LEADER 01026nam2 2200229 i 450 001 SUN0081036 005 20101210091024.968 010 $a978-88-211-6742-3 100 $a20101210d2008 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| ||||| 200 1 $aˆ[3]: ‰P-Z 210 $d2008 215 $axxxii, Col. 3717-5716. 461 1$1001SUN0081032$12001 $aNuovo dizionario patristico e di antichità$fdiretto da Angelo Di Berardino$vP-Z$1205 $a2. ed. aggiornata e aumentata$1210 $dGenova ; Milano : Marietti 1820$d2006-2008$1215 $a3 v.$d25 cm. - In testa al frontespizio: Institutum patristicum augustinianum, Roma. 801 $aIT$bSOL$c20181109$gRICA 912 $aSUN0081036 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA$d00 CONS XII.B.7 3 $e00 BFG5089 995 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA$gBFG$h5089$kCONS XII.B.7 3$op$qa 996 $aP-Z$91035430 997 $aUNICAMPANIA LEADER 05564nam 2200709 450 001 9910812193903321 005 20200520144314.0 010 $a1-118-73599-4 010 $a1-118-73595-1 035 $a(CKB)2670000000610005 035 $a(EBL)1895568 035 $a(SSID)ssj0001459980 035 $a(PQKBManifestationID)11902135 035 $a(PQKBTitleCode)TC0001459980 035 $a(PQKBWorkID)11464848 035 $a(PQKB)10428945 035 $a(MiAaPQ)EBC1895568 035 $a(Au-PeEL)EBL1895568 035 $a(CaPaEBR)ebr11048192 035 $a(CaONFJC)MIL770212 035 $a(OCoLC)900684533 035 $a(PPN)191912077 035 $a(EXLCZ)992670000000610005 100 $a20150508h20152015 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aSimulation techniques in financial risk management /$fNgai Hang Chan and Hoi Ying Wong 205 $aSecond edition. 210 1$aHoboken, New Jersey :$cWiley,$d2015. 210 4$d©2015 215 $a1 online resource (228 p.) 225 1 $aStatistics in Practice 300 $aDescription based upon print version of record. 311 $a1-118-73593-5 311 $a1-118-73581-1 320 $aIncludes bibliographical references and index. 327 $aCover; Title Page; Copyright; Dedication; Contents; List of Figures; List of Tables; Preface; Chapter 1 Preliminaries of VBA; 1.1 Introduction; 1.2 Basis Excel VBA; 1.2.1 Developer Mode and Security Level; 1.2.2 Visual Basic Editor; 1.2.3 The Macro Recorder; 1.2.4 Setting Up a Command Button; 1.3 VBA Programming Fundamentals; 1.3.1 Declaration of Variables; 1.3.2 Types of Variables; 1.3.3 Declaration of Multivariable; 1.3.4 Declaration of Constants; 1.3.5 Operators; 1.3.6 User-Defined Data Types; 1.3.7 Arrays and Matrices; 1.3.8 Data Input and Output; 1.3.9 Conditional Statements 327 $a1.3.10 Loops1.3.11 Sub Procedures and Function Procedures; 1.3.12 VBA's Built-In Functions; Chapter 2 Basic Properties of Futures and Options; 2.1 Introduction; 2.1.1 Arbitrage and Hedging; 2.1.2 Forward Contracts; 2.1.3 Futures Contracts; 2.2 Options; 2.3 Exercises; Chapter 3 Introduction to Simulation; 3.1 Questions; 3.2 Simulation; 3.3 Examples; 3.3.1 Quadrature; 3.3.2 Monte Carlo; 3.4 Stochastic Simulations; 3.5 Exercises; Chapter 4 Brownian Motions and Itô's Rule; 4.1 Introduction; 4.2 Wiener and Itô's Processes; 4.3 Stock Price; 4.4 Itô's Formula; 4.5 Exercises 327 $aChapter 5 Black--Scholes Model and Option Pricing5.1 Introduction; 5.2 One Period Binomial Model; 5.3 The Black--Scholes--Merton Equation; 5.4 Black--Scholes Formula; 5.5 Exercises; Chapter 6 Generating Random Variables; 6.1 Introduction; 6.2 Random Numbers; 6.3 Discrete Random Variables; 6.4 Acceptance-Rejection Method; 6.5 Continuous Random Variables; 6.5.1 Inverse Transform; 6.5.2 The Rejection Method; 6.5.3 Multivariate Normal; 6.6 Exercises; Chapter 7 Standard Simulations in Risk Management; 7.1 Introduction; 7.2 Scenario Analysis; 7.2.1 Value at Risk; 7.2.2 Heavy-Tailed Distribution 327 $a7.2.3 Case Study: VaR of Dow Jones7.3 Standard Monte Carlo; 7.3.1 Mean, Variance, and Interval Estimation; 7.3.2 Simulating Option Prices; 7.3.3 Simulating Option Delta; 7.4 Exercises; 7.5 Appendix; Chapter 8 Variance Reduction Techniques; 8.1 Introduction; 8.2 Antithetic Variables; 8.3 Stratified Sampling; 8.4 Control Variates; 8.5 Importance Sampling; 8.6 Exercises; Chapter 9 Path Dependent Options; 9.1 Introduction; 9.2 Barrier Option; 9.3 Lookback Option; 9.4 Asian Option; 9.5 American Option; 9.5.1 Simulation: Least Squares Approach; 9.5.2 Analyzing the Least Squares Approach 327 $a9.5.3 American Style Path Dependent Options9.6 Greek Letters; 9.7 Exercises; Chapter 10 Multiasset Options; 10.1 Introduction; 10.2 Simulating European Multiasset Options; 10.3 Case Study: On Estimating Basket Options; 10.4 Dimension Reduction; 10.5 Exercises; Chapter 11 Interest Rate Models; 11.1 Introduction; 11.2 Discount Factor and Bond Prices; 11.3 Stochastic Interest Rate Models and Their Simulations; 11.4 Hull--White Model; 11.5 Fixed Income Derivatives Pricing; 11.6 Exercises; Chapter 12 Markov Chain Monte Carlo Methods; 12.1 Introduction; 12.2 Bayesian Inference 327 $a12.3 Simulating Posteriors 330 $a Praise for the First Edition""?a nice, self-contained introduction to simulation and computational techniques in finance?""