Simulating Security Returns

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Publisher : Springer
ISBN 13 : 1137465557
Total Pages : 183 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis Simulating Security Returns by : Giovanni Barone Adesi

Download or read book Simulating Security Returns written by Giovanni Barone Adesi and published by Springer. This book was released on 2014-10-14 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help simulate the returns of large portfolios of securities. While other simulation methods use the covariance matrix of security returns, which suffers the curse of dimensionality even for modest portfolios, Barone Adesi demonstrates how FHS can accurately adjust to current market conditions.

A Simulation Comparison of Some Security Return Methodologies

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Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (18 download)

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Book Synopsis A Simulation Comparison of Some Security Return Methodologies by : Joel E. Thompson

Download or read book A Simulation Comparison of Some Security Return Methodologies written by Joel E. Thompson and published by . This book was released on 1984 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:

How to Measure Anything in Cybersecurity Risk

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Publisher : John Wiley & Sons
ISBN 13 : 1119085292
Total Pages : 304 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis How to Measure Anything in Cybersecurity Risk by : Douglas W. Hubbard

Download or read book How to Measure Anything in Cybersecurity Risk written by Douglas W. Hubbard and published by John Wiley & Sons. This book was released on 2016-07-25 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: A ground shaking exposé on the failure of popular cyber risk management methods How to Measure Anything in Cybersecurity Risk exposes the shortcomings of current "risk management" practices, and offers a series of improvement techniques that help you fill the holes and ramp up security. In his bestselling book How to Measure Anything, author Douglas W. Hubbard opened the business world's eyes to the critical need for better measurement. This book expands upon that premise and draws from The Failure of Risk Management to sound the alarm in the cybersecurity realm. Some of the field's premier risk management approaches actually create more risk than they mitigate, and questionable methods have been duplicated across industries and embedded in the products accepted as gospel. This book sheds light on these blatant risks, and provides alternate techniques that can help improve your current situation. You'll also learn which approaches are too risky to save, and are actually more damaging than a total lack of any security. Dangerous risk management methods abound; there is no industry more critically in need of solutions than cybersecurity. This book provides solutions where they exist, and advises when to change tracks entirely. Discover the shortcomings of cybersecurity's "best practices" Learn which risk management approaches actually create risk Improve your current practices with practical alterations Learn which methods are beyond saving, and worse than doing nothing Insightful and enlightening, this book will inspire a closer examination of your company's own risk management practices in the context of cybersecurity. The end goal is airtight data protection, so finding cracks in the vault is a positive thing—as long as you get there before the bad guys do. How to Measure Anything in Cybersecurity Risk is your guide to more robust protection through better quantitative processes, approaches, and techniques.

Simulating Climate Change and Livelihood Security

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Publisher : Springer Nature
ISBN 13 : 9811646481
Total Pages : 312 pages
Book Rating : 4.8/5 (116 download)

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Book Synopsis Simulating Climate Change and Livelihood Security by : Swarnima Singh

Download or read book Simulating Climate Change and Livelihood Security written by Swarnima Singh and published by Springer Nature. This book was released on 2021-09-02 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book identifies and provides reasoning for computed methods of local climate dynamics and the livelihood vulnerability indices assessment in the mountainous region of Himachal Pradesh, India. The outcomes of this study agree with the focused objectives on simulating climate change and its impact on livelihood security. It deals with several crucial methodologies to analyze livelihood security with and without climate change. The explorative deductive approach was used to observe climatic changes since the 1970s and simulated the climate until 2080. Additionally, the composite livelihood vulnerability index (LVI) without climate change and the climate change livelihood vulnerability index (CCLVI) with climate change impact were prepared. The book is beneficial for policymakers who are involved in framing and implementing policies chiefly in the Himalaya. It is also valuable for all stakeholders in society: students, researchers and academicians. It proposes discussions and debate on a new, integrated, inclusive and open approach to climate change and validates the significance of geographic knowledge in addressing climate change issues at various levels, suggesting policy measures to cope with them.

