05435nam 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 management2198559UNINA04496nam 2201153z- 450 991055774560332120210501(CKB)5400000000045886(oapen)https://directory.doabooks.org/handle/20.500.12854/69038(oapen)doab69038(oapen)69038(EXLCZ)99540000000004588620202105d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierGenetics in RiceBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20201 online resource (188 p.)3-03936-826-5 3-03936-827-3 Rice feeds more than half of the world population. Its small genome size and ease in transformation have made rice the model crop in plant physiology and genetics. Molecular as well as Mendelian, forward as well as reverse genetics collaborate with each other to expand rice genetics. The wild relatives of rice belonging to the genus Oryza are distributed in Asia, Africa, Latin America and Oceania. They are good sources for the study of domestication and adaptation. Rice was the first crop to have its entire genome sequenced. With the help of the reference genome of Nipponbare and the advent of the next generation sequencer, the study of the rice genome has been accelerated. The mining of DNA polymorphism has permitted map-based cloning, QTL (quantitative trait loci) analysis, and the production of many kinds of experimental lines, such as recombinant inbred lines, backcross inbred lines, and chromosomal segment substitution lines. Inter- and intraspecific hybridization among Oryza species has opened the door to various levels of reproductive barriers ranging from prezygotic to postzygotic. This Special Issue contains eleven papers on genetic studies of rice and its relatives utilizing the rich genetic resources and/or rich genome information described above.Biology, life sciencesbicsscResearch & information: generalbicsscResearch and information: generalbicsscabiotic stressabortionAfrican riceallelic variationanther lengthAustralian continentbrown planthoppercell deathcell elongationchloroplast genomeclimate changed60divergencedomesticationevolutionary relationshipsfine-tuningflowering timegene duplicationgenetic architecturegenetic potentialgenome sequencinggenomic resourcesgrowthhaplotypeHS1hybrid weaknesshypersensitive responseleaf yellowinglife historynear-isogenic linesnuclear genomeO. barthiiO. meridionalisO. sativaOryzaOryza sativaoutcrossingperennial speciesphenotypingphotoperiod sensitivityphylogenetic relationphylogenypyramided linesreactive oxygen speciesreproductive barrierresistancericerice (Oryza sativa L.)rice (Oryza sativa)salinitysd1Seed shatteringsegregation distortionsemidawarf geneSPADspeciationtranscriptome and chloroplastvirulencewhole genome re-sequencingwild riceyield componentBiology, life sciencesResearch & information: generalResearch and information: generalIchitani Katsuyukiedt1329484Ishikawa RyujiedtIchitani KatsuyukiothIshikawa RyujiothBOOK9910557745603321Genetics in Rice3039501UNINA