02847nam 22007214a 450 991045510640332120200520144314.01-282-42686-997866124268650-226-72990-710.7208/9780226729909(CKB)1000000000817828(EBL)471853(OCoLC)475493646(SSID)ssj0000335086(PQKBManifestationID)11272600(PQKBTitleCode)TC0000335086(PQKBWorkID)10271040(PQKB)10434966(SSID)ssj0000740565(PQKBManifestationID)12327239(PQKBTitleCode)TC0000740565(PQKBWorkID)10702448(PQKB)10825090(MiAaPQ)EBC471853(DE-B1597)525098(OCoLC)748208887(DE-B1597)9780226729909(Au-PeEL)EBL471853(CaPaEBR)ebr10349968(CaONFJC)MIL242686(EXLCZ)99100000000081782820050322d2005 uy 0engur|n|---|||||txtccrBefore homosexuality in the Arab-Islamic world, 1500-1800[electronic resource] Khaled El-RouayhebChicago University of Chicago Pressc20051 online resource (221 p.)Revision of the author's thesis (doctoral)--University of Cambridge.0-226-72989-3 0-226-72988-5 Includes bibliographical references and index.Pederasts and pathics -- Aesthetes -- Sodomites.Attitudes toward homosexuality in the pre-modern Arab-Islamic world are commonly depicted as schizophrenic-visible and tolerated on one hand, prohibited by Islam on the other. Khaled El-Rouayheb argues that this apparent paradox is based on the anachronistic assumption that homosexuality is a timeless, self-evident fact to which a particular culture reacts with some degree of tolerance or intolerance. Drawing on poetry, biographical literature, medicine, dream interpretation, and Islamic texts, he shows that the culture of the period lacked the concept of homosexuality. </HomosexualityArab countriesHistorySodomyArab countriesHistoryHomosexuality in literatureElectronic books.HomosexualityHistory.SodomyHistory.Homosexuality in literature.306.76/6/09174927El-Rouayheb Khaled890242MiAaPQMiAaPQMiAaPQBOOK9910455106403321Before homosexuality in the Arab-Islamic world, 1500-18002212888UNINA01145nam0 22002891i 450 UON0012864220231205102746.97120020107d1985 |0itac50 baengIN|||| 1||||Antiquites of HimachalM. Postel, A. Neven, K. MankodiBombayFranco-Indian Pharmaceuticals1985327 p., c. di tav.ill.31 cm001UON001286452001 Project for Indian Cultural Studies1INMumbaiUONL000115SI IX ESUBCONT. INDIANO - ARTI - METALLIAPOSTELMichelUONV015583642259MANKODIKiritUONV006142638542NEVENA.UONV079188668011Franco-Indian PharmaceuticalsUONV249587650ITSOL20240220RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00128642SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI SI IX E 014 SI SA 51682 7 014 Antiquites of Himachal1318123UNIOR05485nam 2200697 a 450 991101943930332120200520144314.09786610974344978128097434212809743469780470179789047017978397804701797720470179775(CKB)1000000000377262(EBL)315233(OCoLC)180192503(SSID)ssj0000199080(PQKBManifestationID)11186830(PQKBTitleCode)TC0000199080(PQKBWorkID)10185108(PQKB)10978815(MiAaPQ)EBC315233(PPN)250148900(Perlego)2771090(EXLCZ)99100000000037726220070319d2007 uy 0engur|n|---|||||txtccrMathematical finance theory, modeling, implementation /Christian FriesHoboken, N.J. Wiley-Intersciencec20071 online resource (544 p.)Description based upon print version of record.9780470047224 0470047224 Includes bibliographical references (p. 503-510) and index.Mathematical Finance: Theory, Modeling, Implementation; Contents; 1 Introduction; 1.1 Theory, Modeling, and Implementation; 1.2 Interest Rate Models and Interest Rate Derivatives; 1.3 About This Book; 1.3.1 How to Read This Book; 1.3.2 Abridged Versions; 1.3.3 Special