Research Anthology on Advancements in Cybersecurity Education

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Author :
Publisher : IGI Global
ISBN 13 : 1668435551
Total Pages : 578 pages
Book Rating : 4.6/5 (684 download)

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Book Synopsis Research Anthology on Advancements in Cybersecurity Education by : Management Association, Information Resources

Download or read book Research Anthology on Advancements in Cybersecurity Education written by Management Association, Information Resources and published by IGI Global. This book was released on 2021-08-27 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern society has become dependent on technology, allowing personal information to be input and used across a variety of personal and professional systems. From banking to medical records to e-commerce, sensitive data has never before been at such a high risk of misuse. As such, organizations now have a greater responsibility than ever to ensure that their stakeholder data is secured, leading to the increased need for cybersecurity specialists and the development of more secure software and systems. To avoid issues such as hacking and create a safer online space, cybersecurity education is vital and not only for those seeking to make a career out of cybersecurity, but also for the general public who must become more aware of the information they are sharing and how they are using it. It is crucial people learn about cybersecurity in a comprehensive and accessible way in order to use the skills to better protect all data. The Research Anthology on Advancements in Cybersecurity Education discusses innovative concepts, theories, and developments for not only teaching cybersecurity, but also for driving awareness of efforts that can be achieved to further secure sensitive data. Providing information on a range of topics from cybersecurity education requirements, cyberspace security talents training systems, and insider threats, it is ideal for educators, IT developers, education professionals, education administrators, researchers, security analysts, systems engineers, software security engineers, security professionals, policymakers, and students.

Simulating Security Markets in Dynamic and Equilibrium Modes

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

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Book Synopsis Simulating Security Markets in Dynamic and Equilibrium Modes by : Ph.D. Jacobs (Bruce I.)

Download or read book Simulating Security Markets in Dynamic and Equilibrium Modes written by Ph.D. Jacobs (Bruce I.) and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: An asynchronous discrete-time model run in "dynamic mode" can model the effects on market prices of changes in strategies, leverage, and regulations, or the effects of different return estimation procedures and different trading rules. Run in "equilibrium mode," it can be used to arrive at equilibrium expected returns.

Equity Management: The Art and Science of Modern Quantitative Investing, Second Edition

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 1259835251
Total Pages : 897 pages
Book Rating : 4.2/5 (598 download)

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Book Synopsis Equity Management: The Art and Science of Modern Quantitative Investing, Second Edition by : Bruce I. Jacobs

Download or read book Equity Management: The Art and Science of Modern Quantitative Investing, Second Edition written by Bruce I. Jacobs and published by McGraw Hill Professional. This book was released on 2016-10-28 with total page 897 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classic guide to quantitative investing—expanded and updated for today’s increasingly complex markets From Bruce Jacobs and Ken Levy—two pioneers of quantitative equity management—the go-to guide to stock selection has been substantially updated to help you build portfolios in today’s transformed investing landscape. A powerful combination of in-depth research and expert insights gained from decades of experience, Equity Management, Second Edition includes 24 new peer-reviewed articles that help leveraged long-short investors and leverage-averse investors navigate today’s complex and unpredictable markets. Retaining all the content that made an instant classic of the first edition—including the authors’ innovative approach to disentangling the many factors that influence stock returns, unifying the investment process, and integrating long and short portfolio positions—this new edition addresses critical issues. Among them-- • What’s the best leverage level for long-short and leveraged long-only portfolios? • Which behavioral characteristics explain the recent financial meltdown and previous crises? • What is smart beta—and why should you think twice about using it? • How do option-pricing theory and arbitrage strategies lead to market instability? • Why are factor-based strategies on the rise? Equity Management provides the most comprehensive treatment of the subject to date. More than a mere compilation of articles, this collection provides a carefully structured view of modern quantitative investing. You’ll come away with levels of insight and understanding that will give you an edge in increasingly complex and unpredictable markets. Well-established as two of today’s most innovative thinkers, Jacobs and Levy take you to the next level of investing. Read Equity Management and design the perfect portfolio for your investing goals.

Risk Centric Threat Modeling

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Publisher : John Wiley & Sons
ISBN 13 : 0470500964
Total Pages : 692 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis Risk Centric Threat Modeling by : Tony UcedaVelez

