It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm. As often happens, - posure of products such as, for example, exotic interest-rate, or credit derivatives were modelled under conservative assumptions and credit of?cers were struggling to assess the real risk. We started with a few models written on spreadsheets, t- lored to very speci?c instruments, and soon it became clear that a more systematic approach was needed. So we wrote some tools that could be used for some classes of relatively simple products. A couple of years later we are now in the process of building a system that will be used to trade and hedge counterparty credit ex- sure in an accurate way, for all types of derivative products in all asset classes. We had to overcome problems ranging from modelling in a consistent manner different products booked in different systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to ?nding the appropriate management structure across Business, Risk, and IT divisions of the ?rm. In this book we describe some of our experience in modelling counterparty credit exposure, computing credit valuation adjustments, determining appropriate hedges, and building a reliable system.
A new title in the successful Lives of the Artists series, which offers illuminating, and often intimate, accounts of iconic artists as viewed by their contemporaries. The most notorious Italian painter of his day, Michelangelo Merisi da Caravaggio (1571–1610) forever altered the course of Western painting with his artistic ingenuity and audacity. This volume presents the most important early biographies of his life: an account by his doctor, Giulio Mancini; another by one of his artistic rivals, Giovanni Baglione; and a later profile by Giovanni Pietro Bellori that demonstrates how Caravaggio’s impact was felt in seventeenth-century Italy. Together, these accounts have provided almost everything that is known of this enigmatic figure.
The eighth Commissario Ricciardi historical mystery from the author of The Bottom of Your Heart “will surprise readers at every turn” (La Reppublica). In the abyss of a profound personal crisis, Commissario Ricciardi feels unable to open himself up to life. He has refused the love of both Enrica and Livia and the friendship of his partner, Maione. Contentment for Ricciardi proves as elusive as clues to the latest crime he has been asked to investigate. The beautiful, haughty Bianca, countess of Roccaspina, pleads with Ricciardi to investigate a homicide that was officially closed months ago. In the tense, charged atmosphere of 1930s Italy, where Benito Mussolini and his fascist thugs monitor the police closely, an unauthorized investigation is grounds for immediate dismissal and possible criminal charges. But Ricciardi’s thirst for justice cannot be sated. A tightly plotted historical noir novel, this eighth installment in the Commissario Ricciardi series is a gripping meditation on revenge and justice in which each character’s soul reveals itself to be made of glass. “The construction of Glass Souls is remarkable. It’s like a very sophisticated mosaic in which each protagonist occupies precisely the right amount of space.” —La Reppublica “Love, longing, and loss suffuse de Giovanni’s elegiac, autumnal eighth Commissario Ricciardi mystery set in 1930s Naples . . . Though Ricciardi risks infuriating his bosses—and unknowingly even greater danger from the Fascist forces who have him under surveillance—he can’t resist the conundrum. Nor in all likelihood will readers.” —Publishers Weekly “A must read for those interested in exploring International Noir.” —Mystery Tribune
Sobolev spaces are a fundamental tool in the modern study of partial differential equations. In this book, Leoni takes a novel approach to the theory by looking at Sobolev spaces as the natural development of monotone, absolutely continuous, and BV functions of one variable. In this way, the majority of the text can be read without the prerequisite of a course in functional analysis. The first part of this text is devoted to studying functions of one variable. Several of the topics treated occur in courses on real analysis or measure theory. Here, the perspective emphasizes their applications to Sobolev functions, giving a very different flavor to the treatment. This elementary start to the book makes it suitable for advanced undergraduates or beginning graduate students. Moreover, the one-variable part of the book helps to develop a solid background that facilitates the reading and understanding of Sobolev functions of several variables. The second part of the book is more classical, although it also contains some recent results. Besides the standard results on Sobolev functions, this part of the book includes chapters on BV functions, symmetric rearrangement, and Besov spaces. The book contains over 200 exercises.
