LEADER 01224nam0 2200289 i 450 001 SUN0049886 005 20180710112829.857 010 $a978-04-86255-93-4$d0.00 100 $a20060823d1988 |0engc50 ba 101 $aeng 102 $aUS 105 $a|||| ||||| 200 1 $aˆA ‰history of mechanical inventions$fAbbott Payson Usher 205 $aRev. ed 210 $aNew York$cDover$d1988 215 $aXI, 450 p.$cill.$d22 cm. 410 1$1001SUN0023703$12001 $aDover books explaining science$1210 $aNew York$cDover. 606 $a01-XX$xHistory and biography [MSC 2020]$2MF$3SUNC021469 620 $aUS$dNew York$3SUNL000011 700 1$aUsher$b, Abbott Payson$3SUNV039275$051036 712 $aDover$3SUNV000279$4650 801 $aIT$bSOL$c20200720$gRICA 856 4 $uhttps://books.google.it/books?id=xuDDqqa8FlwC&pg=PA358&dq=9780486255934&hl=it&sa=X&ved=0ahUKEwi3893Wm5TcAhVEyRQKHbgiDDUQ6AEIJzAA#v=onepage&q&f=false$zPreview 912 $aSUN0049886 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 01-XX 4618 $e08 712 I 20060823 996 $aHistory of Mechanical Inventions$9336431 997 $aUNICAMPANIA LEADER 10753oam 2200649 450 001 9910150207903321 005 20210428113201.0 010 $a0-273-74241-8 035 $a(CKB)2670000000350701 035 $a(SSID)ssj0000862119 035 $a(PQKBManifestationID)12440126 035 $a(PQKBTitleCode)TC0000862119 035 $a(PQKBWorkID)10806305 035 $a(PQKB)10278548 035 $a(MiAaPQ)EBC5175608 035 $a(MiAaPQ)EBC5832746 035 $a(MiAaPQ)EBC5174045 035 $a(MiAaPQ)EBC5137829 035 $a(MiAaPQ)EBC6400267 035 $a(Au-PeEL)EBL5137829 035 $a(CaONFJC)MIL471847 035 $a(OCoLC)856889483 035 $a(CaSebORM)9780273742401 035 $a(EXLCZ)992670000000350701 100 $a20210428d2013 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial times handbook of financial engineering $eusing derivatives to manage risk /$fLawrence Galitz 205 $aThird edition. 210 1$aHarlow, England :$cPearson Education Limited,$d[2013] 210 4$d©2013 215 $a1 online resource (xi, 752 pages) 225 1 $aFinancial Times 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a0-273-74240-X 320 $aIncludes bibliographical references and index. 327 $aCover -- Contents -- About the author -- Acknowledgements -- Publisher's acknowledgements -- Preface to the second book -- Preface to the third edition -- Part I Tools -- 1 Introduction -- 1.1 Forty years of evolution -- 1.2 What is financial engineering? -- 1.3 The nature of risk -- 1.4 Financial engineering and risk -- 1.5 Layout of this book -- 2 The cash markets -- 2.1 Overview of financial markets -- 2.2 The foreign exchange market -- 2.3 The money markets -- 2.4 The bond markets -- 2.5 The equities markets -- 2.6 The commodities markets -- 2.7 Cash instruments versus derivatives -- 2.8 Capital adequacy requirements -- 3 Forward rates -- 3.1 Forward exchange rates -- 3.2 Forward interest rates -- 3.3 Do forward rates predict future spot rates? -- 3.4 Spot and forward rates in practice -- 4 FRAs -- 4.1 What is an FRA? -- 4.2 Definitions -- 4.3 Terminology -- 4.4 The settlement process -- 4.5 Hedging with FRAs -- 4.6 Pricing FRAs -- 4.7 Behaviour of FRA rates -- 5 Financial futures -- 5.1 A brief history of futures markets -- 5.2 What is a financial future? -- 5.3 Futures trading - from pits to screens -- 5.4 Buying and selling -- 5.5 The clearing mechanism -- 5.6 Futures margins -- 5.7 Physical delivery versus cash settlement -- 5.8 Futures and cash markets compared -- 5.9 The advantages of futures -- 6 Short-term interest rate futures -- 6.1 Definitions -- 6.2 STIR contracts pricing -- 6.3 Basis -- 6.4 Convergence -- 6.5 Behaviour of futures prices -- 6.6 Basic hedging example -- 6.7 Short-term futures contracts compared -- 6.8 Comparison of futures and FRAs -- 6.9 Spread positions -- 7 Bond and stock index futures -- 7.1 Definition of bond futures contracts -- 7.2 The cheapest-to-deliver bond -- 7.3 Cash-and-carry pricing for bond futures -- 7.4 The implied repo rate -- 7.5 The delivery mechanism -- 7.6 Basic hedging with bond futures. 