Download or read book Risk Centric Threat Modeling written by Tony UcedaVelez and published by John Wiley & Sons. This book was released on 2015-05-26 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the Process for Attack Simulation & Threat Analysis (PASTA) threat modeling methodology. It provides an introduction to various types of application threat modeling and introduces a risk-centric methodology aimed at applying security countermeasures that are commensurate to the possible impact that could be sustained from defined threat models, vulnerabilities, weaknesses, and attack patterns. This book describes how to apply application threat modeling as an advanced preventive form of security. The authors discuss the methodologies, tools, and case studies of successful application threat modeling techniques. Chapter 1 provides an overview of threat modeling, while Chapter 2 describes the objectives and benefits of threat modeling. Chapter 3 focuses on existing threat modeling approaches, and Chapter 4 discusses integrating threat modeling within the different types of Software Development Lifecycles (SDLCs). Threat modeling and risk management is the focus of Chapter 5. Chapter 6 and Chapter 7 examine Process for Attack Simulation and Threat Analysis (PASTA). Finally, Chapter 8 shows how to use the PASTA risk-centric threat modeling process to analyze the risks of specific threat agents targeting web applications. This chapter focuses specifically on the web application assets that include customer’s confidential data and business critical functionality that the web application provides. • Provides a detailed walkthrough of the PASTA methodology alongside software development activities, normally conducted via a standard SDLC process • Offers precise steps to take when combating threats to businesses • Examines real-life data breach incidents and lessons for risk management Risk Centric Threat Modeling: Process for Attack Simulation and Threat Analysis is a resource for software developers, architects, technical risk managers, and seasoned security professionals.

Simulation for Cyber-Physical Systems Engineering

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Author :
Publisher : Springer Nature
ISBN 13 : 3030519090
Total Pages : 451 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Simulation for Cyber-Physical Systems Engineering by : José L. Risco Martín

Download or read book Simulation for Cyber-Physical Systems Engineering written by José L. Risco Martín and published by Springer Nature. This book was released on 2020-11-07 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive book examines a range of examples, prepared by a diverse group of academic and industry practitioners, which demonstrate how cloud-based simulation is being extensively used across many disciplines, including cyber-physical systems engineering. This book is a compendium of the state of the art in cloud-based simulation that instructors can use to inform the next generation. It highlights the underlying infrastructure, modeling paradigms, and simulation methodologies that can be brought to bear to develop the next generation of systems for a highly connected society. Such systems, aptly termed cyber-physical systems (CPS), are now widely used in e.g. transportation systems, smart grids, connected vehicles, industrial production systems, healthcare, education, and defense. Modeling and simulation (M&S), along with big data technologies, are at the forefront of complex systems engineering research. The disciplines of cloud-based simulation and CPS engineering are evolving at a rapid pace, but are not optimally supporting each other’s advancement. This book brings together these two communities, which already serve multi-disciplinary applications. It provides an overview of the simulation technologies landscape, and of infrastructure pertaining to the use of cloud-based environments for CPS engineering. It covers the engineering, design, and application of cloud simulation technologies and infrastructures applicable for CPS engineering. The contributions share valuable lessons learned from developing real-time embedded and robotic systems deployed through cloud-based infrastructures for application in CPS engineering and IoT-enabled society. The coverage incorporates cloud-based M&S as a medium for facilitating CPS engineering and governance, and elaborates on available cloud-based M&S technologies and their impacts on specific aspects of CPS engineering.

Introduction to Simulation and Risk Analysis

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Publisher :
ISBN 13 :
Total Pages : 416 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Introduction to Simulation and Risk Analysis by : James Robert Evans

Download or read book Introduction to Simulation and Risk Analysis written by James Robert Evans and published by . This book was released on 2002 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation fundamentals : Introduction to Simulation - Simulation Using Excel - Probability and Statistics in Simulation - Simulation in risk analysis : Risk Analysis Using Crystal Ball - Applications of Risk Analysis - Building System Simulation Models - Systems simulation : Output Analysis and Experimentation for Systems Simulation - Systems Simulation Using ProcessModel - Applications of Systems Simulation - Extensions of simulation : Simulation in Forecasting and Optimization.

Simulating Innovation

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Publisher : Edward Elgar Publishing
ISBN 13 : 1849801606
Total Pages : 303 pages
Book Rating : 4.8/5 (498 download)

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Book Synopsis Simulating Innovation by : Christopher Watts

Download or read book Simulating Innovation written by Christopher Watts and published by Edward Elgar Publishing. This book was released on 2014-01-31 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Christopher Watts and Nigel Gilbert explore the generation, diffusion and impact of innovations, which can now be studied using computer simulations. ø Agent-based simulation models can be used to explain the innovation that emerges from interact

Modeling and Simulation of Computer Networks and Systems

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Publisher : Morgan Kaufmann
ISBN 13 : 0128011580
Total Pages : 965 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Modeling and Simulation of Computer Networks and Systems by : Faouzi Zarai

