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[null,"1.","Record Nr.",null,"UNINA9910462911203321"]
[null,null,"Autore",null,"Denny Christopher D."]
[null,null,"Titolo",null,"Empowering the people of God [[electronic resource] ] : Catholic action before and after Vatican II / / edited by Jeremy Bonner, Christopher D. Denny, and Mary Beth Fraser Connolly"]
[null,null,"Pubbl/distr/stampa",null,"New York, : Fordham University Press, 2014"]
[null,null,"ISBN",null,"0-8232-5402-X"]
[{"$nulls":4},"0-8232-6115-8"]
[{"$nulls":4},"0-8232-5403-8"]
[{"$nulls":4},"0-8232-5401-1"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (608 p.)"]
[null,null,"Collana",null,"Catholic Practice in North America"]
[{"$nulls":4},"Catholic practice in North America"]
[null,null,"Disciplina",null,"267/.18273"]
[null,null,"Soggetti",null,"Catholic Action - United States - History - 20th century"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"pt. I. Catholic action -- pt. II. The people of God."]
[null,null,null,"Sommario/riassunto","The early 1960's were a heady time for Catholic laypeople. Pope Pius XII’s assurance “You do not belong to the Church. You are the Church” emboldened the laity to challenge Church authority in ways previously considered unthinkable. Empowering the People of God offers a fresh look at the Catholic laity and its relationship with the hierarchy in the period immediately preceding the Second Vatican Council and in the turbulent era that followed. This collection of essays explores a diverse assortment of manifestations of Catholic action, ranging from genteel reform to radical activism, and an equally wide variety of locales, apostolates, and movements."]
[null,"2.","Record Nr.",null,"UNINA9910462534803321"]
[null,null,"Autore",null,"Capiński Marek <1951->"]
[null,null,"Titolo",null,"The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]"]
[null,null,"Pubbl/distr/stampa",null,"Cambridge : , : Cambridge University Press, , 2013"]
[null,null,"ISBN",null,"1-316-08924-X"]
[{"$nulls":4},"1-139-57933-9"]
[{"$nulls":4},"1-283-63763-4"]
[{"$nulls":4},"1-139-56984-8"]
[{"$nulls":4},"1-107-25412-4"]
[{"$nulls":4},"1-139-57250-4"]
[{"$nulls":4},"1-139-02613-5"]
[{"$nulls":4},"1-139-56894-9"]
[{"$nulls":4},"1-139-57075-7"]
[null,null,"Descrizione fisica",null,"1 online resource (ix, 168 pages) : digital, PDF file(s)"]
[null,null,"Collana",null,"Mastering mathematical finance"]
[null,null,"Disciplina",null,"332.64/53"]
[null,null,"Soggetti",null,"Options (Finance) - Prices - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Title from publisher's bibliographic system (viewed on 05 Oct 2015)."]
[null,null,"Nota di contenuto",null,"Cover; The Black-Scholes Model; Title; Copyright; Contents; Preface; 1 Introduction; 1.1 Asset dynamics; Model parameters; 1.2 Methods of option pricing; Risk-neutral probability approach; The PDE approach; 2 Strategies and risk-neutral probability; 2.1 Finding the risk-neutral probability; Removing the drift; Girsanov theorem - simple version; 2.2 Self-financing strategies; 2.3 The No Arbitrage Principle; 2.4 Admissible strategies; 2.5 Proofs; 3 Option pricing and hedging; 3.1 Martingale representation theorem; 3.2 Completeness of the model; 3.3 Derivative pricing"]
[{"$nulls":4},"General derivative securitiesPut options; Call options; 3.4 The Black-Scholes PDE; From Black-Scholes PDE to option price; The replicating strategy; 3.5 The Greeks; 3.6 Risk and return; 3.7 Proofs; 4 Extensions and applications; 4.1 Options on foreign currency; Dividend paying stock; 4.2 Structural model of credit risk; 4.3 Compound options; 4.4 American call options; 4.5 Variable coefficients; 4.6 Growth optimal portfolios; 5 Path-dependent options; 5.1 Barrier options; 5.2 Distribution of the maximum; 5.3 Pricing barrier and lookback options; "]
[{"$nulls":4},"Hedging; Lookback option; 5.4 Asian options"]
[{"$nulls":4},"Continuous geometric averageDiscrete geometric average; 6 General models; 6.1 Two assets; The market; Strategies and risk-neutral probabilities; Two stocks, one Wiener process; One stock, two Wiener processes; 6.2 Many assets; 6.3 Ito formula; 6.4 Levy's Theorem; 6.5 Girsanov Theorem; 6.6 Applications; Index"]
[null,null,null,"Sommario/riassunto","The Black-Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study."]