LEADER 00989nam0-22003251i-450- 001 990006809190403321 005 20001010 035 $a000680919 035 $aFED01000680919 035 $a(Aleph)000680919FED01 035 $a000680919 100 $a20001010d--------km-y0itay50------ba 101 0 $aita 105 $ay-------001yy 200 1 $aStoria di una società rurale$ela Basilicata nell'Ottocento$fMichelamgelo Morano$gprefazione di Gabriele De Rosa. 210 $aRoma-Bari$cLaterza$d1994. 215 $aXXVIII, 676 p.$d21 cm 225 1 $aBiblioteca di cultura moderna$v1070 610 0 $aBasilicata - Economia - Sec. 19 676 $a330.9457708 700 1$aMorano,$bMichelangelo$0183279 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990006809190403321 952 $aCOLLEZ. 13 (1070)$b25008$fFSPBC 952 $aXI A 2609$b34733$fFSPBC 959 $aFSPBC 996 $aStoria di una societa' rurale$9552799 997 $aUNINA DB $aGEN01 LEADER 05665nam 2200685 a 450 001 9910464555503321 005 20200520144314.0 010 $a1-283-43365-6 010 $a9786613433657 010 $a981-4338-80-X 035 $a(CKB)3400000000016040 035 $a(EBL)840619 035 $a(OCoLC)775585877 035 $a(SSID)ssj0000573154 035 $a(PQKBManifestationID)12201789 035 $a(PQKBTitleCode)TC0000573154 035 $a(PQKBWorkID)10540994 035 $a(PQKB)10041461 035 $a(MiAaPQ)EBC840619 035 $a(WSP)00008062 035 $a(Au-PeEL)EBL840619 035 $a(CaPaEBR)ebr10524570 035 $a(CaONFJC)MIL343365 035 $a(EXLCZ)993400000000016040 100 $a20110303d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHedging derivatives$b[electronic resource] /$fThorsten Rheinla?nder, Jenny Sexton 210 $aSingapore ;$aHackensack, N.J. $cWorld Scientific$d2011 215 $a1 online resource (244 p.) 225 1 $aAdvanced series on statistical science and applied probability ;$vv. 15 300 $aDescription based upon print version of record. 311 $a981-4338-79-6 320 $aIncludes bibliographical references (p. 221-229) and index. 327 $aPreface; Contents; 1. Introduction; 1.1 Hedging in complete markets; 1.1.1 Black & Scholes analysis and its limitations; 1.1.2 Complete markets; 1.2 Hedging in incomplete markets; 1.2.1 Sources of incompleteness; 1.2.2 Calibration; 1.2.3 Mean-variance hedging; 1.2.4 Utility indi erence pricing and hedging; 1.2.5 Exotic options; 1.2.6 Optimal martingale measures; 1.3 Notes and further reading; 2. Stochastic Calculus; 2.1 Filtrations and martingales; 2.2 Semi-martingales and stochastic integrals; 2.3 Kunita-Watanabe decomposition; 2.4 Change of measure; 2.5 Stochastic exponentials 327 $a2.6 Notes and further reading3. Arbitrage and Completeness; 3.1 Strategies and arbitrage; 3.2 Complete markets; 3.3 Hidden arbitrage and local times; 3.4 Immediate arbitrage; 3.5 Super-hedging and the optional decomposition theorem; 3.6 Arbitrage via a non-equivalent measure change; 3.7 Notes and further reading; 4. Asset Price Models; 4.1 Exponential Levy processes; 4.1.1 A Levy process primer; 4.1.2 Examples of Levy processes; 4.1.3 Construction of Levy processes by subordination; 4.1.4 Risk-neutral Levy modelling; 4.1.5 Weak representation property and measure changes 327 $a4.2 Stochastic volatility models4.2.1 Examples; 4.2.2 Stochastic differential equations and time change; 4.2.3 Construction of a solution via coupling; 4.2.4 Convexity of option prices; 4.2.5 Market completion by trading in options; 4.2.6 Bubbles and strict local martingales; 4.2.7 Stochastic exponentials; 4.3 Notes and further reading; 5. Static Hedging; 5.1 Static hedging of European claims; 5.2 Duality principle in option pricing; 5.2.1 Dynamics of the dual process; 5.2.2 Duality relations; 5.3 Symmetry and self-dual processes; 5.3.1 Definitions and general properties 327 $a5.3.2 Semi-static hedging of barrier options5.3.3 Self-dual exponential Levy processes; 5.3.4 Self-dual stochastic volatility models; 5.4 Notes and further reading; 6. Mean-Variance Hedging; 6.1 Concept of mean-variance hedging; 6.2 Valuation and hedging by the Laplace method; 6.2.1 Bilateral Laplace transforms; 6.2.2 Valuation and hedging using Laplace transforms; 6.3 Valuation and hedging via integro-differential equations; 6.3.1 Feynman-Kac formula