Books: 'Hedging of contingent claims'

1

Arbitrage pricing of contingent claims. Berlin: Springer-Verlag, 1985.

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2

Loukoianova, Elena. Pricing and hedging of contingent credit lines. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2006.

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3

Müller, Sigrid. Arbitrage Pricing of Contingent Claims. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-46560-4.

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4

Steil, Benn. Currency options and the optimal hedging of contingent foreign exchange exposure. Oxford: Nuffield College, 1992.

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5

Rosenberg, Joshua. Nonparametric pricing of multivariate contingent claims. [New York, N.Y.]: Federal Reserve Bank of New York, 2003.

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6

Philipson, Tomas J. Mortality contingent claims, health care, and social insurance. Cambridge, MA: National Bureau of Economic Research, 1996.

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7

Andersen, Leif B. G. Five essays on the pricing of contingent claims. Aarhus: Aarhus School of Business, 1996.

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8

Applications of contingent claims theory to microeconomic problems. Ames, Ia: Center for Agricultural and Rural Development, Iowa State University, 1995.

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9

Oakes, H. David. Numerical solutions for contingent claims: the alternating directionsimplicit method. Reading: University of Reading, Department of Economics, 1992.

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10

Oakes, H. David. Numerical solutions for contingent claims: The line hopscotch method. Reading: University of Reading, Department of Economics, 1992.

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11

Fremault, Anne. Default risk in the contingent claims model of debt. Boston, MA: Boston University, School of Management, 1992.

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12

Doherty, Neil A. Price regulation in property-liability insurance: A contingent claims approach. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1985.

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13

Bossaerts, Peter. "Method of moments tests of contingent claims asset pricing models". Fontainbleau: INSEAD, 1986.

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14

Dillén, Hans. Asset prices in open monetary economies: A contingent claims approach. Uppsala: Dept. of Economics, Uppsala University, 1994.

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15

Lehmann, Bruce Neal. Notes for a contingent claims theory of limit order markets. Cambridge, MA: National Bureau of Economic Research, 2005.

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16

Mullin, Charles. The future of old-age longevity: Competitive pricing of mortality contingent claims. Cambridge, MA: National Bureau of Economic Research, 1997.

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17

Azevedo-Pereira, Jose. Numerical solutions of a two state variable contingent claims mortgage valuation model. Manchester: Manchester Business School, 2000.

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18

Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment. Research Triangle Park, NC: IES Press, 1998.

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19

Stapleton, Richard C. The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims. Brussels: European Institute For Advanced Studies in Management, 1989.

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20

Pricing Corporate Securities as Contingent Claims. The MIT Press, 2001.

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21

Garbade, Kenneth D. Pricing Corporate Securities As Contingent Claims. MIT Press, 2001.

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22

Garbade, Kenneth D. Pricing Corporate Securities as Contingent Claims. The MIT Press, 2001. http://dx.doi.org/10.7551/mitpress/5532.001.0001.

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23

T, Gapen Michael, and International Monetary Fund. International Capital Markets Dept., eds. Measuring and analyzing sovereign risk with contingent claims. [Washington, D.C.]: International Monetary Fund, International Capital Markets Dept., 2005.

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24

Ismail, Mohamed Wahab Mohamed. A lattice approach to the valuation of multi-variate contingent claims with regime switching. 2006.

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25

Kholodnyi, Valery A. Beliefs: Preferences Guage Symmetry Group and Replication of Contingent Claims in a General Market Environment. Ies Press, 1995.

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26

Basl, John, and Christian Coons. Ought to Is. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198805076.003.0007.

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While many doubt that purely empirical claims can entail any moral claim, moral premises often appear to have empirical entailments. However, unless the moral premises are treated as stipulated assumptions, it seems like a serious mistake to infer empirical conclusions from moral premises that entail them. The puzzle is trying to plausibly explain why this is so. This chapter surveys and rejects some proposed solutions. Learning what we can from these failed solutions, a proposal is advanced. The chapter argues that every attempted moral science inference faces a dilemma. The moral premise(s), if true, will be contingent on some empirical fact or not. If not, the moral scientist must employ a false premise or rely on non-moral assumptions that already entail the conclusion. On the other horn, if the moral premises are independent of empirical facts, the premises will entail that some fact we know to be contingent is necessary.

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27

Cox, Geoff, and Morton Riis. (Micro)Politics of Algorithmic Music. Edited by Roger T. Dean and Alex McLean. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780190226992.013.22.

