LEADER 05341nam 2200625Ia 450 001 9910454574303321 005 20200520144314.0 010 $a981-281-922-3 035 $a(CKB)1000000000766259 035 $a(EBL)1193515 035 $a(SSID)ssj0000518112 035 $a(PQKBManifestationID)12181192 035 $a(PQKBTitleCode)TC0000518112 035 $a(PQKBWorkID)10491615 035 $a(PQKB)11743957 035 $a(MiAaPQ)EBC1193515 035 $a(WSP)00002170 035 $a(Au-PeEL)EBL1193515 035 $a(CaPaEBR)ebr10688029 035 $a(CaONFJC)MIL498398 035 $a(OCoLC)826660612 035 $a(EXLCZ)991000000000766259 100 $a20090217d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial derivatives pricing$b[electronic resource] $eselected works of Robert Jarrow /$fRobert A. Jarrow 210 $aHackensack, NJ $cWorld Scientific$dc2008 215 $a1 online resource (608 p.) 300 $aDescription based upon print version of record. 311 $a981-281-920-7 320 $aIncludes bibliographical references. 327 $aAcknowledgments; Preface; Foreword; Contents; Part I. Option Pricing Theory and its Foundations; Introduction; References; 1. Approximate Option Valuation for Arbitrary Stochastic Processes R. Jarrow and A. Rudd; 1. Introduction; 2. Approximating distribution; 3. Approximate option valuation formula; 4. Approximating option values with the Black-8cboles formula; 5. N umerieal analysis of residual error; 6. Conclusion; Appendix 1: Proof of the generalized Edgeworth series expansion; References; 2. Arbitrage, Continuous Trading, and Margin Requirements D. Heath and R. Jarrow; I. The Model 327 $aII. Market Constraints on Trading StrategiesIII. Option Pricing under Margin Requirements; IV. Conclusion; Appendix; REFERENCES; 3. Ex-Dividend Stock Price Behavior and Arbitrage Opportunities D. Heath and R. Jarrow; I. Introduction; II. The Model; III. Characterization of Arbitrage Opportunities at the Ex-Dividend Date; IV. Escrowed Dividend Stock Processes; V. Conclusion; Appendix; Proofs of Theorems 1 and 2; References; 4. The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value P. Carr and R. Jarrow 327 $a1. The Black-Scholes Model, Terminology, and the Stop-Loss StartGain Strategy2. Resolution of the Paradox; 3. Valuation Results; 4. Genera1izing the Stock-Price Process; 5. Conclusions; Appendix; References; 5. Alternative Characterizations of American Put Options P. Carr, R. Jarrow and R. Myneni; 1. THE EARLY EXERCISE PREMIUM; 2. REPRESENTING EUROPEAN PUTS IN TERMS OF A BOUNDARY; 3. VARIOUS AMERICAN PUT REPRESENTATIONS; 4. SUMMARY AND EXTENSIONS; 5. APPENDIX; REFERENCES; 6. Market Manipulation, Bubbles, Corners, and Short Squeezes R. Jarrow; I. Introduction; II. The Model 327 $aIII. The Market StructureIV. Paper Wealth, Real Wealth, and Market Manipulation Trading Strategies; V. The Existence of Market Manipulation Trading Strategies; VI. Sufficient Conditions for the Nonexistence of Market Manipulation Trading Strategies; VII. Infinite Trading Horizon Speculators; VIII. Conclusion; Appendix; References; 7. Derivative Security Markets, Market Manipulation, and Option Pricing Theory R. Jarrow; Abstract; I. Introduction; II. The Model; III. Market Manipulation Using the Derivative Security; IV. Synchronous Markets; V. A Theory for Option Pricing; VI. Conclusion 327 $aAppendixReferences; 8. Liquidity Risk and Arbitrage Pricing Theory U. Oetin, R. Jarrow and P. Protter; 1 Introduction; 2 The model; 2.1 Supply curve; 2.2 Trading strategies; 2.3 The marked-to-market value of a s.ft.s. and its liquidity cost; 3 The extended first fundamental theorem; 4 The extended second fundamental theorem; 5 Example (extended Black-Scholes economy); 5.1 The economy; 5.2 Call option valuation; 6 Discontinuous supply curve evolutions; 6.1 The supply curve and s.f.t.s. 