LEADER 03966nam 2200565 a 450 001 9910438136703321 005 20200520144314.0 010 $a0-8176-8388-7 024 7 $a10.1007/978-0-8176-8388-7 035 $a(CKB)2670000000315100 035 $a(EBL)1081660 035 $a(OCoLC)823388506 035 $a(SSID)ssj0000879136 035 $a(PQKBManifestationID)11461436 035 $a(PQKBTitleCode)TC0000879136 035 $a(PQKBWorkID)10850725 035 $a(PQKB)10646146 035 $a(DE-He213)978-0-8176-8388-7 035 $a(MiAaPQ)EBC1081660 035 $a(PPN)168288702 035 $a(EXLCZ)992670000000315100 100 $a20130108d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe interval market model in mathematical finance $egame-theoretic methods /$fPierre Bernhard ... [et al.] 205 $a1st ed. 2013. 210 $aNew York $cBirkhauser$d2013 215 $a1 online resource (347 p.) 225 1 $aStatic & Dynamic Game Theory: Foundations & Applications,$x2363-8516 300 $aDescription based upon print version of record. 311 $a1-4899-8580-8 311 $a0-8176-8387-9 320 $aIncludes bibliographical references and index. 327 $apt. I. Revisiting two classic results in dynamic portfolio management -- pt. II. Hedging in interval models -- pt. III. Robust-control approach to option pricing -- pt. IV. Game-theoretic analysis of rainbow options in incomplete markets -- pt. V. Viability approach to complex option pricing and portfolio insurance. 330 $aToward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion ?Samuelson? market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: ·         probability-free Black-Scholes theory; ·         fair-price interval of an option; ·         representation formulas and fast algorithms for option pricing; ·         rainbow options; ·         tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background. 410 0$aStatic & Dynamic Game Theory: Foundations & Applications,$x2363-8516 606 $aInvestments$xMathematics 615 0$aInvestments$xMathematics. 676 $a332.6/01/51 700 $aBernhard$b Pierre$054445 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910438136703321 996 $aThe Interval Market Model in Mathematical Finance$92502199 997 $aUNINA LEADER 03292nam 22007575 450 001 9910495867203321 005 20230207222611.0 010 $a9780520913769 010 $a0520913760 010 $a9780585130729 010 $a0585130728 024 7 $a10.1525/9780520913769 035 $a(CKB)111004366710764 035 $a(MH)001950885-9 035 $a(SSID)ssj0000223508 035 $a(PQKBManifestationID)12032069 035 $a(PQKBTitleCode)TC0000223508 035 $a(PQKBWorkID)10201432 035 $a(PQKB)10606602 035 $a(SSID)ssj0000676081 035 $a(PQKBManifestationID)12321824 035 $a(PQKBTitleCode)TC0000676081 035 $a(PQKBWorkID)10670572 035 $a(PQKB)10977380 035 $a(StDuBDS)EDZ0000083832 035 $a(DE-B1597)543664 035 $a(DE-B1597)9780520913769 035 $a(OCoLC)1163878071 035 $a(MiAaPQ)EBC30696789 035 $a(Au-PeEL)EBL30696789 035 $a(OCoLC)1394119682 035 $a(Perlego)4210717 035 $a(EXLCZ)99111004366710764 100 $a20200707h19901990 fg 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe political economy of mountain Java $ean interpretive history /$fRobert W. Hefner 205 $aReprint 2019 210 1$aBerkeley, CA :$cUniversity of California Press,$d[1990] 210 4$d©1990 215 $a1 online resource (xx, 278 p. )$cill., maps ; 300 $aBibliographic Level Mode of Issuance: Monograph 311 0 $a9780520069336 311 0 $a0520069331 311 0 $a9780520082694 311 0 $a0520082699 320 $aIncludes bibliographical references (p. 253-267) and index. 327 $tFront matter --$tCONTENTS --$tTABLES --$tPREFACE --$tACKNOWLEDGMENTS --$tMaps --$tONE. Introduction: Mountain Java in History and Social Theory --$tTWO. Politics and Community in Premodern History --$tTHREE. Agricultural History --$tFOUR. The Green Revolution in Mountain Agriculture --$tFIVE. Relations in Production --$tSIX. Consumption Communities --$tSEVEN. Politics and Social Identity --$tEIGHT. Conclusion --$tAPPENDIX: Note on History and Ethnographic Method --$tBIBLIOGRAPHY --$tINDEX 330 8 $aThis portrait of a changing peasantry is also a general inquiry into the nature of status, class, and community in the developing world. Robert Hefner presents an analysis designed to bridge the gap between village studies and social history. He describes the forces that have shaped upland politics and society from pre-colonial times to the Green Revolution today. 606 $aRural development$zIndonesia$zTengger Mountains Region 606 $aRural development$zTengger Mountains Region (Java)$zIndonesia 607 $aTengger Mountains Region (Indonesia)$xSocial conditions 607 $aJava (Indonesia)$xEconomic conditions$xRegional disparities 615 0$aRural development 615 0$aRural development 676 $a307.1/412/095982 700 $aHefner$b Robert W.$4aut$4http://id.loc.gov/vocabulary/relators/aut$0704349 801 0$bDE-B1597 801 1$bDE-B1597 906 $aBOOK 912 $a9910495867203321 996 $aThe political economy of mountain Java$92857644 997 $aUNINA