327 $a7.7 Stock indices and stock index futures -- 7.8 Definition of stock index futures contracts -- 7.9 Advantages of using stock index futures -- 7.10 Cash-and-carry pricing for stock index futures -- 7.11 Stock index futures prices in practice -- 7.12 Turning cash into share portfolios and share portfolios into cash -- 8 Swaps -- 8.1 Definition of interest rate and cross-currency swaps -- 8.2 Development of the swap market -- 8.3 Interest rate swaps -- 8.4 Non-standard interest rate swaps -- 8.5 Overnight indexed swaps -- 8.6 Cross-currency swaps -- 8.7 Basic applications for swaps -- 8.8 Asset swaps -- 8.9 CMS and CMT swaps -- 8.10 Inflation swaps -- 8.11 Equity and dividend swaps -- 8.12 Commodity swaps -- 8.13 Volatility and variance swaps -- 8.14 Exotic swaps -- 8.15 ISDA documentation -- 8.16 Changes in market infrastructure after the credit crisis -- 9 Pricing and valuing swaps -- 9.1 Principles of swap valuation and pricing -- 9.2 Discount factors and the discount function -- 9.3 Calculating discount factors from swap and forward rates -- 9.4 Generating the discount function -- 9.5 Relationship between zero, swap and forward rates -- 9.6 Valuation and pricing of interest rate swaps -- 9.7 Valuation and pricing of currency swaps -- 9.8 Cancelling a swap -- 9.9 Hedging swaps with futures -- 9.10 The convexity correction -- 9.11 Credit risk of swaps -- 9.12 Collateralised vs. non-collateralised swaps -- 9.13 LIBOR-OIS discounting -- 10 Options - basics and pricing -- 10.1 Why options are different -- 10.2 Definitions -- 10.3 Options terminology -- 10.4 Value and profit profiles at maturity -- 10.5 Pricing options -- 10.6 The behaviour of financial prices -- 10.7 The Black-Scholes model -- 10.8 The binomial approach -- 10.9 The Monte Carlo approach -- 10.10 Finite difference methods -- 11 Options - volatility and the Greeks -- 11.1 Volatility. 327 $a11.2 Volatility smiles and skews -- 11.3 The VIX -- 11.4 Value profiles prior to maturity -- 11.5 How options behave - the Greeks -- 11.6 Delta hedging -- 12 Options - from building blocks to portfolios -- 12.1 The building block approach -- 12.2 Option spreads - vertical, horizontal and diagonal -- 12.3 Volatility structures -- 12.4 Range structures -- 12.5 Arbitrage structures -- 13 Options - interest rate and exotic options -- 13.1 Why interest rate options are different -- 13.2 Caps, floors and collars -- 13.3 Swaptions -- 13.4 Cancellable and extendible swaps -- 13.5 Pricing interest rate options -- 13.6 Compound options -- 13.7 Exotic options -- 13.8 Path-dependent options -- 13.9 Digital options -- 13.10 Multivariate options -- 13.11 Other exotic options -- 13.12 Pricing exotic options -- 13.13 Price comparisons between exotic options -- 13.14 Embedded options -- 14 Introducing credit derivatives -- 14.1 Development of the credit derivatives market -- 14.2 Motivations for using credit derivatives -- 14.3 Introducing credit default swaps (CDS) -- 14.4 Market conventions -- 14.5 Credit events and determination committees -- 14.6 Capital structure, recovery rates, reference and deliverable obligations -- 14.7 Settlement methods and auctions -- 14.8 Other aspects of CDS -- 15 CDS pricing and credit indices -- 15.1 A simple CDS pricing model -- 15.2 Obtaining default probabilities -- 15.3 Developing a multi-period framework -- 15.4 The ISDA CDS Standard Model -- 15.5 Bootstrapping default probabilities -- 15.6 Calculating up-front payments -- 15.7 Mark-to-market and CDS valuation -- 15.8 PV01 and SDV01 -- 15.9 How credit indices developed -- 15.10 The CDX and iTraxx credit indices -- 15.11 Market quotations and statistics -- 15.12 Other credit indices -- 15.13 Index tranches -- Part II Techniques -- 16 Applications for financial engineering. 