Margin Setting With High Frequency Data

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Margin Setting with High-Frequency Data

Author : John Cotter
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Margin Setting with High-Frequency Data by : John Cotter

Download or read book Margin Setting with High-Frequency Data written by John Cotter and published by . This book was released on 2007 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: Both in practice and in the academic literature, models for setting margin requirements in futures markets classically use daily closing price changes. However, as well documented by research on high-frequency data, financial markets have recently shown high intraday volatility, which could bring more risk than expected. This paper tries to answer two questions relevant for margin committees in practice: is it right to compute margin levels based on closing prices and ignoring intraday dynamics? Is it justified to implement intraday margin calls? The paper focuses on the impact of intraday dynamics of market prices on daily margin levels. Daily margin levels are obtained in two ways: first, by using daily price changes defined with different time-intervals (say from 3 pm to 3 pm on the following trading day instead of traditional closing times); second, by using 5-minute and 1-hour price changes and scaling the results to one day. Our empirical analysis uses the FTSE 100 futures contract traded on LIFFE.

Transparency, Governance and Markets

Author : Michele Bagella
Publisher : Emerald Group Publishing
ISBN 13 : 0444527222
Total Pages : 433 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Transparency, Governance and Markets by : Michele Bagella

Download or read book Transparency, Governance and Markets written by Michele Bagella and published by Emerald Group Publishing. This book was released on 2006-06-30 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers such topics as: relationship between development of financial markets and economic growth; credit risk; measure of risk in equity and bond markets; and investigating behavior and efficiency of banking intermediaries. This work serves as a useful reference for those interested in financial market dynamics.

The Ocean Basins and Margins

Author : Alan E.M. Nairn
Publisher : Springer Science & Business Media
ISBN 13 : 1461580412
Total Pages : 965 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis The Ocean Basins and Margins by : Alan E.M. Nairn

Download or read book The Ocean Basins and Margins written by Alan E.M. Nairn and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 965 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Ocean Margin Systems

Author : Gerold Wefer
Publisher : Springer Science & Business Media
ISBN 13 : 9783540439219
Total Pages : 532 pages
Book Rating : 4.4/5 (392 download)

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Book Synopsis Ocean Margin Systems by : Gerold Wefer

Download or read book Ocean Margin Systems written by Gerold Wefer and published by Springer Science & Business Media. This book was released on 2002-10-08 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ocean margins are the transitional zones between the oceans and continents. They represent dynamic systems in which numerous processes shape the environment and result in impacting the utilization and hazard potentials for humans. These processes are influenced by a variety of steering mechanisms, from mountain building and climate on the land to tectonics and sea-level fluctuations in ocean margins. This book examines various aspects of regulation for the long-term development of ocean margins, of the impact of fluids and of the dynamics of benthic life at and below the seafloor in ocean margin systems.

Continental Margin Sedimentation

Author : Charles A. Nittrouer
Publisher : John Wiley & Sons
ISBN 13 : 0470766360
Total Pages : 560 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Continental Margin Sedimentation by : Charles A. Nittrouer

Download or read book Continental Margin Sedimentation written by Charles A. Nittrouer and published by John Wiley & Sons. This book was released on 2009-03-12 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume on continental margin sedimentation brings together an expert editorial and contributor team to create a state-of-the-art resource. Taking a global perspective, the book spans a range of timescales and content, ranging from how oceans transport particles, to how thick rock sequences are formed on continental margins. Summarizes and integrates our understanding of sedimentary processes and strata associated with fluvial dispersal systems on continental shelves and slopes Explores timescales ranging from particle transport at one extreme, to deep burial at the other Insights are presented for margins in general, and with focus on a tectonically active margin (northern California) and a passive margin (New Jersey), enabling detailed examination of the intricate relationships between a wide suite of sedimentary processes and their preserved stratigraphy Includes observational studies which document the processes and strata found on particular margins, in addition to numerical models and laboratory experimentation, which provide a quantitative basis for extrapolation in time and space of insights about continental-margin sedimentation Provides a research resource for scientists studying modern and ancient margins, and an educational text for advanced students in sedimentology and stratigraphy

