{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":3,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":63,"n_cols":5,"rows_kept":63,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[4,2,4,3],[5,2,5,3],[7,2,7,3],[8,2,8,3],[11,2,11,3],[11,4,11,5],[12,2,12,3],[12,4,12,5],[13,2,13,3],[13,4,13,5],[14,2,14,3],[15,2,15,3],[22,2,22,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[27,2,27,3],[30,2,30,3],[31,2,31,3],[35,2,35,3],[43,2,43,3],[43,4,43,5],[44,2,44,3],[44,4,44,5],[45,2,45,3],[45,4,45,5],[46,2,46,3],[47,2,47,3],[51,2,51,3],[52,2,52,3],[53,2,53,3],[54,2,54,3],[56,2,56,3],[57,2,57,3],[61,2,61,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNIORUON00035470"]
[null,null,"Autore",null,"AGADZANOV, Sergej Grigor'evic"]
[null,null,"Titolo",null,"Sel'dzukidy i Turkmenija v XI-XII vv / Sergej G. Agadzanov"]
[null,null,"Pubbl/distr/stampa",null,"Asxabad, : Izdatel'stvo \"Ylym\", 1973 162 p. ; 20 c"]
[null,null,"Classificazione",null,"AC IV B"]
[null,null,"Soggetti",null,"ASIA CENTRALE (TURKMENISTAN) - STORIA - PERIODO SELGIUCCHIDE"]
[{"$nulls":4},"SELGIUCCHIDI - STORIA - SEC. XI-XII"]
[null,null,"Lingua di pubblicazione",null,"Russo"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Altro front. in turkmeno"]
[null,"2.","Record Nr.",null,"UNINA9911019883503321"]
[null,null,"Autore",null,"Rebonato Riccardo"]
[null,null,"Titolo",null,"Volatility and correlation : the perfect hedger and the fox / / Riccardo Rebonato"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, West Sussex ; ; Hoboken, NJ, : J. Wiley, 2004"]
[null,null,"ISBN",null,"9786610269105"]
[{"$nulls":4},"9781118673539"]
[{"$nulls":4},"1118673530"]
[{"$nulls":4},"9781280269103"]
[{"$nulls":4},"1280269103"]
[{"$nulls":4},"9780470091401"]
[{"$nulls":4},"0470091401"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (866 p.)"]
[null,null,"Collana",null,"The Wiley Finance Series"]
[null,null,"Disciplina",null,"332.6323"]
[{"$nulls":4},"332.64/53"]
[null,null,"Soggetti",null,"Options (Finance) - Mathematical models"]
[{"$nulls":4},"Interest rate futures - Mathematical models"]
[{"$nulls":4},"Securities - 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","Rev. ed. of: Volatility and correlation in the pricing of equity. 1999."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Volatility and Correlation 2(nd) Edition; Contents; Preface; 0.1 Why a Second Edition?; 0.2 What This Book Is Not About; 0.3 Structure of the Book; 0.4 The New Subtitle; Acknowledgements; I Foundations; 1 Theory and Practice of Option Modelling; 1.1 The Role of Models in Derivatives Pricing; 1.1.1 What Are Models For?; 1.1.2 The Fundamental Approach; 1.1.3 The Instrumental Approach; 1.1.4 A Conundrum (or, 'What is Vega Hedging For?'); 1.2 The Efficient Market Hypothesis and Why It Matters for Option Pricing; 1.2.1 The Three Forms of the EMH; 1.2.2 Pseudo-Arbitrageurs in Crisis"]
[{"$nulls":4},"1.2.3 Model Risk for Traders and Risk Managers1.2.4 The Parable of the Two Volatility Traders; 1.3 Market Practice; 1.3.1 Different Users of Derivatives Models; 1.3.2 In-Model and Out-of-Model Hedging; 1.4 The Calibration Debate; 1.4.1 Historical vs Implied Calibration; 1.4.2 The Logical Underpinning of the Implied Approach; 1.4.3 Are Derivatives Markets Informationally Efficient?; 1.4.4 Back to Calibration; 1.4.5 A Practical Recommendation; 1.5 Across-Markets Comparison of "]
[{"$nulls":4},"Pricing and Modelling Practices; 1.6 Using Models; 2 Option Replication; 2.1 The Bedrock of Option Pricing"]
[{"$nulls":4},"2.2 The Analytic (PDE) Approach2.2.1 The Assumptions; 2.2.2 The Portfolio-Replication Argument (Deterministic Volatility); 2.2.3 The Market Price of Risk with Deterministic Volatility; 2.2.4 Link with Expectations - the Feynman-Kac Theorem; 2.3 Binomial Replication; 2.3.1 First Approach - Replication Strategy; 2.3.2 Second Approach - 'Naive Expectation'; 2.3.3 Third Approach - 'Market Price of Risk'; 2.3.4 A Worked-Out Example; 2.3.5 Fourth Approach - Risk-Neutral Valuation; 2.3.6 Pseudo-Probabilities; 2.3.7 Are the Quantities π(1) and π(2) Really Probabilities?"]
