05835nam 2200781Ia 450 991013907720332120200520144314.01-118-41329-61-118-81856-31-283-59301-797866139054681-118-41331-8(CKB)2560000000092944(EBL)1020709(OCoLC)803474283(SSID)ssj0000740949(PQKBManifestationID)11451354(PQKBTitleCode)TC0000740949(PQKBWorkID)10700836(PQKB)10217580(PQKBManifestationID)16121036(PQKB)23901464(MiAaPQ)EBC1020709(DLC) 2012030997(Au-PeEL)EBL1020709(CaPaEBR)ebr10598744(CaONFJC)MIL390546(PPN)183755138(EXLCZ)99256000000009294420120730d2012 uy 0engurcn|||||||||txtccrFinancial modelling[electronic resource] theory, implementation and practice (with Matlab source) /Joerg Kienitz, Daniel WetterauHoboken, N.J. Wiley20121 online resource (735 p.)The Wiley Finance SeriesDescription based upon print version of record.0-470-74489-8 Includes bibliographical references and index.Financial Modelling; Contents; Introduction; 1 Introduction and Management Summary; 2 Why We Have Written this Book; 3 Why You Should Read this Book; 4 The Audience; 5 The Structure of this Book; 6 What this Book Does Not Cover; 7 Credits; 8 Code; PART I FINANCIAL MARKETS AND POPULAR MODELS; 1 Financial Markets - Data, Basics and Derivatives; 1.1 Introduction and Objectives; 1.2 Financial Time-Series, Statistical Properties of Market Data and Invariants; 1.2.1 Real World Distribution; 1.3 Implied Volatility Surfaces and Volatility Dynamics; 1.3.1 Is There More than just a Volatility?1.3.2 Implied Volatility 1.3.3 Time-Dependent Volatility; 1.3.4 Stochastic Volatility; 1.3.5 Volatility from Jumps; 1.3.6 Traders' Rule of Thumb; 1.3.7 The Risk Neutral Density; 1.4 Applications; 1.4.1 Asset Allocation; 1.4.2 Pricing, Hedging and Risk Management; 1.5 General Remarks on Notation; 1.6 Summary and Conclusions; 1.7 Appendix - Quotes; 2 Diffusion Models; 2.1 Introduction and Objectives; 2.2 Local Volatility Models; 2.2.1 The Bachelier and the Black-Scholes Model; 2.2.2 The Hull-White Model; 2.2.3 The Constant Elasticity of Variance Model; 2.2.4 The Displaced Diffusion Model2.2.5 CEV and DD Models 2.3 Stochastic Volatility Models; 2.3.1 Pricing European Options; 2.3.2 Risk Neutral Density; 2.3.3 The Heston Model (and Extensions); 2.3.4 The SABR Model; 2.3.5 SABR - Further Remarks; 2.4 Stochastic Volatility and Stochastic Rates Models; 2.4.1 The Heston-Hull-White Model; 2.5 Summary and Conclusions; 3 Models with Jumps; 3.1 Introduction and Objectives; 3.2 Poisson Processes and Jump Diffusions; 3.2.1 Poisson Processes; 3.2.2 The Merton Model; 3.2.3 The Bates Model; 3.2.4 The Bates-Hull-White Model; 3.3 Exponential Lévy Models; 3.3.1 The Variance Gamma Model3.3.2 The Normal Inverse Gaussian Model 3.4 Other Models; 3.4.1 Exponential Lévy Models with Stochastic Volatility; 3.4.2 Stochastic Clocks; 3.5 Martingale Correction; 3.6 Summary and Conclusions; 4 Multi-Dimensional Models; 4.1 Introduction and Objectives; 4.2 Multi-Dimensional Diffusions; 4.2.1 GBM Baskets; 4.2.2 Libor Market Models; 4.3 Multi-Dimensional Heston and SABR Models; 4.3.1 Stochastic Volatility Models; 4.4 Parameter Averaging; 4.4.1 Applications to CMS Spread Options; 4.5 Markovian Projection; 4.5.1 Baskets with Local Volatility4.5.2 Markovian Projection on Local Volatility and Heston Models 4.5.3 Markovian Projection onto DD SABR Models; 4.6 Copulae; 4.6.1 Measures of Concordance and Dependency; 4.6.2 Examples; 4.6.3 Elliptical Copulae; 4.6.4 Archimedean Copulae; 4.6.5 Building New Copulae from Given Copulae; 4.6.6 Asymmetric Copulae; 4.6.7 Applying Copulae to Option Pricing; 4.6.8 Applying Copulae to Asset Allocation; 4.7 Multi-Dimensional Variance Gamma Processes; 4.8 Summary and Conclusions; PART II NUMERICAL METHODS