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標(biāo)題: Titlebook: Mathematical Financial Economics; A Basic Introduction Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Sche Textbook 2015 The Editor(s) (if a [打印本頁]

作者: Lensometer    時間: 2025-3-21 16:18
書目名稱Mathematical Financial Economics影響因子(影響力)




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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéutation detection methods currently available, DNA sequence analysis is largely considered the gold standard because it provides complete information about the nature and location of a particular sequence variant. The development of polymerase chain reaction (PCR)based direct sequencing protocols us
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéexible Endoscopic Evaluation of Swallowing FEES in neurogeni.This book is a clinical manual that covers the whole spectrum of swallowing and its disorders. It starts with physiology of swallowing, pathophysiology of disordered deglutition, diagnostic methods (clinical and instrumental) and ends with
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéns in physiological and pathological conditions. Physiologically, microglia mediate synaptic pruning and remodeling crucial for neural circuits and brain connectivity. In pathological conditions such as neurodegeneration in the Parkinson’s disease (PD), microglia are activated, migrated to the injur
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéging of glial cells and their role in the aging brain .. In early reports, the gliosis that occurred in the brain of aged animals consisted primarily of astrocytes and oligodendrocytes and was interpreted as a compensatory response to the diminishing structural integrity and functional competence of
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tissue perturbations. This glial response occurs naturally in aged animals. Notwithstanding the nature of the trauma, the glial response is more or less stereotypical. A reproducible succession of cellular and molecular events develops, coordinated by intercellular signaling in which growth factors
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéging of glial cells and their role in the aging brain .. In early reports, the gliosis that occurred in the brain of aged animals consisted primarily of astrocytes and oligodendrocytes and was interpreted as a compensatory response to the diminishing structural integrity and functional competence of
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéanatomists to speculate that astrocytes interact with neurons .. Work beginning in the 1970s determined that astroglia (astrocytes in culture) exhibit a wide variety of neurotransmitter receptors that regulate both second messenger systems and ion channels. These findings suggested that astrocytes i
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppé denen sich neurophysiologische und histologische Aspekte überschnitten. Die Unterteilung in drei Fasergruppen geht im wesentlichen auf BISHOP und HEINBECKER (1930) und auf ERLANGER und GASSER (1937) zurück. Es werden A-, B- und C-Fasern unterschieden. Die A-Fasern werden in weitere Untergruppen (Al
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The Markowitz Model with a Risk-Free Assetns, and describes the Markowitz optimization problem in this setting. A criterion for portfolio efficiency and an explicit formula for an efficient portfolio with the given risk tolerance are derived and discussed.
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Capital Asset Pricing Model (CAPM)ollowed by a proof based on an explicit formula for the efficient portfolios. It then outlines an equilibrium model for the CAPM, defines the concepts of the market portfolio and capitalization weights and establishes the efficiency of the market portfolio. The highlight of the chapter is the Sharpe
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CAPM Continuedxplains how to interpret the CAPM as a pricing formula and as a (single) factor model. The reader will learn about systematic and specific risk and the role of portfolio diversification as a means for reducing the latter. The chapter concludes with a description of Jensen’s and Sharpe’s tests for th
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Problems and Exercises Ihe form of questions and answers. The others represent numerical examples on Mean-Variance Portfolio Analysis. Exercises of this kind can be used for tutorials, take-home tests and examinations. Detailed answers for all the questions are provided.
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Dynamic Securities Market Modelart I of the book. It states a multi-period version of the no-arbitrage hypothesis and discusses the concepts of market scenarios (histories), contingent portfolios, trading strategies, self-financing trading strategies, contingent claims and derivative securities. It presents one of the highlights
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The Cox–Ross–Rubinstein Binomial Models the construction of the risk-neutral probability measure, which is used for the pricing of a whole range of derivative securities. The examples considered include European put and call options, Asian average strike call and put, Asian average price call and put, and lookback call and put options.
