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1. |
Record Nr. |
UNICAMPANIASUN0053324 |
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Autore |
Derain, André |
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Titolo |
Derain / testi di Massimo Carrà |
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Pubbl/distr/stampa |
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Descrizione fisica |
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[4] c., XVI p. di tav. : ill. ; 36 cm. |
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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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2. |
Record Nr. |
UNINA9910463831103321 |
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Titolo |
Space and time : a priori and a posteriori studies / / edited by Vincenzo Fano, Francesco Orilia and Giovanni Macchia |
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Pubbl/distr/stampa |
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Berlin, [Germany] ; ; Boston, [Massachusetts] : , : De Gruyter, , 2014 |
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©2014 |
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ISBN |
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3-11-055474-7 |
1-306-93589-X |
3-11-036914-1 |
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Descrizione fisica |
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1 online resource (282 p.) |
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Collana |
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Philosophische Analyse = Philosophical Analysis, , 2198-2066 ; ; Volume/Band 54 |
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Disciplina |
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Soggetti |
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Space and time |
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 at the end of each chapters. |
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Nota di contenuto |
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Front matter -- Contents -- EDITORS' INTRODUCTION / Fano, Vincenzo / Orilia, Francesco / Macchia, Giovanni -- ON RUSSELL'S METAPHYSICS OF TIME / Landini, Gregory -- WEAK DISCERNIBILITY AND THE IDENTITY OF SPACETIME POINTS / Dieks, Dennis -- A STRUCTURAL AND |
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FOUNDATIONAL ANALYSIS OF EUCLID'S PLANE GEOMETRY: THE CASE STUDY OF CONTINUITY / Graziani, Pierluigi -- CAN THE MATHEMATICAL STRUCTURE OF SPACE BE KNOWN A PRIORI? A TALE OF TWO POSTULATES / Mares, Edwin -- GUNKOLOGY AND POINTILISM: TWO MUTUALLY SUPERVENING MODELS OF THE REGION-BASED AND THE POINT-BASED THEORY OF THE INFINITE TWODIMENSIONAL CONTINUUM / Arsenijević, Miloš / Adžić, Miloš -- THIS MOMENT AND THE NEXT MOMENT / Orilia, Francesco -- T×W EPISTEMIC MODALITY / Iacona, Andrea -- TOWARDS A THEORY OF MULTIDIMENSIONAL TIME TRAVEL / Mancuso, Domenico -- GÖDELIAN TIME TRAVEL AND WEYL'S PRINCIPLE / Fano, Vincenzo / Macchia, Giovanni -- About the authors |
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Sommario/riassunto |
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This collection focuses on the ontology of space and time. It is centred on the idea that the issues typically encountered in this area must be tackled from a multifarious perspective, paying attention to both a priori and a posteriori considerations. Several experts in this area contribute to this volume: G. Landini discusses how Russell's conception of time features in his general philosophical perspective; D. Dieks proposes a middle course between substantivalist and relationist accounts of space-time; P. Graziani argues that it is necessary to provide an account of the "synthetic procedures" implicit in the recourse to diagrams in Euclid's Elements, while E. Mares comes to the conclusion that in Euclid's Elements we should treat the parallel postulate as empirical and the postulate that space is continuous as a priori. M. Arsenijević/M. Adžić present an important formal result concerning two theories of the infinite two-dimensional continua, which sheds new light on the current dispute between gunkologists and pointilists; F. Orilia discusses two problems for presentism, one regarding the duration of the present and the other related to Zeno's paradoxes. A. Iacona delves deep into logical matters by focusing on the so-called T×W modal frames in order to deal with the deteterminism-indeterminism controversy. D. Mancuso outlines a non-standard temporal model compatible with time travel, and V. Fano/G. Macchia discuss time travels in the light of an important foundational principle of modern cosmology, Weyl's Principle. |