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The chapter explores a shift of emphasis from the macro to micro scale of algorithmic music, by making reference to Deleuze and Guattari’s notion of micropolitics, microtemporality in the work of Wolfgang Ernst, and Shintaro Miyazaki’s concept of algorhythmics. By drawing together tactical media and media archaeology to address the politics of algorithmic music, an argument is developed that ‘tactical media archaeology’ offers an analytical method for developing alternative compositions. By emphasizing more speculative approaches and broader ecologies of practice exemplified by the critical engineering of Martin Howse, the chapter claims that algorithms need to understood as part of temporal, relational, and contingent operations that are sensitive to their conditions and future trajectories.

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28

Woodward, James. Some Varieties of Non-Causal Explanation. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198777946.003.0007.

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This chapter explores the possibility of weakening the “interventionist” criteria for causal explanation described in Woodward’s Making Things Happen (2003) to yield various forms of non-causal explanation. These include the following: (1) retaining the idea that explanations must answer what-if-things-had-been-different questions (the w-question requirement), but dropping the requirement that the answers to such questions must take the form of claims about what would happen under interventions; (2) retaining the w-question requirement, but dropping the requirement that the generalization (if any) connecting explanans and explanandum be contingent and instead allowing generalizations that hold for mathematical or conceptual reasons to play this role; (3) dropping the w-question requirement to accommodate the role of information about irrelevance in explanation.

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29

Richard, Tredgett. 12 England. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198808589.003.0012.

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This chapter provides an overview of the law of set-off in England and Wales, both prior to insolvency (whether by virtue of a contract or by operation of law) and in the event of a winding up or an administration of a company under English law. It begins with a discussion of set-off between solvent parties, focusing on contractual set-off, legal set-off, equitable set-off, and banker's right of set-off. It then considers set-off against insolvent parties, taking into account the relevant set-off rules, the mandatory nature of insolvency set-off, ‘due’ and contingent claims, mutuality of claims, and the rule on build-up of set-offs. It also examines insolvency clawbacks and concludes with an analysis of issues arising in cross-border set-off.

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30

Fields, Keota. Berkeley’s Semiotic Idealism. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198755685.003.0005.

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This chapter proposes an interpretation of Berkeley as a semiotic idealist. According to semiotic idealism internal ideas are signs for external divine ideas, and sensible objects are composite entities with external divine ideas as their essential parts and internal ideas of the imagination and (where applicable) sensations as their contingent parts. Signification is the ontological glue that unifies these parts into individuals. Divinely instituted normative linguistic rules govern the use of internal ideas as signs for external divine ideas. This semiotic relation gives objective form and meaning to internal ideas. Furthermore, Berkeley explicitly links this semiotic relation with rewards and sanctions, and claims that such connections allow us to make predictions about advantageous and disadvantageous courses of action. Sensible objects turn out to be values (rather than facts) because they are sources of pleasure and pain, guides to human flourishing, and sources of external meaning for Berkeley.

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31

Smiley, Will. Conclusion. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785415.003.0012.

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This chapter sums up the arguments of the book, after a brief discussion of how Ottoman captivity during the First World War continued earlier legacies. It assesses the book’s lessons for our view of international law, of the Ottoman Empire, and of slavery. Law, it argues, was never absent from the story of Ottoman captivity; the question was which rules were seen as binding, by which individuals or institutions, how they interpreted them, what their sources were, and how they were enforced. The Ottoman law of captivity was a contingent product of its context, but nonetheless converged with practices in Europe. Thus we might look for changes in the eighteenth century, often seen as a period of stagnation or undifferentiated transformation. We also see active Ottoman state agency, in conversation with its own subjects’ claims, in shaping the international rules by which the empire was bound and foreshadowing later political developments.

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32

Onuf, Nicholas Greenwood. Relative Virtue. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190879808.003.0014.

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Whether we live in a time of transition, or in a time when bourgeois prosperity is coming to an end, many of us wonder how we might best conduct ourselves. In the circumstance, Aristotle’s virtue ethics offers a great deal. Cicero reconceptualized virtue as duty, and Adam Smith demonstrated that self-control, or conscience, depends on approbation and condemnation by one’s self and others. The result is an ethical system that makes duty a function of status-position and not just office. Positional ethics makes no universal claims about conduct. Specific norms are local and contingent, although some of them will be defended as natural and widely distributed. Status-ordering is everywhere; modernist administration, technological wonders, and liberal ideology have excused us from looking for it. If the modern world collapses, no system of ethics can help. Short of collapse, positional ethics is the best we can hope for.

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33

Guitton, Clement. Standards of Proof. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190699994.003.0004.