Second in the contemporary Italian crime fiction series featuring Inspector Lojacono by the bestselling author of the Commissario Ricciardi novels. A kidnapped child and the burglary of a high-class apartment: Two crimes that seem to have no connection at all until Inspector Lojacono, known as “The Chinaman,” starts to investigate. Darkness for the Bastards of Pizzofalcone is the second book in a series set in contemporary Naples that draws inspiration from Ed McBain’s 87th Precinct novels and features a large cast of complicated cops doing battle with ruthless criminals. De Giovanni is one of the most dexterous and successful writers of crime fiction currently working in Europe. His award-winning and bestselling novels, all set in Naples, offer a brilliant vision of the criminal underworld and the police that battle it in Europe’s most fabled, atmospheric, dangerous, and lustful city. “Imagine Fellini and Chandler collaborating on a Neapolitan remake of Our Town, and that begins to give you an idea of what you’re in for with Darkness for the Bastards of Pizzofalcone. . . . While de Giovanni never wavers from a world where terrible people do terrible things, motivated by selfishness, greed, and loathing (for themselves, for others, for both), he illuminates the soft underbelly of fear and loss without being manipulative.” —Los Angeles Review of Books “The police characters are flawed, lovable, and believable—you cannot but take to them. . . . Naples comes through loud and clear in the story.” —Tripfiction
Commissario Ricciardi, “one of the most interesting and well-drawn detectives in fiction,” returns in this historical mystery by the author of By My Hand (The Daily Beast). It is one week before Easter, Naples, 1932. At the high-class brothel in the center of town known as Paradiso, Viper, the most famous prostitute of all, is found dead. Suffocated with a pillow. Her last client swears that when he left her she was alive and well. But when her next client arrived, he found her dead. Who killed her and why? Ricciardi has to untangle a complex knot of greed, frustration, jealousy, and rancor in order to solve the riddle of Viper’s death. As he does so, he will discover no end of conflicting emotions just beneath the surface of a city that lives on passion. De Giovanni’s mysteries unfold with such sinuous ease that they seem to write themselves. They enchant, surprise; they hold readers enthralled. Commissario Ricciardi, whose dubious gift of being able to see and hear the last seconds in the lives of those who have suffered a violent death, is one of the most fascinating investigators to make his appearance in the world of international crime fiction in recent years. And in Viper, the lustful and boisterous city of Naples has never been more seductive. “Engaging . . . melancholy Ricciardi, Brigadier Raffaele Maione, and other characters are compellingly drawn. New readers and returning fans should savor this novel like a Neapolitan pastiera.” —Publishers Weekly “De Giovanni is a fantastic discovery and I’m looking forward to reading the series from the start as there’s plenty here to enthrall the reader.” —Crimepieces
This is the first complete translation of the biographies of fifteen artists, including Annibale Carracci, Carvaggio, Rubens, Van Dyck, and Poussin, written by the seventeenth-century antiquarian Giovan Pietro Bellori. Originally conceived as a continuation of Vasari's famous Lives, it is a fundamental source for seventeenth-century Italian art and artistic theory, providing detailed descriptions of extant and lost works of art, while casting light on the cultural politics of contemporary Rome and the relations between Rome and France. The importance of Bellori's Lives lies in the scrupulous documentation of artists, many of whom he knew personally; the author's detailed descriptions of their works; and his exposition of the classicist theory of art in the introductory lecture, the Idea. This volume contains the twelve Lives published in the original edition of 1672 and three Lives (Guido Reni, Andrea Sacchi, and Carlo Maratti) that survive in manuscript form and that were published for the first time in 1942.
This volume provides an insight into the intellectual concerns and social thought of a great Paduan humanist. This is the first complete scholarly edition of the major work of Giovanni di Coversino da Ravenna, statesman and successor to Petrarch and Boccaccio, who lived from 1343 to 1408.
This book presents research on immigrants in South America and Caribbean Colombia and their relationship with the birth and development of the city of Barranquilla. As such, it explores elements that make evident customs and cultural beliefs that have influenced behavior in these regions. It discusses how these practices are reflected in the characteristics of housing, art, and cultural exhibitions, among others. Most societies in these areas have flourished in an uneven and often unequal manner. However, this book will serve to reconcile such cultural groups and create bonds of shared responsibility.
