00820nam0 2200241 i 450 SUN000252420111027095611.36888-14-09292-320020701d2002 |0itac50 baitaIT|||| |||||ˆIl ‰barbiere delle due SicilieMichele SalazarMilanoGiuffrè2002XIV, 174 p.21 cm.MilanoSUNL000284Salazar, MicheleSUNV001361229779GiuffrèSUNV001757650ITSOL20181231RICASUN0002524UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA00CONS XXIV.Eb.1 00 21364 20020701 Barbiere delle due sicilie977028UNICAMPANIA01476nam 2200409 450 991070455170332120130426152810.0(CKB)5470000002442188(OCoLC)840933895(EXLCZ)99547000000244218820130426d2013 ua 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierSocial security supplementary agreement between the United States of America and Sweden, signed at Stockholm, June 22, 2004[Washington, D.C.] :United States Department of State,[2013?]1 online resource (14 unnumbered pages)Treaties and other international acts series ;07-1101Title from title screen (viewed on April 26, 2013).Social security Social securityLaw and legislationUnited StatesSocial securityLaw and legislationSwedenSocial securityInternational cooperationSocial securityLaw and legislationSocial securityLaw and legislationSocial securityInternational cooperation.Sweden,United States.2004 June 22.United States.Department of State,GPOGPOBOOK9910704551703321Social security493410UNINA05430nam 2200697Ia 450 991058348020332120200520144314.097866110551349781281055132128105513197800805532520080553257(CKB)1000000000409748(EBL)318217(OCoLC)476112368(SSID)ssj0000154978(PQKBManifestationID)11158442(PQKBTitleCode)TC0000154978(PQKBWorkID)10097701(PQKB)10391489(MiAaPQ)EBC318217(PPN)170235092(FR-PaCSA)10230797(FRCYB10230797)10230797(EXLCZ)99100000000040974820070718d2008 uy 0engur|n|---|||||txtccrFinancial engineering /edited by John R. Birge, Vadim LinetskyAmsterdam ;London North-Holland20081 online resource (1027 p.)Handbooks in operations research and management science ;v. 15Description based upon print version of record.9780444517814 0444517812 Includes bibliographical references and index.Front cover; Financial Engineering; Copyright page; Contents; Part I: Introduction; Introduction to the Handbook of FinancialEngineering; References; Chapter 1. An Introduction to Financial Asset Pricing; 1. Introduction; 2. Introduction to derivatives and arbitrage; 3. The core of the theory; 4. American type derivatives; Acknowledgements; References; Part II: Derivative Securities: Models and Methods; Chapter 2. Jump-Diffusion Models for Asset Pricing in Financial Engineering; 1. Introduction; 2. Empirical stylized facts; 3. Motivation for jump-diffusion models4. Equilibrium for general jump-diffusion models5. Basic setting for option pricing; 6. Pricing call and put option via Laplace transforms; 7. First passage times; 8. Barrier and lookback options; 9. Analytical approximations for American options; 10. Extension of the jump-diffusion models to multivariate cases; References; Chapter 3. Modeling Financial Security Returns Using Lévy Processes; 1. Introduction; 2. Modeling return innovation distribution using Lévy processes; 3. Generating stochastic volatility by applying stochastic time changes4. Modeling financial security returns with time-changed Lévy processes5. Option pricing under time-changed Lévy processes; 6. Estimating Lévy processes with and without time changes; 7. Concluding remarks; Acknowledgements; References; Chapter 4. Pricing with Wishart Risk Factors; 1. Introduction; 2. Wishart process; 3. Pricing; 4. Examples; 5. Concluding remarks; References; Chapter 5. Volatility; 1. Introduction; 2. A model of price formation with microstructure effects; 3. The variance of the equilibrium price; 4. Solutions to the inconsistency problem5. Equilibrium price variance estimation: directions for future work6. The variance of microstructure noise: a consistency result; 7. The benefit of consistency: measuring market quality; 8. Volatility and asset pricing; Acknowledgements; References; Chapter 6. Spectral Methods in Derivatives Pricing; 1. Introduction; 2. Self-adjoint semigroups in Hilbert spaces; 3. One-dimensional diffusions: general results; 4. One-dimensional diffusions: a catalog of analytically tractable models; 5. Symmetric multi-dimensional diffusions; 6. Introducing jumps and stochastic volatility via time changes7. ConclusionReferences; Chapter 7. Variational Methods in Derivatives Pricing; 1. Introduction; 2. European and barrier options in the Black-Scholes-Merton model; 3. American options in the Black-Scholes-Merton model; 4. General multi-dimensional jump-diffusion models; 5. Examples and applications; 6. Summary; References; Chapter 8. Discrete Barrier and Lookback Options; 1. Introduction; 2. A representation of barrier options via the change of numeraire argument; 3. Convolution, Broadie-Yamamoto method via the fast Gaussian transform, and Feng-Linetsky method via Hilbert transform4. Continuity correctionsThe remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods andHandbooks in operations research and management science ;v. 15.Financial engineeringFinanceFinancial engineering.Finance.658.15224Birge John R451498Linetsky Vadim911039MiAaPQMiAaPQMiAaPQBOOK9910583480203321Financial engineering2039954UNINA