LEADER 04363nam 22006732 450 001 9910462534803321 005 20151005020621.0 010 $a1-316-08924-X 010 $a1-139-57933-9 010 $a1-283-63763-4 010 $a1-139-56984-8 010 $a1-107-25412-4 010 $a1-139-57250-4 010 $a1-139-02613-5 010 $a1-139-56894-9 010 $a1-139-57075-7 035 $a(CKB)2670000000261196 035 $a(EBL)1025023 035 $a(OCoLC)815389296 035 $a(SSID)ssj0000722477 035 $a(PQKBManifestationID)11384258 035 $a(PQKBTitleCode)TC0000722477 035 $a(PQKBWorkID)10695388 035 $a(PQKB)10253628 035 $a(MiAaPQ)EBC1025023 035 $a(Au-PeEL)EBL1025023 035 $a(CaPaEBR)ebr10608440 035 $a(CaONFJC)MIL395009 035 $a(UkCbUP)CR9781139026130 035 $a(EXLCZ)992670000000261196 100 $a20141103d2013|||| uy| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe Black-Scholes model /$fMarek Capinski, Ekkehard Kopp$b[electronic resource] 210 1$aCambridge :$cCambridge University Press,$d2013. 215 $a1 online resource (ix, 168 pages) $cdigital, PDF file(s) 225 1 $aMastering mathematical finance 300 $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). 311 $a0-521-17300-0 311 $a1-107-00169-2 327 $aCover; The Black-Scholes Model; Title; Copyright; Contents; Preface; 1 Introduction; 1.1 Asset dynamics; Model parameters; 1.2 Methods of option pricing; Risk-neutral probability approach; The PDE approach; 2 Strategies and risk-neutral probability; 2.1 Finding the risk-neutral probability; Removing the drift; Girsanov theorem - simple version; 2.2 Self-financing strategies; 2.3 The No Arbitrage Principle; 2.4 Admissible strategies; 2.5 Proofs; 3 Option pricing and hedging; 3.1 Martingale representation theorem; 3.2 Completeness of the model; 3.3 Derivative pricing 327 $aGeneral derivative securitiesPut options; Call options; 3.4 The Black-Scholes PDE; From Black-Scholes PDE to option price; The replicating strategy; 3.5 The Greeks; 3.6 Risk and return; 3.7 Proofs; 4 Extensions and applications; 4.1 Options on foreign currency; Dividend paying stock; 4.2 Structural model of credit risk; 4.3 Compound options; 4.4 American call options; 4.5 Variable coefficients; 4.6 Growth optimal portfolios; 5 Path-dependent options; 5.1 Barrier options; 5.2 Distribution of the maximum; 5.3 Pricing barrier and lookback options; Hedging; Lookback option; 5.4 Asian options 327 $aContinuous geometric averageDiscrete geometric average; 6 General models; 6.1 Two assets; The market; Strategies and risk-neutral probabilities; Two stocks, one Wiener process; One stock, two Wiener processes; 6.2 Many assets; 6.3 Ito formula; 6.4 Levy's Theorem; 6.5 Girsanov Theorem; 6.6 Applications; Index 330 $aThe Black-Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. 410 0$aMastering mathematical finance. 606 $aOptions (Finance)$xPrices$xMathematical models 615 0$aOptions (Finance)$xPrices$xMathematical models. 676 $a332.64/53 700 $aCapin?ski$b Marek$f1951-$0536472 702 $aKopp$b P. E.$f1944- 801 0$bUkCbUP 801 1$bUkCbUP 906 $aBOOK 912 $a9910462534803321 996 $aThe Black-Scholes model$92465185 997 $aUNINA LEADER 10923nam 2200529 450 001 9910554812003321 005 20220322082745.0 010 $a1-119-72997-1 010 $a1-119-73003-1 010 $a1-119-72996-3 035 $a(CKB)4100000011974748 035 $a(MiAaPQ)EBC6659010 035 $a(Au-PeEL)EBL6659010 035 $a(OCoLC)1259594369 035 $a(EXLCZ)994100000011974748 100 $a20220322d2021 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aNano- and biocatalysts for biodiesel production /$fedited by Avinash P. Ingle 210 1$aHoboken, New Jersey :$cJohn Wiley & Sons, Incorporated,$d[2021] 210 4$dİ2021 215 $a1 online resource (371 pages) 311 $a1-119-73000-7 320 $aIncludes bibliographical references and index. 