LEADER 05315nam 2200673Ia 450 001 9910456827003321 005 20200520144314.0 010 $a1-282-53143-3 010 $a9786612531439 010 $a1-4008-3311-6 024 7 $a10.1515/9781400833115 035 $a(CKB)2550000000007421 035 $a(EBL)485786 035 $a(OCoLC)593337132 035 $a(SSID)ssj0000339000 035 $a(PQKBManifestationID)11284942 035 $a(PQKBTitleCode)TC0000339000 035 $a(PQKBWorkID)10316580 035 $a(PQKB)11759830 035 $a(MiAaPQ)EBC485786 035 $a(MdBmJHUP)muse36642 035 $a(DE-B1597)446850 035 $a(OCoLC)979970234 035 $a(DE-B1597)9781400833115 035 $a(Au-PeEL)EBL485786 035 $a(CaPaEBR)ebr10367227 035 $a(CaONFJC)MIL253143 035 $a(EXLCZ)992550000000007421 100 $a20080815d2009 uy 0 101 0 $aeng 135 $aur|n||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aIndifference pricing$b[electronic resource] $etheory and applications /$fedited by Rene? Carmona 205 $aCourse Book 210 $aPrinceton $cPrinceton University Press$dc2009 215 $a1 online resource (427 p.) 225 1 $aPrinceton series in financial engineering 300 $aDescription based upon print version of record. 311 $a0-691-13883-4 320 $aIncludes bibliographical references and index. 327 $tFrontmatter --$tContents --$tPreface --$tPart 1. Foundations --$tChapter One. The Single Period Binomial Model /$rMusiela, Marek / Zariphopoulou, Thaleia --$tChapter Two. Utility Indifference Pricing: An Overview /$rHenderson, Vicky / Hobson, David --$tPart 2. Diffusion Models --$tChapter Three. Pricing, Hedging, And Designing Derivatives With Risk Measures /$rBarrieu, Pauline / Karoui, Nicole El --$tChapter Four. From Markovian To Partially Observable Models /$rCarmona, René --$tPart 3. Applications --$tChapter Five. Portfolio Optimization /$rIlhan, Aytac / Jonsson, Mattias / Sircar, Ronnie --$tChapter Six. Indifference Pricing Of Defaultable Claims /$rBielecki, Tomasz R. / Jeanblanc, Monique --$tChapter Seven. Applications To Weather Derivatives And Energy Contracts /$rCarmona, René --$tPart 4. Complements --$tChapter Eight. BSDEs And Applications /$rKaroui, Nicole El / Hamadène, Said / Matoussi, Anis --$tChapter Nine. Duality Methods /$rElliott, Robert J. / Hoek, John van der --$tBibliography --$tContributors --$tNotation Index --$tAuthor Index --$tSubject Index 330 $aThis is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic market assumptions. The book begins by introducing the concept of indifference pricing in the simplest possible models of discrete time and finite state spaces where duality theory can be exploited readily. It moves into a more technical discussion of utility indifference pricing for diffusion models, and then addresses problems of optimal design of derivatives by extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures. Focus then turns to the applications, including portfolio optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an extensive bibliography and indexes. In addition to the editor, the contributors are Pauline Barrieu, Tomasz R. Bielecki, Nicole El Karoui, Robert J. Elliott, Said Hamadène, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie Sircar, John van der Hoek, and Thaleia Zariphopoulou. The first book on utility indifference pricing Explains the fundamentals of indifference pricing, from simple models to the most technical ones Goes beyond utility functions to analyze optimal risk transfer and the theory of dynamic risk measures Covers non-Markovian and partially observed models and applications to portfolio optimization, defaultable securities, static and quadratic hedging, weather derivatives, and commodities Includes extensive bibliography and indexes Provides essential reading for PhD students, researchers, and professionals 410 0$aPrinceton series in financial engineering. 606 $aNonlinear pricing$xMathematical models 606 $aPrices$xMathematical models 608 $aElectronic books. 615 0$aNonlinear pricing$xMathematical models. 615 0$aPrices$xMathematical models. 676 $a658.8/16 701 $aCarmona$b R$g(Rene?)$0974545 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910456827003321 996 $aIndifference pricing$92473758 997 $aUNINA LEADER 05929nam 22008773u 450 001 9910139247203321 005 20210106225358.0 010 $a1-118-61852-1 010 $a1-118-61861-0 010 $a1-299-31538-0 010 $a1-118-61882-3 035 $a(CKB)2560000000100619 035 $a(EBL)1143515 035 $a(OCoLC)830161873 035 $a(SSID)ssj0000833717 035 $a(PQKBManifestationID)11509328 035 $a(PQKBTitleCode)TC0000833717 035 $a(PQKBWorkID)10936265 035 $a(PQKB)10282918 035 $a(MiAaPQ)EBC1143515 035 $a(Au-PeEL)EBL1143515 035 $a(CaPaEBR)ebr11099146 035 $a(CaONFJC)MIL462788 035 $a(PPN)24889949X 035 $a(EXLCZ)992560000000100619 100 $a20131014d2013|||| u|| | 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aNanomaterials and Surface Engineering$b[electronic resource] 205 $a1st ed. 210 $aHoboken $cWiley$d2013 215 $a1 online resource (374 p.) 225 1 $aISTE 300 $aDescription based upon print version of record. 