AND RECIPES; 5 Option Pricing by Transform Techniques and Direct Integration5.1 Introduction and ObjectivesFinancial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considersWiley finance series.FinanceMathematical modelsNumerical analysisFinanceMathematical modelsComputer programsNumerical analysisComputer programsFinanceMathematical models.Numerical analysis.FinanceMathematical modelsComputer programs.Numerical analysisComputer programs.332.0285/53Kienitz Joerg934064Wetterau Daniel1981-934065MiAaPQMiAaPQMiAaPQBOOK9910139077203321Financial modelling2103023UNINA01667oam 2200493 450 991070743210332120160826152115.0(CKB)5470000002465209(OCoLC)891382920(EXLCZ)99547000000246520920140926d1971 ua 0engurbn|||||||||txtrdacontentcrdamediacrrdacarrierStudies in peatPeat deposits of northeastern Pennsylvania /by Cornelia C. Cameron[Washington, D.C.] :United States Department of the Interior, Geological Survey,1970.Washington :United States Government Printing Office.1 online resource (iv, 90 pages) illustrationsGeological Survey bulletin ;1317-ATitle from title screen (viewed September 15, 2014)."The use of physical characteristics of peat and geologic setting of the deposits as guides to peat resources."Includes bibliographical references (pages 46-47) and index.Peat deposits of northeastern PennsylvaniaGeologyPennsylvaniaPeatPennsylvaniaPeatfastPennsylvaniafastGeologyPeatPeat.Cameron Cornelia C.1911-1994,1388948Geological Survey (U.S.),COPCOPOCLCOOCLCFOCLCAGPOBOOK9910707432103321Studies in peat3441891UNINA01486nam 2200373z- 450 991069459440332120130605081651.0(CKB)5860000000017790(BIP)023941184(EXLCZ)99586000000001779020220406c2007uuuu -u- -engAllegations of waste, fraud and abuse at the new U.S. embassy in Iraq joint hearing before the Subcommittee on National Security and Foreign Affairs and the Committee on Oversight and Government Reform, House of Representatives, One Hundred Tenth Congress, first session, July 26, 20071 online resource (iii, 169 p.) ill0-16-081460-X Allegations of waste, fraud and abuse at the new U.S. embassy in Iraq Embassy buildingsIraqCostsWaste in government spendingUnited StatesPublic contractsIraqUnited StatesEmbassy buildingsWaste in government spendingPublic contractsIraqArchitectureLawEmbassy buildingsCosts.Waste in government spendingPublic contractsUnited States.Congress.House.Committee on Oversight and Government Reform.BOOK9910694594403321Allegations of waste, fraud and abuse at the new U.S. embassy in Iraq3092232UNINA01738oam 2200445zu 450 991067781150332120251116153651.03-527-62091-5(CKB)1000000000687486(SSID)ssj0000388115(PQKBManifestationID)11243779(PQKBTitleCode)TC0000388115(PQKBWorkID)10411485(PQKB)11785666(NjHacI)991000000000687486(EXLCZ)99100000000068748620160829d2000 uy engur|||||||||||txtccrBiotechnology, Bio-transformations II[Place of publication not identified]Wiley VCH Imprint20001 online resource (xii, 533 pages)Bibliographic Level Mode of Issuance: Monograph3-527-28324-2 Includes bibliographical references and indexes.Biotransformations have developed into an important tool of organic synthesis and most synthetic sequences will benefit from the use of a biotransformation step. This volume completes the collection of biotransformations presented in the Biotechnology series. Volumes 8 a and b provide a comprehensive guide to the established and emerging uses of enzymes, each chapter is devoted to a single class of transformation.Biotransformation (Metabolism)Biotransformation (Metabolism)574.1924Rehm Hans-Jürgen16547Pühler A.Reed GeraldPQKBBOOK9910677811503321Biotechnology, Bio-transformations II3067429UNINA