The Measurement of Market Risk: Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions (Lecture Notes in Economics and Mathematical Systems)

Book Description

The objective of this book is to set up an economic quantitative model for the assessment of financial market risk. The Measurement of Market Risk reviews the probabilistic modelling of so-called risk factors, which represent the uncertainty of financial markets, and discusses the issue of risk as the perception of uncertainty by individuals when faced with a decision problem. Further, the book discusses the pricing of financial instruments as a function of risk factors. Emphasis is put on options, because they exhibit a non-linear exposure to the risk factors. The core of the text is the assessment of risk for financial portfolios by way of estimating the portfolio probability distribution. A new approach, the Barycentric Discretisation with Piecewise Quadratic Approximation (BDPQA), which poses no assumptions on the risk factor distribution and accounts for the non-linearity of the price functions, is introduced.

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Good concepts and well written!

The Performance Challenge: Developing Management Systems to Make Employees Your Organization's Greatest Asset
Jerry W. Gilley , Nathaniel W. Boughton , and Ann Maycunich
Manufacturer: Perseus Books (Sd)
ProductGroup: Book
Binding: Hardcover

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People Styles at Work: Making Bad Relationships Good and Good Relationships Better

ASIN: 0738200441

Book Description

"This book is a primer on how people within organizations can self-actualize to produce results never before possible." -Gene Herman, President, Earley Kielty and Associates, Inc.

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Good concepts and well written!.......1999-07-16

The performance coaching model is meaty, yet presented in a very accessible manner. Many companies don't take the job of performance measurement, standards, and feedback seriously enough, which hampers performance. Gilley offers practical tips on making the performance appraisal process more effective. Well worth the time.

Book Description

Here's the latest edition of the very practical book for overseas doctors. This book helps to familiarize doctors with the colloquial English language spoken in their clinical work. This unique text is fully updated, including new case histories, new phrasal verbs, sample letters that include new relevant issues such as audit and trust-hospital organization, and new social changes and the language implications for doctors.

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tape for this book.......2001-09-16

I am a doctor whose mother language is not English. This book helps me a lot. I like it so much. But I wonder if it has a tape attached to it. Would you please tell me if you already have the tape. If not so, I suggest you to produce one. It will be a hit of success. I will be very grateful if you can tell me if you have got the tape asap. Please email me. Thanks

Book Description

One thesis of this book is that state-space methods can be presented in a style that can be grasped by the engineer who is more interested in using the results than in proving them. Another thesis is that results are useful. The book is addressed not only to students but also to a general audience of engineers and scientists who are interested in becoming familiar with state-space methods either for direct application to control system design or as a background for reading the periodical literature. The author has tried to keep the chapters reasonably independent and to use customary symbols wherever practical. He has also selected fifteen or so examples and weaved them into the fabric of the text and the homework problems.

Customer Reviews:

Pretty good........2000-03-28

A pretty good text on state space control theory. Quite thorough, but the examples were not clear enough. A good description of pole-placement methods and kalman filters (observers).

An Introduction to Space Robotics (Springer Praxis Books / Astronomy and Planetary Sciences)

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An Introduction to Space Robotics (Springer Praxis Books / Astronomy and Planetary Sciences)
Alex Ellery
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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ASIN: 185233164X

Book Description

There is little doubt that robotic and automated systems in space will contribute considerably to the future commercialisation of the space environment. This text provides a systems eye view of robotic spacecraft design with an emphasis on control systems.
The first half of the book introduces the techniques of robotics and robotic control, and is the most mathematical part of the book. The second half of the book deals with spacecraft systems themselves, and how a robotic-type payload influences them, including consideration of financial and legal issues which are often left out of technical texts.
Running through the book is the implementation of a freeflying robotic spacecraft called ATLAS (Advanced TeLerobotic Actuation System). However, the techniques presented in the book are completely general and the ATLAS spacecraft just serves as an example, albeit a very useful and economically viable space system.

Book Description

>When initially introduced, the reduced density matrices (RDMs) held the promise of greatly simplifying electronic structure calculations. Although these expectations were not met immediately, recent work has placed RDMs at the center of new approaches to the electron correlation problem.
Many-Electron Densities and Reduced Density Matrices presents these exciting new developments that underscore both the relevance and practical applications of RDMs. This volume, put together by leading experts in the field, covers topics ranging from fundamental theorems describing mathematical structures of many-electron densities and reduced density matrices to new electronic structure methods that open an avenue to highly accurate atomic and molecular simulations.
Many-Electron Densities and Reduced Density Matrices will be useful primarily to quantum and theoretical chemists, and solid state theorists, but also to physical, mathematical, and computational chemists.
In addition to being a valuable resource for researchers, Many-Electron Densities and Reduced Density Matrices will find a place as a textbook in special topic courses at the advanced graduate level.

Book Description

This book's methodological approach familiarizes readers with the mathematical tools required to correctly define and solve problems in continuum mechanics. The book covers essential principles and fundamental applications, and provides a solid basis for a deeper study of more challenging and specialized problems related to elasticity, fluid mechanics, plasticity, materials with memory, piezoelectricity, ferroelectricity, magneto-fluid mechanics, and state changes. Key topics and features: * Concise presentation strikes a balance between fundamentals and applications * Requisite mathematical background carefully collected in two introductory chapters and two appendices * CD-ROM containing Mathematica-based exercises, examples, and programs related to the text; this user-friendly software is unique in the literature and allows readers to quickly solve complex, time-consuming problems related to the application areas covered * Recent developments highlighted through coverage of more significant applications to areas such as porous media, electromagnetic fields, and phase transitions Continuum Mechanics using Mathematica® is aimed at advanced undergraduates, graduate students, and researchers in applied mathematics, mathematical physics, and engineering. It may serve as a course textbook or self-study reference for anyone seeking a solid foundation in the field.

