LEADER 01555nam 2200541 a 450 001 9910453792903321 005 20200520144314.0 010 $a1-62257-002-2 035 $a(CKB)2550000001043324 035 $a(EBL)3021401 035 $a(SSID)ssj0000860673 035 $a(PQKBManifestationID)12430801 035 $a(PQKBTitleCode)TC0000860673 035 $a(PQKBWorkID)10913989 035 $a(PQKB)11714323 035 $a(MiAaPQ)EBC3021401 035 $a(Au-PeEL)EBL3021401 035 $a(CaPaEBR)ebr10683059 035 $a(OCoLC)836870374 035 $a(EXLCZ)992550000001043324 100 $a20090423d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aProgress in optical fibers$b[electronic resource] /$fPeter S. Emersone, editor 210 $aHauppauge, N.Y. $cNova Science Publishers$dc2011 215 $a1 online resource (416 p.) 300 $aDescription based upon print version of record. 311 $a1-60692-477-X 320 $aIncludes bibliographical references and index. 606 $aFiber optics 606 $aResonators 606 $aOptical fibers 608 $aElectronic books. 615 0$aFiber optics. 615 0$aResonators. 615 0$aOptical fibers. 676 $a621.36/92 701 $aEmersone$b Peter S$0943811 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910453792903321 996 $aProgress in optical fibers$92130508 997 $aUNINA LEADER 02313nam 2200613 450 001 9910467244203321 005 20200923020339.0 010 $a3-11-056506-4 010 $a3-11-056750-4 024 7 $a10.1515/9783110567502 035 $a(CKB)4100000002580356 035 $a(MiAaPQ)EBC5158449 035 $a(DE-B1597)488065 035 $a(OCoLC)1028582234 035 $a(DE-B1597)9783110567502 035 $a(Au-PeEL)EBL5158449 035 $a(CaPaEBR)ebr11520329 035 $a(OCoLC)1028231344 035 $a(EXLCZ)994100000002580356 100 $a20180305h20182018 uy| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 00$aTonal change and neutralization /$fedited by Haruo Kubozono, Mikio Giriko 210 1$aBerlin ;$aBoston :$cDe Gruyter Mouton,$d[2018] 210 4$dİ2018 215 $a1 online resource (392 pages) 225 1 $aPhonology and phonetics,$x1861-4191 ;$vvolume 27 311 $a3-11-056460-2 320 $aIncludes bibliographical references and index. 327 $aIntroduction / Haruo Kubozono and Mikio Giriko -- Tonal neutralization -- Tonal change -- Contents. 330 $a"This is the first book on tonal change and neutralization. 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S?altyte? Benth, Steen Koekebakker 210 $aSingapore ;$aHackensack, N.J. $cWorld Scientific$dc2008 215 $a1 online resource (352 p.) 225 1 $aAdvanced series on statistical science & applied probability ;$vv. 11 300 $aDescription based upon print version of record. 311 $a981-281-230-X 320 $aIncludes bibliographical references (p. 321-331) and index. 327 $aContents; Preface; 1. A Survey of Electricity and Related Markets; 1.1 The electricity markets; 1.1.1 Electricity contracts with physical delivery .; 1.1.2 Financial electricity contracts; 1.2 The gas market; 1.2.1 Futures and options on gas; 1.3 The temperature market; 1.4 Other related energy markets; 1.5 Stochastic modelling of energy markets; 1.5.1 Spot price modelling; 1.5.2 Forward and swap pricing in electricity and related markets; 1.6 Outline of the book; 2. Stochastic Analysis for Independent Increment Processes; 2.1 Definitions 327 $a2.2 Stochastic integration with respect to martingales 2.3 Random jump measures and stochastic integration; 2.4 The Le?vy-Kintchine decomposition and semimartingales; 2.5 The It Formula for semimartingales; 2.6 Examples of independent increment processes; 2.6.1 Time-in homogeneous compound Poisson process; 2.6.2 Models based on the generalized hyperbolic distributions; 2.6.3 Models based on the Variance-Gamma and CGMY distributions; 3. Stochastic Models for the Energy Spot Price Dynamics; 3.1 Introduction; 3.2.1 Geometric models; 3.2.2 Arithmetic models 327 $a3.3 The auto correlation function of multi-factor Ornstein- Uhlenbeck processes 3.4 Simulation of stationary Ornstein-Uhlenbeck processes: a case study with the arithmetic spot model; 4. Pricing of Forwards and Swaps Based on the Spot Price; 4.1 Risk-neutral forward and swap price modelling; 4.1.1 Risk-neutral probabilities and the Esscher transform; 4.1.2 The Esscher transform for some specific models; 4.2 Currency conversion for forward and swap prices; 4.3 Pricing of forwards; 4.3.1 The geometric case; 4.3.2 The arithmetic case .; 4.4 Pricing of swaps; 4.4.1 The geometric case 327 $a4.4.2 The arithmetic case 5. Applications to the Gas Markets; 5.1 Modelling the gas spot price; 5.1.1 Empirical analysis of UK gas spot prices; 5.1.2 Residuals modeled as a mixed jump-diffusion process; 5.1.3 NIG distributed residuals; 5.2 Pricing of gas futures; 5.3 Inference for multi-factor processes; 5.3.1 Kalman filtering; 6. Modelling Forwards and Swaps Using the Heath-Jarrow- Morton Approach; 6.1 The HJM modelling idea for forward contracts; 6.2 HJM modelling of forwards; 6.3 HJM modelling of swaps; 6.3.1 Swap models based on forwards; 6.4 The market models 327 $a6.4.1 Modelling with jump processes 7. Constructing Smooth Forward Curves in Electricity Markets; 7.1 Swap and forward prices; 7.1.1 Basic relationships; 7.1.2 A continuous seasonal forward curve; 7.2 Maximum smooth forward curve; 7.2.1 A smooth forward curve constrained by closing prices; 7.2.2 A smooth forward curve constrained by bid and ask spreads; 7.3 Putting the algorithm to work .; 7.3.1 Nord Pool example I: A smooth curve; 7.3.2 Nord Pool example II: Preparing a data set and analysing volatility; 8. Modelling of the Electricity Futures Market 327 $a8.1 The Nord Pool market and financial contracts 330 $aThe markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. 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