LEADER 02892nam 22006853u 450 001 9910784856003321 005 20230721030759.0 010 $a9786611430726 035 $a(CKB)1000000000403705 035 $a(EBL)408277 035 $a(OCoLC)437247606 035 $a(SSID)ssj0000279563 035 $a(PQKBManifestationID)11210829 035 $a(PQKBTitleCode)TC0000279563 035 $a(PQKBWorkID)10260567 035 $a(PQKB)10800771 035 $a(MiAaPQ)EBC408277 035 $a(EXLCZ)991000000000403705 100 $a20140609d2008|||| u|| | 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFor the Love of It$b[electronic resource] $eAmateuring and Its Rivals 210 $aChicago $cUniversity of Chicago Press$d2008 215 $a1 online resource (252 p.) 300 $aDescription based upon print version of record. 311 $a0-226-06585-5 327 $aFor the Love of It; Contents; Acknowledgments; OVERTURE What Is an Amateur and Why Amateuring Matters; FIRST MOVEMENT The Courtship; SECOND MOVEMENT The Marriage; THIRD MOVEMENT The Love Fulfilled; FOURTH MOVEMENT Rising Dissonance, Resolved to Heavenly Harmony; Glossary; Bibliography; Index 330 $aFor the Love of It is a story not only of one intimate struggle between a man and his cello, but also of the larger struggle between a society obsessed with success and individuals who choose challenging hobbies that yield no payoff except the love of it. ""If, in truth, Booth is an amateur player now in his fifth decade of amateuring, he is certainly not an amateur thinker about music and culture. . . . Would that all of us who think and teach and care about music could be so practical and profound at the same time.""-Peter Kountz, New York Times Book Review 606 $aBooth, Wayne C 606 $aBooth, Wayne C 606 $aVioloncellists -- Biography 606 $aVioloncellists - United States 606 $aVioloncellists -- United States -- Biography 606 $aCellists$zUnited States$vBiography 606 $aMusic History & Criticism, Instrumental$2HILCC 606 $aMusic$2HILCC 606 $aMusic, Dance, Drama & Film$2HILCC 615 4$aBooth, Wayne C. 615 4$aBooth, Wayne C. 615 4$aVioloncellists -- Biography. 615 4$aVioloncellists - United States. 615 4$aVioloncellists -- United States -- Biography. 615 0$aCellists 615 7$aMusic History & Criticism, Instrumental 615 7$aMusic 615 7$aMusic, Dance, Drama & Film 676 $a780 676 $a787.4/092 676 $a787.4092 700 $aBooth$b Wayne C$0200520 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9910784856003321 996 $aFor the Love of It$93830655 997 $aUNINA LEADER 03786nam 2200745Ia 450 001 9910778598703321 005 20230721022515.0 010 $a1-282-29646-9 010 $a9786612296468 010 $a3-11-916585-9 010 $a3-11-020851-2 024 7 $a10.1515/9783110208511 035 $a(CKB)1000000000789574 035 $a(EBL)453919 035 $a(OCoLC)456907359 035 $a(SSID)ssj0000342500 035 $a(PQKBManifestationID)11252498 035 $a(PQKBTitleCode)TC0000342500 035 $a(PQKBWorkID)10284950 035 $a(PQKB)11304233 035 $a(MiAaPQ)EBC453919 035 $a(DE-B1597)34910 035 $a(OCoLC)719448717 035 $a(DE-B1597)9783110208511 035 $a(Au-PeEL)EBL453919 035 $a(CaPaEBR)ebr10329812 035 $a(CaONFJC)MIL229646 035 $a(EXLCZ)991000000000789574 100 $a20090312d2009 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aRobust static super-replication of barrier options$b[electronic resource] /$fJan H. Maruhn 210 $aBerlin ;$aNew York $cWalter de Gruyter$dc2009 215 $a1 online resource (209 p.) 225 1 $aRadon series on computational and applied mathematics,$x1865-3707 ;$v7 300 $a"RICAM, Johann Radon Institute for Computational and Applied Mathematics". 311 $a3-11-020468-1 320 $aIncludes bibliographical references (p. [187]-191) and index. 327 $t Frontmatter -- $tContents -- $t1. Theoretical Background -- $t2. Static Hedging of Barrier Options -- $t3. An Optimization Approach to Static Super-Replication -- $t4. Reformulation as a Semi-Infinite Problem -- $t5. Eliminating Model Parameter Uncertainty -- $t6. Modifications and Extensions -- $t7. Avoiding Model Errors -- $t8. Empirical Hedge Performance -- $t9. Summary and Outlook -- $tA. General Existence Theorem -- $tB. Source Code -- $t Backmatter 330 $aStatic hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also relevant in the context of dynamic hedging. The mathematical techniques used to prove appropriate existence, duality and convergence results range from financial mathematics, stochastic and semi-infinite optimization, convex analysis and partial differential equations to semidefinite programming. 410 0$aRadon series on computational and applied mathematics ;$v7. 606 $aOptions (Finance)$xMathematical models 606 $aHedging (Finance)$xMathematical models 610 $aBarrier Options. 610 $aRobust Optimization. 610 $aSemi-infinite Optimization. 610 $aSemidefinite Programming. 610 $aStatic Hedging. 610 $aStochastic Volatility. 615 0$aOptions (Finance)$xMathematical models. 615 0$aHedging (Finance)$xMathematical models. 676 $a332.6322830151962 686 $aSK 870$2rvk 700 $aMaruhn$b Jan H$01534788 712 02$aRadon Institute for Computational and Applied Mathematics. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910778598703321 996 $aRobust static super-replication of barrier options$93782597 997 $aUNINA