Financial Calculus

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Publisher : Cambridge University Press
ISBN 13 : 1139643274
Total Pages : 252 pages
Book Rating : 4.1/5 (396 download)

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Book Synopsis Financial Calculus by : Martin Baxter

Download or read book Financial Calculus written by Martin Baxter and published by Cambridge University Press. This book was released on 1996-09-19 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders.

DiQuMaSPAB

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Publisher : Società Editrice Esculapio
ISBN 13 : 889385063X
Total Pages : 109 pages
Book Rating : 4.8/5 (938 download)

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Book Synopsis DiQuMaSPAB by : Francesco Tornabene

Download or read book DiQuMaSPAB written by Francesco Tornabene and published by Società Editrice Esculapio. This book was released on 2018-02-09 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main aim of this book is to show the features of DiQuMASPAB so ware through the description of its graphical interface, by giving special emphasis to all those aspects implemented in the code. DiQuMASPAB, acronym of “Differential Quadrature for Mechanics of Anisotropic Shells, Plates, Arches and Beams”, is a computational code, which can be used for the numerical analysis of doubly curved shells made of innovative materials, using the Generalized Differential Quadrature (GDQ) and the Generalized Integral Quadrature (GIQ) methods. The software can investigate the mechanical behavior of these structures through different approaches and structural theories. In particular, this code allows considering a kinematic expansion characterized by different degrees of freedom for the Equivalent Single Layer (ESL) theories and for each layer when the Layer-Wise (LW) approach is taken into account. As far as the materials are concerned, it is possible to consider different lamination schemes, as well as various distributions of the volume fraction of the constituents for those layers that vary their mechanical properties along the thickness. In addition, the software analyzes structures with variable thickness and characterized by variable mechanical properties that can change point by point. A finite element formulation is also available to investigate the mechanical behavior of plane structures characterized by irregular domains and mechanical discontinuities.

Principles of Copula Theory

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Author :
Publisher : CRC Press
ISBN 13 : 1439884447
Total Pages : 331 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Principles of Copula Theory by : Fabrizio Durante

Download or read book Principles of Copula Theory written by Fabrizio Durante and published by CRC Press. This book was released on 2015-07-01 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures. The authors prove the results as simply as possible and unify various methods scattered throughout the literature in common frameworks, including shuffles of copulas. They also explore connections with related functions, such as quasi-copulas, semi-copulas, and triangular norms, that have been used in different domains.

Dependence Modeling

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Publisher : World Scientific
ISBN 13 : 981429988X
Total Pages : 370 pages
Book Rating : 4.8/5 (142 download)

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Book Synopsis Dependence Modeling by : Harry Joe

Download or read book Dependence Modeling written by Harry Joe and published by World Scientific. This book was released on 2011 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka

Mathematical Modeling in Economics and Finance: Probability, Stochastic Processes, and Differential Equations

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Author :
Publisher : American Mathematical Soc.
ISBN 13 : 1470448394
Total Pages : 250 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Mathematical Modeling in Economics and Finance: Probability, Stochastic Processes, and Differential Equations by : Steven R. Dunbar

Download or read book Mathematical Modeling in Economics and Finance: Probability, Stochastic Processes, and Differential Equations written by Steven R. Dunbar and published by American Mathematical Soc.. This book was released on 2019-04-03 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Modeling in Economics and Finance is designed as a textbook for an upper-division course on modeling in the economic sciences. The emphasis throughout is on the modeling process including post-modeling analysis and criticism. It is a textbook on modeling that happens to focus on financial instruments for the management of economic risk. The book combines a study of mathematical modeling with exposure to the tools of probability theory, difference and differential equations, numerical simulation, data analysis, and mathematical analysis. Students taking a course from Mathematical Modeling in Economics and Finance will come to understand some basic stochastic processes and the solutions to stochastic differential equations. They will understand how to use those tools to model the management of financial risk. They will gain a deep appreciation for the modeling process and learn methods of testing and evaluation driven by data. The reader of this book will be successfully positioned for an entry-level position in the financial services industry or for beginning graduate study in finance, economics, or actuarial science. The exposition in Mathematical Modeling in Economics and Finance is crystal clear and very student-friendly. The many exercises are extremely well designed. Steven Dunbar is Professor Emeritus of Mathematics at the University of Nebraska and he has won both university-wide and MAA prizes for extraordinary teaching. Dunbar served as Director of the MAA's American Mathematics Competitions from 2004 until 2015. His ability to communicate mathematics is on full display in this approachable, innovative text.

