Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications to specific practical problems and comes with accompanying coding techniques in R and MATLAB, and some generic pseudo-algorithms to modern finance. It also offers over 300 examples and exercises that are appropriate for the beginning student as well as the practitioner in the field. The Quantitative Finance book is divided into four parts. Part One begins by providing readers with the theoretical backdrop needed from probability and stochastic processes. We also present some useful finance concepts used throughout the book. In part two of the book we present the classical Black-Scholes-Merton model in a uniquely accessible and understandable way. Implied volatility as well as local volatility surfaces are also discussed. Next, solutions to Partial Differential Equations (PDE), wavelets and Fourier transforms are presented. Several methodologies for pricing options namely, tree methods, finite difference method and Monte Carlo simulation methods are also discussed. We conclude this part with a discussion on stochastic differential equations (SDE’s). In the third part of this book, several new and advanced models from current literature such as general Lvy processes, nonlinear PDE's for stochastic volatility models in a transaction fee market, PDE's in a jump-diffusion with stochastic volatility models and factor and copulas models are discussed. In part four of the book, we conclude with a solid presentation of the typical topics in fixed income securities and derivatives. We discuss models for pricing bonds market, marketable securities, credit default swaps (CDS) and securitizations. Classroom-tested over a three-year period with the input of students and experienced practitioners Emphasizes the volatility of financial analyses and interpretations Weaves theory with application throughout the book Utilizes R and MATLAB software programs Presents pseudo-algorithms for readers who do not have access to any particular programming system Supplemented with extensive author-maintained web site that includes helpful teaching hints, data sets, software programs, and additional content Quantitative Finance is an ideal textbook for upper-undergraduate and beginning graduate students in statistics, financial engineering, quantitative finance, and mathematical finance programs. It will also appeal to practitioners in the same fields.
Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications to specific practical problems and comes with accompanying coding techniques in R and MATLAB, and some generic pseudo-algorithms to modern finance. It also offers over 300 examples and exercises that are appropriate for the beginning student as well as the practitioner in the field. The Quantitative Finance book is divided into four parts. Part One begins by providing readers with the theoretical backdrop needed from probability and stochastic processes. We also present some useful finance concepts used throughout the book. In part two of the book we present the classical Black-Scholes-Merton model in a uniquely accessible and understandable way. Implied volatility as well as local volatility surfaces are also discussed. Next, solutions to Partial Differential Equations (PDE), wavelets and Fourier transforms are presented. Several methodologies for pricing options namely, tree methods, finite difference method and Monte Carlo simulation methods are also discussed. We conclude this part with a discussion on stochastic differential equations (SDE’s). In the third part of this book, several new and advanced models from current literature such as general Lvy processes, nonlinear PDE's for stochastic volatility models in a transaction fee market, PDE's in a jump-diffusion with stochastic volatility models and factor and copulas models are discussed. In part four of the book, we conclude with a solid presentation of the typical topics in fixed income securities and derivatives. We discuss models for pricing bonds market, marketable securities, credit default swaps (CDS) and securitizations. Classroom-tested over a three-year period with the input of students and experienced practitioners Emphasizes the volatility of financial analyses and interpretations Weaves theory with application throughout the book Utilizes R and MATLAB software programs Presents pseudo-algorithms for readers who do not have access to any particular programming system Supplemented with extensive author-maintained web site that includes helpful teaching hints, data sets, software programs, and additional content Quantitative Finance is an ideal textbook for upper-undergraduate and beginning graduate students in statistics, financial engineering, quantitative finance, and mathematical finance programs. It will also appeal to practitioners in the same fields.
DATA SCIENCE IN THEORY AND PRACTICE EXPLORE THE FOUNDATIONS OF DATA SCIENCE WITH THIS INSIGHTFUL NEW RESOURCE Data Science in Theory and Practice delivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various disciplines, like banking, finance, health care, bioinformatics, security, education, and social services. Written in five parts, the book examines some of the most commonly used and fundamental mathematical and statistical concepts that form the basis of data science. The authors go on to analyze various data transformation techniques useful for extracting information from raw data, long memory behavior, and predictive modeling. The book offers readers a multitude of topics all relevant to the analysis of complex data sets. Along with a robust exploration of the theory underpinning data science, it contains numerous applications to specific and practical problems. The book also provides examples of code algorithms in R and Python and provides pseudo-algorithms to port the code to any other language. Ideal for students and practitioners without a strong background in data science, readers will also learn from topics like: Analyses of foundational theoretical subjects, including the history of data science, matrix algebra and random vectors, and multivariate analysis A comprehensive examination of time series forecasting, including the different components of time series and transformations to achieve stationarity Introductions to both the R and Python programming languages, including basic data types and sample manipulations for both languages An exploration of algorithms, including how to write one and how to perform an asymptotic analysis A comprehensive discussion of several techniques for analyzing and predicting complex data sets Perfect for advanced undergraduate and graduate students in Data Science, Business Analytics, and Statistics programs, Data Science in Theory and Practice will also earn a place in the libraries of practicing data scientists, data and business analysts, and statisticians in the private sector, government, and academia.
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as: Designing new methodology to discover elasticity and plasticity of price evolution Constructing microstructure simulation models Calculation of option prices in the presence of jumps and transaction costs Using boosting for financial analysis and trading The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels.