[{"$nulls":4},"2.3.8 Introducing Relative Prices2.3.9 Moving to a Multi-Period Setting; 2.3.10 Fair Prices as Expectations; 2.3.11 Switching Numeraires and Relating Expectations Under Different Measures; 2.3.12 Another Worked-Out Example; 2.3.13 Relevance of the Results; 2.4 Justifying the Two-State Branching Procedure; 2.4.1 How To Recognize a Jump When You See One; 2.5 The Nature of the Transformation between Measures: Girsanov's Theorem; 2.5.1 An Intuitive Argument; 2.5.2 A Worked-Out Example; 2.6 Switching Between the PDE, the Expectation and the Binomial Replication Approaches; 3 The Building Blocks"]
[{"$nulls":4},"3.1 Introduction and Plan of the Chapter3.2 Definition of Market Terms; 3.3 Hedging Forward Contracts Using Spot Quantities; 3.3.1 Hedging Equity Forward Contracts; 3.3.2 Hedging Interest-Rate Forward Contracts; 3.4 Hedging Options: Volatility of Spot and Forward Processes; 3.5 The Link Between Root-Mean-Squared Volatilities and the Time-Dependence of Volatility; 3.6 Admissibility of a Series of Root-Mean-Squared Volatilities; 3.6.1 The Equity/FX Case; 3.6.2 The Interest-Rate Case; 3.7 Summary of the Definitions So Far; 3.8 Hedging an Option with a Forward-Setting Strike"]
[{"$nulls":4},"3.8.1 Why Is This Option Important? (And Why Is it Difficult to Hedge?)"]
[null,null,null,"Sommario/riassunto","In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation - with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the 'perfect-replication' approach to derivatives pricing, with special attention given to exotic options; a t"]
[null,"3.","Record Nr.",null,"UNINA9910961161403321"]
[null,null,"Autore",null,"Ogede Ode"]
[null,null,"Titolo",null,"Intertextuality in contemporary African literature : looking inward / / Ode Ogede"]
[null,null,"Pubbl/distr/stampa",null,"Lanham, Md., : Lexington Books, 2011"]
[null,null,"ISBN",null,"979-82-16-29904-2"]
[{"$nulls":4},"1-283-22453-4"]
[{"$nulls":4},"9786613224538"]
[{"$nulls":4},"0-7391-6448-1"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (249 p.)"]
[null,null,"Disciplina",null,"809.896"]
[null,null,"Soggetti",null,"African literature - 20th century - History and criticism"]
[{"$nulls":4},"Intertextuality"]
[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,"When an elephant rustles the bush- -- Is a picture still worth a thousand words? from documentary to investigative realism : Cyprian Ekwensi's Jagua Nana and Flora Nwapa's One is enough -- Lampoon, or the power of savage satire, and the visual object of distaste : Chinua Achebe's A man of the people and Ayi Kwei Armah's The beautyful ones are not yet born -- On the politics of love : Chinua Achebe's No longer at ease and Bessie Head's Maru -- Masking the infrastuctural frame : Christopher Okigbo and his acolytes (Labyrinths' aural and thematic echoes in Okinba Launko's Minted coins and Chimalum Nwankwo's The heart in the womb) -- Conclusion: coming out of shadow : eye on the tradition, looking for consequence."]
[null,null,null,"Sommario/riassunto","Intellectual exchange among African creative writers is the subject of this highly innovative and wide-ranging look at several forms of intertextuality on the continent. Focusing on the issue of the availability of old canonical texts of African literature as a creative resource, this study throws light on how African authors adapt, reinterpret, and redeploy existing texts in the formulation of new ones. Contemporary African writers are taking advantage of and extending the resources available in the existing native literary tradition. But the field of inter-ethnic/trans-national African liter"]