Hands-On Machine Learning with R

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Author :
Publisher : CRC Press
ISBN 13 : 1000730433
Total Pages : 373 pages
Book Rating : 4.0/5 (7 download)

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Book Synopsis Hands-On Machine Learning with R by : Brad Boehmke

Download or read book Hands-On Machine Learning with R written by Brad Boehmke and published by CRC Press. This book was released on 2019-11-07 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hands-on Machine Learning with R provides a practical and applied approach to learning and developing intuition into today’s most popular machine learning methods. This book serves as a practitioner’s guide to the machine learning process and is meant to help the reader learn to apply the machine learning stack within R, which includes using various R packages such as glmnet, h2o, ranger, xgboost, keras, and others to effectively model and gain insight from their data. The book favors a hands-on approach, providing an intuitive understanding of machine learning concepts through concrete examples and just a little bit of theory. Throughout this book, the reader will be exposed to the entire machine learning process including feature engineering, resampling, hyperparameter tuning, model evaluation, and interpretation. The reader will be exposed to powerful algorithms such as regularized regression, random forests, gradient boosting machines, deep learning, generalized low rank models, and more! By favoring a hands-on approach and using real word data, the reader will gain an intuitive understanding of the architectures and engines that drive these algorithms and packages, understand when and how to tune the various hyperparameters, and be able to interpret model results. By the end of this book, the reader should have a firm grasp of R’s machine learning stack and be able to implement a systematic approach for producing high quality modeling results. Features: · Offers a practical and applied introduction to the most popular machine learning methods. · Topics covered include feature engineering, resampling, deep learning and more. · Uses a hands-on approach and real world data.

Predictive Analytics for Human Resources

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Publisher : John Wiley & Sons
ISBN 13 : 1118893670
Total Pages : 180 pages
Book Rating : 4.1/5 (188 download)

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Book Synopsis Predictive Analytics for Human Resources by : Jac Fitz-enz

Download or read book Predictive Analytics for Human Resources written by Jac Fitz-enz and published by John Wiley & Sons. This book was released on 2014-07-28 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: Create and run a human resource analytics project with confidence For any human resource professional that wants to harness the power of analytics, this essential resource answers the questions: "Where do I start?" and "What tools are available?" Predictive Analytics for Human Resources is designed to answer these and other vital questions. The book explains the basics of every business—the vision, the brand, and the culture, and shows how predictive analytics supports them. The authors put the focus on the fundamentals of predictability and include a framework of logical questions to help set up an analytic program or project, then follow up by offering a clear explanation of statistical applications. Predictive Analytics for Human Resources is a how-to guide filled with practical and targeted advice. The book starts with the basic idea of engaging in predictive analytics and walks through case simulations showing statistical examples. In addition, this important resource addresses the topics of internal coaching, mentoring, and sponsoring and includes information on how to recruit a sponsor. In the book, you'll find: A comprehensive guide to developing and implementing a human resource analytics project Illustrative examples that show how to go to market, develop a leadership model, and link it to financial targets through causal modeling Explanations of the ten steps required in building an analytics function How to add value through analysis of systems such as staffing, training, and retention For anyone who wants to launch an analytics project or program for HR, this complete guide provides the information and instruction to get started the right way.

ICCS21

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Author :
Publisher : Società Editrice Esculapio
ISBN 13 : 8893850796
Total Pages : 160 pages
Book Rating : 4.8/5 (938 download)

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Book Synopsis ICCS21 by : Antonio J.M. Ferreira

Download or read book ICCS21 written by Antonio J.M. Ferreira and published by Società Editrice Esculapio. This book was released on 2018-07-23 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well-known that the topic of composite mate- rials affects many engineering fields, such as civil, mechanical, aerospace, automotive and chemical. In the last decades, in fact, a huge number of scientific papers concerning these peculiar constituents has been published. Analogously, the industrial progress has been extremely noticeable. The study of composite materials, in general, is a challenging activity since the advancements both in the academia and in the industry provide continually new sparks to develop innovative ideas and applications. The communication, the sharing and the exchange of views can surely help the works of many researchers. This aspect represents the main purpose of this Conference, which aims to collect high-level contributions on the development and the application of composite materials. The establishment of this 21st edition of International Conference on Composite Structures has appeared appropriate to continue what has been begun during the previous editions. ICCS wants to be an occasion for many researchers from each part of the globe to meet and discuss about the recent advancements regarding the use of composite structures, sandwich panels, nanotechnology, bio-composites, delamination and fracture, experimental methods, manufacturing and other countless topics that have filled many sessions during this conference. As a proof of this event, which has taken place in Bologna (Italy), selected plenary and key-note lectures have been collected in the present book.

