01983nam0 2200469 i 450 VAN0012683920240806100822.611N978303023865020200217d2019 |0itac50 baengCH|||| |||||Diophantine Equations and Power Integral BasesTheory and AlgorithmsIstván Gaál2. edChamBirkhauser2019xxii, 326 p.ill.24 cmVAN00236741Diophantine Equations and Power Integral Bases173244411DxxDiophantine equations [MSC 2020]VANC019788MF11R04Algebraic numbers; rings of algebraic integers [MSC 2020]VANC021856MF11Y50Computer solution of Diophantine equations [MSC 2020]VANC021904MFAlgebraic number theoryKW:KAlgorithmic AnalysisKW:KBaker's method solutionKW:KDiophantine EquationsKW:KDiophantine equation solutionsKW:KIndex form equationsKW:KNorm form equationsKW:KNumber fieldsKW:KNumber theoryKW:KPower integral basesKW:KThue equationsKW:KCHChamVANL001889GaálIstvánVANV098248781318Birkhäuser <editore>VANV108193650ITSOL20241115RICAhttp://doi.org/10.1007/978-3-030-23865-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00126839BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 1562 08eMF1562 20200217 Diophantine Equations and Power Integral Bases1732444UNICAMPANIA02944nam 2200601 a 450 991097021070332120240514061251.01-283-35895-6978661335895090-272-7922-5(CKB)2550000000072942(EBL)805765(OCoLC)769342178(SSID)ssj0000990692(PQKBManifestationID)11632254(PQKBTitleCode)TC0000990692(PQKBWorkID)10994379(PQKB)10919127(MiAaPQ)EBC805765(Au-PeEL)EBL805765(CaPaEBR)ebr10517133(DE-B1597)719239(DE-B1597)9789027279224(EXLCZ)99255000000007294219860728d1986 uy 0engur|n|---|||||txtrdacontentcrdamediacrrdacarrierAndré Breton sketch for an early portrait /J.H. Matthews1st ed.Amsterdam ;Philadelphia :J. Benjamins,1986.1 online resource (xii, 176 pages)Purdue University monographs in Romance languages,0165-8743 ;v. 2290-272-1732-7 Includes bibliography (p. 157-169) and index.ANDRÉ BRETON Sketch for an Early Portrait; Editorial page; Title page; Copyright page; Table of contents; Preface; 1. Introduction; 2. Francis Picabia; 3. Guillaume Apollinaire; 4. Jacques Vaché; 5. Marcel Duchamp; 6. Sigmund Freud; 7. Antonin Artaud; 8. Pablo Picasso; 9. Conclusion; Notes; IndexBreton's stature is much greater than that of a number of contemporaries who have received, already, far more attention from the critics than he. It provides justification without excuse, especially when the commentator's purpose is to shed light on the intricacies of Breton's mind, the significance of his original work, or the impact of his ideas on twentieth-century culture. Hence the aim pursued in the present study may be stated without further preamble: To attempt to broaden understanding of the evolution of André Breton's thinking during a critical period in his life, the one which brought him to leadership of the surrealist movement in France. Evidently, the focus here is narrow, the goal being to give clearer definition to the intellectual state of a young man emerging from doubt—and so from self-doubt—into renewed confidence in his poetic calling.Purdue University monographs in Romance languages ;22.SurrealismFranceArts, French20th centurySurrealismArts, French841/.912Matthews J. H1817681MiAaPQMiAaPQMiAaPQBOOK9910970210703321André Breton4375709UNINA05716nam 2200745Ia 450 991101988350332120200520144314.09786610269105978111867353911186735309781280269103128026910397804700914010470091401(CKB)1000000000356560(EBL)232702(OCoLC)475938795(SSID)ssj0000268414(PQKBManifestationID)11217064(PQKBTitleCode)TC0000268414(PQKBWorkID)10213805(PQKB)11297295(MiAaPQ)EBC232702(Perlego)2788449(EXLCZ)99100000000035656020040223d2004 uy 0engur|n|---|||||txtccrVolatility and correlation the perfect hedger and the fox /Riccardo Rebonato2nd ed.Chichester, West Sussex ;Hoboken, NJ J. Wiley20041 online resource (866 p.)The Wiley Finance SeriesRev. ed. of: Volatility and correlation in the pricing of equity. 