Download or read book Modeling and Simulation of Computer Networks and Systems written by Faouzi Zarai and published by Morgan Kaufmann. This book was released on 2015-04-21 with total page 965 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling and Simulation of Computer Networks and Systems: Methodologies and Applications introduces you to a broad array of modeling and simulation issues related to computer networks and systems. It focuses on the theories, tools, applications and uses of modeling and simulation in order to effectively optimize networks. It describes methodologies for modeling and simulation of new generations of wireless and mobiles networks and cloud and grid computing systems. Drawing upon years of practical experience and using numerous examples and illustrative applications recognized experts in both academia and industry, discuss: Important and emerging topics in computer networks and systems including but not limited to; modeling, simulation, analysis and security of wireless and mobiles networks especially as they relate to next generation wireless networks Methodologies, strategies and tools, and strategies needed to build computer networks and systems modeling and simulation from the bottom up Different network performance metrics including, mobility, congestion, quality of service, security and more... Modeling and Simulation of Computer Networks and Systems is a must have resource for network architects, engineers and researchers who want to gain insight into optimizing network performance through the use of modeling and simulation. Discusses important and emerging topics in computer networks and Systems including but not limited to; modeling, simulation, analysis and security of wireless and mobiles networks especially as they relate to next generation wireless networks Provides the necessary methodologies, strategies and tools needed to build computer networks and systems modeling and simulation from the bottom up Includes comprehensive review and evaluation of simulation tools and methodologies and different network performance metrics including mobility, congestion, quality of service, security and more

Modeling and Simulation in HPC and Cloud Systems

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Author :
Publisher : Springer
ISBN 13 : 3319737678
Total Pages : 171 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Modeling and Simulation in HPC and Cloud Systems by : Joanna Kołodziej

Download or read book Modeling and Simulation in HPC and Cloud Systems written by Joanna Kołodziej and published by Springer. This book was released on 2018-01-30 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of eight chapters, five of which provide a summary of the tutorials and workshops organised as part of the cHiPSet Summer School: High-Performance Modelling and Simulation for Big Data Applications Cost Action on “New Trends in Modelling and Simulation in HPC Systems,” which was held in Bucharest (Romania) on September 21–23, 2016. As such it offers a solid foundation for the development of new-generation data-intensive intelligent systems. Modelling and simulation (MS) in the big data era is widely considered the essential tool in science and engineering to substantiate the prediction and analysis of complex systems and natural phenomena. MS offers suitable abstractions to manage the complexity of analysing big data in various scientific and engineering domains. Unfortunately, big data problems are not always easily amenable to efficient MS over HPC (high performance computing). Further, MS communities may lack the detailed expertise required to exploit the full potential of HPC solutions, and HPC architects may not be fully aware of specific MS requirements. The main goal of the Summer School was to improve the participants’ practical skills and knowledge of the novel HPC-driven models and technologies for big data applications. The trainers, who are also the authors of this book, explained how to design, construct, and utilise the complex MS tools that capture many of the HPC modelling needs, from scalability to fault tolerance and beyond. In the final three chapters, the book presents the first outcomes of the school: new ideas and novel results of the research on security aspects in clouds, first prototypes of the complex virtual models of data in big data streams and a data-intensive computing framework for opportunistic networks. It is a valuable reference resource for those wanting to start working in HPC and big data systems, as well as for advanced researchers and practitioners.

Technical Security Analysis and Portfolio Simulation by Computer

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Publisher :
ISBN 13 :
Total Pages : 1000 pages
Book Rating : 4.:/5 (29 download)

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Book Synopsis Technical Security Analysis and Portfolio Simulation by Computer by : Serge Matulich

Download or read book Technical Security Analysis and Portfolio Simulation by Computer written by Serge Matulich and published by . This book was released on 1971 with total page 1000 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Real-Time Simulation Technologies: Principles, Methodologies, and Applications

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Author :
Publisher : CRC Press
ISBN 13 : 1439846650
Total Pages : 663 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Real-Time Simulation Technologies: Principles, Methodologies, and Applications by : Katalin Popovici