ICCS20 - 20th International Conference on Composite Structures

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Author :
Publisher : Società Editrice Esculapio
ISBN 13 : 8893850419
Total Pages : 352 pages
Book Rating : 4.8/5 (938 download)

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Book Synopsis ICCS20 - 20th International Conference on Composite Structures by : Nicholas Fantuzzi

Download or read book ICCS20 - 20th International Conference on Composite Structures written by Nicholas Fantuzzi and published by Società Editrice Esculapio. This book was released on 2017-07-24 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Composite materials have aroused a great interest over the last few decades, as proven by the huge number of scientific papers and industrial progress. The increase in the use of composite structures in different engineering practices justify the present international meeting where researches from every part of the globe can share and discuss the recent advancements regarding the use of structural components within advanced applications such as buckling, vibrations, repair, reinforcements, concrete, composite laminated materials and more recent metamaterials. Studies about composite structures are truly multidisciplinary and the given contributions can help other researches and professional engineers in their own field. This Conference is suitable as a reference for engineers and scientists working in the professional field, in the industry and the academia and it gives the possibility to share recent advancements in different engineering practices to the outside world. This book aims to collect selected plenary and key-note lectures of this International Conference. For this reason, the establishment of this 20th edition of International Conference on Composite Structures has appeared appropriate to continue what has been begun during the previous editions. ICCS wants to be an occasion for many researchers from each part of the globe to meet and discuss about the recent advancements regarding the use of composite structures, sandwich panels, nanotechnology, bio-composites, delamination and fracture, experimental methods, manufacturing and other countless topics that have filled many sessions during this conference. As a proof of this event, which has taken place in Paris (France), selected plenary and key-note lectures have been collected in the present book.

Modal Analysis Theory and Testing

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Publisher :
ISBN 13 : 9789073802612
Total Pages : 340 pages
Book Rating : 4.8/5 (26 download)

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Book Synopsis Modal Analysis Theory and Testing by : Ward Heylen

Download or read book Modal Analysis Theory and Testing written by Ward Heylen and published by . This book was released on 1998 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Organizational Network Fieldbook

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Publisher : John Wiley & Sons
ISBN 13 : 0470627468
Total Pages : 384 pages
Book Rating : 4.4/5 (76 download)

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Book Synopsis The Organizational Network Fieldbook by : Robert L. Cross

Download or read book The Organizational Network Fieldbook written by Robert L. Cross and published by John Wiley & Sons. This book was released on 2010-06-15 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Organizational Network Fieldbook "This is the ultimate resource for practitioners who want to implement insights from organizational network analysis and thinking. Dozens of concrete examples, interventions, and practical advice from network experts show you what you can do to strengthen networks and boost performance. This book is essential for anyone in business, government, or consulting who wants to get network thinking from analysis to action in organizations." WAYNE BAKER, professor of management and organizations, Stephen M. Ross School of Business, University of Michigan "What a great idea this book is! The Organizational Network Fieldbook will demand to be read by anyone undertaking any social network efforts in their organization. It is not only a unique book, but it is also very well thought-out, finely written, and exceptionally pragmatic. It's a great achievement for the authors and a great boon to all practitioners." LARRY PRUSAK, researcher and consultant, and the founder and former director of the Institute for Knowledge Management In this practical companion to the best-selling Driving Results Through Social Networks, the authors draw on their network-building activities in organizations such as ConocoPhillips, 3M, and the United States Department of Defense in order to provide a compilation of highly practical approaches to help leaders shift their focus from formal organizational structures to a better understanding of flexible networks.

Composite Structures

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Author :
Publisher : Springer
ISBN 13 :
Total Pages : 872 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Composite Structures by : I.H. Marshall

Download or read book Composite Structures written by I.H. Marshall and published by Springer. This book was released on 1991-09-30 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers contained herein were presented at the Sixth International Conference on Composite Structures (ICCS/6) held at Paisley College, Scotland in September 1991. The Conference was organised and sponsored by Paisley College. It was co-sponsored by Scottish Enterprise, the National Engineering Laboratory, the US Army Research, Development and Standardisation Group-UK, Strathclyde Regional Council and Renfrew District Council. It forms a natural and ongoing progression from the highly successful ICCS/1/2/3/4 and 5 held at Paisley in 1981, 1983, 1985, 1987 and 1989 respectively. As we enter the final decade of this century many organisations throughout the world are adopting a prophetic role by attempting to forecast future scientific advances and their associated impact on mankind. Although some would argue that to do so is folly, without such futuristic visionaries the world would be that much poorer. IntelJigent speculation based on research trends and historical advances, rather than fanciful theories, breathes a healthy air of enthusiasm into the scientific community. Surely this is the very oxygen necessary to ignite the fir~s of innovation and invention amongst pioneers of research.

