Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes (Japan-US Center UFJ Bank Monographs on International Financial Markets)

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Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes (Japan-US Center UFJ Bank Monographs on International Financial Markets)
Masanao Aoki , and Hiroshi Yoshikawa
Manufacturer: Cambridge University Press
ProductGroup: Book
Binding: Hardcover

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Interest and Prices: Foundations of a Theory of Monetary Policy

Structural Macroeconometrics

Recursive Macroeconomic Theory, 2nd Edition

ASIN: 0521831067

Book Description

The authors treat macroeconomic models as composed of large numbers of micro-units or agents of several types, and explicitly discuss stochastic dynamic and combinatorial aspects of interactions among them. In mainstream macroeconomics sound microfoundations for macroeconomics has meant incorporating sophisticated intertemporal optimization by representative agents into models. Optimal growth theory, once meant to be normative, is now taught as a descriptive theory in mainstream macroeconomic courses. In neoclassical equilibria flexible prices led the economy to the state of full employment and marginal productivities are all equated. Professors Aoki and Yoshikawa contrariwise show that such equilibria are not possible in economies with a large number of agents of heterogeneous types. The authors treat equilibria as statistical distributions and not as fixed points. They employ a set of statistical dynamical tools via continuous-time Markov chains, and statistical distributions of fractions of agents by types available in the new literature of combinatorial stochastic processes, to reconstruct macroeconomic models.

Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics)

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Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics)
Yuliya Mishura
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

Book Description

Book Description

Aimed at providing an introduction to fundamental concepts and mathematical foundations essential for studying dynamics of financial markets, this volume focuses on stochastic processes and the manner in which they provide the basic framework for modeling the markets.

The overall objective is to make the presentation concrete and illustrate successes and limitations of models. In the process, readers are also made aware of a number of advances in the field.

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Book Description

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.

Equilibria in financial markets with heterogeneous agents: a probabilistic perspective [An article from: Journal of Mathematical Economics]

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Equilibria in financial markets with heterogeneous agents: a probabilistic perspective [An article from: Journal of Mathematical Economics]
H. Follmer , U. Horst , and A. Kirman
Manufacturer: Elsevier
ProductGroup: Book
Binding: Digital

Elsevier | By Publisher | e-Docs | Formats | Books
ASIN: B000RR46V0

Book Description

This digital document is a journal article from Journal of Mathematical Economics, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

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We analyse financial market models in which agents form their demand for an asset on the basis of their forecasts of future prices and where their forecasting rules may change over time, as a result of the influence of other traders. Agents will switch from one rule to another stochastically, and the price and profits process will reflect these switches. Among the possible rules are ''chartist'' or extrapolatory rules. Prices can exhibit transient behaviour when chartists predominate. However, if the probability that an agent will switch to being a ''chartist'' is not too high then the process does not explode. There are occasional bubbles but they inevitably burst. In fact, we prove that the limit distribution of the price process exists and is unique. This limit distribution may be thought of as the appropriate equilibrium notion for such markets. A number of characteristics of financial time series can be captured by this sort of model. In particular, the presence of chartists fattens the tails of the stationary distribution.

Pricing American options with stochastic interest rates: International money market applications (Working paper / Mitsui Life Financial Research Center, ... Administration, University of Michigan)

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Pricing American options with stochastic interest rates: International money market applications (Working paper / Mitsui Life Financial Research Center, ... Administration, University of Michigan)
Kaushik I Amin
Manufacturer: Mitsui Life Financial Research Center, School of Business Administration, University of Michigan
ProductGroup: Book
Binding: Unknown Binding

Book Description

The most successful individuals and organizations focus on identifying and developing strengths, while managing weaknesses. They are using the "strengths theory" which is based on the premise that every person can do one thing better than any 10,000 other people. They have learned to align their talents and skills with their goals, and are passionate about what they do.

Our route to achieving this success and passion starts by creating a workplace where people are doing what they love to do, and are doing it in an environment that supports and encourages the development of their strengths.

Vitamin C for a Healthy Workplace provides a prescription for aligning the passion of the people with the mission of the organization.

Customer Reviews:

Talk about "refreshing"! I love it!.......2002-05-30

The authors take the mystery out of how to create a tuned-in, turned-on profitable workplace. Well written. Well researched. I'm juiced! Two thumbs up!

