00969cam0 2200289 450 E60020004021020210305081240.020081001d2001 |||||ita|0103 baitaIT<<L' >>epoca tardoanticaHartwin BrandtBolognail mulino2001115 p.ill.20 cmUniversale paperbacks480Trad. di Alessandro Cristofor001LAEC000155592001 *Universale paperbacks480Brandt, HartwinA600200036302070241942Cristofori, AlessandroA600200049932070ITUNISOB20210305RICAUNISOBUNISOB900139903E600200040210M 102 Monografia moderna SBNM900004875Si139903acquistopomicinoUNISOBUNISOB20081001073242.020200406081226.0catenaccifEpoca tardoantica727862UNISOB05435nam 2200649 a 450 991014542410332120170815110816.01-281-37416-497866113741670-470-29356-X0-470-29355-1(CKB)1000000000405471(EBL)343678(OCoLC)437209254(SSID)ssj0000199067(PQKBManifestationID)11171674(PQKBTitleCode)TC0000199067(PQKBWorkID)10184880(PQKB)11715281(MiAaPQ)EBC343678(EXLCZ)99100000000040547120071207d2008 uy 0engur|n|---|||||txtccrMathematical asset management[electronic resource] /Thomas HöglundHoboken, N.J. Wiley-Intersciencec20081 online resource (234 p.)Description based upon print version of record.0-470-23287-0 Includes bibliographical references (p. 217-218) and index.Mathematical Asset Management; CONTENTS; Preface; 1 Interest Rate; 1.1 Flat Rate; 1.1.1 Compound Interest; 1.1.2 Present Value; 1.1.3 Cash Streams; 1.1.4 Effective Rate; 1.1.5 Bonds; 1.1.6 The Effective Rate as a Measure of Valuation; 1.2 Dependence on the Maturity Date; 1.2.1 Zero-Coupon Bonds; 1.2.2 Arbitrage-Free Cash Streams; 1.2.3 The Arbitrage Theorem; 1.2.4 The Movements of the Interest Rate Curve; 1.2.5 Sensitivity to Change of Rates; 1.2.6 Immunization; 1.3 Notes; 2 Further Financial Instruments; 2.1 Stocks; 2.1.1 Earnings, Interest Rate, and Stock Price; 2.2 Forwards; 2.3 Options2.3.1 European Options2.3.2 American Options; 2.3.3 Option Strategies; 2.4 Further Exercises; 2.5 Notes; 3 Trading Strategies; 3.1 Trading Strategies; 3.1.1 Model Assumptions; 3.1.2 Interest Rate; 3.1.3 Exotic Options; 3.2 An Asymptotic Result; 3.2.1 The Model of Cox, Ross, and Rubinstein; 3.2.2 An Asymptotic Result; 3.3 Implementing Trading Strategies; 3.3.1 Portfolio Insurance; 4 Stochastic Properties of Stock Prices; 4.1 Growth; 4.1.1 The Distribution of the Growth; 4.1.2 Drift and Volatility; 4.1.3 The Stability of the Volatility Estimator; 4.2 Return; 4.3 Covariation4.3.1 The Asymptotic Distribution of the Estimated Covariance Matrix5 Trading Strategies with Clock Time Horizon; 5.1 Clock Time Horizon; 5.2 Black-Scholes Pricing Formulas; 5.2.1 Sensitivity to Perturbations; 5.2.2 Hedging a Written Call; 5.2.3 Three Options Strategies Again; 5.3 The Black-Scholes Equation; 5.4 Trading Strategies for Several Assets; 5.4.1 An Unsymmetrical Formulation; 5.4.2 A Symmetrical Formulation; 5.4.3 Examples; 5.5 Notes; 6 Diversification; 6.1 Risk and Diversification; 6.1.1 The Minimum-Variance Portfolio; 6.1.2 Stability of the Estimates of the Weights6.2 Growth Portfolios6.2.1 The Auxiliary Portfolio; 6.2.2 Maximal Drift; 6.2.3 Constraint on Portfolio Volatility; 6.2.4 Constraints on Total Stock Weight; 6.2.5 Constraints on Total Stock Weight and Volatility; 6.2.6 The Efficient Frontier; 6.2.7 Summary; 6.3 Rebalancing; 6.3.1 The Portfolio as a Function of the Stocks; 6.3.2 Empirical Verification; 6.4 Optimal Portfolios with Positive Weights; 6.5 Notes; 7 Covariation with the Market; 7.1 Beta; 7.1.1 The Market; 7.1.2 Beta Value; 7.2 Portfolios Related to the Market; 7.2.1 The Beta Portfolio; 7.2.2 Stability of the Estimates of the Weights7.2.3 Market Neutral Portfolios7.3 Capital Asset Pricing Model; 7.3.1 The CAPM Identity; 7.3.2 Consequences of CAPM; 7.3.3 The Market Portfolio; 7.4 Notes; 8 Performance and Risk measures; 8.1 Performance Measures; 8.2 Risk Measures; 8.2.1 Value at Risk; 8.2.2 Downside Risk; 8.3 Risk Adjustment; 9 Simple Covariation; 9.1 Equal Correlations; 9.1.1 Matrix Calculations; 9.1.2 Optimal Portfolios; 9.1.3 Comparison with the General Model; 9.1.4 Positive Weights; 9.2 Multiplicative Correlations; 9.2.1 Uniqueness of the Parameters; 9.2.2 Matrix Calculations; 9.2.3 Parameter Estimation9.2.4 Optimal PortfoliosA practical approach to the mathematical tools needed to increase portfolio growth, learn successful trading strategies, and manage the risks associated with market fluctuation Mathematical Asset Management presents an accessible and practical introduction to financial derivatives and portfolio selection while also acting as a basis for further study in mathematical finance. Assuming a fundamental background in calculus, real analysis, and linear algebra, the book uses mathematical tools only as needed and provides comprehensive, yet concise, coverage of various topics, such as: Derivative securitiesMathematical modelsRisk managementMathematical modelsInvestment analysisMathematical modelsElectronic books.Derivative securitiesMathematical models.Risk managementMathematical models.Investment analysisMathematical models.332.601/5195332.6015195Höglund Thomas968046MiAaPQMiAaPQMiAaPQBOOK9910145424103321Mathematical asset management2198559UNINA01434nam 2200409 450 991058304590332120230120002738.00-12-804544-20-12-804534-5(CKB)4100000001474173(MiAaPQ)EBC5167120(EXLCZ)99410000000147417320180105h20182018 uy 0engurcnu||||||||rdacontentrdamediardacarrierAdvances in sugarcane biorefinery technologies, commericialization, policy issues and paradigm shift for bioethanol and by-products /edited by Anuj Kumar Chandel and Marcos Henrique Luciano SilveiraAmsterdam, Netherlands ;Oxford, England ;Cambridge, Massachusetts :Elsevier,2018.©20181 online resource (343 pages) illustrations (some color), tablesIncludes bibliographical references at the end of each chapters and index.SugarcaneBiotechnologySugarcane industrySugarcaneBiotechnology.Sugarcane industry.633.61233Chandel Anuj KumarSilveira Marcos Henrique LucianoMiAaPQMiAaPQMiAaPQBOOK9910583045903321Advances in sugarcane biorefinery2123174UNINA