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When can we consider that an attack is attributed, if attribution is not dependent on court proceedings? Do we need "appropriate" standards for the attribution of cyber attacks? What would such standards look like? This chapter starts by noting that there is a mismatch between how attribution functions, and how the law operates. Attribution is not contingent on legal proceedings, and can occur despite a lack of condemnation by a court. This lack of reliance on strict standards of evidence leads us to consider the following argument: that attribution is easily malleable. On top of the reliance of attribution on judgment, two factors notably underpin this malleability: an apparent lack of scrutiny for the evidence presented in cases of cyber attacks, and the use of non-conclusive criteria that are nevertheless presented as decisive. This malleability can be of great help to officials who seek to convince an audience of their attribution claims.

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34

Lippert-Rasmussen, Kasper. The Self-Ownership Trilemma, Extended Minds, and Neurointerventions. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198758617.003.0008.

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Many believe that, ceteris paribus, neurointerventions on convicted criminals that render reoffending less likely are morally more problematic than comparable indirect interventions, such as compulsory attendance at anger management classes. One justification for this view appeals to the putative fact that persons have moral ownership over themselves—their bodies and minds—and that neurointerventions violate or infringe this right. Suppose, however, that the mind is extended outside the skull and spreads into the external world. Because the most important object one owns, inasmuch as one owns oneself, is one’s mind and because claims to original ownership over things outside one’s body are much less plausible than the self-ownership thesis, the extended mind thesis weakens the attraction of the latter thesis. Because the extended mind thesis is true, self-ownership-based arguments for the relevant moral asymmetry are not sound. Admittedly, there are objections to neurointerventions not based on self-ownership, but these are less attractive, often based on contingent empirical facts, and, in some cases, might also be weakened by the extended mind thesis.

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35

Erbig, Jeffrey Alan Jr. Where Caciques and Mapmakers Met. University of North Carolina Press, 2020. http://dx.doi.org/10.5149/northcarolina/9781469655048.001.0001.

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During the late eighteenth century, Portugal and Spain sent joint mapping expeditions to draw a nearly 10,000-mile border between Brazil and Spanish South America. These boundary commissions were the largest ever sent to the Americas and coincided with broader imperial reforms enacted throughout the hemisphere. Where Caciques and Mapmakers Met considers what these efforts meant to Indigenous peoples whose lands the border crossed. Moving beyond common frameworks that assess mapped borders strictly via colonial law or Native sovereignty, it examines the interplay between imperial and Indigenous spatial imaginaries. What results is an intricate spatial history of border making in southeastern South America (present-day Argentina, Brazil, and Uruguay) with global implications. Drawing upon manuscripts from over two dozen archives in seven countries, Jeffrey Erbig traces on-the-ground interactions between Ibero-American colonists, Jesuit and Guaraní mission-dwellers, and autonomous Indigenous peoples as they responded to ever-changing notions of territorial possession. It reveals that Native agents shaped when and where the border was drawn, and fused it to their own territorial claims. While mapmakers' assertions of Indigenous disappearance or subjugation shaped historiographical imaginaries thereafter, Erbig reveals that the formation of a border was contingent upon Native engagement and authority.

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36

Schain, Martin A. The Border. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780199938674.001.0001.

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This book is a comparative study of how and why border policy has become increasingly important, politicized, and divisive in Europe and the United States. It focuses on how border governance has emerged as an important focus of policy in itself, rather than merely contingent on trade and, above all, on immigration policy. New data indicate a massive increase of walls and barriers between countries after 2001. In our more globalized world, borders are back with a vengeance. However, at the same time that more controls have been established, the flow of people and the growth of trade have continued at an impressive rate. The claims by scholars and political actors of an emerging Fortress Europe and Fortress America have clearly been exaggerated. They express goals and intentions, rather than outcomes. The argument in this book is that the gap between objectives and outcomes should be understood as a result of the complex politics of the border and border control. Although there has been consistent support for harsher border control on both sides of the Atlantic, there has also been important, if more focused, support for more open borders and more permissive border control. If electoral politics often favor border restriction, the politics of policymaking can be more advantageous for groups that favor access. These are separate political tracks, the author maintains, but they are always in dynamic interaction.

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37

Tomaskovic-Devey, Donald, and Dustin Avent-Holt. Relational Inequalities. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190624422.001.0001.

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Relational Inequalities focuses on the organizational production of categorical inequalities, in the context of the intersectional complexity and institutional fluidity that characterize social life. Three generic inequality-generating mechanisms—exploitation, social closure, and claims-making—distribute organizational resources, rewards, and respect. The actual levels and contours of the inequalities produced by these three mechanisms are, however, profoundly contingent on the historical moments and institutional fields in which organizations operate. Organizational inequality regimes are comprised of the resources available for distribution; the task-, class-, and status-based social relations within organizations; formal and informal practices used to accomplish goals and tasks; and internal cultural models of people, work, and inequality, often adapted from the society at large to fit local social relationships. Legal and cultural institutions as they are filtered through workplace inequality regimes steer which groups are exploited and excluded, blocking or facilitating the conditions that lead to exploitation and closure. Sometimes exploitative and closure claims-making are naked and open for all to see; more often, they are institutionalized, taken for granted, and legitimated, sometimes even by those being exploited and excluded. The implications of RIT for social science and equality agendas are discussed in the conclusion. Case studies examine historical and contemporary workplace inequality regime variation in multiple countries. The role of intersectionality in producing regime variation is explored repeatedly across the book. Many occupations and industries are examined in depth, with particular attention given to engineers, CEOs, financial service, airlines, and information technology industries.