Uncomplicated Advice is a Must for Every Manager.......2002-05-26

Having read many management books previously, I was expecting more of the same, old boring stuff. This book offers new insights in an easy-to-read way. All managers, both new and experienced should read this book! I have been a manager for many years, and was able to take away information and new methods which I could implement immediately in my workplace. I found the section on personality styles unique and very helpful in dealing with both my employees, and with higher management. This book is fun, educational, and a must read for every manager.

He's Been There.......2002-05-25

Great book with down to earth practical info - You can taste Joe's depth of knowledge, background and experience on almost every page. - JA

A very good read!.......2002-05-25

A very good read. I found many useful strategies for maximizing workplace productivity. Concepts were clearly defined and well thought out. Everyone (employers and employees both) would benefit by reading this book!

Highly Recommended.......2002-05-25

I have a free lance consulting business.....and this will be one of
my top books I will recommend to those who want to turn around
the harmony and productivity in their workplace.

Book Description

This reference presents the most recent information on new and potential food hydrocolloids originated from agricultural products, including yellow mustard gum, flaxseed gum, cereals (wheat, barley, oat, and corn), psyllium, fenugreek, and soybeans. Polysaccharide Gums from Agricultural Products: Processing, Structures and Functionality addresses the basic chemistry, extracting processes, molecular structure, and, most importantly, the functional properties and potential applications of new polysaccharide gums. It will be of interest to researchers in gums and crop breeding science, the food and cosmetic industries, and to academic and food industry libraries.

Polysaccharide Gums from Agricultural Products: Processing, Structures and Functionality

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Polysaccharide Gums from Agricultural Products: Processing, Structures and Functionality
Steve W. Cui
Manufacturer: NY
ProductGroup: Book
Binding: Hardcover
ASIN: B000MUCCT0

Book Description

Give your messages floral flair with 24 superb postcards reproduced from rare works of botanical art in the collection of London's Natural History Museum. Detailed and magnificent, the cards represent a variety of species — rose, lily, iris, camellia, hollyhock, orchid, many more. Reprinted in full color on heavy card stock. Introduction, descriptive notes, captions.

Customer Reviews:

Great Postcard.......2002-01-13

I love these postcard because they have shine coating that protect them from getting stain. On the postcard there is great pictures of flowers. Such flowers are Bird of Paradise,French Rose and French hydangea to name a few. These pictures were feature in a different museums that what makes them so unique. Each postcard gives a little history on the flower painting. If you know some who like museums or just museums gift shops or any kind of gift shop,or if you like to collect postcards.You should sent that person one of these postcard or buy them this book of postcards. I am sure that they will enjoy this wonderful book.

Customer Reviews:

BEAUTIFUL AND LOVING BOOK!!!!!.......2007-06-17

Must admit that I am probably biased since my daughter,Dina Dembicki, was involved in the "making" of this beautiful tribute to the drivers and their "kids". Having seen what it takes to put it together makes me appreciate it all the more. Dina spent 12 to 18 hours a day doing the layout and putting the book together. As the Design and Print Production, Graphic Arts person, she spent every moment loving this book. Ryan and Krissie Newman are not only wonderful human beings and loving "pet parents" they are generous with their time and aid for all living animals. The Ryan Newman Foundation is responsible for the Catawba County Humane Society's new housing facility for which this book donated all net proceeds to the new building construction. These are the kind of folks who can be assured to make it to Heaven!! This book is now in it's 2nd printing thanks to all animal and NASCAR lovers who bought one. My thanks to them and everyone else responsible for making this book such an astounding success. By the way, Krissie is even prettier than her photo!

LOVE IT.......2007-05-15

I love this book!! I love the Nascar drivers and how they show their love for their pets!!

A BEAUTIFUL BOOK FOR A GREAT CAUSE.......2007-03-14

This is a BEAUTIFUL book that provides funds for a GREAT CAUSE. NASCAR driver Ryan Newman and his wife, Krissie, have made humane treatment of animals their personal mission. It is encouraging to see a young couple consciously chooses to "GIVE BACK." Buy this book for the cause as much as for the enjoyment!

Pit Road Pets.......2007-02-21

This is a WONDERFUL book for anyone who loves pets and NASCAR. The photos are wonderful. The stories show these NASCAR people just like families everywhere who love their pets. Great read. Easy book to read "a little at a time".

This was a fun book!.......2007-01-09

This book was alot of fun to read and had great pictures. I am a dog lover and a Nascar fan so this book was perfect. It helps you get to know your favorite driver by the type of pet he has and the stories about them. You will not be disappointed by this one.