-        Mathematical ReviewsSimulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black-Scholes paradigm, interest ra 410 0$aStatistics in practice. 606 $aFinance$xSimulation methods 606 $aRisk management$xSimulation methods 615 0$aFinance$xSimulation methods. 615 0$aRisk management$xSimulation methods. 676 $a338.5 686 $aMAT029000$2bisacsh 700 $aChan$b Ngai Hang$0282488 702 $aWong$b Hoi Ying$f1974- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910812193903321 996 $aSimulation techniques in financial risk management$94111040 997 $aUNINA LEADER 04046nam 2200673 a 450 001 9910143253203321 005 20250130115730.0 010 $a9786610285648 010 $a9781280285646 010 $a1280285648 010 $a9780470756492 010 $a0470756497 010 $a9781405151887 010 $a1405151889 035 $a(CKB)1000000000351842 035 $a(SSID)ssj0000168338 035 $a(PQKBManifestationID)11153707 035 $a(PQKBTitleCode)TC0000168338 035 $a(PQKBWorkID)10193094 035 $a(PQKB)11162463 035 $a(MiAaPQ)EBC243543 035 $a(Au-PeEL)EBL243543 035 $a(CaPaEBR)ebr10158605 035 $a(CaONFJC)MIL28564 035 $a(OCoLC)437159247 035 $a(PPN)23108238X 035 $a(Perlego)2784157 035 $a(EXLCZ)991000000000351842 100 $a20021127d2003 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe handbook of second language acquisition /$fedited by Catherine J. Doughty and Michael H. Long 205 $a1st ed. 210 $aMalden, MA $cBlackwell Pub.$dc2003 215 $aix, 888 p. $cill 225 1 $aBlackwell handbooks in linguistics 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a9780631217541 311 08$a0631217541 320 $aIncludes bibliographical references and index. 327 $aIntro -- The Handbook of Second Language Acquisition -- Contents -- List of Contributors -- Acknowledgments -- I Overview -- 1 The Scope of Inquiry and Goals of SLA -- II Capacity and Representation -- 2 On the Nature of Interlanguage Representation: Universal Grammar in the Second Language -- 3 The Radical Middle: Nativism without Universal Grammar -- 4 Constructions, Chunking, and Connectionism: The Emergence of Second Language Structure -- 5 Cognitive Processes in Second Language Learners and Bilinguals:The Development of Lexical and Conceptual Representations -- 6 Near-Nativeness -- III Environments for SLA -- 7 Language Socialization in SLA -- 8 Social Context -- 9 Input and Interaction -- 10 Instructed SLA: Constraints, Compensation, and Enhancement -- IV Processes in SLA -- 11 Implicit and Explicit Learning -- 12 Incidental and Intentional Learning -- 13 Automaticity and Second Languages -- 14 Variation -- 15 Cross-Linguistic Influence -- 16 Stabilization and Fossilization in Interlanguage Development -- V Biological and Psychological Constraints -- 17 Maturational Constraints in SLA -- 18 Individual Differences in Second Language Learning -- 19 Attention and Memory during SLA -- 20 Language Processing Capacity -- VI Research Methods -- 21 Defining and Measuring SLA -- 22 Data Collection in SLA Research -- VII The State of SLA -- 23 SLA Theory: Construction and Assessment -- 24 SLA and Cognitive Science -- Index. 330 8 $aThe Handbook of Second Language Acquisition presents an integrated discussion of key, and sometimes controversial, issues in second language acquisition research. * Discusses the biological and cognitive underpinnings of SLA, mechanisms, processes, and constraints on SLA, the level of ultimate attainment, research methods, and the status of SLA as a cognitive science. * Includes contributions from twenty-seven of the world's leading scholars. * Provides an invaluable resource for all students and scholars of human cognition, including those in linguistics, psychology, applied linguistics, ESL, foreign languages, and cognitive science. 410 0$aBlackwell handbooks in linguistics. 517 3 $aSecond language acquisition 606 $aSecond language acquisition 615 0$aSecond language acquisition. 676 $a418 701 $aDoughty$b Catherine$0621308 701 $aLong$b Michael H$0245327 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910143253203321 996 $aThe handbook of second language acquisition$94196041 997 $aUNINA