Sections; 1.3.4 Notation; 1.3.5 Feedback; 1.3.6 Resources; I Foundations; 2 Foundations; 2.1 Probability Theory; 2.2 Stochastic Processes; 2.3 Filtration; 2.4 Brownian Motion; 2.5 Wiener Measure, Canonical Setup; 2.6 Itô Calculus; 2.6.1 Itô Integral; 2.6.2 Itô Process; 2.6.3 Itô Lemma and Product Rule2.7 Brownian Motion with Instantaneous Correlation2.8 Martingales; 2.8.1 Martingale Representation Theorem; 2.9 Change of Measure; 2.10 Stochastic Integration; 2.11 Partial Differential Equations (PDEs); 2.11.1 Feynman-Kač Theorem; 2.12 List of Symbols; 3 Replication; 3.1 Replication Strategies; 3.1.1 Introduction; 3.1.2 Replication in a Discrete Model; 3.2 Foundations: Equivalent Martingale Measure; 3.2.1 Challenge and Solution Outline; 3.2.2 Steps toward the Universal Pricing Theorem; 3.3 Excursus: Relative Prices and Risk-Neutral Measures; 3.3.1 Why relative prices?3.3.2 Risk-Neutral MeasureII First Applications; 4 Pricing of a European Stock Option under the Black-Scholes Model; 5 Excursus: The Density of the Underlying of a European Call Option; 6 Excursus: Interpolation of European Option Prices; 6.1 No-Arbitrage Conditions for Interpolated Prices; 6.2 Arbitrage Violations through Interpolation; 6.2.1 Example 1 : Interpolation of Four Prices; 6.2.2 Example 2: Interpolation of Two Prices; 6.3 Arbitrage- Free Interpolation of European Option Prices; 7 Hedging in Continuous and Discrete Time and the Greeks; 7.1 Introduction7.2 Deriving the Replications Strategy from Pricing Theory7.2.1 Deriving the Replication Strategy under the Assumption of a Locally Riskless Product; 7.2.2 Black-Scholes Differential Equation; 7.2.3 Derivative V(t) as a Function of Its Underlyings S i(t); 7.2.4 Example: Replication Portfolio and PDE under a Black-Scholes Model; 7.3 Greeks; 7.3.1 Greeks of a European Call-Option under the Black-Scholes Model; 7.4 Hedging in Discrete Time: Delta and Delta-Gamma Hedging; 7.4.1 Delta Hedging; 7.4.2 Error Propagation; 7.4.3 Delta-Gamma Hedging; 7.4.4 Vega Hedging7.5 Hedging in Discrete Time: Minimizing the Residual Error (Bouchaud-Sornette Method)7.5.1 Minimizing the Residual Error at Maturity T; 7.5.2 Minimizing the Residual Error in Each Time Step; III Interest Rate Structures, Interest Rate Products, and Analytic Pricing Formulas; Motivation and Overview; 8 Interest Rate Structures; 8.1 Introduction; 8.1.1 Fixing Times and Tenor Times; 8.2 Definitions; 8.3 Interest Rate Curve Bootstrapping; 8.4 Interpolation of Interest Rate Curves; 8.5 Implementation; 9 Simple Interest Rate Products; 9.1 Interest Rate Products Part 1: Products without Optionality9.1.1 Fix, Floating, and SwapA balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it essential for financial industry practitioners to have a solid understanding of derivative pricing. To cope with the growing complexity, narrowing margins, and shortening life-cycle of the individual derivative product, an efficient, yet modular, implementation of the pricing algorithms is necessary. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's most prevalent priDerivative securitiesPricesMathematical modelsSecuritiesMathematical modelsInvestmentsMathematical modelsDerivative securitiesPricesMathematical models.SecuritiesMathematical models.InvestmentsMathematical models.332.601/5195Fries Christian1970-1839799MiAaPQMiAaPQMiAaPQBOOK9911019439303321Mathematical finance4419162UNINA