LEADER 05537nam 22007454a 450 001 9910827529003321 005 20200520144314.0 010 $a9786610271696 010 $a9781118673331 010 $a1118673336 010 $a9781280271694 010 $a1280271698 010 $a9780470863459 010 $a0470863455 035 $a(CKB)1000000000244113 035 $a(EBL)219703 035 $a(SSID)ssj0000130611 035 $a(PQKBManifestationID)11131743 035 $a(PQKBTitleCode)TC0000130611 035 $a(PQKBWorkID)10083330 035 $a(PQKB)10947535 035 $a(Au-PeEL)EBL219703 035 $a(CaPaEBR)ebr10114028 035 $a(CaONFJC)MIL27169 035 $a(PPN)151034540 035 $a(OCoLC)56476683 035 $a(MiAaPQ)EBC219703 035 $a(Perlego)2756137 035 $a(EXLCZ)991000000000244113 100 $a20040209d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCopula methods in finance /$fUmberto Cherubini, Elisa Luciano, and Walter Vecchiato 205 $a1st ed. 210 $aHoboken, NJ $cJohn Wiley & Sons$dc2004 215 $a1 online resource (311 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9780470863442 311 08$a0470863447 320 $aIncludes bibliographical references (p. [281]-287 and index. 327 $aCopula Methods in Finance; Contents; Preface; List of Common Symbols and Notations; 1 Derivatives Pricing, Hedging and Risk Management: The State of the Art; 1.1 Introduction; 1.2 Derivative pricing basics: the binomial model; 1.2.1 Replicating portfolios; 1.2.2 No-arbitrage and the risk-neutral probability measure; 1.2.3 No-arbitrage and the objective probability measure; 1.2.4 Discounting under different probability measures; 1.2.5 Multiple states of the world; 1.3 The Black-Scholes model; 1.3.1 Ito's lemma; 1.3.2 Girsanov theorem; 1.3.3 The martingale property; 1.3.4 Digital options 327 $a1.4 Interest rate derivatives1.4.1 Affine factor models; 1.4.2 Forward martingale measure; 1.4.3 LIBOR market model; 1.5 Smile and term structure effects of volatility; 1.5.1 Stochastic volatility models; 1.5.2 Local volatility models; 1.5.3 Implied probability; 1.6 Incomplete markets; 1.6.1 Back to utility theory; 1.6.2 Super-hedging strategies; 1.7 Credit risk; 1.7.1 Structural models; 1.7.2 Reduced form models; 1.7.3 Implied default probabilities; 1.7.4 Counterparty risk; 1.8 Copula methods in finance: a primer; 1.8.1 Joint probabilities, marginal probabilities and copula functions 327 $a1.8.2 Copula functions duality1.8.3 Examples of copula functions; 1.8.4 Copula functions and market comovements; 1.8.5 Tail dependence; 1.8.6 Equity-linked products; 1.8.7 Credit-linked products; 2 Bivariate Copula Functions; 2.1 Definition and properties; 2.2 Fre?chet bounds and concordance order; 2.3 Sklar's theorem and the probabilistic interpretation of copulas; 2.3.1 Sklar's theorem; 2.3.2 The subcopula in Sklar's theorem; 2.3.3 Modeling consequences; 2.3.4 Sklar's theorem in financial applications: toward a non-Black-Scholes world; 2.4 Copulas as dependence functions: basic facts 327 $a2.4.1 Independence2.4.2 Comonotonicity; 2.4.3 Monotone transforms and copula invariance; 2.4.4 An application: VaR trade-off; 2.5 Survival copula and joint survival function; 2.5.1 An application: default probability with exogenous shocks; 2.6 Density and canonical representation; 2.7 Bounds for the distribution functions of sum of r.v.s; 2.7.1 An application: VaR bounds; 2.8 Appendix; 3 Market Comovements and Copula Families; 3.1 Measures of association; 3.1.1 Concordance; 3.1.2 Kendall's ?; 3.1.3 Spearman's ?S; 3.1.4 Linear correlation; 3.1.5 Tail dependence 327 $a3.1.6 Positive quadrant dependency3.2 Parametric families of bivariate copulas; 3.2.1 The bivariate Gaussian copula; 3.2.2 The bivariate Student's t copula; 3.2.3 The Fre?chet family; 3.2.4 Archimedean copulas; 3.2.5 The Marshall-Olkin copula; 4 Multivariate Copulas; 4.1 Definition and basic properties; 4.2 Fre?chet bounds and concordance order: the multidimensional case; 4.3 Sklar's theorem and the basic probabilistic interpretation: the multidimensional case; 4.3.1 Modeling consequences; 4.4 Survival copula and joint survival function 327 $a4.5 Density and canonical representation of a multidimensional copula 330 $aCopula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions. 410 0$aWiley finance series. 