Geological Processes on Continental Margins

Author : M. S. Stoker
Publisher : Geological Society of London
ISBN 13 : 9781897799970
Total Pages : 366 pages
Book Rating : 4.7/5 (999 download)

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Book Synopsis Geological Processes on Continental Margins by : M. S. Stoker

Download or read book Geological Processes on Continental Margins written by M. S. Stoker and published by Geological Society of London. This book was released on 1998 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continental margins form the relatively narrow transition zones between the different domains of land masses and deep-ocean basins. They are the main regions of sediment input and transfer of sediments to the oceans and thus represent important zones of sediment flux. This work addresses three topics of significance to continental margin development: sedimentation, mass-wasting and stability. It should be of interest to marine geologists, sedimentologists, palaeoceanographers and physical properties specialists.

Introduction to UAV Systems

Author : Paul G. Fahlstrom
Publisher : John Wiley & Sons
ISBN 13 : 1119802628
Total Pages : 468 pages
Book Rating : 4.1/5 (198 download)

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Book Synopsis Introduction to UAV Systems by : Paul G. Fahlstrom

Download or read book Introduction to UAV Systems written by Paul G. Fahlstrom and published by John Wiley & Sons. This book was released on 2022-04-05 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to UAV Systems The latest edition of the leading resource on unmanned aerial vehicle systems In the newly revised Fifth Edition of Introduction to UAV Systems, an expert team of aviators, engineers, and researchers delivers the fundamentals of UAV systems for both professionals and students in UAV courses. Suitable for students in Aerospace Engineering programs, as well as Flight and Aeronautics programs, this new edition now includes end-of-chapter questions and online instructor ancillaries that make it an ideal textbook. As the perfect complement to the author’s Design of Unmanned Aerial Systems, this book includes the history, classes, and missions of UAVs. It covers fundamental topics, like aerodynamics, stability and control, propulsion, loads and structures, mission planning, payloads, and communication systems. Brand-new materials in areas including autopilots, quadcopters, payloads, and ground control stations highlight the latest industry technologies. The authors also discuss: A thorough introduction to the history of unmanned aerial vehicles, including their use in various conflicts, an overview of critical UAV systems, and the Predator/Reaper A comprehensive exploration of the classes and missions of UAVs, including several examples of UAV systems, like Mini UAVs, UCAVs, and quadcopters Practical discussions of air vehicles, including coverage of topics like aerodynamics, flight performance, stability, and control In-depth examinations of propulsion, loads, structures, mission planning, control systems, and autonomy Perfect for professional aeronautical and aerospace engineers, as well as students and instructors in courses like Unmanned Aircraft Systems Design and Introduction to Unmanned Aerial Systems, Introduction to UAV Systems is an indispensable resource for anyone seeking coverage of the latest industry advances and technologies in UAV and UAS technology.

Glaciated Margins

Author : D.P. Le Heron
Publisher : Geological Society of London
ISBN 13 : 1786203979
Total Pages : 289 pages
Book Rating : 4.7/5 (862 download)

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Book Synopsis Glaciated Margins by : D.P. Le Heron

Download or read book Glaciated Margins written by D.P. Le Heron and published by Geological Society of London. This book was released on 2019-04-08 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the sedimentary and geophysical archive of glaciated margins is a complex task that requires integration and analysis of disparate sedimentological and geophysical data. Their analysis is vital for understanding the dynamics of past ice sheets and how they interact with their neighbouring marine basins, on timescales that cannot be captured by observations of the cryosphere today. As resources, sediments deposited on the inner margins of glaciated shelves also exhibit resource potential where more sand-dominated systems occur, acting as reservoirs for both hydrocarbons and water. This book surveys the full gamut of glaciated margins, from deep time (Neoproterozoic, Ordovician and Carboniferous–Permian) to modern high-latitude margins in Canada and Antarctica. This collection of papers is the first attempt to deliberately do this, allowing not only the similarities and differences between modern and ancient glaciated margins to be explored, but also the wide spectrum of their mechanisms of investigation to be probed. Together, these papers offer a high-resolution, spatially and temporally diverse blueprint of the depositional processes, ice sheet dynamics, and basin architectures of the world’s former glaciated margins; a vital resource in advancing understanding of our present and future marine-terminating ice sheet margins.

