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[null,"1.","Record Nr.",null,"UNINA9911020322303321"]
[null,null,"Autore",null,"Lin X. Sheldon"]
[null,null,"Titolo",null,"Introductory stochastic analysis for finance and insurance / / X. Sheldon Lin"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J., : John Wiley, c2006"]
[null,null,"ISBN",null,"9786610411504"]
[{"$nulls":4},"9781280411502"]
[{"$nulls":4},"1280411503"]
[{"$nulls":4},"9780470362174"]
[{"$nulls":4},"0470362170"]
[{"$nulls":4},"9780471793212"]
[{"$nulls":4},"0471793213"]
[{"$nulls":4},"9780471793205"]
[{"$nulls":4},"0471793205"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (250 p.)"]
[null,null,"Collana",null,"Wiley series in probability and statistics"]
[null,null,"Disciplina",null,"332.01/51923"]
[null,null,"Soggetti",null,"Finance - Mathematical models"]
[{"$nulls":4},"Insurance - Mathematical models"]
[{"$nulls":4},"Stochastic analysis"]
[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 (p. 217-219) and index."]
[null,null,"Nota di contenuto",null,"Introductory Stochastic Analysis for Finance and InsuranceIntroductory Stochastic Analysis for Finance and Insurance; CONTENTS; List of Figures; List of Tables; Preface; 1 Introduction; 2 Overview of Probability Theory; 2.1 Probability Spaces and Information Structures; 2.2 Random Variables, Moments and Transforms; LIST OF FIGURES; 2.1. The price of a stock over a two-day period.; 2.3 Multivariate Distributions; 2.4 Conditional Probability and Conditional Distributions; 2.2. The probability tree of the stock price over a two-day period.; 2.5 Conditional Expectation"]
[{"$nulls":4},"2.3. The expectation tree of the stock price over a two-day period.2.6 The Central Limit Theorem; 3 Discrete-Time Stochastic Processes; 3.1 Stochastic Processes and Information Structures; 3.2 Random Walks; 3.1. The tree of a standard random walk.; 3.2. The binomial model of the stock price.; 3.3 Discrete-Time Markov Chains; 3.3. The binomial tree of the stock price.; 3.4 Martingales and Change of Probability "]
[{"$nulls":4},"Measure; 3.5 Stopping Times; 3.6 Option Pricing with Binomial Models; 3.4. The returns of a stock and a bond.; 3.5. The payoff function of a call.; 3.6. The payoff function of a put."]
[{"$nulls":4},"3.7. The payoff function of a strangle.3.7 Binomial Interest Rate Models; LIST OF TABLES; 3.1. A sample of quotes on U.S. Treasuries.; 3.8. Treasury yield curve, Treasury zero curve, and Treasury forward rate curve based on the quotes in Table 3.1.; 3.2. The market term structure.; 3.9. Constructing a short rate tree: step one.; 3.10. Constructing a short rate tree: step two.; 3.11. The complete short rate tree.; 4 Continuous-Time Stochastic Processes; 4.1 General Description of Continuous-Time Stochastic Processes; 4.2 Brownian Motion"]
[{"$nulls":4},"4.1. A sample path of standard Brownian motion (μ = 0 and σ = 1).4.3 The Reflection Principle and Barrier Hitting Probabilities; 4.2.  A sample path of Brownian motion with μ = 1 and σ = 1.; 4.3. A sample path of Brownian motion with μ = -1 and σ = 1.; 4.4. A sample path of Brownian motion with μ = 0 and σ = 2.; 4.5. A sample path of Brownian motion with μ = 0 and σ = 0.5.; 4.6. A path of standard Brownian motion reflected after hitting.; 4.7. A path of standard Brownian motion reflected before hitting.; 4.4 The Poisson Process and Compound Poisson Process"]
[{"$nulls":4},"4.8. A sample path of a compound Poisson process.4.9. A sample path of the shifted Poisson process {Xτ(t)}.; 4.5 Martingales; 4.6 Stopping Times and the Optional Sampling Theorem; 5 Stochastic Calculus: Basic Topics; 5.1 Stochastic (Ito) Integration; 5.2 Stochastic Differential Equations; 5.3 One-Dimensional Ito's Lemma; 5.1. The product rules in stochastic calculus.; 5.4 Continuous-Time Interest Rate Models; 5.5 The Black-Scholes Model and Option Pricing Formula; 5.6 The Stochastic Version of Integration by Parts; 5.7 Exponential Martingales; 5.8 The Martingale Representation Theorem"]
[{"$nulls":4},"6 Stochastic Calculus: Advanced Topics"]
[null,null,null,"Sommario/riassunto","Incorporates the many tools needed for modeling and pricing in finance and insuranceIntroductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory.Consequently, the text is of interest to graduate"]
[null,"2.","Record Nr.",null,"UNINA9910967754703321"]
[null,null,"Titolo",null,"Computational analysis of firms' organization and strategic behaviour / / edited by Edoardo Mollona"]
[null,null,"Pubbl/distr/stampa",null,"New York : , : Routledge, , 2010"]
[null,null,"ISBN",null,"1-136-95995-5"]
[{"$nulls":4},"1-282-78178-2"]
[{"$nulls":4},"9786612781780"]
[{"$nulls":4},"0-203-85009-2"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (349 p.)"]
[null,null,"Collana",null,"Routledge research in organizational behaviour and strategy ; ; 6"]
[null,null,"Disciplina",null,"302.3/50113"]
[null,null,"Soggetti",null,"Strategic planning - Computer simulation"]
[{"$nulls":4},"Social sciences - Computer simulation"]
[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,"Book Cover; Title; Copyright; Contents; Figures and Boxes; Tables; Preface; Part I Why and How: Using Computer Simulation for Theory Development in Social Sciences; 1 The Use of Computer Simulation in Strategy and Organization Research; 2 Computational Modeling and Social Theory-The Dangers of Numerical Representation; 3 Devices for Theory Development: Why Using Computer Simulation If Mathematical Analysis Is Available?; 4 Mix, Chain and Replicate-Methodologies for Agent-Based Modeling of Social Systems; Part II Computer Simulation for Theory Development in Strategy and Organization Theory"]
[{"$nulls":4},"5 The Dynamics of Firm Growth and Resource Sharing in Corporate Diversifi cation6 Revisiting Porter's Generic Strategies for Competitive Environments Using System Dynamics; 7 Rivalry and Learning among Clustered and Isolated Firms; 8 Organization and Strategy in Banks; 9 Changing Roles in Organizations: An Agent-Based Approach; 10 Rationality Meets the Tribe: Recent Models of Cultural Group Selection; Part III How to Build Agent-Based Computer Models of Firms"]
[{"$nulls":4},"11 An Agent-Based Methodological Framework to Simulate Organizations or the Quest for the Enterprise: jES and jESOF, Java Enterprise Simulator and Java Enterprise Simulator Open Foundation12 From Petri Nets to ABM: The Analysis of the Enterprise's Process to Model the Firm; Contributors; Index"]
[null,null,null,"Sommario/riassunto","This book addresses possible applications of computer simulation to "]
[{"$nulls":4},"theory building in management and organizational theory. The key hypothesis is that modelling and computer simulation provide an environment to develop, test and articulate theoretical propositions. In general, computer simulation provides an experimental environment where researchers are able to play with symbolic representations of phenomena by modifying the model's structure and activating or deactivating model's parameters. This environment allows to both generating hypotheses to ex post explain observed phenomena or to"]