LEADER 03174nam 2200649 450 001 9910480932103321 005 20210615101111.0 010 $a3-96456-363-3 024 7 $a10.31819/9783964563637 035 $a(CKB)4100000008167906 035 $a(DE-B1597)516694 035 $a(OCoLC)1100435361 035 $a(DE-B1597)9783964563637 035 $a(MiAaPQ)EBC6474300 035 $a(Au-PeEL)EBL6474300 035 $a(OCoLC)1237407243 035 $a(MiAaPQ)EBC6769839 035 $a(EXLCZ)994100000008167906 100 $a20210615d1999 uy 0 101 0 $aeng 135 $aur||#|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aExplorations on post-theory $etoward a third space /$fFernando de Toro ed 210 1$aFrankfurt am Main: :$cVervuert,$d1999. 215 $a1 online resource 225 1 $aTeori?a y cri?tica de la cultura y literatura ;$v15 311 0 $a84-95107-32-5 327 $tFront matter --$tTable Of Contents --$tPreface: The Post of Post-Theory --$tExplorations on Post-Theory: New Times /$rToro, Fernando de --$tLiterary Theory in the Age of Post-Theory: The Permanent Transition /$rImbert, Patrick --$tPost Apocalypse Now /$rChevalier, Jacques M. --$tThe Other of Theory /$rRutland, Barry --$tLiterary Theory in an Age of Post-Theory /$rValdés, Mario J. --$t'Unreduced Fortresses': The Lacanian Episteme behind the Lines of 'Post-Theory' /$rSullivan, Henry W. --$tThe "Post-" of the Subject? A Meditation on Identity, Community and Death in the "Age of Aids" /$rIronstone-Catterall, Penelope --$tThe (Black) Lady Vanishes: Postfeminism, Poststructuralism, and Theorizing in Narratives by Black Women /$rKoenen, Anne --$tHistoriography After Hay den White: The Contribution of Genre-Studies /$rPhillips, Mark Salber --$tShamanism: Metaphors of the Body /$rWeisz, Gabriel --$tPracticing Post-Theory /$rDeQuetteville, Craig --$tAuthors of this volume 330 $aPost-Theoretical Condition erases the border of disciplines and thus allows multiple entries, as the papers collected in this volume clearly show. 410 0$aTeori?a y cri?tica de la cultura y literatura ;$v15. 606 $aPostmodernism (Literature) 606 $aLiterature, Modern$xHistory and criticism 606 $aTheory (Philosophy) 606 $aKnowledge, Theory of 606 $aPosmodernismo (Literatura) 606 $aLiteratura moderna$xHistoria y cri?tica 606 $aTeori?a (Filosofi?a) 606 $aConocimiento, Teori?a de 608 $aLibros electronicos. 615 0$aPostmodernism (Literature) 615 0$aLiterature, Modern$xHistory and criticism. 615 0$aTheory (Philosophy) 615 0$aKnowledge, Theory of. 615 4$aPosmodernismo (Literatura) 615 4$aLiteratura moderna$xHistoria y cri?tica. 615 4$aTeori?a (Filosofi?a) 615 4$aConocimiento, Teori?a de. 676 $a001.01 702 $aToro$b Fernando de$f1925- 801 0$bFINmELB 801 1$bFINmELB 906 $aBOOK 912 $a9910480932103321 996 $aExplorations on post-theory$92161952 997 $aUNINA LEADER 03366nam 22005055 450 001 9910254073403321 005 20251113195232.0 010 $a3-319-32408-X 024 7 $a10.1007/978-3-319-32408-1 035 $a(CKB)3710000000717748 035 $a(EBL)4537039 035 $a(DE-He213)978-3-319-32408-1 035 $a(MiAaPQ)EBC4537039 035 $a(PPN)194077861 035 $a(EXLCZ)993710000000717748 100 $a20160531d2016 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aChange of Time Methods in Quantitative Finance /$fby Anatoliy Swishchuk 205 $a1st ed. 2016. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (140 p.) 225 1 $aSpringerBriefs in Mathematics,$x2191-8201 300 $aDescription based upon print version of record. 311 08$a3-319-32406-3 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aIntroduction to the Change of Time Methods: History, Finance and Stochastic Volatility -- Change of Time Methods: Definitions and Theory -- Applications of the Change of Time Methods -- Change of Time Method (CTM) and Black-Scholes Formula -- CTM and Variance, Volatility, Covariance and Correlation Swaps for the Classical Heston Model -- CTM and the Delayed Heston Model: Pricing and Hedging of Variance and Volatility Swaps -- CTM and the Explicit Option Pricing Formula for a Mean-reverting Asset in Energy Markets -- CTM and Multi-Factor Levy Models for Pricing Financial and Energy Derivatives -- Epilogue. 330 $aThis book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties. An emphasis is given on many applications of CTM in financial and energy markets, and the presented numerical examples are based on real data. The change of time method is applied to derive the well-known Black-Scholes formula for European call options, and to derive an explicit option pricing formula for a European call option for a mean-reverting model for commodity prices. Explicit formulas are also derived for variance and volatility swaps for financial markets with a stochastic volatility following a classical and delayed Heston model. The CTM is applied to price financial and energy derivatives for one-factor and multi-factor alpha-stable Levy-based models. Readers should have a basic knowledge of probability and statistics, and some familiarity with stochastic processes, such as Brownian motion, Levy process and martingale. 410 0$aSpringerBriefs in Mathematics,$x2191-8201 606 $aSocial sciences$xMathematics 606 $aMathematics in Business, Economics and Finance 615 0$aSocial sciences$xMathematics. 615 14$aMathematics in Business, Economics and Finance. 676 $a650.01513 700 $aSwishchuk$b Anatoliy$4aut$4http://id.loc.gov/vocabulary/relators/aut$0755861 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254073403321 996 $aChange of time methods in quantitative finance$91523222 997 $aUNINA