311 $a1-84821-151-1 327 $aCover; Nanomaterials and Surface Engineering; Title Page; Copyright Page; Table of Contents; Preface; Chapter 1. Architecture of Thin Solid Films by the GLAD Technique; 1.1. Introduction; 1.2. The GLAD technique; 1.2.1. Deposition with an oblique angle; 1.2.2. Deposition on mobile substrate; 1.3. Resulting properties; 1.3.1. Structure and morphology; 1.3.1.1. Crystallography; 1.3.1.2. Porosity; 1.3.1.3. Surface morphology; 1.3.2. Mechanical properties; 1.3.2.1. Elasticity; 1.3.2.2. Hardness; 1.3.3. Optical properties; 1.3.3.1. Filtering; 1.3.3.2. Birefringency; 1.3.4. Electronic properties 327 $a1.3.4.1. Conductivity1.3.4.2. Photonics; 1.4. Conclusions and outlooks; 1.5. Bibliography; Chapter 2. Transparent Polymer Nanocomposites: A New Class of Functional Materials; 2.1. Introduction; 2.2. Nanoparticle modifications; 2.2.1. Silane; 2.2.1.1. Grafting of silanes; 2.2.1.2. Polymer grafting using grafted silanes; 2.2.1.3. Silane coating; 2.2.2. Grafted polymer; 2.2.2.1. "Grafting onto"; 2.2.2.2. "Grafting from"; 2.2.3. Coating; 2.2.3.1. Silica coating; 2.2.3.2. Polymer coating; 2.3. Nanoparticles and nanocomposites; 2.3.1. Nanoparticles; 2.3.2. Transparent polymers used as matrices 327 $a2.3.3. Nanocomposite processing2.3.3.1. Melt blending; 2.3.3.2. Solvent casting techniques; 2.3.3.3. In situ synthesis; 2.3.4. Desired properties; 2.3.4.1. Optical properties; 2.3.4.2. Thermomechanical and mechanical properties; 2.4. Conclusion; 2.5. Bibliography; Chapter 3. Nanostructures by Ion Irradiation; 3.1. Introduction; 3.2. Physical bases; 3.2.1. The slowing down process; 3.2.2. Spatial distribution of damages in collisional regime; 3.2.3. Damaging by electronic slowing down in swift heavy ion tracks; 3.3. Nanostructures produced in ballistic regime; 3.3.1. Implantation 327 $a3.3.1.1. Concentration gradients in implantation layers3.3.1.2. Variety of structures obtained by IBS; 3.3.2. Sputtering; 3.3.2.1. Cleaning, roughening of surface for improving the adhesion of coatings; 3.3.2.2. Surface relief induced by the combined effects of erosion and diffusion; 3.3.3. Ion beam assisted deposition (IBAD) and ion beam deposition (IBD) of monoatomic ions or clusters; 3.3.4. Ion beam mixing; 3.3.5. Patterning; 3.4. Nanostructures produced in electronic slowing down regime; 3.4.1. Radiolysis of polymers; 3.4.1.1. Properties of tracks in organic polymers 327 $a3.4.1.2. Semi-organic polymers and gels3.4.2. Filters and templates; 3.4.3. Dissolution or growth of particles in composites; 3.4.4. Modification of magnetic properties; 3.5. Conclusions; 3.6. Appendix: basic formula of ion stopping; 3.7. Bibliography; Chapter 4. Microencapsulation; 4.1. Introduction; 4.2. The processes of microencapsulation; 4.2.1. Physico-chemical processes; 4.2.1.1. Coacervation; 4.2.1.2. Evaporation of solvant; 4.2.2. Chemical processes; 4.2.3. Other chemical and physico-chemical methodologies; 4.2.4. Fluidized bed equipment; 4.2.5. Other physical processes 327 $a4.3. Kinetics of release 330 $aThis book covers a wide range of topics that address the main areas of interest to scientists, engineers, and students concerned with the synthesis, characterization and applications of nanomaterials. Development techniques, properties, and examples of industrial applications are all widely represented as they apply to various nanostructured materials including nanocomposites and multilayered nanometric coatings. It is recommended to anyone working in the field of nanomaterials, especially in connection with the functionalization and engineering of surfaces. 410 0$aISTE 606 $aNanostructured materials 606 $aProtective coatings -- Materials 606 $aSurfaces 606 $aProtective coatings$xMaterials 606 $aNanostructured materials 606 $aSurfaces 606 $aChemical & Materials Engineering$2HILCC 606 $aEngineering & Applied Sciences$2HILCC 606 $aMaterials Science$2HILCC 615 4$aNanostructured materials. 615 4$aProtective coatings -- Materials. 615 4$aSurfaces. 615 0$aProtective coatings$xMaterials 615 0$aNanostructured materials 615 0$aSurfaces 615 7$aChemical & Materials Engineering 615 7$aEngineering & Applied Sciences 615 7$aMaterials Science 676 $a620.44 676 $a620.5 676 $a620/.44 700 $aTakadoum$b Jamal$0972046 702 $aTakadoum$b Jamal 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9910139247203321 996 $aNanomaterials and Surface Engineering$92279450 997 $aUNINA