Book Description

Adam Zawadzki is a Queen's Messenger with a lackluster army career and making what should be a routine delivery to Costa Rica.So, when he is kidnapped, tortured and brutally murdered it is both surprising and shocking to the SIS, the British agency charged with finding out why and for what he was murdered. SIS Peter Ashton is unable to find anything in the Messenger's own background that would warrant the murder but his investigations keep prompting suggestions - from within his own organization and without - that Ashton take care not too look too closely at the death. But an innocent housewife is killed during a botched London suburbs and it's connections to the case render the case urgent.He uncovers a baffling chain of intimidation and bribery with a most unusual set of characters: a Cuban national who was once second-in-command in Castro's spy service, a Turkish assassin, and a low-level civil servant in the passport office.Now he somehow piece together these unlikely characters and the chain of events before yet more innocents die. Fast-moving, complex, and deeply suspenseful, The Honey Trap is Clive Egleton at the very top of his form. AUTHORBIO: Clive Egelton has extensive personal experience in the intelligence and counterespionage fields and is widely regarded as one of the finest thriller writers in the classic form.He is the author of twenty-seven novels, most recently Blood Money and Dead Reckoning.He lives on the Isle of Wight

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The best of Fritz

The Trap: An International Thriller
Fritz Galt
Manufacturer: Pagefree Publishing
ProductGroup: Book
Binding: Paperback

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Spy Stories & Tales of Intrigue | Thrillers | Mystery & Thrillers | Subjects | Books

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ASIN: 1589610482

Book Description

Gutsy American commando George Ferrar has uncovered terrorists in Afghanistan and Pakistan trying to smuggle a nuclear bomb into the United States. He informs the Pentagon, CIA, and FBI, but everybody seems to think that he is the culprit…including the woman he loves. The race is on to save the nation. Can Ferrar find the bomb before America's military, FBI, and police stop him? Enjoy the vividly portrayed locations, fascinating cultural details, and international intrigue from Afghanistan to Pakistan, Bahrain, Saudi Arabia, England, and Canada. Then hold on tight for a bone-jarring chase across America…by road, rail, air, and sea. In the end, he and his lover must escape…THE TRAP!

Customer Reviews:

The best of Fritz.......2003-06-09

This was the best of Mr. Galts 5 books. I have read them all and have enjoyed each one. The Trap was hard to put down and get anything else done. An excellent spythriller and so in tune with our world today. I hope he is at work on another book right now!!

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A Very Different Take: Traps by Pual Lindsay
Really Liked
You'll get caught in the author's trap...
fascinating crime thriller

Traps: A Novel of the FBI
Paul Lindsay
Manufacturer: Simon & Schuster
ProductGroup: Book
Binding: Hardcover

Contemporary | General | Literature & Fiction | Subjects | Books

General | Thrillers | Mystery & Thrillers | Subjects | Books

Spy Stories & Tales of Intrigue | Thrillers | Mystery & Thrillers | Subjects | Books

General | Mystery & Thrillers | Subjects | Books
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ASIN: 0743215060
Release Date: 2002-10-01

Amazon.com

Jack Kincade is no lantern-jawed poster boy for the FBI--in fact, he's a bank robber and an explosives expert. But his new boss in the Chicago bureau doesn't know that, and even though he doesn't like Kincade's attitude or his independent streak, he needs all the manpower he can get: the victim of an unsolved kidnapping has threatened to detonate an 800-pound bomb under the Cook County Jail unless the Feds find his daughter. Assigned to work with Ben Alton, an agent with an artificial leg and a chip on his shoulder, Kincade solves the 3-year old case in record time. But someone besides the victim's father has an even bigger grudge against the FBI, and even though Jack and Ben know who it is, more people will die before the killer kidnaps Ben's daughter and the trap the agents set for him drives this solid thriller to its riveting conclusion. --Jane Adams

Book Description

Justice has become a distant ideal for disenchanted FBI agent Jack Kincade. Once a bright light of the Bureau, he lives in a seedy motel with his loyal Border collie, his largely off-duty hours dominated by rotgut vodka spiked with hot sauce and an unusual sideline: robbing banks. Then he gets a call about a cold case that has just come back to haunt the Bureau in the worst possible way.

