LEADER 04940nam 2200637 450 001 9910813132103321 005 20230803201622.0 010 $a3-03826-323-0 035 $a(CKB)3710000000074821 035 $a(EBL)1910504 035 $a(SSID)ssj0001127970 035 $a(PQKBManifestationID)11722363 035 $a(PQKBTitleCode)TC0001127970 035 $a(PQKBWorkID)11058820 035 $a(PQKB)10218876 035 $a(Au-PeEL)EBL1910504 035 $a(CaPaEBR)ebr10814585 035 $a(OCoLC)868921828 035 $a(MiAaPQ)EBC1910504 035 $a(EXLCZ)993710000000074821 100 $a20111102h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFunctional nanomaterials and devices VII $eselected, peer reviewed papers from the 7th International Workshop on Functional Nanomaterials and Devices, April 8-11, 2013, Kyiv, Ukraine /$fedited by Alexei N. Nazarov, Volodymyr S. Lysenko and Denis Flandre 210 1$aDurntech-Zurich, Switzerland :$cTrans Tech Publications,$d[2014] 210 4$dİ2014 215 $a1 online resource (161 p.) 225 0$aAdvanced materials research ;$v854 300 $aDescription based upon print version of record. 311 $a3-03785-942-3 320 $aIncludes bibliographical references and indexes. 327 $aFunctional Nanomaterials and Devices VII; Preface, Committees and Sponsors; Table of Contents; Chapter 1: Nanoscale SOI Structures, Devices and Sensors; An Experimental Study of Properties of Ultrathin Si Layer with Bonded Si/SiO2 Interface; Transport and Photoelectric Effects in Structures with Ge and SiGe Nanoclusters Grown on Oxidized Si (001); Effect of Ge-Nanoislands on the Low-Frequency Noise in Si/SiOx/Ge Structures; Acoustic Phonon and Surface Roughness Spin Relaxation Mechanisms in Strained Ultra-Scaled Silicon Films 327 $aOn the Mobility Behavior in Highly Doped Junctionless Nanowire SOI MOSFETsHigh Sensitive Active MOS Photo Detector on the Local 3D SOI-Structure; Properties of Low-Dimentional Polysilicon in SOI Structures for Low Temperature Sensors; Chapter 2: New Functional Nanomaterials, Nanoscaled Devices for Electronics, Energy Harvesting, Light Emission, and Lighting; Carbon-Rich Nanostructurated a-SiC on Si Heterostructures for Field-Effect Electron Emission 327 $aCharacteristics of Hydrogen Effusion from the Si-H Bonds in Si Rich Silicon Oxynitride Films for Nanocrystalline Silicon Based Photovoltaic ApplicationsHybrid Solar Cells Based on CdS Nanowire Arrays; Formation of Ordered Si Nanowires Arrays on Si Substrate; Reliability-Based Optimization of Spin-Transfer Torque Magnetic Tunnel Junction Implication Logic Gates; Chapter 3: Diagnostics of the Functional Nanomaterials and Devices; Magnetic Resonance and Optical Study of Carbonized Silica Obtained by Pyrolysis of Surface Compounds 327 $aElectrical Properties of Composite Films with Silicon Nanocrystals in the Insulating MatrixPositron Annihilation Lifetime Spectroscopy Measurement of Ge5As37S58 Glass; Comparative Investigation of Structural and Optical Properties of Si-Rich Oxide Films Fabricated by Magnetron Sputtering; Charge Trapping in Hafnium Silicate Films with Modulated Composition and Enhanced Permittivity; Low Dislocation Density and High Mobility GaN Layers for DHFET Channels Grown on High-Temperature AlN/AlGaN Buffer Layer by Ammonia MBE 327 $aPeculiarities of the Impurity Redistribution under Ultra-Shallow Junction Formation in SiliconChapter 4: Functional Nanomaterials for Medicine; Nanoparticles in Antivirus Therapy; Application of Oxidized Silicon Nanowires for Nerve Fibers Regeneration; Keywords Index; Authors Index 330 $aThe volume contains some of the most recent knowledge on Functional Nanomaterials and Devices. The papers are grouped into: 1. semiconductor-on-insulator structures, devices and sensors; 2. physics of new functional nanodevices and sensors; 3. diagnostics methods of nanomaterials and devices; 4. functional nanomaterials in medicine. The first part considers transport phenomena in thin silicon layer near back SiO2-Si interface of the SOI structures fabricated with DELICATE technology, mobility increase in high doped nanowire junctionless multigate MOSFETs; photoconductance and LF noises in the 410 0$aAdvanced mterials research ;$vv.854. 606 $aNanostructured materials 606 $aNanotechnology 615 0$aNanostructured materials. 615 0$aNanotechnology. 676 $a620.115 701 $aNazarov$b A. N$g(Alexei N.)