descrizione fisica |
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1 online resource (288 p.) |
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Collana |
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e-Duke books scholarly collection. |
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Disciplina |
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Soggetti |
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Technology in motion pictures |
Transportation in motion pictures |
War films - United States - History and criticism |
Silent films - United States - History and criticism |
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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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1 The Early Cinema Encounters Empire: War Actualities, American Modernity, and Military Masculinity -- 2 Placing Audiences on the Scene of History: Modern Warfare and the Battle Reenactment at the Turn of the Century -- 3 Electric Modernity and the Cinema at the Pan-American Exposition: The City of Living Light -- 4 Regulating Mobility: Traffic, Technology, and Feature-Length Narrativity. |
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Sommario/riassunto |
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Study of the relationship between modernity and cinema, with an emphasis on how early-20th-century films represented technology and urbanization. |
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