Patrick Gagliardini's Books

Granularity Theory with Applications to Finance and Insurance

By: Patrick Gagliardini,Christian Gouriéroux

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Granularity Theory with Applications to Finance and Insurance

By: Patrick Gagliardini,Christian Gouriéroux

The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several thousands of contracts in large portfolios. The granularity principle was introduced in the Basel regulations for credit risk to solve these difficulties in computing capital reserves. In this book, authors Patrick Gagliardini and Christian Gouriéroux provide the first comprehensive overview of the granularity theory and illustrate its usefulness for a variety of problems related to risk analysis, statistical estimation, and derivative pricing in finance and insurance. They show how the granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.

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Page Count

203

Publisher

Cambridge University Press

Published Date

ISBN 10

1316061868

ISBN 13

9781316061862

Tidy Finance with Python

By: Christoph Scheuch,Stefan Voigt,Patrick Weiss,Christoph Frey

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Tidy Finance with Python

By: Christoph Scheuch,Stefan Voigt,Patrick Weiss,Christoph Frey

This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques. Key Features: Self-contained chapters on the most important applications and methodologies in finance, which can easily be used for the reader’s research or as a reference for courses on empirical finance. Each chapter is reproducible in the sense that the reader can replicate every single figure, table, or number by simply copying and pasting the code we provide. A full-fledged introduction to machine learning with scikit-learn based on tidy principles to show how factor selection and option pricing can benefit from Machine Learning methods. We show how to retrieve and prepare the most important datasets financial economics: CRSP and Compustat, including detailed explanations of the most relevant data characteristics. Each chapter provides exercises based on established lectures and classes which are designed to help students to dig deeper. The exercises can be used for self-studying or as a source of inspiration for teaching exercises.

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Page Count

306

Publisher

CRC Press

Published Date

ISBN 10

1040048714

ISBN 13

9781040048719

Saltmarsh Conservation, Management and Restoration

By: J. Patrick Doody

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Saltmarsh Conservation, Management and Restoration

By: J. Patrick Doody

This book series looks at each of the main coastal habitats – salt marshes, sand dunes and sand/shingle shores, modified coastal grazing marshes/salinas and sea cliffs in turn. Each habitat is described in relation to its natural development and the way this has been influenced by human actions. The different states in which the habitats exist are reviewed against the pressures exerted upon them. Options for management are considered and the likely consequences of taking a particular course of action are highlighted.

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Page Count

237

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1402057482

ISBN 13

9781402057489

Granularity Theory with Applications to Finance and Insurance

By: Patrick Gagliardini,Christian Gouriéroux

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Granularity Theory with Applications to Finance and Insurance

By: Patrick Gagliardini,Christian Gouriéroux

This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.

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Page Count

203

Publisher

Cambridge University Press

Published Date

ISBN 10

110707083X

ISBN 13

9781107070837

Allegories of Contamination

Pier Paolo Pasolini's Trilogy of Life

By: Patrick Rumble

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Allegories of Contamination

Pier Paolo Pasolini's Trilogy of Life

By: Patrick Rumble

The Trilogia della vita (Trilogy of Life) is a series of three films that Pier Paolo Pasolini completed before his horrifying assassination in 1975, and it remains among the most controversial of his cinematic works. In Allegories of Contamination Patrick Rumble provides an incisive critical and theoretical study of these films and the Marxist filmmaker's complex, original concept of the cinematic medium. With the three films that make up the Trilogy of Life – The Decameron, Canterbury Tales, andThe Arabian Nights – Pasolini attempts to recapture the aura surrounding popular, predominantly oral forms of storytelling through a pro-modern vision of innocent, unalienated bodies and pleasures. In these works Pasolini appears to abandon the explicitly political engagement that marked his earlier works - films that led him to be identified with other radical filmmakers such as Bellocchio, Bertolucci, and Godard. However, Pasolini insisted that these were his 'most ideological films,' and his political engagement translates into a mannerist, anti-classical style or what he called a 'cinema of poetry.' Rumble offers a comparative study based on the concept of 'aesthetic contamination,' which is fundamental to the understanding of Pasolini's poetics. Aesthetic contamination concerns the mediation between different cultures and different historical moments. Through stylistic experimentation, the Trilogy of Life presents a genealogy of visual codes, an interrogation of the subjectivity of narrative cinema. In these films Pasolini celebrates life, and perhaps therein lies their simple heresy.

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Page Count

234

Publisher

University of Toronto Press

Published Date

ISBN 10

1442656026

ISBN 13

9781442656024

Dolce and Gabbana

Fashion Album

By: Mariuccia Casadio,Patrick Demarchelier

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Dolce and Gabbana

Fashion Album

By: Mariuccia Casadio,Patrick Demarchelier

This large format book full of images is a record of twenty years of fashion and icons tied to the world of Dolce & Gabbana and it is also a photographic anthology and collection of articles and images that the world’s top fashion magazines have dedicated to Dolce & Gabbana. This book of over four hundred pages is a compendium of the styles and creative trends of both fashion and photography and includes photos by Patrick Demarchelier, Steven Klein, Peter Lindbergh, Craig McDean, Steven Meisel, Helmut Newton, Mario Sorrenti, Paolo Roversi, Juergen Teller, Mario Testino, Michael Thompson, Inez van Lamsweerde & Vinoodh Matadin, and Ellen von Unwerth. The text by Mariuccia Casadio focuses on Dolce & Gabbana’s special passion for fashion magazines and the styles, hallmarks and icons of contemporary fashion photography. 'Fashion Album' is a project which supports Child Priority Vogue.

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Page Count

432

Published Date

ISBN 10

887624848X

ISBN 13

9788876248481

Book's by Patrick Gagliardini

Granularity Theory with Applications to Finance and Insurance

Granularity Theory with Applications to Finance and Insurance

Tidy Finance with Python

Tidy Finance with Python

Saltmarsh Conservation, Management and Restoration

Saltmarsh Conservation, Management and Restoration

Granularity Theory with Applications to Finance and Insurance

Granularity Theory with Applications to Finance and Insurance

Allegories of Contamination

Allegories of Contamination

Dolce and Gabbana

Dolce and Gabbana

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