for the value function; 6.3.2 Computation of the optimal hedging strategy; 6.4 Mean-variance hedging of defaultable assets 327 $a6.4.1 Intensity-based approach6.4.2 Martingale representation; 6.4.3 Hedging of insurance claims with longevity bonds; 6.5 Quadratic risk-minimisation for payment streams; 6.6 Notes and further reading; 7. Entropic Valuation and Hedging; 7.1 Exponential utility indiffence pricing; 7.2 The minimal entropy martingale measure; 7.3 Duality results; 7.4 Properties of the utility indifference price; 7.5 Entropic hedging; 7.6 Notes and further reading; 8. Hedging Constraints; 8.1 Framework and preliminaries; 8.2 Dynamic utility indi erence pricing; 8.3 Martingale optimality principle 327 $a8.4 Utility indifference hedging and pricing using BSDEs 330 $aValuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Le?vy processes and for derivatives written on defaultable assets. It is discussed how to complete markets based upon stochastic volatility models via trading in both stocks and vanilla options. Exponentia 410 0$aAdvanced series on statistical science & applied probability ;$vv. 15. 606 $aHedging (Finance)$xMathematical models 606 $aDerivative securities$xValuation$xMathematical models 608 $aElectronic books. 615 0$aHedging (Finance)$xMathematical models. 615 0$aDerivative securities$xValuation$xMathematical models. 676 $a332.64/57 700 $aRheinla?nder$b Thorsten$0611245 701 $aSexton$b Jenny$0611246 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464555503321 996 $aHedging derivatives$91137102 997 $aUNINA LEADER 02909oam 2200625I 450 001 9910464335003321 005 20170821195236.0 010 $a1-317-82372-9 010 $a1-315-82072-2 010 $a1-317-82373-7 024 7 $a10.4324/9781315820729 035 $a(CKB)3710000000186053 035 $a(EBL)1734001 035 $a(SSID)ssj0001268275 035 $a(PQKBManifestationID)11828331 035 $a(PQKBTitleCode)TC0001268275 035 $a(PQKBWorkID)11267046 035 $a(PQKB)10238402 035 $a(MiAaPQ)EBC1734001 035 $a(OCoLC)897461074 035 $a(EXLCZ)993710000000186053 100 $a20180706e20131989 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aAIDS $eprinciples, practices & politics /$fedited by Inge B. Corless, Mary Pittman-Lindeman 210 1$aNew York ;$aLondon :$cRoutledge,$d2013. 215 $a1 online resource (498 p.) 225 1 $aDeath Education, Aging and Health Care 300 $aFirst published in 1989 by Hemisphere Publishing Corporation. 311 $a0-89116-772-2 311 $a0-89116-716-1 320 $aIncludes bibliographical references and index. 327 $aCover; Half Title; Title; Copyright; Dedication; Contents; Contributors; Foreword; Acknowledgments; Introduction; 1 The Surgeon General's Report on AIDS; 2 Epidemic Control Measures for AIDS: A Psychosocial and Historical Discussion of Policy Alternatives; 3 The Treatment of People with AIDS: Psychosocial Considerations; 4 Development of AIDS Awareness: A Personal History; 5 Literature and AIDS: The Varieties of Love; 6 Women with AIDS: Sexual Ethics in an Epidemic; 7 An Ethics of Compassion, a Language of Division: Working out the AIDS Metaphors; 8 AIDS Overview; 9 Treatment Issues in AIDS 327 $a10 Choosing Therapies11 The New Death among IV Drug Users; 12 The Patient with AIDS: Care and Concerns; 13 Children with AIDS; 14 Public Schools Confront AIDS; 15 Individual Education Programs for AIDS Control; 16 The Malignant Metaphor: A Political Thanatology of AIDS; 17 Impact of the AIDS Epidemic on the Gay Political Agenda; 18 Creative Acceptance: An Ethics for AIDS; 19 AIDS: Seventh Rank Absolute; Index 330 $aFirst published in 1989. Routledge is an imprint of Taylor & Francis, an informa company. 410 0$aDeath Education, Aging and Health Care 606 $aAIDS (Disease) 606 $aAIDS (Disease)$xSocial aspects 608 $aElectronic books. 615 0$aAIDS (Disease) 615 0$aAIDS (Disease)$xSocial aspects. 676 $a616.97/92 676 $a616.9792 701 $aCorless$b Inge B$0920184 701 $aPittman$b Mary$0920185 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464335003321 996 $aAIDS$92064047 997 $aUNINA