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38

Havelková, Tereza. Opera as Hypermedium. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780190091262.001.0001.

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This book deals with contemporary relationships between opera and the media. It is concerned with both the use of media on stage and opera on screen. Drawing on the concept of hypermediacy from media studies, it situates opera within the larger context of contemporary media practices, and particularly those that play up the multiplicity, awareness, and enjoyment of media. The discussion is driven by the underlying question of what politics of representation and perception opera performs within this context. This entails approaching operas as audiovisual events (rather than works or texts) and paying attention to what they do by visual means, along with the operatic music and singing. The book concentrates on events that foreground their use of media and technology, drawing attention to opera’s inherently hypermedial aspects. It works with the recognition that such events nevertheless engender powerful effects of immediacy, which are not contingent on illusionism or the seeming transparency of the medium. It analyzes how effects like presence, liveness, and immersion are produced, contesting some critical claims attached to them. It also sheds light on how these effects, often perceived as visceral or material in nature, are related to the production of meaning in opera. The discussion pertains to contemporary pieces such as Louis Andriessen and Peter Greenaway’s Rosa and Writing to Vermeer, as well as productions of the canonical repertory such as Wagner’s Ring Cycle by Robert Lepage at the Met and La Fura dels Baus in Valencia.

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39

Vincent, Nicole A., Thomas Nadelhoffer, and Allan McCay, eds. Neurointerventions and the Law. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190651145.001.0001.

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This volume makes a contribution to the field of neurolaw by investigating issues raised by the development, use, and regulation of neurointerventions. The broad range of topics covered in these chapters reflects neurolaw’s growing social import, and its rapid expansion as an academic field of inquiry. Some authors investigate the criminal justice system’s use of neurointerventions to make accused defendants fit for trial, to help reform convicted offenders, or to make condemned inmates sane enough for execution, while others interrogate the use, regulation, and social impact of cognitive enhancement medications and devices. Issues raised by neurointervention-based gay conversion “therapy”, the efficacy and safety of specific neurointervention methods, the legitimacy of their use and regulation, and their implications for authenticity, identity, and responsibility are among the other topics investigated. The focus on neurointerventions also highlights tacit assumptions about human nature that have important implications for jurisprudence. For all we know, at present such things as people’s capacity to feel pain, their sexuality, and the dictates of their conscience, are unalterable. But neurointerventions could hypothetically turn such constants into variables. The increasing malleability of human nature means that analytic jurisprudential claims (true in virtue of meanings of jurisprudential concepts) must be distinguished from synthetic jurisprudential claims (contingent on what humans are actually like). Looking at the law through the lens of neurointerventions thus also highlights the growing need for a new distinction—between analytic jurisprudence and synthetic jurisprudence—to tackle issues that increasingly malleable humans will face when they encounter novel opportunities and challenges.

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40

Goldman, Emily O. Revolutions in Warfare. Oxford University Press, 2017. http://dx.doi.org/10.1093/acrefore/9780190846626.013.289.

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The term “revolution in warfare” refers to a pronounced change or discontinuity in warfare that radically alters the way a military operates and improves relative military effectiveness. Revolutions in warfare emerged as a subject of considerable debate in the 1990s in the wake of the United States’s resounding victory over Iraqi military forces in the Persian Gulf War. These debates highlight three different concepts: military revolution, military-technical revolution, and revolution in military affairs. During this period, the idea of an “information technology” revolution in military affairs became deeply embedded in American defense planning and evolved into a call for “transformation,” or more precisely transformational innovation. Two lines of critique have been leveled against the revolution in warfare concept and the revolutionaries themselves. The first, advanced by Stephen Biddle, claims that an RMA is not currently under way. Rather, what we are witnessing is the continuation of a century-long increase in the importance of skill in managing complexity. The second insists that the RMA as a policy direction is a risky path for the United States to pursue because it will undermine the country’s power and influence. There are also two schools of thought that explain the causes of revolutions in warfare: the “economic determinist” school and the “contingent innovation” school. A number of questions remain unanswered that need further consideration in research, such as whether the United States and its allies should continue to prepare for a “long war” against violent extremists, or whether transformation is dead.

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Books on the topic 'Hedging of contingent claims'

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