327 $a16.1 Applications of financial engineering -- 16.2 Sources of financial risk -- 16.3 Accounting and economic risk -- 16.4 Defining hedging objectives -- 16.5 Measuring hedge efficiency -- 16.6 The finance division as a profit centre -- 17 Managing currency risk -- 17.1 Forwards and futures solutions -- 17.2 Options are chameleons -- 17.3 How FX options are different -- 17.4 The scenario -- 17.5 Comparing hedging strategies -- 17.6 Basic option hedges -- 17.7 Selling options within a hedging programme -- 17.8 Collars, range-forwards, forward-bands and cylinders -- 17.9 Spread hedges -- 17.10 Participating forwards -- 17.11 Ratio forwards -- 17.12 Break-forwards, FOXs and forward-reversing options -- 17.13 Flexi-forwards -- 17.14 Using exotic options -- 17.15 Selling options outside a hedging programme -- 17.16 Dynamic hedging -- 17.17 Which strategy is best? -- 18 Managing interest rate risk using FRAs, futures and swaps -- 18.1 Using FRAs -- 18.2 Using short-term interest rate futures -- 18.3 Calculating the hedge ratio -- 18.4 Stack vs. strip hedges -- 18.5 Different kinds of basis risk -- 18.6 Managing the convergence basis -- 18.7 Interpolated hedges -- 18.8 Combining the techniques -- 18.9 FRAs vs. futures -- 18.10 Using swaps -- 18.11 Hedging bond and swap portfolios -- 18.12 Hedging bond portfolios with bond futures -- 19 Managing interest rate risk - using options and option-based instruments -- 19.1 Interest rate guarantees -- 19.2 Using caps and floors -- 19.3 Collars, participating caps, spread hedges and other variations -- 19.4 Using captions and swaptions -- 19.5 Comparison of interest risk management tools -- 20 Managing equity risk -- 20.1 Bull and bear strategies -- 20.2 Return enhancement -- 20.3 Value protection strategies -- 20.4 Vertical, horizontal and diagonal spreads -- 20.5 Other option strategies. 327 $a20.6 Using stock index futures and options -- 20.7 Portfolio insurance -- 20.8 Guaranteed equity funds -- 20.9 Warrants and convertibles -- 20.10 Exotic equity derivatives -- 21 Managing commodity risk -- 21.1 Commodity risk -- 21.2 Creating commodity derivatives -- 21.3 Using commodity derivatives -- 21.4 Hybrid commodity derivatives -- 22 Managing credit risk -- 22.1 Hedging default risk -- 22.2 Hedging credit risk -- 22.3 Generating income -- 22.4 Trading strategies using CDS -- 22.5 Implementing directional views -- 22.6 Monetising relative credit views -- 22.7 Basis trades -- 22.8 Curve trades -- 22.9 Index trades -- 23 Structured products -- 23.1 Understanding structured products -- 23.2 How structured products are built -- 23.3 Features of structured products -- 23.4 Principal-protected notes -- 23.5 Buffered and capped notes -- 23.6 Leveraged structures -- 23.7 Path-dependent structures -- 23.8 Digital and range-accrual structures -- 23.9 Correlation structures -- 23.10 Redeeming structured products prior to maturity -- 23.11 Finale? -- Index. 330 $aThe Financial Times Handbook of Financial Engineering clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged. All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data. 410 0$aFinancial Times 606 $aFinancial engineering 615 0$aFinancial engineering. 