327 $aCover -- Title Page -- Copyright -- Contents -- Preface -- List of Contributors -- Chapter 1 Biodiesel: Different Feedstocks, Conventional Methods, and Factors Affecting its Production -- 1.1 Introduction -- 1.2 Different Feedstocks for Biodiesel Production -- 1.2.1 Vegetable Sources -- 1.2.2 Waste Oils -- 1.2.3 Animal Fats -- 1.2.4 Microalga Oil -- 1.3 Conventional Methods of Biodiesel Production -- 1.3.1 Microemulsion -- 1.3.2 Pyrolysis or Thermal Cracking -- 1.3.3 Transesterification -- 1.4 Catalysts Used in Biodiesel Production -- 1.4.1 Homogeneous Catalysts -- 1.4.1.1 Homogeneous Alkaline Catalysts -- 1.4.1.2 Homogeneous Acidic Catalysts -- 1.4.2 Heterogeneous Catalysts -- 1.4.2.1 Heterogeneous Alkaline Catalysts -- 1.4.2.2 Heterogeneous Acid Catalysts -- 1.4.3 Enzymatic Catalysts -- 1.4.4 Nanocatalysts -- 1.5 Effects of Different Factors on Biodiesel Production Yield -- 1.5.1 Reaction Temperature -- 1.5.2 Alcohol to Oil Molar Ratio -- 1.5.3 Reaction Time -- 1.5.4 Catalyst Dosage -- 1.5.5 pH -- 1.5.6 Mixing Rate -- 1.5.7 Fatty Acids -- 1.5.8 Water Content -- 1.6 Physical Properties of Biodiesel -- 1.7 Conclusions -- References -- Chapter 2 Nano(Bio)Catalysts: An Effective Tool to Utilize Waste Cooking Oil for the Biodiesel Production -- 2.1 Introduction -- 2.2 Waste Cooking Oils -- 2.3 Pretreatment of WCOs -- 2.4 Transesterification Process -- 2.4.1 Kinetics of Transesterification -- 2.5 Enzymatic Biocatalysts -- 2.5.1 Lipases -- 2.5.1.1 Extracellular Lipases -- 2.5.1.2 Intracellular Lipases -- 2.6 Enzyme Immobilization Techniques -- 2.7 Physical Methods -- 2.7.1 Adsorption -- 2.7.2 Encapsulation -- 2.7.3 Entrapment -- 2.8 Chemical Methods -- 2.8.1 Covalent Bonding -- 2.8.2 Cross?Linking -- 2.8.3 Summary -- 2.9 Conclusions -- References -- Chapter 3 A Review on the Use of Bio/Nanostructured Heterogeneous Catalysts in Biodiesel Production. 327 $a3.1 Introduction -- 3.2 Use of Micro? and Nanostructured Heterogeneous Catalysts in Biodiesel Production -- 3.2.1 Microstructured Heterogeneous Catalysts -- 3.2.1.1 Solid Acid Catalysts -- 3.2.1.2 Solid Base Catalysts -- 3.2.2 Nanostructured Heterogeneous Catalysts -- 3.2.2.1 Gas Condensation -- 3.2.2.2 Vacuum Deposition -- 3.2.2.3 Chemical Deposition -- 3.2.2.4 Sol?Gel Method -- 3.2.2.5 Impregnation -- 3.2.2.6 Nanogrinding -- 3.2.2.7 Calcination?Hydration?Dehydration -- 3.3 Enzymatic Catalysis -- 3.3.1 Heterogeneous Biocatalysts (Lipases) and Their Immobilization -- 3.3.1.1 Physical Adsorption -- 3.3.1.2 Entrapment -- 3.3.1.3 Covalent Bonding -- 3.3.1.4 Cross?Linking -- 3.3.2 Nano(Bio)Catalysts: Immobilization of Enzymes on Nanosupports -- 3.3.2.1 Nanoparticles -- 3.3.2.2 Carbon Nanotubes -- 3.3.2.3 Nanofibers -- 3.3.2.4 Nanocomposites -- 3.4 Conclusions -- References -- Chapter 4 Calcium?Based Nanocatalysts in Biodiesel Production -- 4.1 Introduction -- 4.2 Nanocatalysts -- 4.3 CaO?Based Nanocatalysts for Biodiesel Production -- 4.3.1 Synthesis and Characterization of CaO?Based Nanocatalysts Using Waste Material -- 4.3.2 CaO Nanocatalysts Supported with Metal Oxides for