LEADER 00962nam a22002531i 4500 001 991003117069707536 005 20040622113503.0 008 040624s1973 gr |||||||||||||||||gre 035 $ab13026495-39ule_inst 035 $aARCHE-098417$9ExL 040 $aDip.to Beni Culturali$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a949.5 100 1 $aLazarides, Demetrios$0487890 245 10$aFilippoi-Romaike apoikia /$cD. Lazarides 260 $a[Athens :$bAthens center of Ekistics,$cc1973] 300 $a1 v. ;$c28 cm 440 0$aArchaies hellenikes poleis = Ancient greek cities ;$v20 650 4$aGrecia$xCittà 907 $a.b13026495$b02-04-14$c12-07-04 912 $a991003117069707536 945 $aLE001 COLL II CSC 20$g1$i2001000138906$lle001$nC. 1$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i13640264$z12-07-04 996 $aFilippoi-Romaike apoikia$9288103 997 $aUNISALENTO 998 $ale001$b12-07-04$cm$da $e-$fgre$ggr $h0$i1 LEADER 01612nam 2200493 450 001 9910795805803321 005 20200520144314.0 010 0 $a9781118629321 010 0 $a1118629329 035 $a(MiAaPQ)EBC7103896 035 $a(CKB)24989747800041 035 $a(MiAaPQ)EBC1895513 035 $a(Au-PeEL)EBL1895513 035 $a(CaPaEBR)ebr11030437 035 $a(CaONFJC)MIL769835 035 $a(OCoLC)905419547 035 $a(JP-MeL)3000111183 035 $a(Au-PeEL)EBL7103896 035 $a(OCoLC)1347026182 035 $a(EXLCZ)9924989747800041 100 $a20150320h20152015 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aStudying captive animals $ea workbook of methods in behaviour, welfare and ecology /$fPaul A. Rees, Senior Lecturer, School of Environment and Life Sciences, University of Salford, UK 210 1$aChichester, England :$cWiley Blackwell,$d2015. 210 4$d2015 215 $a1 online resource (320 pages) $cillustrations, photographs 300 $aIncludes bibliographical references (p. [269]-285) and index 320 $aIncludes bibliographical references and index. 606 $aCaptive wild animals$xResearch 615 0$aCaptive wild animals$xResearch. 676 $a636.088/9 686 $a481.78$2njb/09 686 $a636.088/9$2njb/09 700 $aRees$b Paul A.$0102560 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910795805803321 996 $aStudying captive animals$93694057 997 $aUNINA LEADER 05832nam 2200841Ia 450 001 9910812555803321 005 20200520144314.0 010 $a9781118578339 010 $a1118578333 010 $a9781118578346 010 $a1118578341 010 $a9781299475588 010 $a1299475582 010 $a9781118576687 010 $a1118576683 035 $a(CKB)2550000001020346 035 $a(EBL)1168522 035 $a(OCoLC)841914036 035 $a(SSID)ssj0000904707 035 $a(PQKBManifestationID)11512245 035 $a(PQKBTitleCode)TC0000904707 035 $a(PQKBWorkID)10924538 035 $a(PQKB)11666983 035 $a(MiAaPQ)EBC1168522 035 $a(Au-PeEL)EBL1168522 035 $a(CaPaEBR)ebr10687765 035 $a(CaONFJC)MIL478808 035 $a(PPN)192204971 035 $a(OCoLC)1292941921 035 $a(FINmELB)ELB178729 035 $a(Perlego)1004106 035 $a(EXLCZ)992550000001020346 100 $a20130418d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aApplied diffusion processes from engineering to finance /$fJacques Janssen, Oronzio Manca, Raimando Manca 205 $a1st ed. 210 $aLondon $cWiley$d2013 215 $a1 online resource (411 p.) 225 1 $aISTE 300 $aDescription based upon print version of record. 