Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the 'how to' and 'what it's like' aspects not covered in textbooks or papers. A 'Technical Index' indicates the mathematical level for each chapter.This second edition includes some new, expanded, and wide-ranging considerations for risk management: Climate Change and its long-term systemic risk; Markets in Crisis and the Reggeon Field Theory; 'Smart Monte Carlo' and American Monte Carlo; Trend Risk — time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations — new techniques; and Psychology and option models.Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management — traditional/exotic derivatives, fat tails, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a function toolkit; risk lab — the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and 'Life as a Quant' — communication issues, sociology, stories, and advice.
Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or research papers. Both standard and new results are presented. A "Technical Index" indicates the mathematical level--from zero to PhD mathematical background--for each section. The finance aspect in each section is self-contained. Real-life comments on "life as a quant" are included. The writing style is informal. This book is targeted at scientists and engineers desiring to learn quantitative finance, as well as quantitative analysts and finance graduate students.
Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the 'how to' and 'what it's like' aspects not covered in textbooks or papers. A 'Technical Index' indicates the mathematical level for each chapter.This second edition includes some new, expanded, and wide-ranging considerations for risk management: Climate Change and its long-term systemic risk; Markets in Crisis and the Reggeon Field Theory; 'Smart Monte Carlo' and American Monte Carlo; Trend Risk — time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations — new techniques; and Psychology and option models.Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management — traditional/exotic derivatives, fat tails, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a function toolkit; risk lab — the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and 'Life as a Quant' — communication issues, sociology, stories, and advice.
This book constitutes the refereed proceedings of the 8th International Symposium on Experimental and Efficient Algorithms, SEA 2009, held in Dortmund, Germany, in June 2009. The 23 revised full papers were carefully reviewed and selected from 64 submissions and present current research on experimental evaluation and engineering of algorithms, as well as in various aspects of computational optimization and its applications. Contributions are supported by experimental evaluation, methodological issues in the design and interpretation of experiments, the use of (meta-) heuristics, or application-driven case studies that deepen the understanding of a problem's complexity.
TW Index is a complete and detailed index of everything that has appeared in the SDC Turning Wheels magazine since its inception in 1972. Of greatest importance are the advice items that are indexed by subject (engines, brakes, steering, etc.), model AND year including all individual letters that appear in the Co-Operator column. Historical items are also indexed by subject as well as by the vehicle (model and year) they relate to. If you own, for instance, a 1959 Hawk, TW Index will give you instant access to everything that has been published about your car and much more. Each listing, of course, refers you to the specific issue of "Turning Wheels" and cites the page on which the item begins. Rated "excellent" by Fred Fox and Bob Palma. Volume 1 of Turning Wheels Index includes issues of Turning Wheels from 1972 through 1992 with 10,711 references on 159 pages. Volume 2 of Turning Wheels Index includes 1993 through 2009 with 9,995 references on 158 pages.
An Industry Classic, Revised for the Modern Age This classic guide to winning readers for designers, art directors, and editors, has been completely updated to be applicable to both online and print publication design. Because it has truths about effective visual communication that transcend ever-changing technology, this book has been in continuous publication since 1974. Revised with the careful attention of widely respected author and professor of graphic design Alex W. White, Editing by Design, Fourth Edition, describes how both word people and design people have the same task: to reveal the true core of each message as plainly and compellingly as possible. It is a book vital to creators of today’s online and print media. Readers will find ways to marry content and form, helping story and design to reinforce each other, and create pages that are irresistible. Brimming with three hundred illustrations, chapters cover a wealth of design and editing matters, including: How to think about “editing” and “design” as a word person and a design person Teamwork and collaboration for story clarity Originality and inducement for the reader Columns and grids for organization and consistency Covers and content listings as tools for deeper reader involvement How to use type hierarchy to catch and lure readers Representational and non-representational imagery Using color as a branding device Readers will learn how editor-designer collaboration can achieve maximum creative impact through the effective use of words, images, and space. Full of practical examples, this book is equally for designers looking for a deeper understanding of how to design better and for writers and editors wanting to communicate more vividly with the utmost impact, as well as for editorial directors and publishers seeking a competitive advantage.
Discover ancient and exotic cities, experience the stark beauty of the desert and cool down at the beach. This insider's guide will show you the warmth and colour of Morocco. Book jacket.
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