Book Description

"Lancaster, Ohio -- What a Town, What a Time!" is a sometimes poignant, often funny, true story of a young boy's life in a small Ohio town during the Great Depression years through World War II. With the support of large, easy to read type and lots of really interesting vintage photos, it contains the author's personal recollections of the events, the colorful town characters, and his always exciting life in general during one of the most unusual times in America's history. Although it contains plenty of interesting historical material from the era, it is more of a colorful autobiography than a history book. As the author moves from childhood to young adult he shares with the readers some of his early experiences as a novice radio announcer, including his hilarious enncounters with a few of the famous people he interviewed on the radio before he moved up to an executive broadcast position and ended his radio career as a vice president of the broadcast division of the Washington Post Company.

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CASTLE ROCK: THE STEPHEN KING NEWSLETTER June 1986 , Vol. 2, No. 6, Includes Articles "The Plant: The Unseen King"; "The Man Who Would Not Be King" By Stanley Wiater (fiction) , ETC. Castle Rock Was Published in Bangor Maine, From 1985 to 1989, and It
Articles By Stanley Wiater , ETC Illustrated b/w
Manufacturer: Bangor, Maine: Published By Stephen King
ProductGroup: Book
Binding: Unbound
ASIN: B000JD4HFM

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A Man From Maine
Edward William Bok
Manufacturer: Charles Scribner's Sons
ProductGroup: Book
Binding: Hardcover

General | Publishing & Books | Reference | Subjects | Books
ASIN: B00085BIL2

Book Description

1923. Illustrated. Bok, American editor and Pulitzer Prize-winning author of The Americanization of Edward Bok, tells the story of a man's life not merely to trace a business life, but to emphasize the great truth, particularly to young men, that business is a great adventure: a well of romance so rich in its thrilling moments that no man has ever sounded its depths. Enough remains for thousands of young men who approach it with eager zest, enthusiastic effort, and alert minds. To such it will prove what it is: an arena and a university with its limits fixed by themselves: a game so full of romance and adventure as to surpass the imagination of the greatest fictionist. But a young man must hold on to one essential fact: that the current coin in business, and the only coin that is consistently current, is character. See other titles by this author available from Kessinger Publishing.

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A Man From Maine
Edward William Bok
Manufacturer: C. Scribner's sons
ProductGroup: Book
Binding: Hardcover
ASIN: B000O5UEIO

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A Man from Maine
Edward W. Bok
Manufacturer: Charles Scribners Sons
ProductGroup: Book
Binding: Hardcover
ASIN: B000NSH246

The man from Maine, an Oral History (The Archives of the Skagit County Oral Hist

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The man from Maine, an Oral History (The Archives of the Skagit County Oral Hist
Charles Dinsmore
Manufacturer: Skagit County Oral History Association
ProductGroup: Book
Binding: Paperback
ASIN: B000LH6VNW

The man from Maine: A humorous episode in the life of Asa King

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The man from Maine: A humorous episode in the life of Asa King
Frank Carlos Griffith
Manufacturer: C. M. Clark Publishing Co., Inc
ProductGroup: Book
Binding: Unknown Binding
ASIN: B0006AE7XA

One Man's Island: Reflections on Maine Life from Slightly Offshore

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One Man's Island: Reflections on Maine Life from Slightly Offshore
Caskie Stinnett
Manufacturer: Down East Books
ProductGroup: Book
Binding: Paperback

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A remarkable man from Bradley, Maine
Midge Merrill
Manufacturer: Penobscot Press
ProductGroup: Book
Binding: Unknown Binding

Simply a Man of Letters: Panel Discussion and Papers from the Proceedings of a Symposium on Jorge Luis Borges Held at the University of Maine at Oron

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Simply a Man of Letters: Panel Discussion and Papers from the Proceedings of a Symposium on Jorge Luis Borges Held at the University of Maine at Oron

Manufacturer: University of Maine Press
ProductGroup: Book
Binding: Paperback

General | Biographies & Memoirs | Subjects | Books
ASIN: 0891010513

The Grand Old Man of Maine: Selected Letters of Joshua Lawrence Chamberlain, 1865-1914.(Book Review): An article from: Journal of Southern History

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The Grand Old Man of Maine: Selected Letters of Joshua Lawrence Chamberlain, 1865-1914.(Book Review): An article from: Journal of Southern History
Adam-Max Tuchinsky
Manufacturer: Thomson Gale
ProductGroup: Book
Binding: Digital

Book Description

This digital document is an article from Journal of Southern History, published by Thomson Gale on November 1, 2005. The length of the article is 587 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: The Grand Old Man of Maine: Selected Letters of Joshua Lawrence Chamberlain, 1865-1914.(Book Review)
Author: Adam-Max Tuchinsky
Publication: Journal of Southern History (Magazine/Journal)
Date: November 1, 2005
Publisher: Thomson Gale
Volume: 71 Issue: 4 Page: 900(2)

Article Type: Book Review

Distributed by Thomson Gale

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