03966nam 2200565 a 450 991043813670332120200520144314.00-8176-8388-710.1007/978-0-8176-8388-7(CKB)2670000000315100(EBL)1081660(OCoLC)823388506(SSID)ssj0000879136(PQKBManifestationID)11461436(PQKBTitleCode)TC0000879136(PQKBWorkID)10850725(PQKB)10646146(DE-He213)978-0-8176-8388-7(MiAaPQ)EBC1081660(PPN)168288702(EXLCZ)99267000000031510020130108d2013 uy 0engur|n|---|||||txtccrThe interval market model in mathematical finance game-theoretic methods /Pierre Bernhard ... [et al.]1st ed. 2013.New York Birkhauser20131 online resource (347 p.)Static & Dynamic Game Theory: Foundations & Applications,2363-8516Description based upon print version of record.1-4899-8580-8 0-8176-8387-9 Includes bibliographical references and index.pt. I. Revisiting two classic results in dynamic portfolio management -- pt. II. Hedging in interval models -- pt. III. Robust-control approach to option pricing -- pt. IV. Game-theoretic analysis of rainbow options in incomplete markets -- pt. V. Viability approach to complex option pricing and portfolio insurance.Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: ·         probability-free Black-Scholes theory; ·         fair-price interval of an option; ·         representation formulas and fast algorithms for option pricing; ·         rainbow options; ·         tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.Static & Dynamic Game Theory: Foundations & Applications,2363-8516InvestmentsMathematicsInvestmentsMathematics.332.6/01/51Bernhard Pierre54445MiAaPQMiAaPQMiAaPQBOOK9910438136703321The Interval Market Model in Mathematical Finance2502199UNINA04740nam 22006615 450 991034945320332120200630210318.03-030-16501-910.1007/978-3-030-16501-7(CKB)4100000008742971(MiAaPQ)EBC5837792(DE-He213)978-3-030-16501-7(PPN)238490653(EXLCZ)99410000000874297120190722d2019 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierCarrion Ecology and Management /edited by Pedro P. Olea, Patricia Mateo-Tomás, José Antonio Sánchez-Zapata1st ed. 2019.Cham :Springer International Publishing :Imprint: Springer,2019.1 online resource (284 pages) illustrationsWildlife Research Monographs,2366-8733 ;23030164993 Chapter 1 Introduction to the Topic of Carrion Ecology and Management. -Part 1 Carrion ecology:Description of the Main Ecological Patterns and Processes Occurring around a Carrion -- Chapter 2 Carrion Availability in Space and Time -- Chapter 3 Invertebrate scavenging communities.-Chapter 4 Vertebrate Scavenging Communities.-Chapter 5 Carrion Decomposition -- Chapter 6 Ecological Functions of Vertebrate Scavenging -- Part 2 Human and Carrion: The Impact of Humans on Carrion Ecology and Management -- Chapter 7 Scavenging and Disease Dynamics -- Chapter 8 Human-Mediated Carrion: Effects on Ecological Processes -- Chapter 9 What Makes Carrion Unsafe for Scavengers? Considerations for Appropriate Regulatory Policies and Sound Management Practices -- Part 3 Methodological Approaches: Description of some Methods Used to Study Carrion Ecology.-Chapter 10 Methods for Monitoring Carrion Decomposition in Aquatic Environs -- Chapter 11 Studying Movement of Avian Scavengers to Understand Carrion Ecology -- Chapter 12 Synthesis.Carrion, or dead animal matter, is an inherent component of aquatic and terrestrial ecosystems worldwide, and is exploited by a wide diversity of organisms from different trophic levels, including microbes, arthropods and vertebrates. Further, carrion consumption by scavengers, i.e. scavenging, supports key ecosystem functions and services such as recycling nutrients and energy, disposing of carcasses and regulating disease spread. Yet, unlike dead plant matter, dead animal decomposition has received little attention in the fields of ecology, wildlife conservation and environmental management, and as a result the management of carrion for maintaining biodiversity and functional ecosystems has been limited. This book addresses the main ecological patterns and processes relating to the generation and consumption of carrion both in terrestrial and aquatic ecosystems. It also discusses a number of conservation concerns and associated management issues, particularly regarding the increasing role of human-mediated carrion in ecosystems. Lastly, the book outlines future research lines in carrion ecology and management, and identifies the major challenges for scavengers and scavenging processes in the Anthropocene. .Wildlife Research Monographs,2366-8733 ;2WildlifeFishesBiotic communitiesConservation biologyEcologyBiodiversityFish & Wildlife Biology & Managementhttps://scigraph.springernature.com/ontologies/product-market-codes/L25080Community & Population Ecologyhttps://scigraph.springernature.com/ontologies/product-market-codes/L19120Conservation Biology/Ecologyhttps://scigraph.springernature.com/ontologies/product-market-codes/L19150Biodiversityhttps://scigraph.springernature.com/ontologies/product-market-codes/L19031Wildlife.Fishes.Biotic communities.Conservation biology.Ecology.Biodiversity.Fish & Wildlife Biology & Management.Community & Population Ecology.Conservation Biology/Ecology.Biodiversity.579.71591.714Olea Pedro P.edthttp://id.loc.gov/vocabulary/relators/edtMateo-Tomás Patriciaedthttp://id.loc.gov/vocabulary/relators/edtSánchez Zapata José Antonioedthttp://id.loc.gov/vocabulary/relators/edtBOOK9910349453203321Carrion Ecology and Management2020939UNINA