606 $aFinance$xMathematical models 615 0$aFinance$xMathematical models. 676 $a332/.01/519535 700 $aCherubini$b Umberto$0118857 701 $aLuciano$b Elisa$0117714 701 $aVecchiato$b Walter$0614209 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910827529003321 996 $aCopula methods in finance$91129919 997 $aUNINA LEADER 03481nam 2200709 a 450 001 9910437840703321 005 20200520144314.0 010 $a9786613936554 010 $a9781283624107 010 $a1283624109 010 $a9781461444336 010 $a1461444330 024 7 $a10.1007/978-1-4614-4433-6 035 $a(CKB)2670000000246555 035 $a(EBL)994592 035 $a(OCoLC)811139861 035 $a(SSID)ssj0000767044 035 $a(PQKBManifestationID)11473412 035 $a(PQKBTitleCode)TC0000767044 035 $a(PQKBWorkID)10741278 035 $a(PQKB)11469887 035 $a(DE-He213)978-1-4614-4433-6 035 $a(MiAaPQ)EBC994592 035 $a(iGPub)SPNA0022191 035 $a(PPN)168300214 035 $a(EXLCZ)992670000000246555 100 $a20120927d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aHIV interactions with dendritic cells $einfection and immunity /$fLi Wu, Olivier Schwartz, editors 205 $a1st ed. 2013. 210 $aNew York $cSpringer$d2013 215 $a1 online resource (302 p.) 225 0$aAdvances in experimental medicine and biology,$x0065-2598 ;$vv. 762 300 $aDescription based upon print version of record. 311 08$a9781493901357 311 08$a1493901354 311 08$a9781461444329 311 08$a1461444322 320 $aIncludes bibliographical references and index. 327 $aPreface -- Immunobiology of dendritic cells and the influence of HIV infection -- Antiviral immune responses by human Langerhans cells and dendritic cells in HIV-1 infection -- Plasmacytoid dendritic cells in HIV infection -- Cellular and viral mechanisms of HIV transmission by dendritic cells -- Role of glycosphingolipid in dendritic cell-mediated HIV-1 trans-infection -- Simian immunodeficiency virus interactions with macaque dendritic cells -- Interactions between HIV-1 and innate immunity in dendritic cells -- HIV impairment of immune responses in dendritic cells -- HIV-derived vectors for gene therapy targeting dendritic cells -- Targeting dendritic cells for improved HIV-1 vaccines -- Index. 330 $aGiven rapid research progress and advance of the techniques in studying HIV interactions with host cells and factors, there is a critical need for a book on HIV interactions with DCs. The proposed book will aim for a broad readership to facilitate HIV/AIDS research and provide a practical tool for HIV researchers to continuously address novel questions. Specifically, the editors will summarize the literature in this field and provide critical analysis and future directions. International researchers will be invited as contributors of the book, highlighting authors who have contributed significantly to the field from different angles and aspects of virology, cell biology and immunology, etc. 410 0$aAdvances in Experimental Medicine and Biology,$x0065-2598 ;$v762 606 $aHIV (Viruses) 606 $aDendritic cells 606 $aHIV infections 615 0$aHIV (Viruses) 615 0$aDendritic cells. 615 0$aHIV infections. 