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American Derivative Securities an exercise strategy defined in terms of the property of non-anticipativity. The main result is a backward induction algorithm for computing the upper (seller’s) price of an American derivative security.
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From Binomial Model to Black–Scholes Formulae limit from the binomial model. The chapter begins with introducing some relevant notions: drift and volatility, continuous compounding, geometric random walk, etc. It then shows how to approximate the observed continuous-time price process with constant drift and volatility by price processes gene
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Portfolio Selection: Introductory CommentsThe chapter introduces fundamental notions related to asset prices, asset returns and investors’ portfolios. It describes the two-period model of an asset market, the basic framework for Part I of the book. It contains definitions of key mathematical notions used in the book.
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978-3-319-36249-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
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Mathematical Financial Economics978-3-319-16571-4Series ISSN 2192-4333 Series E-ISSN 2192-4341
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https://doi.org/10.1007/978-3-319-16571-4Arbitrage pricing; Capital growth theory; Evolutionary finance; Financial economics; Mathematical financ
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Properties of Efficient Portfoliosistics of these portfolios can be expressed. It is shown how to give a complete description in terms of A, B, C and D of the efficient frontier in the $?sigma$-$m$ plane and in the $?sigma?{2}$-$m$ plane. A key result is a two-fund theorem, which is formulated and proved. The chapter concludes with a geometric illustration of the two-fund theorem.
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The Markowitz Model with a Risk-Free Assetns, and describes the Markowitz optimization problem in this setting. A criterion for portfolio efficiency and an explicit formula for an efficient portfolio with the given risk tolerance are derived and discussed.
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Problems and Exercises Ihe form of questions and answers. The others represent numerical examples on Mean-Variance Portfolio Analysis. Exercises of this kind can be used for tutorials, take-home tests and examinations. Detailed answers for all the questions are provided.
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American Derivative Securities an exercise strategy defined in terms of the property of non-anticipativity. The main result is a backward induction algorithm for computing the upper (seller’s) price of an American derivative security.
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppét of swallowing and its disorders. It is used in stroke units, intensive care facilities, geriatric wards but also in rehabilitation clinics and within dedicated outpatient services.. This book on neurogenic dy978-3-030-42142-7978-3-030-42140-3
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppé
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eir collective commitment and diligence, what has emerged is a comprehensive and timely treatise that covers many methodological aspects of mutation detection and screening, including disc- sio978-1-61737-290-2978-1-59259-330-9Series ISSN 1064-3745 Series E-ISSN 1940-6029
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ules from solid phase using a laser beam has been pursued for decades. However, large biomolecules tend to fragment when laser desorbed, due to their strong absorption of laser photons. Results of laser desorption experiments indicated that the upper mass limit was ~5000 Daltons. Matrix-assisted las
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéules from solid phase using a laser beam has been pursued for decades. However, large biomolecules tend to fragment when laser desorbed, due to their strong absorption of laser photons. Results of laser desorption experiments indicated that the upper mass limit was ~5000 Daltons. Matrix-assisted las
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppénd typically require confirmatory sequence analysis to identify the DNA alteration as a mutation or a non-disease-associated variant. Technical strengths may include speed, ease of use, and lower assay costs, but the critical limitation for most scanning methods involves a suboptimal mutation-detect
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppéeach other. Manometry, and in particular high-resolution manometry (HRM) measures the endoluminal pressure conditions in the pharynx and esophagus. The method is particularly suitable to detect impaired relaxation?of the upper esophageal sphincter and motility disorders of the esophagus.?Other techn
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Igor V. Evstigneev,Thorsten Hens,Klaus Reiner Schenk-Hoppézugeordnet sind. Hierdurch gewinnt die Ventrikeloberfl?che einen organartigen Aufbau; alle diese Bausteine stehen nicht nur in enger r?umlicher, sondern — wie durch zahlreiche Untersuchungen teils erwiesen, teils wahrscheinlich gemacht — auch in enger funktioneller Beziehung zueinander. Diese Erkenn
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