Esercizi di matematica: analisi numerica

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Author :
Publisher : Simone Malacrida
ISBN 13 : 1523689250
Total Pages : 105 pages
Book Rating : 4.5/5 (236 download)

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Book Synopsis Esercizi di matematica: analisi numerica by : Simone Malacrida

Download or read book Esercizi di matematica: analisi numerica written by Simone Malacrida and published by Simone Malacrida. This book was released on 2016-04-30 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: In questo libro sono svolti degli esercizi riguardo i seguenti argomenti matematici: calcolo numerico delle radici di un polinomio risoluzioni numerica di matrici, sistemi lineari e non lineari calcolo numerico dell’integrale e delle derivate metodo delle differenze finite e risoluzione numerica delle equazioni differenziali ordinarie metodo degli elementi finiti e formulazione debole delle equazioni differenziali a derivate parziali Sono altresì presentati dei cenni teorici iniziali per fare comprendere lo svolgimento degli esercizi.

Advanced Strategic Management

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Publisher : Bloomsbury Publishing
ISBN 13 : 113737795X
Total Pages : 376 pages
Book Rating : 4.1/5 (373 download)

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Book Synopsis Advanced Strategic Management by : Mark Jenkins

Download or read book Advanced Strategic Management written by Mark Jenkins and published by Bloomsbury Publishing. This book was released on 2017-09-16 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: This core textbook is concerned with the managerial decisions, processes and activities that allow the creation and implementation of a strategy. Advanced Strategic Management adopts a multi-perspective approach to evaluate and challenge assumptions about what strategy is concerned with and thus strengthen students' understanding of strategic management. This new third edition weaves together theoretical debate and practical insights to enrich the way in which strategy is both viewed and enacted. Written by leading experts, this is an engaging and challenging resource, perfect for undergraduate and postgraduate students taking strategy courses. New to this Edition: - Fully revised and updated content throughout - A new detailed introduction and conclusion which link together the ideas and different perspectives throughout the book

Anisotropic Doubly-Curved Shells

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Publisher : Società Editrice Esculapio
ISBN 13 : 8835328993
Total Pages : 1199 pages
Book Rating : 4.8/5 (353 download)

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Book Synopsis Anisotropic Doubly-Curved Shells by : Francesco Tornabene

Download or read book Anisotropic Doubly-Curved Shells written by Francesco Tornabene and published by Società Editrice Esculapio. This book was released on 2019-11-01 with total page 1199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to present in depth several Higher-order Shear Deformation Theories (HSDTs) by means of a unified approach for the mechanical analysis of doubly-curved shell structures made of anisotropic and composite materials. In particular, the strong and weak formulations of the corresponding governing equations are discussed and illustrated. The approach presented in this volume is completely general and represents a valid tool to investigate the structural behavior of many arbitrarily shaped structures. An isogeometric mapping procedure is also illustrated to this aim. Special attention is given also to advanced and innovative constituents, such as Carbon Nanotubes (CNTs), Variable Angle Tow (VAT) composites and Functionally Graded Materials (FGMs). In addition, several numerical applications are developed to support the theoretical models. Accurate, efficient and reliable numerical techniques able to approximate both derivatives and integrals are presented, which are respectively the Differential Quadrature (DQ) and Integral Quadrature (IQ) methods. Finally, two numerical techniques, named Strong Formulation Finite Element Method (SFEM) and Weak Formulation Finite Element Method (WFEM), are developed to deal with multi-element domains characterized by arbitrary shapes and discontinuities.

Machine Learning in Business

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Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.5/5 (84 download)

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Book Synopsis Machine Learning in Business by : JOHN. HULL C

Download or read book Machine Learning in Business written by JOHN. HULL C and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The big data revolution is changing the way businesses operate and the skills required by managers. In creating the third edition, John Hull has continued to improve his material and added many new examples. The book explains the most popular machine learning algorithms clearly and succinctly; provides many examples of applications of machine learning in business; provides the knowledge managers need to work productively with data science professionals; has an accompanying website with data, worksheets, and Python code"--Back of cover.

Wealth and Homeownership

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Publisher : Springer
ISBN 13 : 331992558X
Total Pages : 135 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Wealth and Homeownership by : Mariacristina Rossi

Download or read book Wealth and Homeownership written by Mariacristina Rossi and published by Springer. This book was released on 2018-08-27 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: In almost every country, wealth is predominantly constituted by housing equity, but what are the possible risks and how does wealth accumulation vary across countries? In this timely book, Rossi and Sierminska analyse the complex relationship between gender, wealth and homeownership. By providing a conceptual framework to insert homeownership and housing decisions within an economic rationale, the authors explore how gender and family types have shaped wealth accumulation and homeownership.