FBI veteran Paul Lindsay's fifth FBI thriller, Traps, portrays an agency wracked by apathy and infighting. But attention is soon paid to a three-year-old unsolved kidnapping when the victim's father places an unmovable eight-hundred-pound bomb under the Cook County Jail and its fifteen thousand inmates and demands that his daughter be found. And the brand-new agent in charge learns that Kincade, of all his agents, is his best bet to solve the case. Kincade is soon roused out of his motel room by Ben Alton, a black agent who has lost a leg to cancer and just returned to duty to be relegated to coordinating the unsolved bank larcenies Kincade's been so busy committing. With so much to lose, Kincade joins Alton, and they surprise themselves when, within a few short hours, they solve the kidnapping. But Alton is taunted by unanswered questions and nags Kincade to stay with the case. As the red herrings fall away, this unlikely team faces a pathological adversary with a vengeance so self-serving he threatens the lives and families of the agents themselves.

Paul Lindsay has filled Traps with his most complex protagonists to date and rich Bureau detail. An ingenious tour de force that lays bare the internal dissension within the FBI, along with the inner souls of its characters, Traps is Paul Lindsay's most gripping and authentic novel yet.

Customer Reviews:

A Very Different Take: Traps by Pual Lindsay.......2003-12-12

As readers of Paul Lindsay novels know, the former FBI agent often portrays the modern day FBI in a less than flattering manner. What John Grisham did for layers in his novels, Paul Lindsey has done for the FBI. However, usually Paul Lindsey novels have at their core an agent hero fighting a flawed system where stats and appearances weigh more heavily than actual police work. In this thoroughly depressing novel, which also lacks any shred of humor found in his other works, the hero is fatally flawed on so many levels; the conclusion becomes anti-climatic and expected.

Jack Kincade is an alcoholic, a degenerate gambler according to his ex-wife's attorney, a non-existent father to his son, Cole, and a burned out FBI agent. Emotionally dead to himself and others, he spices up his life by robbing banks using a technique perfected years ago involving night deposits. Assigned to investigate those same cases, which are very low dollar in terms of risk and reward, he has managed to dead end them all to this point. However, a lie can only be sustained so long.

Thanks to the unexpected re-opening of a three-year-old kidnapping case after the frustrated father plants a bomb under the local jail, Jack Kincade's world slowly begins to its final collapse. Partnered with Agent Ben Alton who is currently in remission form cancer after doctors amputated part of one leg, they begin to work the case. But in so doing, while successful on one level, Alton makes a fatal error in judgment with massive repercussions for everyone. With all the speed and emotion of geologic plates, this novel grinds toward a steadily darker life for all the characters involved in this novel.

This certainly is not the best that Paul Lindsey has to offer. Virtually all the characters involved in this 260-page novel, are robotic in thought, emotion, and deed. That fact coupled with the incredible amount of loathing and self hatred expressed by many of these characters is appalling. The redeeming motivations found in his works are sadly lacking in this effort. Hopefully, this book is not a sign that like his fictional characters; Paul Lindsey is burned out as an author.

Really Liked.......2003-06-07

This is definitely one of Mr Lindsay's best FBI novels to date. Jack Kincaid, our tragic hero, is someone I felt sorry for, yet admired at the same time, flaws and all. Loved his detecting skills. The story was riveting and came to a thrilling climax. I'd pretty much figured out the ending, so was kind of reluctant to finish because I didn't want to be right. Overall, a very enjoyable FBI procedural, with a likable tragic hero. Looking forward to what comes next from Mr Lindsay.

You'll get caught in the author's trap..........2003-03-04

As the title implies, traps of various kinds pepper the plot, including "bank traps," which underachieving FBI agent Jack Kincade uses to rip off bank night deposit drops. The money doesn't go towards supporting an affluent lifestyle; this down-and-out divorcee is living in a dive motel, drinking cheap vodka, and driving a battered minivan. But poker money has to come from somewhere.

Jack, who's found all the ways to dodge work a bureaucracy can offer, must investigate a massive bomb threat. A desperate man planted the bomb hoping to force the FBI to finally solve his daughter's murder. Jack partners with Ben Alton to follow some leads.

The two couldn't be more different. Ben, a family man, is a go-getter who worked his way up from the projects. He sets his mind to something and doesn't give up. But he's not working at 100% because he recently lost the lower half of his leg to cancer, and though he's back a month early to help with the investigation, the boss assigns him to desk duty for his own safety.

Of all the available agents, these two seem the least likely to succeed, but Jack's sharp powers of deduction and Ben's unstoppable energy work together well, and with some luck, the old crime is solved. But questions still remain, and the pair dig deeper to find another more-horrifying layer of murderous revenge. They must stay one step ahead of the villain and his traps; Jack's got to stay ahead of the FBI's internal police.