Biodiesel Production -- 4.4 Effects of Different Parameters on Biodiesel Production -- 4.4.1 Reaction Time -- 4.4.2 Temperature -- 4.4.3 Methanol to Oil Molar Ratio -- 4.4.4 Catalyst Load -- 4.5 Reusability and Leaching of Nanocatalysts -- 4.6 Conclusions -- References -- Chapter 5 Titanium Dioxide?Based Nanocatalysts in Biodiesel Production -- 5.1 Introduction -- 5.2 Natural Occurrences of Titania -- 5.2.1 Rutile -- 5.2.2 Anatase -- 5.2.3 Rhombic Brookite -- 5.2.4 Kaolin Clays -- 5.2.5 Ilmenites or Manaccanite -- 5.3 Precursors Used for the Synthesis of TiO2 NPs -- 5.3.1 Titanium Tetrachloride -- 5.3.2 Titanium Tetraisopropoxide -- 5.3.3 Titanium Butoxide. 327 $a5.4 Methods for the Synthesis of TiO2 NPs -- 5.4.1 Physical Methods -- 5.4.1.1 Ball Milling -- 5.4.1.2 Laser Ablation/Photoablation -- 5.4.1.3 Sputtering -- 5.4.2 Chemical Methods -- 5.4.2.1 Microemulsion -- 5.4.2.2 Precipitation -- 5.4.2.3 Sol?Gel -- 5.4.2.4 Hydrothermal -- 5.4.2.5 Solvothermal -- 5.4.2.6 Electrochemical/Deposition -- 5.4.2.7 Sonochemical -- 5.4.2.8 Direct Oxidation -- 5.4.3 Biological Methods -- 5.4.3.1 Green Synthesis Using Plant Extracts -- 5.4.3.2 Microbial Synthesis -- 5.4.3.3 Enzyme?Mediated Synthesis -- 5.5 Methods for the Synthesis of TiO2?Based Nanocatalysts -- 5.5.1 Wet Impregnation -- 5.5.2 Dry Impregnation -- 5.6 TiO2?Based Nanocatalysts for Biodiesel Production -- 5.6.1 Sulfated TiO2 Nanocatalysts -- 5.6.2 Alkaline TiO2 Nanocatalysts -- 5.6.3 Co?Transition TiO2 Nanocatalysts -- 5.6.4 Alkali TiO2 Nanocatalysts -- 5.6.5 Bimetallic TiO2 Nanocatalysts -- 5.6.5.1 TiO2?Pd?Ni -- 5.6.5.2 TiO2?Au?Cu -- 5.7 Other TiO2 Nanocomposite Catalysts -- 5.8 Conclusion -- References -- Chapter 6 Zinc?Based Nanocatalysts in Biodiesel Production -- 6.1 Introduction -- 6.2 Feedstocks Used for Biodiesel Production -- 6.2.1 Vegetable Oils -- 6.2.2 Microbial Oils -- 6.2.3 Animal Fats -- 6.2.4 Waste Oils -- 6.2.5 Biomass -- 6.3 Conventional Methods of Biodiesel Production -- 6.3.1 Pyrolysis -- 6.3.2 Transesterification -- 6.3.2.1 Homogeneous Acid and Base (Alkali)?Catalyzed Transesterification -- 6.3.2.2 Heterogeneous Acid and Base (Alkali)?Catalyzed Transesterification -- 6.3.2.3 Enzymatic Transesterification -- 6.4 Nanotechnology in Biodiesel Production -- 6.5 Zinc?Based Nanocatalysts in Biodiesel Production -- 6.6 Conclusions -- References -- Chapter 7 Carbon?Based Nanocatalysts in Biodiesel Production -- 7.1 Introduction -- 7.2 Feedstocks Used for Biodiesel Production -- 7.2.1 Vegetable Oils -- 7.2.2 Algae -- 7.2.3 Animal Fats. 327 $a7.2.4 Waste Cooking Oils -- 7.3 Conventional Heterogeneous Catalysts -- 7.4 Carbon?Based Heterogeneous Nanocatalysts -- 7.4.1 Carbon Nanotubes -- 7.4.2 Sulfonated Carbon Nanotubes -- 7.4.3 Graphene/Graphene Oxide?Based Nanocatalysts -- 7.4.4 Carbon Nanofibers and Carbon Dots -- 7.4.5 Carbon Nanohorns -- 7.4.6 Other Carbon?Based Nanocatalysts -- 7.5 Conclusions -- References -- Chapter 8 Functionalized Magnetic Nanocatalysts in Biodiesel Production -- 8.1 Introduction -- 8.2 Relevance of Heterogeneous Catalysis in Biodiesel Production -- 8.3 Surface Modification and Functionalization of NPs -- 8.4 Applications of Functionalized Magnetic Nanocatalysts in Biodiesel Production -- 8.4.1 Acid?Functionalized Magnetic Nanocatalysts -- 8.4.2 Base?Functionalized Magnetic