1999.9780470091395 0470091398 Includes bibliographical references and index.Volatility and Correlation 2(nd) Edition; Contents; Preface; 0.1 Why a Second Edition?; 0.2 What This Book Is Not About; 0.3 Structure of the Book; 0.4 The New Subtitle; Acknowledgements; I Foundations; 1 Theory and Practice of Option Modelling; 1.1 The Role of Models in Derivatives Pricing; 1.1.1 What Are Models For?; 1.1.2 The Fundamental Approach; 1.1.3 The Instrumental Approach; 1.1.4 A Conundrum (or, 'What is Vega Hedging For?'); 1.2 The Efficient Market Hypothesis and Why It Matters for Option Pricing; 1.2.1 The Three Forms of the EMH; 1.2.2 Pseudo-Arbitrageurs in Crisis1.2.3 Model Risk for Traders and Risk Managers1.2.4 The Parable of the Two Volatility Traders; 1.3 Market Practice; 1.3.1 Different Users of Derivatives Models; 1.3.2 In-Model and Out-of-Model Hedging; 1.4 The Calibration Debate; 1.4.1 Historical vs Implied Calibration; 1.4.2 The Logical Underpinning of the Implied Approach; 1.4.3 Are Derivatives Markets Informationally Efficient?; 1.4.4 Back to Calibration; 1.4.5 A Practical Recommendation; 1.5 Across-Markets Comparison of Pricing and Modelling Practices; 1.6 Using Models; 2 Option Replication; 2.1 The Bedrock of Option Pricing2.2 The Analytic (PDE) Approach2.2.1 The Assumptions; 2.2.2 The Portfolio-Replication Argument (Deterministic Volatility); 2.2.3 The Market Price of Risk with Deterministic Volatility; 2.2.4 Link with Expectations - the Feynman-Kac Theorem; 2.3 Binomial Replication; 2.3.1 First Approach - Replication Strategy; 2.3.2 Second Approach - 'Naive Expectation'; 2.3.3 Third Approach - 'Market Price of Risk'; 2.3.4 A Worked-Out Example; 2.3.5 Fourth Approach - Risk-Neutral Valuation; 2.3.6 Pseudo-Probabilities; 2.3.7 Are the Quantities π(1) and π(2) Really Probabilities?2.3.8 Introducing Relative Prices2.3.9 Moving to a Multi-Period Setting; 2.3.10 Fair Prices as Expectations; 2.3.11 Switching Numeraires and Relating Expectations Under Different Measures; 2.3.12 Another Worked-Out Example; 2.3.13 Relevance of the Results; 2.4 Justifying the Two-State Branching Procedure; 2.4.1 How To Recognize a Jump When You See One; 2.5 The Nature of the Transformation between Measures: Girsanov's Theorem; 2.5.1 An Intuitive Argument; 2.5.2 A Worked-Out Example; 2.6 Switching Between the PDE, the Expectation and the Binomial Replication Approaches; 3 The Building Blocks3.1 Introduction and Plan of the Chapter3.2 Definition of Market Terms; 3.3 Hedging Forward Contracts Using Spot Quantities; 3.3.1 Hedging Equity Forward Contracts; 3.3.2 Hedging Interest-Rate Forward Contracts; 3.4 Hedging Options: Volatility of Spot and Forward Processes; 3.5 The Link Between Root-Mean-Squared Volatilities and the Time-Dependence of Volatility; 3.6 Admissibility of a Series of Root-Mean-Squared Volatilities; 3.6.1 The Equity/FX Case; 3.6.2 The Interest-Rate Case; 3.7 Summary of the Definitions So Far; 3.8 Hedging an Option with a Forward-Setting Strike3.8.1 Why Is This Option Important? (And Why Is it Difficult to Hedge?)In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation - with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the 'perfect-replication' approach to derivatives pricing, with special attention given to exotic options; a tThe Wiley Finance SeriesOptions (Finance)Mathematical modelsInterest rate futuresMathematical modelsSecuritiesPricesMathematical modelsOptions (Finance)Mathematical models.Interest rate futuresMathematical models.SecuritiesPricesMathematical models.332.6323332.64/53Rebonato Riccardo464700Rebonato Riccardo464700MiAaPQMiAaPQMiAaPQBOOK9911019883503321Volatility and correlation4420104UNINA