LEADER 03262nam 2200685 a 450 001 9910145421303321 005 20200520144314.0 010 $a9786611320690 010 $a9781119208730 010 $a1119208734 010 $a9781281320698 010 $a1281320692 010 $a9780470756317 010 $a0470756314 035 $a(CKB)1000000000405709 035 $a(EBL)351129 035 $a(OCoLC)244442527 035 $a(SSID)ssj0000151930 035 $a(PQKBManifestationID)11151335 035 $a(PQKBTitleCode)TC0000151930 035 $a(PQKBWorkID)10319536 035 $a(PQKB)10434897 035 $a(MiAaPQ)EBC351129 035 $a(Au-PeEL)EBL351129 035 $a(CaPaEBR)ebr10233179 035 $a(CaONFJC)MIL132069 035 $a(Perlego)1008087 035 $a(EXLCZ)991000000000405709 100 $a20080204d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aExotic options trading /$fFrans de Weert 205 $a1st ed. 210 $aChichester, England ;$aHoboken, NJ $cJohn Wiley & Sons$dc2008 215 $a1 online resource (204 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9781119995180 311 08$a1119995183 311 08$a9780470517901 311 08$a0470517905 320 $aIncludes bibliographical references (p. [175]) and index. 327 $aExotic Options Trading; Contents; Preface; Acknowledgements; 1 Introduction; 2 Conventional Options, Forwards and Greeks; 3 Profit on Gamma and Relation to Theta; 4 Delta Cash and Gamma Cash; 5 Skew; 6 Simple Option Strategies; 7 Monte Carlo Processes; 8 Chooser Option; 9 Digital Options; 10 Barrier Options; 11 Forward Starting Options; 12 Ladder Options; 13 Lookback Options; 14 Cliquets; 15 Reverse Convertibles; 16 Autocallables; 17 Callable and Puttable Reverse Convertibles; 18 Asian Options; 19 Quanto Options; 20 Composite Options; 21 Outperformance Options; 22 Best of and Worst of Options 327 $a23 Variance Swaps24 Dispersion; 25 Engineering Financial Structures; Appendix A Variance of a Composite Option and Outperformance Option; Appendix B Replicating the Variance Swap; Bibliography; Index 330 $aWritten by an experienced trader and consultant, Frans de Weert's Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip the reader with the skills to price and risk manage the most common and the most complex exotic options. De Weert begins by explaining the risks associated with trading an exotic option before dissecting these risks through a detailed analysis of the actual economics and Greeks rather than solely stating the mathematical formu 410 0$aWiley finance series. 606 $aExotic options (Finance) 615 0$aExotic options (Finance) 676 $a332.64/53 700 $aDe Weert$b Frans$0943483 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910145421303321 996 $aExotic options trading$92153289 997 $aUNINA LEADER 05192nam 2200661 a 450 001 9911006514703321 005 20200520144314.0 010 $a0-511-84818-8 010 $a1-107-21165-4 010 $a0-511-76929-6 010 $a9786612652967 010 $a1-282-65296-6 010 $a0-511-80910-7 010 $a0-511-76706-4 010 $a0-511-77013-8 010 $a0-511-76567-3 010 $a0-511-76482-0 010 $a0-511-76845-1 035 $a(CKB)2560000000011943 035 $a(EBL)542850 035 $a(OCoLC)645097956 035 $a(SSID)ssj0000403944 035 $a(PQKBManifestationID)11282144 035 $a(PQKBTitleCode)TC0000403944 035 $a(PQKBWorkID)10437604 035 $a(PQKB)10739477 035 $a(UkCbUP)CR9780511809101 035 $a(MiAaPQ)EBC542850 035 $a(PPN)261321803 035 $a(EXLCZ)992560000000011943 100 $a20090901d2010 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIntroduction to numerical geodynamic modelling /$fTaras V. Gerya 210 $aCambridge, UK ;$aNew York $cCambridge University Press$d2010 215 $a1 online resource (xi, 345 pages) $cdigital, PDF file(s) 300 $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). 311 $a0-521-88754-2 320 $aIncludes bibliographical references (p. 326-339) and index. 327 $aMachine generated contents note: Acknowledgements; Introduction; 1. The continuity equation; 2. Density and gravity; 3. Numerical solutions of partial differential equations; 4. Stress and strain; 5. The momentum equation; 6. Viscous rheology of rocks; 7. Numerical solutions of the momentum and continuity equations; 8. The advection equation marker-in-cell method; 9. The heat conservation equation; 10. Numerical solution of the heat conservation equation; 11. 2-D thermomechanical code structure; 12. Elasticity and plasticity; 13. 2-D implementation of visco-elastic-plastic rheology; 14. The multi-grid method; 15. Programming of 3-D problems; 16. Numerical benchmarks; 17. Design of 2-D numerical geodynamic models; Epilogue: outlook; References; Index. 330 $a"Numerical modelling of geodynamic processes was predominantly the domain of high-level mathematicians experienced in numerical and computational techniques. Now, for the first time, students and new researchers in the Earth Sciences can learn the basic theory and applications from a single, accessible reference text. Assuming only minimal prerequisite mathematical training (simple linear algebra and derivatives) the author provides a solid grounding in basic mathematical theory and techniques, including continuum mechanics and partial differential equations, before introducing key numerical and modelling methods. 8 well-documented, state-of-the-art visco-elasto-plastic, 2-D models are then presented, which allow robust modelling of key dynamic processes such as subduction, lithospheric extension, collision, slab break-off, intrusion emplacement, mantle convection and planetary core formation. Incorporating 47 practical exercises and 67 MATLAB examples (for which codes are available online at www.cambridge.org/gerya), this textbook provides a user-friendly introduction for graduate courses or self-study, encouraging readers to experiment with geodynamic models"--Provided by publisher. 330 $a"Until now, numerical modelling of geodynamic processes has been the domain of highly trained mathematicians with long experience of numerical and computational techniques. Now, for the first time, students and new researchers in the Earth Sciences can learn the basic theory and applications from a single, accessible reference text. Assuming only minimal prerequisite mathematical training (simple linear algebra and derivatives) the author provides a solid grounding in the basic mathematical theory and techniques, including continuum mechanics and partial differential equations, before introducing key numerical and modelling methods. Eight well-documented and state-of-the-art visco-elasto-plastic, 2D models are then presented, which allowrobustmodelling of key dynamic processes such as subduction, lithospheric extension, collision, slab break-off, intrusion emplacement, mantle convection and planetary core formation. Incorporating 47 practical exercises and 67MATLABexamples (forwhich codes are available online at www.cambridge.org/gerya) this textbook provides a userfriendly introduction for graduate courses or self-study, and encourages readers to experiment with geodynamic models first hand"--Provided by publisher. 606 $aGeophysics$xMathematical models 606 $aGeodynamics$xMathematical models 615 0$aGeophysics$xMathematical models. 615 0$aGeodynamics$xMathematical models. 676 $a550.1/5118 700 $aGerya$b Taras$0509244 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911006514703321 996 $aIntroduction to numerical geodynamic modelling$9769159 997 $aUNINA