Nanocatalysts -- 8.4.3 Magnetic Nanocatalysts Functionalized with Waste Materials -- 8.4.4 Ionic Liquid?Immobilized Magnetic Nanocatalysts -- 8.5 Conclusions -- References -- Chapter 9 Bio?Based Catalysts in Biodiesel Production -- 9.1 Introduction -- 9.2 Biodiesel: A Potential Source of Renewable Energy -- 9.2.1 Progress in Biodiesel Development -- 9.2.2 Development of Biodiesel in Malaysia -- 9.2.3 Biodiesel Feedstocks -- 9.2.3.1 PFAD as a Biodiesel Feedstock -- 9.2.4 Common Methods Used for Biodiesel Reaction -- 9.2.4.1 Esterification -- 9.2.4.2 Transesterification -- 9.3 Homogeneous Catalysis in Biodiesel Production -- 9.4 Heterogeneous Catalysis in Biodiesel Production -- 9.5 Catalyst Supports -- 9.5.1 Alumina -- 9.5.2 Silicate -- 9.5.3 Zirconium Oxide -- 9.5.4 Activated Carbon -- 9.6 Heterogeneous Bio?Based Acid Catalysts -- 9.7 Synthesis of Bio?Based Solid Acid Catalysts -- 9.7.1 Palm Tree Fronds and Spikelets -- 9.7.2 Jatropha curcas -- 9.7.3 Coconut Shells -- 9.7.4 Rice Husks -- 9.7.5 Bamboo -- 9.7.6 Cocoa Pod Husks -- 9.7.7 Hardwoods -- 9.7.8 Peanut Hulls -- 9.7.9 Wood Mixtures. 327 $a9.7.10 Palm Kernel Shells -- 9.8 Magnetic Bio?Based Catalysts for Biodiesel Production -- 9.9 Characterization of Bio?Based Catalysts -- 9.9.1 Field Emission Scanning Electron Microscopy (FESEM) -- 9.9.2 Fourier Transform Infrared (FT?IR) -- 9.9.3 X?Ray Diffraction (XRD) -- 9.9.4 Thermogravimetric Analysis (TGA) -- 9.9.5 Temperature?Programmed Desorption - Ammonia (TPD?NH3) -- 9.9.6 Brunauer-Emmett-Teller (BET) Analysis -- 9.10 Reaction Parameters Affecting Biodiesel Production -- 9.10.1 Reaction Time -- 9.10.2 Catalyst Concentration -- 9.10.3 Methanol to Fat/Oil Molar Ratio -- 9.10.4 Reaction Temperature -- 9.10.5 Mixing Rate -- 9.11 Conclusions -- References -- Chapter 10 Heterogeneous Nanocatalytic Conversion of Waste to Biodiesel -- 10.1 Introduction -- 10.2 Role of Catalysts in Biodiesel Production -- 10.3 Feedstocks for Biodiesel Production -- 10.3.1 First?Generation Feedstocks or Edible Oils -- 10.3.2 Second?Generation Feedstocks or Non?Edible Oils -- 10.3.3 Third?Generation Feedstocks or Algae -- 10.3.4 Other Feedstocks -- 10.4 Biodiesel Production Process -- 10.4.1 Acid?Catalyzed Transesterification -- 10.4.1.1 Mechanism of Acid?Catalyzed Transesterification -- 10.4.2 Alkali? or Base?Catalyzed Transesterification -- 10.4.2.1 Mechanism of Alkali? or Base?Catalyzed Transesterification -- 10.4.3 Other Types of Transesterification -- 10.5 Variables Affecting Transesterification -- 10.6 Heterogeneous Nanocatalysts for Biodiesel Production -- 10.7 Characterization of Nanoparticles Used for Biodiesel Production -- 10.7.1 X?Ray Diffraction (XRD) -- 10.7.2 Scanning Electron Microscopy (SEM) -- 10.7.3 Energy Dispersive X?Ray Analysis (EDX) -- 10.7.4 Transmission Electron Microscopy (TEM) -- 10.7.5 Atomic Force Microscopy (AFM) -- 10.7.6 Raman Spectroscopy -- 10.7.7 Fourier Transform Infrared Spectroscopy (FT?IR). 327 $a10.7.8 X?Ray Photoelectron Spectroscopy (XPS). 606 $aBiodiesel fuels$xSynthesis 606 $aNanotechnology 608 $aElectronic books. 615 0$aBiodiesel fuels$xSynthesis. 615 0$aNanotechnology. 676 $a665.37 702 $aIngle$b Avinash P. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910554812003321 996 $aNano- and biocatalysts for biodiesel production$92820350 997 $aUNINA