This audiobook had me hooked from start to finish. The pace never slows, nor does it move too fast that you can't understand what's happening. I'm no expert on the FBI, but the author certainly made me feel I was inside the organization, with its politics and personalities. Some events stretched the limits of disbelief, but I don't think they went too far.

As for the performance by the reader, it was mostly OK, but I have a few compaints. The voice of Jack was very gruff. At first I didn't think I'd want to sit through a whole book with that voice. I got used to it, but I never really liked it. He also mispronounced "interment" as "internment." My biggest gripe however is how his voice dropped off at the end of sentences. Since I listen while driving, hearing those words was quite a problem.

And sure, the "odd couple" pairing of Ben and Jack has been done to death, but this author pulled it off. They fire off some funny lines and it never became tiresome. The writing style is clear, never overwrought. This book isn't the same old thing. It's actually darn good.

fascinating crime thriller.......2002-10-07

It has been three years since his daughter has been kidnapped and the FBI still has not the slightest idea what happened to Leah Ziven. Her father Conrad builds a bomb and plants it under the Cook County jail, which houses over 15,000 prisoners. Only he has the combination to disarm the bomb and he won't give it out until they find his daughter.

FBI agent Jack Kincade, a man who robs banks as a sideline is partnered with Ben Alton, an amputee victim with something to prove. The hastily formed team finds the girl's body and the ransom at an abandoned shack. Leah's father gives them the data they need to remove the bomb but that doesn't end the case because the killer is still out there. Ben and Jack (not Jerry, silly) are on his case, trying to break him, a very dangerous thing to do to a psychopath with nothing left to lose.

TRAPS is a fascinating crime thriller due to the enigmatic anti-hero Jack Kincade. He's a drunk and a gambler who cut off all communication with his son. He robs banks to support his gambling habit yet in spite of all these failing, readers feel drawn to this bad boy because they sense there is a kernel of decency and goodness buried in his heart, waiting to bloom under the right conditions. Paul Lindsay will appeal to readers who like the novels of Patricia Cornwell and Robert W. Walker.

Customer Reviews:

EXCELLENT.......2005-01-14

Awesome! Well written. The earlier series of these books were usally the best. The stories gradually turned into more kid fare as time went on. This being #6 in the series has you as a special intelligence agent out to foil the Russian's plan to intercept and decode the whale's complex song patterns before they dissappear during the winter. I was thinking to myself 'what in the heck does that have to do with national security?' Well, if you meet the right people and ask the right questions, you will be going, 'ohhhhh, I get it!' Along the way, there are greasy enemy agents on your trail, sting operations, car chases, questionable suspects, espionage, and deadly weapons. A treat!!

One of the best.......1999-11-21

This was the first Choose-Your-Own-Adventure book that I everread, when my older brother brought it home from elementary school.After samping a large number of the series, it remains among the best.

Even at a young age, my brother and I recognized the sheer number of kitschy lines invading this book. It had us in stitches, and I'm certain if either of us mentioned the title, we'd begin to recount our favorites. One that sticks in my head:

"'I guess we can't count on you for anything, Jonah, so we'll have to count you out...' Those are the last words you ever hear."

Ah, yes, the plot has something to do with your being a secret agent who has to save the whales. But who ever EXACTLY cared about the plots? It was all a matter of racing through the book to figure out every possible twist. Who can forget the hand-wringing tension of deciding which of four or five different spots would be the best to swim to? Or whether to secretly break into the bad guys rendez-vous house, or simply knock at the front door and bluff your way in? The KGB figures in somewhere, and all the villains are ridiculous Russian stereotypes (who look in the illustrations, if I remember correctly, oddly similar to Stalin, Kruchschev, etc.). This surely did derive from the collective Cold War imagination. I believe Trotsky is even mentioned by name, totally out-of-place, showing a complete disregard for not mixing up the historical facts in young children's brains.

Customer Reviews:

..........2002-05-14

I hadn't heard of Desmond Bagley when I came across this book. What had attracted me to this book was a comment by a critic that this book puts Bagley into Alistair Maclean's category. Personally I think this book far exceeds anything that Maclean ever wrote. An amazing plot that stays with you forever !

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The G-men trap the spy ring
Laurence Dwight Smith
Manufacturer: Grosset & Dunlap
ProductGroup: Book
Binding: Unknown Binding

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