's; 6.2 The extended first fundamental theorem; 6.3 The extended secondfundamental theorem; 7 Conclusion 327 $aAppendix 330 $aThis book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath-Jarrow-Morton (HJM) model, together with papers on topics 606 $aDerivative securities$xPrices$xMathematical models 606 $aDerivative securities$xPrices$zUnited States 608 $aElectronic books. 615 0$aDerivative securities$xPrices$xMathematical models. 615 0$aDerivative securities$xPrices 676 $a332.64/57 700 $aJarrow$b Robert A$0122733 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910454574303321 996 $aFinancial derivatives pricing$91131211 997 $aUNINA LEADER 04333 am 2201033 n 450 001 9910324034203321 005 20190312 010 $a2-8028-0477-4 024 7 $a10.4000/books.pusl.21739 035 $a(CKB)4100000008283921 035 $a(FrMaCLE)OB-pusl-21739 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/47727 035 $a(PPN)236709615 035 $a(EXLCZ)994100000008283921 100 $a20190528j|||||||| ||| 0 101 0 $afre 135 $auu||||||m|||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFlaubert et la théorie littéraire $eEn hommage à Claudine Gothot-Mersch /$fTanguy Logé, Marie-France Renard 210 $aBruxelles $cPresses de l?Université Saint-Louis$d2019 215 $a1 online resource (320 p.) 311 $a2-8028-0156-2 330 $aCe colloque a été organisé en hommage à Claudine Gothot-Mersch, professeur aux Facultés, à l'occasion de son admission à l'eméritat. Son importante contribution aux études flaubertiennes, unanimement reconnue, l'a amenée à diriger l'édition des ?uvres complètes de Flaubert chez Gallimard, dans la prestigieuse « Bibliothèque de la Pléiade ». La plupart des collaborateurs qu'elle s'est choisis pour mener à bien ce vaste projet - Jeanne Bem, Anne Herschberg-Pierrot, Gisèle Séginger, Pierre-Marc de Biasi, Yvan Leclerc, Jacques Neefs, - ont participé aux journées bruxelloises ayant pour thème « Flaubert et la théorie littéraire ». Soucieux de projeter un éclairage nouveau sur l'?uvre en partant du travail créateur les différents spécialistes se sont interrogés sur quelques données essentielles : de quelle manière Flaubert aborde-t-il, dans sa réflexion critique comme dans ses écrits fictionnels, les questions de poétique, de rhétorique et d'esthétique formulées depuis l'Antiquité ? Comment résout-il les problèmes de genres, de niveaux de style, de modes narratif ? Quelles sont les catégories esthétiques où il évolue ? Répond-il aux canons en usage à son époque ou contribue-t-il à en élaborer, d'autres ? 606 $aLiterature, Romance 606 $ahommage 606 $aétude flaubertienne 606 $aanalyse littéraire 606 $aroman 606 $athéâtre 606 $a?uvre littéraire 606 $arhétorique 606 $apoétique 606 $aesthétique 606 $amode narratif 606 $astyle 606 $adiscours théorique 610 $aanalyse littéraire 610 $apoétique 610 $aroman 610 $amode narratif 610 $adiscours théorique 610 $aesthétique 610 $aétude flaubertienne 610 $astyle 610 $arhétorique 610 $athéâtre 610 $a?uvre littéraire 610 $ahommage 615 4$aLiterature, Romance 615 4$ahommage 615 4$aétude flaubertienne 615 4$aanalyse littéraire 615 4$aroman 615 4$athéâtre 615 4$a?uvre littéraire 615 4$arhétorique 615 4$apoétique 615 4$aesthétique 615 4$amode narratif 615 4$astyle 615 4$adiscours théorique 700 $aBem$b Jeanne$0166119 701 $aBiasi$b Pierre-Marc de$0155749 701 $aBrix$b Michel$0222666 701 $aCaminiti Pennarola$b Léa$0257406 701 $aDufour$b Philippe$0157912 701 $aFrölich$b Juliette$0402463 701 $aGothot-Mersch$b Claudine$0203275 701 $aGreen$b Anne$0613280 701 $aGuyaux$b André$0385269 701 $aHerschberg-Pierrot$b Anne$0223507 701 $aJacques$b Georges$0804791 701 $aLalonde$b Normand$01322225 701 $aLeclerc$b Yvan$0157926 701 $aLe Calvez$b Éric$01322226 701 $aLogé$b Tanguy$01290396 701 $aNeefs$b Jacques$0171569 701 $aRenard$b Marie-France$0468871 701 $aSéginger$b Gisèle$0403120 701 $aWetherill$b Michael$01322227 701 $aLogé$b Tanguy$01290396 701 $aRenard$b Marie-France$0468871 801 0$bFR-FrMaCLE 906 $aBOOK 912 $a9910324034203321 996 $aFlaubert et la théorie littéraire$93034704 997 $aUNINA LEADER 03736nam 2200793 450 001 9910797917603321 005 20170919012142.0 010 $a1-78533-021-7 024 7 $a10.1515/9781785330216 035 $a(CKB)3710000000577235 035 $a(EBL)4351162 035 $a(SSID)ssj0001625247 035 $a(PQKBManifestationID)16361247 035 $a(PQKBTitleCode)TC0001625247 035 $a(PQKBWorkID)14875199 035 $a(PQKB)10374066 035 $a(MiAaPQ)EBC4351162 035 $a(DE-B1597)637026 035 $a(DE-B1597)9781785330216 035 $a(EXLCZ)993710000000577235 100 $a20160205h20162016 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aEngaging with strangers $elove and violence in the rural Solomon Islands /$fDebra McDougall 210 1$aNew York, [New York] ;$aOxford, [England] :$cBerghahn,$d2016. 210 4$d©2016 215 $a1 online resource (308 p.) 225 1 $aASAO Studies in Pacific Anthropology ;$vVolume 6 300 $aDescription based upon print version of record. 311 $a1-78533-020-9 320 $aIncludes bibliographical references and index. 327 $aENGAGING WITH STRANGERS; Contents; Figures; Acknowledgments; Notes on Language, Orthography, and Names; Introduction - On Being a Stranger in a Hospitable Land; 1. Ethnicity, Insularity, and Hospitality; 2. Ranongga's Shifting Ground; 3. Incorporating Others in Violent Times; 4. Bringing the Gospel Ashore; 5. No Love? Dilemmas of Possession; 6. Estranging Kin; 7. Losing Passports: Mobility, Urbanization, Ethnicity; 8. Amity and Enmity in an Unreliable State; Glossary; References; Index 330 $aThe civil conflict in Solomon Islands (1998-2003) is often blamed on the failure of the nation-state to encompass culturally diverse and politically fragmented communities. Writing of Ranongga Island, the author tracks engagements with strangers across many realms of life?pre-colonial warfare, Christian conversion, logging and conservation, even post-conflict state building. She describes startling reversals in which strangers become attached to local places, even as kinspeople are estranged from one another and from their homes. Against stereotypes of rural insularity, she argues that a distinctive cosmopolitan openness to others is evident in the rural Solomons in times of war and peace. 410 0$aASAO studies in Pacific anthropology ;$vVolume 6. 606 $aLove$zSolomon Islands 606 $aViolence$zSolomon Islands 606 $aStrangers$zSolomon Islands 606 $aIntimacy (Psychology) 610 $achristian conversion. 610 $acivil conflict in solomon islands. 610 $aculturally diverse and politically fragmented communities. 610 $adistinctive cosmopolitan openness. 610 $aengagements with strangers across life. 610 $ahistorical and anthropological narrative. 610 $akinspeople estranged from one another. 610 $alogging and conservation. 610 $apost conflict state building. 610 $apre colonial warfare. 610 $asolomon islands. 610 $astereotypes of rural insularity. 610 $astrangers attach to local places. 610 $astudy of solomon islands. 610 $athoughtful. 615 0$aLove 615 0$aViolence 615 0$aStrangers 615 0$aIntimacy (Psychology) 676 $a306.099593 700 $aMcDougall$b Debra L.$0848687 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910797917603321 996 $aEngaging with strangers$93837010 997 $aUNINA