LEADER 01532nam 2200385 n 450 001 996383963503316 005 20221108010122.0 035 $a(CKB)1000000000599270 035 $a(EEBO)2264196469 035 $a(UnM)99844902 035 $a(EXLCZ)991000000000599270 100 $a19910912d1588 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 14$aThe education of children in learning$b[electronic resource] $edeclared by the dignitie, vtilitie, and method thereof. Meete to be knowne, and practised aswell of parents as schoolmaisters 210 $aImprinted at London $cBy Thomas Orwin, for Iohn Porter and Thomas Gubbin$d1588 215 $a[60] p 300 $aThe author's name, William Kempe, appears in Latin verse on A4r and A4v. 300 $aSignatures: A-G⁴ H² . 300 $aIdentified as STC 24926 on UMI microfilm reel 385. 300 $aReproductions of a photostat of the original in the Henry E. Huntington Library and Art Gallery and of the original in the British Library. 300 $aAppears at reel 385 (Henry E. Huntington Library and Art Gallery copy) and at reel 802 (British Library copy). 330 $aeebo-0216 606 $aEducation$vEarly works to 1800 615 0$aEducation 700 $aKempe$b William$01012525 801 0$bCu-RivES 801 1$bCu-RivES 801 2$bUk-ES 801 2$bCStRLIN 801 2$bWaOLN 906 $aBOOK 912 $a996383963503316 996 $aThe education of children in learning$92387838 997 $aUNISA LEADER 01978oam 2200541M 450 001 9910715448203321 005 20191116082330.4 035 $a(CKB)5470000002511563 035 $a(OCoLC)1065554391 035 $a(OCoLC)995470000002511563 035 $a(EXLCZ)995470000002511563 100 $a20070221d1829 ua 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aCoinage at the Mint U.S. Letter from the Secretary of the Treasury, transmitting statements relative to the transactions of the Mint for 1828. February 29 [28], 1829. -- Read, and laid upon the table 210 1$a[Washington, D.C.] :$c[publisher not identified],$d1829. 215 $a1 online resource (5 pages) $ctables 225 1 $aHouse document / 20th Congress, 2nd session. House ;$vno. 132 225 1 $a[United States congressional serial set ] ;$v[serial no. 186] 300 $aDate on publication was printed in error. 300 $aBatch processed record: Metadata reviewed, not verified. 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February 29 , 1829. -- Read, and laid upon the table$93292081 997 $aUNINA LEADER 05485nam 2200697 a 450 001 9911019439303321 005 20200520144314.0 010 $a9786610974344 010 $a9781280974342 010 $a1280974346 010 $a9780470179789 010 $a0470179783 010 $a9780470179772 010 $a0470179775 035 $a(CKB)1000000000377262 035 $a(EBL)315233 035 $a(OCoLC)180192503 035 $a(SSID)ssj0000199080 035 $a(PQKBManifestationID)11186830 035 $a(PQKBTitleCode)TC0000199080 035 $a(PQKBWorkID)10185108 035 $a(PQKB)10978815 035 $a(MiAaPQ)EBC315233 035 $a(PPN)250148900 035 $a(Perlego)2771090 035 $a(EXLCZ)991000000000377262 100 $a20070319d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMathematical finance $etheory, modeling, implementation /$fChristian Fries 210 $aHoboken, N.J. $cWiley-Interscience$dc2007 215 $a1 online resource (544 p.) 300 $aDescription based upon print version of record. 311 08$a9780470047224 311 08$a0470047224 320 $aIncludes bibliographical references (p. 503-510) and index. 