Subaqueous Mass Movements and Their Consequences

Author : A. Georgiopoulou
Publisher : Geological Society of London
ISBN 13 : 1786204770
Total Pages : 634 pages
Book Rating : 4.7/5 (862 download)

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Book Synopsis Subaqueous Mass Movements and Their Consequences by : A. Georgiopoulou

Download or read book Subaqueous Mass Movements and Their Consequences written by A. Georgiopoulou and published by Geological Society of London. This book was released on 2020-07-08 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: This GSL volume focuses on underwater or subaqueous landslides with the overarching goal of understanding how they affect society and the environment. The new research presented here is the result of significant advances made over recent years in directly monitoring submarine landslides, in standardising global datasets for quantitative analysis, constructing a global database, and leading international research projects. This volume demonstrates the breadth of investigation taking place into subaqueous landslides, and shows that while events like the recent ones in the Indonesian archipelago can be devastating they are at the smaller end of what the Earth has experienced in the past. Understanding the spectrum of subaqueous landslide processes, and therefore the potential societal impact, requires research across all spatial and temporal scales. This volume delivers a compilation of state-of-the-art papers covering topics from regional landslide databases to advanced techniques for in situ measurements, to numerical modelling of processes and hazards.

Econometric Analysis of Carbon Markets

Author : Julien Chevallier
Publisher : Springer Science & Business Media
ISBN 13 : 9400724128
Total Pages : 238 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Econometric Analysis of Carbon Markets by : Julien Chevallier

Download or read book Econometric Analysis of Carbon Markets written by Julien Chevallier and published by Springer Science & Business Media. This book was released on 2011-09-21 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through analysis of the European Union Emissions Trading Scheme (EU ETS) and the Clean Development Mechanism (CDM), this book demonstrates how to use a variety of econometric techniques to analyze the evolving and expanding carbon markets sphere, techniques that can be extrapolated to the worldwide marketplace. It features stylized facts about carbon markets from an economics perspective, as well as covering key aspects of pricing strategies, risk and portfolio management.

Glacier-influenced Sedimentation on High-latitude Continental Margins

Author : J. A. Dowdeswell
Publisher : Geological Society of London
ISBN 13 : 9781862391208
Total Pages : 398 pages
Book Rating : 4.3/5 (912 download)

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Book Synopsis Glacier-influenced Sedimentation on High-latitude Continental Margins by : J. A. Dowdeswell

Download or read book Glacier-influenced Sedimentation on High-latitude Continental Margins written by J. A. Dowdeswell and published by Geological Society of London. This book was released on 2002 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the process and patterns of glacier-influenced sedimentation on high-latitude continental margins and the geophysical and geological signatures of the resulting sediments and landforms. It contains a range of papers concerning modern and glacially-influenced sedimentation in high-latitude areas from both hemispheres, many of which discuss the relationship between glacier dynamics and the sediments and landforms preserved in the glacimarine environment.