311 08$a9781848212497 311 08$a1848212496 327 $aTitle Page; Contents; Introduction; Chapter 1. Diffusion Phenomena and Models; 1.1. General presentation of diffusion process; 1.2. General balance equations; 1.3. Heat conduction equation; 1.4. Initial and boundary conditions; Chapter 2. Probabilistic Models of Diffusion Processes; 2.1. Stochastic differentiation; 2.1.1. Definition; 2.1.2. Examples; 2.2. Ito?'s formula; 2.2.1. Stochastic differential of a product; 2.2.2. Ito?'s formula with time dependence; 2.2.3. Interpretation of Ito?'s formula; 2.2.4. Other extensions of Ito?'s formula; 2.3. Stochastic differential equations (SDE) 327 $a2.3.1. Existence and unicity general theorem (Gikhman and Skorokhod [GIK 68])2.3.2. Solution of SDE under the canonical form; 2.4. Ito? and diffusion processes; 2.4.1. Ito? processes; 2.4.2. Diffusion processes; 2.4.3. Kolmogorov equations; 2.5. Some particular cases of diffusion processes; 2.5.1. Reduced form; 2.5.2. The OUV (Ornstein-Uhlenbeck-Vasicek) SDE; 2.5.3. Solution of the SDE of Black-Scholes-Samuelson; 2.6. Multidimensional diffusion processes; 2.6.1. Multidimensional SDE; 2.6.2. Multidimensional Ito? and diffusion processes; 2.6.3. Properties of multidimensional diffusion processes 327 $a2.6.4. Kolmogorov equations2.7. The Stroock-Varadhan martingale characterization of diffusions (Karlin and Taylor [KAR 81]); 2.8. The Feynman-Kac formula (Platen and Heath); 2.8.1. Terminal condition; 2.8.2. Discounted payoff function; 2.8.3. Discounted payoff function and payoff rate; Chapter 3. Solving Partial Differential Equations of Second Order; 3.1. Basic definitions on PDE of second order; 3.1.1. Notation; 3.1.2. Characteristics; 3.1.3. Canonical form of PDE; 3.2. Solving the heat equation; 3.2.1. Separation of variables 327 $a3.2.2. Separation of variables in the rectangular Cartesian coordinates3.2.3. Orthogonality of functions; 3.2.4. Fourier series; 3.2.5. Sturm-Liouville problem; 3.2.6. One-dimensional homogeneous problem in a finite medium; 3.3. Solution by the method of Laplace transform; 3.3.1. Definition of the Laplace transform; 3.3.2. Properties of the Laplace transform; 3.4. Green's functions; 3.4.1. Green's function as auxiliary problem to solve diffusive problems; 3.4.2. Analysis for determination of Green's function; Chapter 4. Problems in Finance; 4.1. Basic stochastic models for stock prices 327 $a4.1.1. The Black, Scholes and Samuelson model4.1.2. BSS model with deterministic variation of ? and s; 4.2. The bond investments; 4.2.1. Introduction; 4.2.2. Yield curve; 4.2.3. Yield to maturity for a financial investment and for a bond; 4.3. Dynamic deterministic continuous time model for instantaneous interest rate; 4.3.1. Instantaneous interest rate; 4.3.2. Particular cases; 4.3.3. Yield curve associated with instantaneous interest rate; 4.3.4. Examples of theoretical models; 4.4. Stochastic continuous time dynamic model for instantaneous interest rate; 4.4.1. The OUV stochastic model 327 $a4.4.2. The CIR model (1985) 330 $a The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems pres 410 0$aISTE. 606 $aBusiness mathematics 606 $aDifferential equations, Partial 606 $aDiffusion processes 606 $aEngineering mathematics 615 0$aBusiness mathematics. 615 0$aDifferential equations, Partial. 615 0$aDiffusion processes. 615 0$aEngineering mathematics. 676 $a519.233 700 $aJanssen$b Jacques$0726990 701 $aManca$b Oronzio$06378 701 $aManca$b Raimondo$0327298 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910812555803321 996 $aApplied diffusion processes from engineering to finance$94114938 997 $aUNINA