This publication is aimed to support two MoMoWo traveling exhibitions which will be presented in six European countries in two years (2016-2017): indoor exhibition catalogue “100 Works in 100 Years. European Women in Architecture and Design. 1918-2018”, and outdoor exhibition “Women’s Tale. A Reportage on Women Designers”. Exhibition catalogue 100 Works in 100 Years. European Women in Architecture and Design. 1918-2018 brings together a selection of some of the most significant and representative examples of European architecture and design created by 100 women from the end of the First World War up until today. The number of works is symbolic, as ‘one hundred’ could also mean ‘countless’ as in the Latin word centium. While, the number of authors –each work has a different author– derives from MoMoWo’s choice to represent many different creators, consequently popularising lesser known figures, too. It includes biographies of women architects, civil engineers, furniture and industrial designers, urban planners, interior and landscape designers. It represents the main trends and major ‘schools’ of architecture and design all over Europe. The biographical data covers education and training, professional histories, networks women have operated in, including informal societies, memberships in trade bodies and associations, their profile as international, national, local and regional designers, as well as looking at how women have promoted their work i.e. in exhibitions, publications, competition entries, etc. The catalogue entries are followed by thirteen thematic essays on women architects and designers and by the outdoor exhibition catalogue “Women’s Tale. A Reportage on Women Designers”, where photographs by ten finalists of the MoMoWo Photo competition are presented. By seeking to identify women who worked in Europe as well as European women who worked outside Europe over last 100 years, the main aim of this catalogue is to increase the awareness of historians and the general public about their enormous contribution to architecture and design, and indirectly providing accessibility to their works. _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Razstavni katalog 100 Works in 100 Years. European Women in Architecture and Design. 1918-2018 prinaša izbor nekaterih najbolj reprezentativnih primerov evropske arhitekture in oblikovanja, ki jih je sto žensk ustvarilo v obdobju od konca prve svetovne vojne do danes. Izbrano število del je simbolično, saj 'sto' v latinščini lahko pomeni tudi 'nešteto' (lat. centium), medtem ko število ustvarjalk – vsako delo ima drugo avtorico – izhaja iz namena MoMoWo projekta predstaviti čim več različnih avtoric in s tem posledično osvetliti tudi manj znane osebnosti. Katalog vsebuje biografije arhitektk, gradbenih inženirk, oblikovalk na področju notranjega in industrijskega oblikovanja, urbanistk in krajinskih arhitektk iz 26-tih držav. Zastopane so glavne smeri in pomembne 'šole' na področju arhitekture in oblikovanja iz vse Evrope. Biografski podatki obsegajo izobrazbo in šolanje, poklicno pot ustvarjalk, mreže v katerih so ženske delovale, vključno z neformalnimi skupinami, članstvom v institucijah in združenjih, njihov profil na mednarodnem, nacionalnem, lokalnem in regionalnem nivoju, kot tudi kako so predstavljale svoje delo na razstavah, v publikacijah, na javnih natečajih itd. Kataložnim enotam sledi trinajst tematskih esejev o arhitektkah in oblikovalkah ter katalog razstave na prostem “Women’s Tale. A Reportage on Women Designers”, ki predstavlja fotografije desetih finalistov mednarodnega MoMoWo fotografskega natečaja. S predstavitvijo žensk, ki so delovale v Evropi, in Evropejk, ki so delovale izven nje v zadnjih sto letih je glavni namen kataloga razširiti vedenje strokovne in širše javnosti o ogromnem prispevku žensk na področju arhitekture in oblikovanja in jima hkrati približati njihovo delo. Publikacija je izšla v okviru dveh MoMoWo potujočih razstav, ki bosta v dveh letih (2016-2017) predstavljeni v šestih evropskih državah: razstava “100 del v 100 letih. Evropejke na področju arhitekture in oblikovanja. 1918-2018”, in razstava na prostem “Ženska zgodba. Reportaža o oblikovalkah”.
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as: Designing new methodology to discover elasticity and plasticity of price evolution Constructing microstructure simulation models Calculation of option prices in the presence of jumps and transaction costs Using boosting for financial analysis and trading The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels.
Deliver faster diagnosis, more effective treatments, and improved outcomes with this concise guide to pediatric emergency medicine Provides immediate access to life-saving and routine information through consistent chapter outlines Begins with a section on emergency procedures and child-safety issues Presents information the way an emergency medicine provider thinks and acts: by symptomatic presentation, including cardiac arrest, respiratory distress, shock,fever, abdominal pain, seizures, trauma Details evaluation and management of disorders routinely seen in Pediatric Emergency Medicine such as foreign bodies, respiratory infections, asthma, heart defects, dehydration, rashes, sickle-cell disease, sports-injuries and more Enhanced by numerous tables, and more than 400 illustrations and photographs to clarify concepts and improve understanding LANGE Valuable to all practitioners of emergency medicine, from prehospital care providers to nurses and physicians Designed for use in a busy, fastpaced emergency department Focuses on the practical aspects of emergency care Covers a wide spectrum of pediatric conditions
Saint Joseph lived his life hidden in the Divine Light of the Sacred Mysteries. He was a living prayer of faith, trust, and dedication. Understand more clearly the great humility of dear Saint Joseph, who was constantly aware of the goodness of God and the nothingness of himself, in this beautiful account of his life, as revealed by Jesus to Sister Maria Cecilia Baij in 1736.
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