Download or read book Real-Time Simulation Technologies: Principles, Methodologies, and Applications written by Katalin Popovici and published by CRC Press. This book was released on 2012-08-17 with total page 663 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real-Time Simulation Technologies: Principles, Methodologies, and Applications is an edited compilation of work that explores fundamental concepts and basic techniques of real-time simulation for complex and diverse systems across a broad spectrum. Useful for both new entrants and experienced experts in the field, this book integrates coverage of detailed theory, acclaimed methodological approaches, entrenched technologies, and high-value applications of real-time simulation—all from the unique perspectives of renowned international contributors. Because it offers an accurate and otherwise unattainable assessment of how a system will behave over a particular time frame, real-time simulation is increasingly critical to the optimization of dynamic processes and adaptive systems in a variety of enterprises. These range in scope from the maintenance of the national power grid, to space exploration, to the development of virtual reality programs and cyber-physical systems. This book outlines how, for these and other undertakings, engineers must assimilate real-time data with computational tools for rapid decision making under uncertainty. Clarifying the central concepts behind real-time simulation tools and techniques, this one-of-a-kind resource: Discusses the state of the art, important challenges, and high-impact developments in simulation technologies Provides a basis for the study of real-time simulation as a fundamental and foundational technology Helps readers develop and refine principles that are applicable across a wide variety of application domains As science moves toward more advanced technologies, unconventional design approaches, and unproven regions of the design space, simulation tools are increasingly critical to successful design and operation of technical systems in a growing number of application domains. This must-have resource presents detailed coverage of real-time simulation for system design, parallel and distributed simulations, industry tools, and a large set of applications.

Tutorials on the Foundations of Cryptography

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Publisher : Springer
ISBN 13 : 331957048X
Total Pages : 461 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Tutorials on the Foundations of Cryptography by : Yehuda Lindell

Download or read book Tutorials on the Foundations of Cryptography written by Yehuda Lindell and published by Springer. This book was released on 2017-04-05 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a graduate textbook of advanced tutorials on the theory of cryptography and computational complexity. In particular, the chapters explain aspects of garbled circuits, public-key cryptography, pseudorandom functions, one-way functions, homomorphic encryption, the simulation proof technique, and the complexity of differential privacy. Most chapters progress methodically through motivations, foundations, definitions, major results, issues surrounding feasibility, surveys of recent developments, and suggestions for further study. This book honors Professor Oded Goldreich, a pioneering scientist, educator, and mentor. Oded was instrumental in laying down the foundations of cryptography, and he inspired the contributing authors, Benny Applebaum, Boaz Barak, Andrej Bogdanov, Iftach Haitner, Shai Halevi, Yehuda Lindell, Alon Rosen, and Salil Vadhan, themselves leading researchers on the theory of cryptography and computational complexity. The book is appropriate for graduate tutorials and seminars, and for self-study by experienced researchers, assuming prior knowledge of the theory of cryptography.

An Introduction to Cyber Modeling and Simulation

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119420873
Total Pages : 192 pages
Book Rating : 4.1/5 (194 download)

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Book Synopsis An Introduction to Cyber Modeling and Simulation by : Jerry M. Couretas

Download or read book An Introduction to Cyber Modeling and Simulation written by Jerry M. Couretas and published by John Wiley & Sons. This book was released on 2018-10-30 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduces readers to the field of cyber modeling and simulation and examines current developments in the US and internationally This book provides an overview of cyber modeling and simulation (M&S) developments. Using scenarios, courses of action (COAs), and current M&S and simulation environments, the author presents the overall information assurance process, incorporating the people, policies, processes, and technologies currently available in the field. The author ties up the various threads that currently compose cyber M&S into a coherent view of what is measurable, simulative, and usable in order to evaluate systems for assured operation. An Introduction to Cyber Modeling and Simulation provides the reader with examples of tools and technologies currently available for performing cyber modeling and simulation. It examines how decision-making processes may benefit from M&S in cyber defense. It also examines example emulators, simulators and their potential combination. The book also takes a look at corresponding verification and validation (V&V) processes, which provide the operational community with confidence in knowing that cyber models represent the real world. This book: Explores the role of cyber M&S in decision making Provides a method for contextualizing and understanding cyber risk Shows how concepts such the Risk Management Framework (RMF) leverage multiple processes and policies into a coherent whole Evaluates standards for pure IT operations, "cyber for cyber," and operational/mission cyber evaluations—"cyber for others" Develops a method for estimating both the vulnerability of the system (i.e., time to exploit) and provides an approach for mitigating risk via policy, training, and technology alternatives Uses a model-based approach An Introduction to Cyber Modeling and Simulation is a must read for all technical professionals and students wishing to expand their knowledge of cyber M&S for future professional work.