676 $a616.9792 701 $aWu$b Li$01377275 701 $aSchwartz$b Olivier$01287134 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910437840703321 996 $aHIV interactions with dendritic cells$94195769 997 $aUNINA LEADER 03863oam 2200301z- 450 001 9910159553503321 005 20230913112557.0 010 $a84-397-3233-3 035 $a(CKB)3710000001019386 035 $a(BIP)056932922 035 $a(Exl-AI)993710000001019386 035 $a(EXLCZ)993710000001019386 100 $a20210505c2016uuuu -u- - 101 0 $aeng 200 10$aAcuario 210 $cLITERATURA RANDOM HOUSE 215 $a1 online resource (224 p.) 311 08$a84-397-3184-1 330 8 $aEn esta para?bola sobre el amor y el perdo?n, David Vann lleva al li?mite el imaginario que el mundo subacua?tico de los peces despierta en una nin?a de doce an?os. «Una turbulenta historia menos simple de lo que puede parecer a primera vista.» Esquire (UK) A sus doce an?os Caitlin vive junto a su madre Sherri en una casa de proteccio?n oicial de un barrio suburbial de Seattle. Despue?s del colegio, Caitlin espera cada di?a en el acuario de la ciudad a que Sherri la recoja. El acuario es un universo apasionante y reluciente de criaturas marinas y un refugio donde Caitlin alimenta su imaginacio?n y deposita todas sus esperanzas. Pero la rutina de estas tardes frente a los tanques de peces se rompe el di?a en que un adorable anciano entabla conversacio?n con ella y, poco a poco, el desconocido se va ganando su conianza. El di?a en que Sherri averigua de la existencia de este nuevo amigo, el fra?gil mundo que ha logrado construir junto a su hija a lo largo de los an?os se hace an?icos. El misterioso anciano resulta ser ma?s de lo que aparenta y la intromisio?n en sus vidas abre en Sherri las cicatrices de un pasado trauma?tico. Este secreto familiar transformara? la relacio?n entre madre e hija y conducira? a ambas hacia un precipicio de consecuencias terribles.ENGLISH DESCRIPTIONLike Melville, Faulkner, and McCarthy, Vann is already one of the great ones of American literature."ABC(Spain) Vann s prose is as pure as a gulp of water from an Alaskan stream. "Financial Times" David Vann s dazzling debut "Legend of a Suicide" was reviewed in over a 150 major global publications, won 11 prizes worldwide, was on 40 best books of the year lists, and established its author as a literary master. Since then, Vann has delivered an exceptional body of work, receiving, among others, best foreign novel in France and Spain (France s Prix Medicis Etranger, Spain s Premi Llibreter), a California Book Award, and the midcareer St. Francis College Literary Prize. "Aquarium," his implosive new book and first to be published by Grove, will take Vann to a wider audience than ever before. Twelve year old Caitlin lives alone with her mothera docker at the local container portin subsidized housing next to an airport in Seattle. Each day, while she waits to be picked up after school, Caitlin visits the local aquarium to study the fish. Gazing at the creatures within the watery depths, Caitlin accesses a shimmering universe beyond her own. When she befriends an old man at the tanks one day, who seems as enamored of the fish as she, Caitlin cracks open a dark family secret and propels her onceblissful relationship with her mother toward a precipice of terrifying consequence. In crystalline, chiseled yet graceful prose, "Aquarium" takes us into the heart of a brave young girl whose longing for love and capacity for forgiveness transforms the damaged people around her. Relentless and heartbreaking, primal and redemptive, "Aquarium" is a transporting story from one of the best American writers of our time. 606 $aFamily secrets$7Generated by AI 606 $aMothers and daughters$7Generated by AI 615 0$aFamily secrets 615 0$aMothers and daughters 700 $aVann$b David$01436552 906 $aBOOK 912 $a9910159553503321 996 $aAcuario$93595489 997 $aUNINA