327 $aMathematical Finance: Theory, Modeling, Implementation; Contents; 1 Introduction; 1.1 Theory, Modeling, and Implementation; 1.2 Interest Rate Models and Interest Rate Derivatives; 1.3 About This Book; 1.3.1 How to Read This Book; 1.3.2 Abridged Versions; 1.3.3 Special Sections; 1.3.4 Notation; 1.3.5 Feedback; 1.3.6 Resources; I Foundations; 2 Foundations; 2.1 Probability Theory; 2.2 Stochastic Processes; 2.3 Filtration; 2.4 Brownian Motion; 2.5 Wiener Measure, Canonical Setup; 2.6 Ito? Calculus; 2.6.1 Ito? Integral; 2.6.2 Ito? Process; 2.6.3 Ito? Lemma and Product Rule 327 $a2.7 Brownian Motion with Instantaneous Correlation2.8 Martingales; 2.8.1 Martingale Representation Theorem; 2.9 Change of Measure; 2.10 Stochastic Integration; 2.11 Partial Differential Equations (PDEs); 2.11.1 Feynman-Kac? Theorem; 2.12 List of Symbols; 3 Replication; 3.1 Replication Strategies; 3.1.1 Introduction; 3.1.2 Replication in a Discrete Model; 3.2 Foundations: Equivalent Martingale Measure; 3.2.1 Challenge and Solution Outline; 3.2.2 Steps toward the Universal Pricing Theorem; 3.3 Excursus: Relative Prices and Risk-Neutral Measures; 3.3.1 Why relative prices? 327 $a3.3.2 Risk-Neutral MeasureII First Applications; 4 Pricing of a European Stock Option under the Black-Scholes Model; 5 Excursus: The Density of the Underlying of a European Call Option; 6 Excursus: Interpolation of European Option Prices; 6.1 No-Arbitrage Conditions for Interpolated Prices; 6.2 Arbitrage Violations through Interpolation; 6.2.1 Example 1 : Interpolation of Four Prices; 6.2.2 Example 2: Interpolation of Two Prices; 6.3 Arbitrage- Free Interpolation of European Option Prices; 7 Hedging in Continuous and Discrete Time and the Greeks; 7.1 Introduction 327 $a7.2 Deriving the Replications Strategy from Pricing Theory7.2.1 Deriving the Replication Strategy under the Assumption of a Locally Riskless Product; 7.2.2 Black-Scholes Differential Equation; 7.2.3 Derivative V(t) as a Function of Its Underlyings S i(t); 7.2.4 Example: Replication Portfolio and PDE under a Black-Scholes Model; 7.3 Greeks; 7.3.1 Greeks of a European Call-Option under the Black-Scholes Model; 7.4 Hedging in Discrete Time: Delta and Delta-Gamma Hedging; 7.4.1 Delta Hedging; 7.4.2 Error Propagation; 7.4.3 Delta-Gamma Hedging; 7.4.4 Vega Hedging 327 $a7.5 Hedging in Discrete Time: Minimizing the Residual Error (Bouchaud-Sornette Method)7.5.1 Minimizing the Residual Error at Maturity T; 7.5.2 Minimizing the Residual Error in Each Time Step; III Interest Rate Structures, Interest Rate Products, and Analytic Pricing Formulas; Motivation and Overview; 8 Interest Rate Structures; 8.1 Introduction; 8.1.1 Fixing Times and Tenor Times; 8.2 Definitions; 8.3 Interest Rate Curve Bootstrapping; 8.4 Interpolation of Interest Rate Curves; 8.5 Implementation; 9 Simple Interest Rate Products; 9.1 Interest Rate Products Part 1: Products without Optionality 327 $a9.1.1 Fix, Floating, and Swap 330 $aA balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it essential for financial industry practitioners to have a solid understanding of derivative pricing. To cope with the growing complexity, narrowing margins, and shortening life-cycle of the individual derivative product, an efficient, yet modular, implementation of the pricing algorithms is necessary. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's most prevalent pri 606 $aDerivative securities$xPrices$xMathematical models 606 $aSecurities$xMathematical models 606 $aInvestments$xMathematical models 615 0$aDerivative securities$xPrices$xMathematical models. 615 0$aSecurities$xMathematical models. 615 0$aInvestments$xMathematical models. 676 $a332.601/5195 700 $aFries$b Christian$f1970-$01839799 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019439303321 996 $aMathematical finance$94419162 997 $aUNINA