Lone actors : an emerging security threat / / edited by Aaron Richman and Yair Sharan

• Record Nr.: UNINA9910461026703321
• Pubbl/distr/stampa: Amsterdam, Netherlands : , : IOS Press, , 2015; Fairfax, Virginia : , : IOS Press, Inc., , [date of distribution not identified]; ©2015
• ISBN: 1-61499-585-0
• Descrizione fisica: 1 online resource (280 p.)
• Collana: NATO science for peace and security series. Sub-series E, Human and societal dynamics, , 1879-8268 ; ; Volume 123
• Disciplina: 363.32
• Soggetti: Terrorism; Terrorism - Prevention; Terrorists; 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 and indexes.
• Nota di contenuto: Title Page; Introduction; About the Editors; Contents; The Threat of Lone Actors' Terrorism; Lone Wolf Terrorism: Understanding the Growing Threat; The Terror Next Door: A Security Analysis of the Escalating Threat of Lone Wolf Terrorists; Gen-T. Terrorist Infosphere and i-Volution of Lone Wolf Terrorism; Biological and Chemical Agents in the Hands of Lone Actors - A Different View; Lone Operator Cyberterrorism from the Perspective of a Hacker; Case Studies; Major Nisan Malik Hasan, Terrorist or Criminal?; The Radicalization of American Lone Wolves in Real/Reel Worlds: Strategically Mapping the Role of the Internet, and Beyond, in the Cases of Colleen LaRose (Jihad Jane) and the Tsarnaev Brothers (the Boston Marathon Bombers)Countering and Responding to the Threat; Comparative Analysis of Counterinsurgency Operations in Iraq and Afghanistan: New Foresight Approaches to Counterinsurgency Operations with Special Focus on Lone Wolf Terrorism; Center for Radicalization Prevention: A Model of Government Response to "Lone-Wolf" Terrorist Assaults; Medical Response to Lone Actor Incidents; Lone Actors: Challenges and Opportunities for Countering Violent ExtremismThe War on Islamism; Legal and Ethical Aspects; Lone Actors - Ethical and Legal Considerations; Legal Responses to Lone Wolf Terrorism; Foresight and Policy Aspects; European Union's Counter-Terrorism Policy and the Problem of Lone Actors; A Lone Wolf Visionario in the American Midwest; The Need for Integrated Municipal Planning for Rail Security the Jerusalem Light Rail Project; Possible Evolution of Lone Wolf and SIMAD Terrorism; Lone Wolves and Black Sheep in the Modern Urban Jungle - Loneliness as a Source for Terror Threats in Modern CitiesSubject Index; Author Index

Hedging derivatives [[electronic resource] /] / Thorsten Rheinländer, Jenny Sexton

• Record Nr.: UNINA9910788958703321
• Autore: Rheinländer Thorsten
• Pubbl/distr/stampa: Singapore ; ; Hackensack, N.J., : World Scientific, 2011
• ISBN: 1-283-43365-6; 9786613433657; 981-4338-80-X
• Descrizione fisica: 1 online resource (244 p.)
• Collana: Advanced series on statistical science and applied probability ; ; v. 15
• Altri autori (Persone): SextonJenny
• Disciplina: 332.64/57
• Soggetti: Hedging (Finance) - Mathematical models; Derivative securities - Valuation - Mathematical models
• 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 (p. 221-229) and index.
• Nota di contenuto: Preface; Contents; 1. Introduction; 1.1 Hedging in complete markets; 1.1.1 Black & Scholes analysis and its limitations; 1.1.2 Complete markets; 1.2 Hedging in incomplete markets; 1.2.1 Sources of incompleteness; 1.2.2 Calibration; 1.2.3 Mean-variance hedging; 1.2.4 Utility indi erence pricing and hedging; 1.2.5 Exotic options; 1.2.6 Optimal martingale measures; 1.3 Notes and further reading; 2. Stochastic Calculus; 2.1 Filtrations and martingales; 2.2 Semi-martingales and stochastic integrals; 2.3 Kunita-Watanabe decomposition; 2.4 Change of measure; 2.5 Stochastic exponentials; 2.6 Notes and further reading3. Arbitrage and Completeness; 3.1 Strategies and arbitrage; 3.2 Complete markets; 3.3 Hidden arbitrage and local times; 3.4 Immediate arbitrage; 3.5 Super-hedging and the optional decomposition theorem; 3.6 Arbitrage via a non-equivalent measure change; 3.7 Notes and further reading; 4. Asset Price Models; 4.1 Exponential Levy processes; 4.1.1 A Levy process primer; 4.1.2 Examples of Levy processes; 4.1.3 Construction of Levy processes by subordination; 4.1.4 Risk-neutral Levy modelling; 4.1.5 Weak representation property and measure changes; 4.2 Stochastic volatility models4.2.1 Examples; 4.2.2 Stochastic differential equations and time change; 4.2.3 Construction of a solution via coupling; 4.2.4 Convexity of option prices; 4.2.5 Market completion by trading in options; 4.2.6 Bubbles and strict local martingales; 4.2.7 Stochastic exponentials; 4.3 Notes and further reading; 5. Static Hedging; 5.1 Static hedging of European claims; 5.2 Duality principle in option pricing; 5.2.1 Dynamics of the dual process; 5.2.2 Duality relations; 5.3 Symmetry and self-dual processes; 5.3.1 Definitions and general properties; 5.3.2 Semi-static hedging of barrier options5.3.3 Self-dual exponential Levy processes; 5.3.4 Self-dual stochastic volatility models; 5.4 Notes and further reading; 6. Mean-Variance Hedging; 6.1 Concept of mean-variance hedging; 6.2 Valuation and hedging by the Laplace method; 6.2.1 Bilateral Laplace transforms; 6.2.2 Valuation and hedging using Laplace transforms; 6.3 Valuation and hedging via integro-differential equations; 6.3.1 Feynman-Kac formula for the value function; 6.3.2 Computation of the optimal hedging strategy; 6.4 Mean-variance hedging of defaultable assets; 6.4.1 Intensity-based approach6.4.2 Martingale representation; 6.4.3 Hedging of insurance claims with longevity bonds; 6.5 Quadratic risk-minimisation for payment streams; 6.6 Notes and further reading; 7. Entropic Valuation and Hedging; 7.1 Exponential utility indiffence pricing; 7.2 The minimal entropy martingale measure; 7.3 Duality results; 7.4 Properties of the utility indifference price; 7.5 Entropic hedging; 7.6 Notes and further reading; 8. Hedging Constraints; 8.1 Framework and preliminaries; 8.2 Dynamic utility indi erence pricing; 8.3 Martingale optimality principle; 8.4 Utility indifference hedging and pricing using BSDEs
• Sommario/riassunto: Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Lévy processes and for derivatives written on defaultable assets. It is discussed how to complete markets based upon stochastic volatility models via trading in both stocks and vanilla options. Exponentia

