LEADER 01408nam--2200397---450- 001 990002267660203316 005 20090401132351.0 035 $a000226766 035 $aUSA01000226766 035 $a(ALEPH)000226766USA01 035 $a000226766 100 $a20041214d1980----km-y0itay0103----ba 101 $ager 102 $aDE 105 $a||||||||001yy 200 1 $aDidaktische konstruktion der gesellschaftlichen wirklichkeit$estudien zu einer handlungsorientierten politischen didaktik und friedenserziehung$fHartmut Markert$gmit einem vorwort von Klaus Giel 210 $aWaldkirch$cWaldkircher Verlagsgesellschaft$d1980 215 $aXVI, 326 p.$d21 cm 225 2 $aTubinger beitrage zur friedensforschung und friedenserziehung$v7 410 0$12001$aTubinger beitrage zur friedensforschung und friedenserziehung$v7 454 1$12001 461 1$1001-------$12001 606 0 $aPolitica e società 606 0 $aDidattica e società 676 $a320 700 1$aMARKERT,$bHartmut$0570280 702 1$aGIEL,$bKlaus 801 0$aIT$bsalbc$gISBD 912 $a990002267660203316 951 $a320 MAR 2 (ISP IV 360)$b19338 E.C.$cISP IV$d00188445 959 $aBK 969 $aECO 979 $aSIAV7$b10$c20041214$lUSA01$h1221 979 $aRSIAV4$b90$c20090401$lUSA01$h1323 996 $aDidaktische konstruktion der gesellschaftlichen wirklichkeit$91066862 997 $aUNISA 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