$01632823 701 $aLysenko$b Volodymyr S$01632824 701 $aFlandre$b Denis$01632825 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910813132103321 996 $aFunctional nanomaterials and devices VII$93972249 997 $aUNINA LEADER 04870nam 2200613 450 001 9910822185903321 005 20230808205304.0 010 $a1-118-95918-3 010 $a1-118-95917-5 010 $a1-119-28925-4 035 $a(CKB)4330000000009993 035 $a(EBL)4673861 035 $a(PQKBManifestationID)16432717 035 $a(PQKBWorkID)14974720 035 $a(PQKB)23331942 035 $a(DLC) 2016019398 035 $a(Au-PeEL)EBL4673861 035 $a(CaPaEBR)ebr11258806 035 $a(CaONFJC)MIL953993 035 $a(OCoLC)948670280 035 $a(MiAaPQ)EBC4673861 035 $a(EXLCZ)994330000000009993 100 $a20160919h20162016 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe volatility smile $ean introduction for students and practitioners /$fEmanuel Derman, Michael B. Miller 210 1$aHoboken, New Jersey :$cWiley,$d2016. 210 4$dİ2016 215 $a1 online resource (531 p.) 225 1 $aWiley Finance Series 300 $aIncludes index. 311 $a1-118-95916-7 320 $aIncludes bibliographical references and index. 327 $aMachine generated contents note: Preface About the Authors Chapter 1: Overview Chapter 2: The Principle of Replication Chapter 3: Static and Dynamic Replication Chapter 4: Variance Swaps: A Lesson in Replication Chapter 5: The P&L of Hedged Option Strategies in a Black-Scholes-Merton World Chapter 6: The Effect of Discrete Hedging on P&L Chapter 7: The Effect of Transactions Costs on P&L Chapter 8: The Smile: Stylized Facts and Their Interpretation Chapter 9: No-Arbitrage Bounds on the Smile Chapter 10: A Survey of Smile Models Chapter 11: Implied Distributions and Static Replication Chapter 12: Weak Static Replication Chapter 13: The Binomial Model and Its Extensions Chapter 14: Local Volatility Models Chapter 15: Consequences of Local Volatility Models Chapter 16: Local Volatility Models: Hedge Ratios and Exotic Option Values Chapter 17: Some Final Remarks on Local Volatility Models Chapter 18: Patterns of Volatility Change Chapter 19: Introducing Stochastic Volatility Models Chapter 20: Approximate Solutions to Some Stochastic Volatility Models Chapter 21: Stochastic Volatility Models: The Smile for Zero Correlation Chapter 22: Stochastic Volatility Models: The Smile with Mean Reversion and Correlation Chapter 23: Jump-Diffusion Models of the Smile: Introduction Chapter 24: The Full Jump-Diffusion Model Appendix A: Some Useful Derivatives of the Black-Scholes-Merton Model Appendix B: Backward Itô Integrals References Answers to End-of-Chapter Problems Index. 330 $a"The Volatility Smile: An Introduction for Students and Practitioners The Black-Scholes-Merton options model was the greatest innovation of 20th Century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied volatilities against strike will typically display a curve or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved problem, and the past forty years have witnessed an abundance of new models that try to reconcile theory with markets. The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant Emanuel Derman and Michael B. Miller explain not just the mathematics but the ideas behind the models. By examining the foundations, the implementation, and the pros and cons of various models, and by carefully exploring their derivations and their assumptions, readers will learn not only how to handle the volatility smile but how to evaluate and build their own financial models. Topics covered include: The principles of valuation Static and dynamic replication The Black-Scholes-Merton model Hedging strategies Transaction costs The behavior of the volatility smile Implied distributions Local volatility models Stochastic volatility models Jump-diffusion models"--$cProvided by publisher. 410 0$aWiley finance series. 606 $aFinance$xMathematical models 606 $aSecurities$xValuation 615 0$aFinance$xMathematical models. 615 0$aSecurities$xValuation. 676 $a332.63/228301 686 $aBUS027000$2bisacsh 700 $aDerman$b Emanuel$01646816 702 $aMiller$b Michael B$g(Michael Bernard),$f1973- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910822185903321 996 $aThe volatility smile$94057031 997 $aUNINA