676 $a332.6 700 $aGalitz$b Lawrence$0547709 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bUtOrBLW 906 $aBOOK 912 $a9910150207903321 996 $aFinancial times handbook of financial engineering$92877988 997 $aUNINA LEADER 04421nam 22006735 450 001 9910739432803321 005 20200704231951.0 010 $a3-319-01393-9 024 7 $a10.1007/978-3-319-01393-0 035 $a(CKB)3710000000019097 035 $a(EBL)1474327 035 $a(SSID)ssj0001010781 035 $a(PQKBManifestationID)11534500 035 $a(PQKBTitleCode)TC0001010781 035 $a(PQKBWorkID)11004319 035 $a(PQKB)10101106 035 $a(DE-He213)978-3-319-01393-0 035 $a(MiAaPQ)EBC1474327 035 $a(PPN)172423864 035 $a(EXLCZ)993710000000019097 100 $a20130905d2013 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aExtensions to the No-Core Shell Model $eImportance-Truncation, Regulators and Reactions /$fby Michael Karl Gerhard Kruse 205 $a1st ed. 2013. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2013. 215 $a1 online resource (135 p.) 225 1 $aSpringer Theses, Recognizing Outstanding Ph.D. Research,$x2190-5053 300 $aDoctoral Thesis accepted by the University of Arizona, USA. 311 $a3-319-01392-0 320 $aIncludes bibliographical references. 327 $aIntroduction to Low-Energy Nuclear Physics -- The No Core Shell Model -- Importance Truncated No Core Shell Model -- UV and IR Properties of the NCSM -- Extending the NCSM with the RGM -- Conclusion. 330 $aExtensions to the No-Core Shell Model presents three extensions to the No-Core Shell Model (NCSM) that allow for calculations of heavier nuclei, specifically for the p-shell nuclei. The Importance-Truncated NCSM (IT-NCSM) formulated on arguments of multi-configurational perturbation theory selects a small set of basis states from the initially large basis space in which the Hamiltonian is diagonalized. Previous IT-NCSM calculations have proven reliable, however, there has been no thorough investigation of the inherent error in the truncated IT-NCSM calculations. This thesis provides a detailed study of IT-NCSM calculations and compares them to full NCSM calculations to judge the accuracy of IT-NCSM in heavier nuclei. When IT-NCSM calculations are performed, one often needs to extrapolate the ground-state energy from the finite basis (or model) spaces to the full NCSM model space. In this thesis a careful investigation of the extrapolation procedures was performed. On a related note, extrapolations in the NCSM are commonplace, but up to recently did not have the ultraviolet (UV) or infrared (IR) physics under control. This work additionally presents a method that maps the NCSM parameters into an effective-field theory inspired framework, in which the UV and IR physics are treated appropriately. The NCSM is well-suited to describe bound-state properties of nuclei, but is not well-adapted to describe loosely bound systems, such as the exotic nuclei near the neutron drip line. With the inclusion of the Resonating Group Method (RGM), the NCSM / RGM can provide a first-principles description of exotic nuclei and the first extension of the NCSM. 410 0$aSpringer Theses, Recognizing Outstanding Ph.D. Research,$x2190-5053 606 $aParticles (Nuclear physics) 606 $aQuantum field theory 606 $aNuclear physics 606 $aHeavy ions 606 $aString models 606 $aElementary Particles, Quantum Field Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/P23029 606 $aNuclear Physics, Heavy Ions, Hadrons$3https://scigraph.springernature.com/ontologies/product-market-codes/P23010 606 $aQuantum Field Theories, String Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/P19048 615 0$aParticles (Nuclear physics) 615 0$aQuantum field theory. 615 0$aNuclear physics. 615 0$aHeavy ions. 615 0$aString models. 615 14$aElementary Particles, Quantum Field Theory. 615 24$aNuclear Physics, Heavy Ions, Hadrons. 615 24$aQuantum Field Theories, String Theory. 676 $a539.743 700 $aKruse$b Michael Karl Gerhard$4aut$4http://id.loc.gov/vocabulary/relators/aut$01424554 906 $aBOOK 912 $a9910739432803321 996 $aExtensions to the No-Core Shell Model$93553829 997 $aUNINA