LEADER 02995nam 2200589 a 450 001 9910451166803321 005 20200520144314.0 010 $a1-283-26018-2 010 $a9786613260185 010 $a1-59947-072-1 035 $a(CKB)1000000000335435 035 $a(EBL)272042 035 $a(OCoLC)476009526 035 $a(SSID)ssj0000249895 035 $a(PQKBManifestationID)12064148 035 $a(PQKBTitleCode)TC0000249895 035 $a(PQKBWorkID)10227589 035 $a(PQKB)10265016 035 $a(MiAaPQ)EBC3037678 035 $a(MiAaPQ)EBC272042 035 $a(Au-PeEL)EBL3037678 035 $a(CaPaEBR)ebr10483616 035 $a(CaONFJC)MIL326018 035 $a(Au-PeEL)EBL272042 035 $a(EXLCZ)991000000000335435 100 $a20050223d2005 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aSpiritual information$b[electronic resource] $e100 perspectives on science and religion : essays in honor of Sir John Templeton's 90th birthday /$fedited by Charles L. Harper 210 $aWest Conshohocken, Pa. $cTempleton Foundation Press$dc2005 215 $a1 online resource (624 p.) 300 $aDescription based upon print version of record. 311 $a1-932031-73-1 320 $aIncludes bibliographical references. 327 $apt. 1. Perspectives on Sir John Templeton's two domains : spiritual capital and spiritual information -- pt. 2. Perspectives on the history, and future, of the science-religion dialog -- pt. 3. Perspectives from cosmology, physics, and astronomy -- pt. 4. Perspectives from quantum mechanics, mathematics, and symbolic logic -- pt. 5. Perspectives on evolution and prpose -- pt. 6. Perspectives on sociology and ethics -- pt. 7. Perspectives on religion and health -- pt. 8. Perspectives on contemplation and the virtues -- pt. 9. Perspectives from theology and philosophy -- pt. 10. Perspectives from world religions. 330 $aSpiritual Information is a collection of one hundred essays that explore a portion of the vast interdisciplinary approaches to the study of science and religion. Individually and together, the essays show how the study of ourselves, our planet, and the universe helps us understand our place as spiritual beings within God's universe.The book is a tribute to Sir John Templeton and his pioneering commitment toward new research that results in "one hundredfold more spiritual information than humankind has ever possessed before." It begins with essays that reflect on 606 $aReligion and science 608 $aElectronic books. 615 0$aReligion and science. 676 $a201/.65 701 $aTempleton$b John$f1912-2008.$0865151 701 $aHarper$b Charles L.$f1958-$0312041 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910451166803321 996 $aSpiritual information$92452720 997 $aUNINA LEADER 05315nam 2200673Ia 450 001 9910456827003321 005 20200520144314.0 010 $a1-282-53143-3 010 $a9786612531439 010 $a1-4008-3311-6 024 7 $a10.1515/9781400833115 035 $a(CKB)2550000000007421 035 $a(EBL)485786 035 $a(OCoLC)593337132 035 $a(SSID)ssj0000339000 035 $a(PQKBManifestationID)11284942 035 $a(PQKBTitleCode)TC0000339000 035 $a(PQKBWorkID)10316580 035 $a(PQKB)11759830 035 $a(MiAaPQ)EBC485786 035 $a(MdBmJHUP)muse36642 035 $a(DE-B1597)446850 035 $a(OCoLC)979970234 035 $a(DE-B1597)9781400833115 035 $a(Au-PeEL)EBL485786 035 $a(CaPaEBR)ebr10367227 035 $a(CaONFJC)MIL253143 035 $a(EXLCZ)992550000000007421 100 $a20080815d2009 uy 0 101 0 $aeng 135 $aur|n||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aIndifference pricing$b[electronic resource] $etheory and applications /$fedited by Rene? Carmona 205 $aCourse Book 210 $aPrinceton $cPrinceton University Press$dc2009 215 $a1 online resource (427 p.) 225 1 $aPrinceton series in financial engineering 300 $aDescription based upon print version of record. 311 $a0-691-13883-4 320 $aIncludes bibliographical references and index. 327 $tFrontmatter --$tContents --$tPreface --$tPart 1. Foundations --$tChapter One. The Single Period Binomial Model /$rMusiela, Marek / Zariphopoulou, Thaleia --$tChapter Two. Utility Indifference Pricing: An Overview /$rHenderson, Vicky / Hobson, David --$tPart 2. Diffusion Models --$tChapter Three. Pricing, Hedging, And Designing Derivatives With Risk Measures /$rBarrieu, Pauline / Karoui, Nicole El --$tChapter Four. From Markovian To Partially Observable Models /$rCarmona, René --$tPart 3. Applications --$tChapter Five. Portfolio Optimization /$rIlhan, Aytac / Jonsson, Mattias / Sircar, Ronnie --$tChapter Six. Indifference Pricing Of Defaultable Claims /$rBielecki, Tomasz R. / Jeanblanc, Monique --$tChapter Seven. Applications To Weather Derivatives And Energy Contracts /$rCarmona, René --$tPart 4. Complements --$tChapter Eight. BSDEs And Applications /$rKaroui, Nicole El / Hamadène, Said / Matoussi, Anis --$tChapter Nine. Duality Methods /$rElliott, Robert J. / Hoek, John van der --$tBibliography --$tContributors --$tNotation Index --$tAuthor Index --$tSubject Index 330 $aThis is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic market assumptions. The book begins by introducing the concept of indifference pricing in the simplest possible models of discrete time and finite state spaces where duality theory can be exploited readily. It moves into a more technical discussion of utility indifference pricing for diffusion models, and then addresses problems of optimal design of derivatives by extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures. Focus then turns to the applications, including portfolio optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an extensive bibliography and indexes. In addition to the editor, the contributors are Pauline Barrieu, Tomasz R. Bielecki, Nicole El Karoui, Robert J. Elliott, Said Hamadène, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie Sircar, John van der Hoek, and Thaleia Zariphopoulou. The first book on utility indifference pricing Explains the fundamentals of indifference pricing, from simple models to the most technical ones Goes beyond utility functions to analyze optimal risk transfer and the theory of dynamic risk measures Covers non-Markovian and partially observed models and applications to portfolio optimization, defaultable securities, static and quadratic hedging, weather derivatives, and commodities Includes extensive bibliography and indexes Provides essential reading for PhD students, researchers, and professionals 410 0$aPrinceton series in financial engineering. 606 $aNonlinear pricing$xMathematical models 606 $aPrices$xMathematical models 608 $aElectronic books. 615 0$aNonlinear pricing$xMathematical models. 615 0$aPrices$xMathematical models. 676 $a658.8/16 701 $aCarmona$b R$g(Rene?)$0974545 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910456827003321 996 $aIndifference pricing$92473758 997 $aUNINA LEADER 01060nam 2200373 450 001 9910132096103321 005 20240208173702.0 010 $a1-55442-406-2 035 $a(CKB)3680000000169213 035 $a(NjHacI)993680000000169213 035 $a(EXLCZ)993680000000169213 100 $a20240208d2003 uy 0 101 0 $afre 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 13$aLa conque?te de l'ubiquite? /$fPaul Vale?ry 210 1$aChicoutimi :$cJ.-M. 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