01515nam 2200385 450 991070280110332120141223130425.0(CKB)5470000002430183(OCoLC)898587476(EXLCZ)99547000000243018320141223d1954 ua 0engurbn|||||||||rdacontentrdamediardacarrier1954 Hurricane damage on Penobscot Experimental Forest /T.J. GrisezUpper Darby, Pennsylvania :Department of Agriculture, Forest Service, Northeastern Forest Experiment Station,1954.1 online resource (2 pages)Forest research notes / Northeastern Forest Experiment Station ;no. 39Title from title screen (viewed Dec. 18, 2014)."October 1954."Publication pre-dates Federal Depository Library Program (FDLP) item numbers. No FDLP item number has been assigned.Hurricane damage on Penobscot Experimental ForestWindfall (Forestry)MainePenobscot Experimental ForestHistoryPenobscot Experimental Forest (Me.)Windfall (Forestry)History.Grisez Ted J.1408449Northeastern Forest Experiment Station (Radnor, Pa.),GPOGPOBOOK99107028011033211954 Hurricane damage on Penobscot Experimental Forest3492387UNINA04024nam 22005415 450 991030011460332120230810162449.01-4939-8835-210.1007/978-1-4939-8835-8(CKB)4100000007102481(MiAaPQ)EBC5598627(DE-He213)978-1-4939-8835-8(PPN)231458320(EXLCZ)99410000000710248120181025d2018 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierDynamic Markov Bridges and Market Microstructure Theory and Applications /by Umut Çetin, Albina Danilova1st ed. 2018.New York, NY :Springer New York :Imprint: Springer,2018.1 online resource (xiv, 234 pages)Probability Theory and Stochastic Modelling,2199-3149 ;901-4939-8833-6 Markov processes -- Stochastic Differential Equations and Martingale Problems -- Stochastic Filtering -- Static Markov Bridges and Enlargement of Filtrations -- Dynamic Bridges -- Financial markets with informational asymmetries and equilibrium -- Kyle-Back model with dynamic information: no default case -- Appendix A.This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial differential equations, Markov processes, and their interplay. Part II is devoted to the applications of the theory developed in Part I to asymmetric information models among financial agents, which include a strategic risk-neutral insider who possesses a private signal concerning the future value of the traded asset, non-strategic noise traders, and competitive risk-neutral market makers. A thorough analysis of optimality conditions for risk-neutral insiders is provided and the implications on equilibrium of non-Gaussian extensions are discussed. A Markov bridge, first considered by Paul Lévy in the context of Brownian motion, is a mathematical system that undergoes changes in value from one state to another when the initial and final states are fixed. Markov bridges have many applications as stochastic models of real-world processes, especially within the areas of Economics and Finance. The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency; how insider trading on financial markets can be detected; how information assimilates in market prices; and the optimal pricing policy of a particular market maker. Principles in this book will appeal to probabilists, statisticians, economists, researchers, and graduate students interested in Markov bridges and market microstructure theory.Probability Theory and Stochastic Modelling,2199-3149 ;90ProbabilitiesSocial sciencesMathematicsStatisticsProbability TheoryMathematics in Business, Economics and FinanceStatistics in Business, Management, Economics, Finance, InsuranceProbabilities.Social sciencesMathematics.Statistics.Probability Theory.Mathematics in Business, Economics and Finance.Statistics in Business, Management, Economics, Finance, Insurance.519.24Çetin Umutauthttp://id.loc.gov/vocabulary/relators/aut767949Danilova Albinaauthttp://id.loc.gov/vocabulary/relators/autBOOK9910300114603321Dynamic Markov Bridges and Market Microstructure2056065UNINA01578nam0 22003853i 450 MIL035867020251003044232.0013887571520100414d1998 ||||0itac50 baengusz01i xxxe z01nRF microelectronicsBehzad RazaviUpper Saddle RiverPrentice Hall PTRc1998XIV, 335 p.ill.25 cm.ˆThe ‰Prentice Hall communications engineering and emerging technologies series2001MIL03586712001 ˆThe ‰Prentice Hall communications engineering and emerging technologies series2Radio frequency microelectronicsNAP0486882Circuiti integratiProgettazioneFIRMILC095947ECircuiti a radiofrequenzaFIRUFIC099181I621.384INGEGNERIA DELLE COMUNICAZIONI. RADIO E RADAR14621.38412RADIOTECNICA. CIRCUITI22ChipCircuiti elettronici integratiCircuiti integratiChipCircuiti integratiCircuiti elettronici integratiRazavi, BehzadMILV17066307028390ITIT-00000020100414IT-BN0095 NAP 01SALA DING $MIL0358670Biblioteca Centralizzata di Ateneo1 v. 01SALA DING 621.384 RAZ.rf 0102 0000033405 VMA A4 1 v.Y 2000050820000508 01RF microelectronics1070811UNISANNIO