The “engrossing” sequel to The Crocodile kicks off an Italian crime fiction series by the author of the bestselling Commissario Ricciardi novels (Publishers Weekly). They’ve made a fresh start at the Pizzofalcone precinct of Naples. They fired every member of the investigative branch after they were found guilty of corruption. Now, there’s a group of detectives, a new commissario, and a new superintendent. The new cops immediately find themselves investigating a high-profile murder that has the whole town on edge. Heading the investigation is Inspector Lojacono, known as “the Chinaman,” a cop with a checkered past who is currently riding a reputation as a crack investigator after having captured a serial killer known as “The Crocodile.” Lojacono’s partner is Aragona, who wants to be known as “Serpico,” but the name doesn’t stick. Luigi Palma, a.k.a. “Gigi,” is the commissario, Francesco Romano, known as “Hulk,” is the slightly self-deluded lieutenant. Lojacono, Aragona, Palma, and Romano are joined by a cast of cops portrayed by bestselling author Maurizio de Giovanni with depth and intimate knowledge of the close-knit world of police investigators. De Giovanni’s award-winning and bestselling novels, all set in Naples, offer a brilliant vision of the criminal underworld and the lives of the cops in Europe’s most fabled, atmospheric, dangerous, and lustful city. “Colorful, fully drawn characters and several intriguing subplots help propel the plot to a satisfying resolution.” —Publishers Weekly “De Giovanni provides satisfyingly logical answers to every riddle . . . Despite the Neapolitan setting, the crew of mismatched cops may remind you of similar teams in Sweden, New York, or Hollywood. Not that there’s anything wrong with that.” —Kirkus Reviews
This book, Acupuncture for Orofacial Pain and Dentistry, is a reference for assessment and treatment planning in the clinic, and is a clear and concise handbook for students and practitioners of acupuncture for orofacial pain and dentistry. Acupuncture is an increasingly utilized treatment option for myofascial pain in the United States. According to the 2007 National Health Interview Survey (NHIS), which included a comprehensive survey of complementary and alternative medicine use by Americans, an estimated 3.1 million adults and 150,000 children had used acupuncture in the previous year. Trigger point therapy has been an accepted part of treatment for orofacial pain for decades. Dry needling is now extensively practiced. Acupuncture and trigger point therapy or dry needling are similar. This book, available in color soft cover and ebook formats, will include: • Comprehensive medical illustrations demonstrating acupuncture point locations and indications for specific diagnoses. • Easy to follow instructions, photographs, and video links demonstrating acupuncture needling points and acupuncture techniques.
The Conference OC Bologna 2000: Structure of the Nucleus at the Dawn of the CenturyOCO was devoted to a discipline which has seen a strong revival of research activities in the last decade. New experimental results and theoretical developments in nuclear physics will certainly make important contributions to our knowledge and understanding of Nature's fundamental building blocks. The interest aroused by the Conference among the scientific community was clearly reflected in the large number of participants. These represented the most important nuclear physics laboratories in the world. The Conference covered five major topics of modern nuclear physics: nuclear structure, nucleus-nucleus collisions, hadron dynamics, nuclear astrophysics, and transdisciplinary and peaceful applications of nuclear science. It reviewed recent progress in the field and provided a forum for the discussion of current and future research projects. Contents: Many-Body Methods in Nuclear Structure; Hadron Dynamics: Strange Hadro-Dynamics; Mesons, Baryons, Antibaryons; Hadron Structure and Electromagnetic Probes; Nuclear Astrophysics: Theoretical Aspects of Nuclear Astrophysics; Experimental Aspects of Nuclear Astrophysics; Applications of Nuclear Physics: Fission, Spallation and Transmutation; Other Applications of Nuclear Physics. Readership: Nuclear physicists.
In the fall of 1373, the city of Florence commissioned Giovanni Boccaccio to give lectures on Dante for the general population. These lectures, undeniably the most learned of all the early commentaries, came to be known as the Expositions on Dante's Divine Comedy. Though interrupted at Inferno XVII, they provide profound, near-contemporary interpretations of Dante's poem and contain, in many ways, some of the most beautiful aspects of Boccaccio's admirable literary production: narrative vignettes worthy of the best pages of the Decameron, insights on the rapidly changing approach to literary commentary, and a heartfelt belief that poetry is the most faithful guardian of history, philosophy, and theology. Michael Papio's excellent translation finally makes the entirety of Boccaccio's often overlooked masterpiece accessible to a wider public and supplies a wealth of information in the introduction and notes that will prove useful to specialists and general readers alike.
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