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3. |
Record Nr. |
UNINA9910827529003321 |
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Autore |
Cherubini Umberto |
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Titolo |
Copula methods in finance / / Umberto Cherubini, Elisa Luciano, and Walter Vecchiato |
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Pubbl/distr/stampa |
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Hoboken, NJ, : John Wiley & Sons, c2004 |
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ISBN |
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9786610271696 |
9781118673331 |
1118673336 |
9781280271694 |
1280271698 |
9780470863459 |
0470863455 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (311 p.) |
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Collana |
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Altri autori (Persone) |
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LucianoElisa |
VecchiatoWalter |
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Disciplina |
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Soggetti |
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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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [281]-287 and index. |
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Nota di contenuto |
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Copula Methods in Finance; Contents; Preface; List of Common Symbols and Notations; 1 Derivatives Pricing, Hedging and Risk Management: The State of the Art; 1.1 Introduction; 1.2 Derivative pricing basics: the binomial model; 1.2.1 Replicating portfolios; 1.2.2 No-arbitrage and the risk-neutral probability measure; 1.2.3 No-arbitrage and the objective probability measure; 1.2.4 Discounting under different probability measures; 1.2.5 Multiple states of the world; 1.3 The Black-Scholes model; 1.3.1 Ito's lemma; 1.3.2 Girsanov theorem; 1.3.3 The martingale property; 1.3.4 Digital options |
1.4 Interest rate derivatives1.4.1 Affine factor models; 1.4.2 Forward martingale measure; 1.4.3 LIBOR market model; 1.5 Smile and term structure effects of volatility; 1.5.1 Stochastic volatility models; 1.5.2 Local volatility models; 1.5.3 Implied probability; 1.6 Incomplete markets; 1.6.1 Back to utility theory; 1.6.2 Super-hedging strategies; 1.7 Credit risk; 1.7.1 Structural models; 1.7.2 Reduced form models; 1.7.3 Implied default probabilities; 1.7.4 Counterparty risk; 1.8 Copula |
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methods in finance: a primer; 1.8.1 Joint probabilities, marginal probabilities and copula functions |
1.8.2 Copula functions duality1.8.3 Examples of copula functions; 1.8.4 Copula functions and market comovements; 1.8.5 Tail dependence; 1.8.6 Equity-linked products; 1.8.7 Credit-linked products; 2 Bivariate Copula Functions; 2.1 Definition and properties; 2.2 Fréchet bounds and concordance order; 2.3 Sklar's theorem and the probabilistic interpretation of copulas; 2.3.1 Sklar's theorem; 2.3.2 The subcopula in Sklar's theorem; 2.3.3 Modeling consequences; 2.3.4 Sklar's theorem in financial applications: toward a non-Black-Scholes world; 2.4 Copulas as dependence functions: basic facts |
2.4.1 Independence2.4.2 Comonotonicity; 2.4.3 Monotone transforms and copula invariance; 2.4.4 An application: VaR trade-off; 2.5 Survival copula and joint survival function; 2.5.1 An application: default probability with exogenous shocks; 2.6 Density and canonical representation; 2.7 Bounds for the distribution functions of sum of r.v.s; 2.7.1 An application: VaR bounds; 2.8 Appendix; 3 Market Comovements and Copula Families; 3.1 Measures of association; 3.1.1 Concordance; 3.1.2 Kendall's τ; 3.1.3 Spearman's ρS; 3.1.4 Linear correlation; 3.1.5 Tail dependence |
3.1.6 Positive quadrant dependency3.2 Parametric families of bivariate copulas; 3.2.1 The bivariate Gaussian copula; 3.2.2 The bivariate Student's t copula; 3.2.3 The Fréchet family; 3.2.4 Archimedean copulas; 3.2.5 The Marshall-Olkin copula; 4 Multivariate Copulas; 4.1 Definition and basic properties; 4.2 Fréchet bounds and concordance order: the multidimensional case; 4.3 Sklar's theorem and the basic probabilistic interpretation: the multidimensional case; 4.3.1 Modeling consequences; 4.4 Survival copula and joint survival function |
4.5 Density and canonical representation of a multidimensional copula |
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Sommario/riassunto |
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Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions. |
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