Die baltische Krise 1938-1941 / / Seppo Myllyniemi

• Record Nr.: UNISA996309085903316
• Autore: Myllyniemi Seppo
• Pubbl/distr/stampa: De Gruyter, 1979; Berlin ; ; Boston : , : Oldenbourg Wissenschaftsverlag, , [2010]; ©1979
• ISBN: 3-486-70342-0
• Edizione: [1st ed.]
• Descrizione fisica: 1 online resource (168 p.)
• Collana: Schriftenreihe der Vierteljahrshefte für Zeitgeschichte ; ; 38
• Classificazione: NQ 5015
• Disciplina: 327.474
• Soggetti: HISTORY / General; Baltic States Foreign relations; Soviet Union Foreign relations Baltic States; Germany Foreign relations Baltic States; Europe Politics and government 1918-1945
• Lingua di pubblicazione: Tedesco
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Front Matter -- Die Randstaaten werden vor die baltische Wahl gestellt -- Die Neutralitätspolitik als mißlungener Versuch, die baltische Wahl zu umgehen -- Das Baltikum als Objekt der Garantieund Interessensphärenpolitik -- Die Ausgangssituation der Stützpunktperiode -- Der finnische Winterkrieg und die baltische Neutralität -- Im Bannkreis des Mißtrauens -- Das Baltikum wird dem Sowjetsystem eingegliedert -- Epilog: Die Sowjetherrschaft 1940-1941 im Überblick -- Back Matter
• Sommario/riassunto: Estland, Lettland und Litauen konnten sich nur in der kurzen Zeitspanne von 1918 bis 1940 staatlicher Unabhängigkeit erfreuen. Am Vorabend des Zweiten Weltkriegs gerieten die drei Ostseestaaten wieder unter die Räder der Großmachtpolitik ihrer Nachbarn, der Pakt zwischen Hitler und Stalin besiegelte ihr Schicksal. Im August 1940 wurden sie dem sowjetrussischen Staatsverband einverleibt. Die baltischen Staaten wurden daher bisher fast ausschließlich als Objekte der Großmächte betrachtet, das Interesse konzentrierte sich auf ihre Rolle im Kalkül deutscher und sowjetischer Politik. Die Untersuchung des finnischen Historikers Myllyniemi stellt dagegen die Aktionen und ; Reaktionen der baltischen Staaten selbst in den Mittelpunkt. Dabei werden die Versuche, sich den Verschiebungen im internationalen politischen Kräftefeld anzupassen, um dadurch die staatliche Existenz zu retten, von Station zu Station - Neutralitätspolitik, Beistandspakte, Finnischer Winterkrieg, baltische Entente - bis zum Anschluss an die Sowjetunion verfolgt. Neben Quellen aus deutschen, britischen, schwedischen und finnischen Archiven stützt sich der Autor auf sowjetisches und amerikanisches Material. Ihm ist erstmals ein Gesamtbild gelungen, das die eigene Politik der baltischen Staaten vor dem Hintergrund europäischer Großmachtpolitik gegenüber den Randstaaten an der Ostsee zeigt.