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Record Nr. |
UNINA9910792410303321 |
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Autore |
Černý Aleš <1971-> |
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Titolo |
Mathematical techniques in finance [[electronic resource] ] : tools for incomplete markets / / Ales Cerny |
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Pubbl/distr/stampa |
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Princeton [N.J.], : Princeton University Press, 2009 |
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ISBN |
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1-282-60814-2 |
9786612608148 |
1-4008-3148-2 |
0-691-14121-5 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (412 p.) |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Risk management - Mathematical models |
Derivative securities - Mathematics |
Pricing - 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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Bibliographic Level Mode of Issuance: Monograph |
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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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pt. 1. The simplest model of financial markets -- pt. 2. Arbitrage and pricing in the one-period model -- pt. 3. Risk and return in the one-period model -- pt. 4. Numerical techniques for optimal portfolio selection in incomplete markets -- pt. 5. Pricing in dynamically complete markets -- pt. 6. Towards a continuous time -- pt. 7. Fast fourier transform. |
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Sommario/riassunto |
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Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on |
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introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter |
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2. |
Record Nr. |
UNINA9910830422803321 |
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Titolo |
Chemical warfare agents [[electronic resource] ] : toxicology and treatment / / editors,Timothy C. Marrs, Robert L. Maynard, Frederick R. Sidell |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, NJ, : Wiley, c2007 |
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ISBN |
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1-280-83908-2 |
9786610839087 |
0-470-06003-4 |
0-470-06002-6 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (752 p.) |
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Altri autori (Persone) |
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MarrsTimothy C |
MaynardRobert L |
SidellFrederick R |
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Disciplina |
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Soggetti |
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Chemical agents (Munitions) - Toxicology |
Antidotes |
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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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Rev. ed. of: Chemical warfare agents / Timothy C. Marrs, Robert L. Maynard, Frederick R. Sidell. c1996. |
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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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Chemical Warfare Agents Toxicology and Treatment; Contents; List of Contributors; Preface; 1 Opinions of Chemical Warfare; 2 The Physicochemical Properties and General Toxicology of Chemical Warfare Agents; 3 Dispersion and Modelling of the Spread of Chemical Warfare Agents; 4 The Fate of Chemical Warfare Agents in the Environment; 5 Biological Markers of Exposure to Chemical Warfare Agents; 6 Respiratory Protection; 7 Responding to Chemical Terrorism: Operational Planning and Decontamination; 8 Toxicology of Organophosphate Nerve Agents |
9 A History of Human Studies with Nerve Agents by the UK and USA10 Nerve Agents: Low-Dose Effects; 11 Managing Civilian Casualties Affected by Nerve Agents; 12 The Management of Casualties Following Toxic Agent Release: The Approach Adopted in France; 13 The Dark Morning: The Experiences and Lessons Learned from the Tokyo Subway Sarin Attack; 14 Atropine and Other Anticholinergic Drugs; 15 Oximes; 16 The Use of Benzodiazepines in Organophosphorus Nerve Agent Intoxication; 17 Pretreatment for Nerve Agent Poisoning; 18 Gulf War Syndrome; 19 Mustard Gas; 20 Dermal Aspects of Chemical Warfare |
21 Sulphur Mustard Injuries of the Skin: Pathophysiology and Clinical Management of Chemical Burns22 The Normal Bone Marrow and Management of Toxin-Induced Stem Cell Failure; 23 Organic Arsenicals; 24 Phosgene; 25 Cyanides: Chemical Warfare Agents and Potential Terrorist Threats; 26 Riot Control Agents in Military Operations, Civil Disturbance Control and Potential Terrorist Activities, with Particular Reference to Peripheral Chemosensory Irritants; 27 Ricin and Abrin Poisoning; 28 The Total Prohibition of Chemical Weapons |
29 An A-Z of Compounds of Interest in Relation to Chemical Warfare and Other Malevolent Uses of PoisonsIndex |
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Sommario/riassunto |
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Chemical Warfare Agents, Second Edition has been totally revised since the successful first edition and expanded to about three times the length, with many new chapters and much more in-depth consideration of all the topics. The chapters have been written by distinguished international experts in various aspects of chemical warfare agents and edited by an experienced team to produce a clear review of the field. The book now contains a wealth of material on the mechanisms of action of the major chemical warfare agents, including the nerve agent cyclosarin, formally considered to |
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