The Geology of Stratigraphic Sequences

Author : Andrew D. Miall
Publisher : Springer Science & Business Media
ISBN 13 : 3642050271
Total Pages : 532 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis The Geology of Stratigraphic Sequences by : Andrew D. Miall

Download or read book The Geology of Stratigraphic Sequences written by Andrew D. Miall and published by Springer Science & Business Media. This book was released on 2010-06-09 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: It has been more than a decade since the appearance of the First Edition of this book. Much progress has been made, but some controversies remain. The original ideas of Sloss and of Vail (building on the early work of Blackwelder, Grabau, Ulrich, Levorsen and others) that the stratigraphic record could be subdivided into sequences, and that these sequences store essential information about basin-forming and subsidence processes, remains as powerful an idea as when it was first formulated. The definition and mapping of sequences has become a standard part of the basin analysis process. The main purpose of this book remains the same as it was for the first edition, that is, to situate sequences within the broader context of geological processes, and to answer the question: why do sequences form? Geoscientists might thereby be better equipped to extract the maximum information from the record of sequences in a given basin or region. Tectonic, climatic and other mechanisms are the generating mechanisms for sequences ranging over a wide range of times scales, from hundreds of millions of years to the high-frequency sequences formed by cyclic processes lasting a few tens of thousands of years

Mass-transport Deposits in Deepwater Settings

Author : R. Craig Shipp
Publisher : SEPM Soc for Sed Geology
ISBN 13 : 156576286X
Total Pages : 532 pages
Book Rating : 4.5/5 (657 download)

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Book Synopsis Mass-transport Deposits in Deepwater Settings by : R. Craig Shipp

Download or read book Mass-transport Deposits in Deepwater Settings written by R. Craig Shipp and published by SEPM Soc for Sed Geology. This book was released on 2011 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Historically, submarine-mass failures or mass-transport deposits have been a focus of increasingly intense investigation by academic institutions particularly during the last decade, though they received much less attention by geoscientists in the energy industry. With recent interest in expanding petroleum exploration and production into deeper water-depths globally and more widespread availability of high-quality data sets, mass-transport deposits are now recognized as a major component of most deep-water settings. This recognition has lead to the realization that many aspects of these deposits are still unknown or poorly understood. This volume contains twenty-three papers that address a number of topics critical to further understanding mass-transport deposits. These topics include general overviews of these deposits, depositional settings on the seafloor and in the near-subsurface interval, geohazard concerns, descriptive outcrops, integrated outcrop and seismic data/seismic forward modeling, petroleum reservoirs, and case studies on several associated topics. This volume will appeal to a broad cross section of geoscientists and geotechnical engineers, who are interested in this rapidly expanding field. The selection of papers in this volume reflects a growing trend towards a more diverse blend of disciplines and topics, covered in the study of mass-transport deposits.

GeoArabia

Author :
Publisher :
ISBN 13 :
Total Pages : 394 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis GeoArabia by :

Download or read book GeoArabia written by and published by . This book was released on 2005 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 556 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1993 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Design, Modeling and Testing of Data Converters

Author : Paolo Carbone
Publisher : Springer Science & Business Media
ISBN 13 : 3642396550
Total Pages : 428 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Design, Modeling and Testing of Data Converters by : Paolo Carbone

Download or read book Design, Modeling and Testing of Data Converters written by Paolo Carbone and published by Springer Science & Business Media. This book was released on 2013-10-05 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the a scientific discussion of the state-of-the-art techniques and designs for modeling, testing and for the performance analysis of data converters. The focus is put on sustainable data conversion. Sustainability has become a public issue that industries and users can not ignore. Devising environmentally friendly solutions for data conversion designing, modeling and testing is nowadays a requirement that researchers and practitioners must consider in their activities. This book presents the outcome of the IWADC workshop 2011, held in Orvieto, Italy.

High-speed Signal Propagation

Author : Howard W. Johnson
Publisher : Prentice Hall Professional
ISBN 13 : 9780130844088
Total Pages : 806 pages
Book Rating : 4.8/5 (44 download)

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Book Synopsis High-speed Signal Propagation by : Howard W. Johnson

Download or read book High-speed Signal Propagation written by Howard W. Johnson and published by Prentice Hall Professional. This book was released on 2003 with total page 806 pages. Available in PDF, EPUB and Kindle. Book excerpt: This advanced-level reference presents a complete and unified theory of signal propagation for all metallic media from cables to pcb traces to chips. It includes numerous examples, pictures, tables and wide-ranging discussion of the high-speed properties of transmission lines.