Paul Scholes is one of the most revered footballers of the modern era, both at home and internationally. A one-club player, he has served Manchester United for more than sixteen years, making over 600 appearances in that time -- the fourth highest number of appearances by any player for the club. He also represented the England national team for seven years, winning 66 caps including two World Cup and two European Cup campaigns. Throughout this time, Scholes has always played a decisive role in his teams' fortunes. As well as the technical brilliance that makes Paul Scholes such a breathtaking player to watch it is the determination and integrity which he demonstrates both on and off the pitch that means he is a fascination to fans of the sport. In an age of overpaid, workaday players, Scholes has become an icon of professionalism and club loyalty, admired by fans everywhere. Now in this book for the first time Paul Scholes shares his story: from his beginnings at United under the tutelage of Sir Alex Ferguson as part of the 'golden' youth team, to the treble-winning season and twice capturing European Cup glory, the importance of family and friends in keeping his feet on the ground, as well as his many triumphs and tribulations with England. This is without question the sports book of 2011, from a player as popular and as revered as any in the game today.
As modern football legends, the Class of 92 need no introduction. Class of 92: Out of Their League, however, opens a dramatic new chapter in the story of former Manchester United greats Gary and Phil Neville, Paul Scholes, Ryan Giggs and Nicky Butt, as they take on a new role in each of their lives: owners of semi-professional club Salford City FC. An enthralling, in-depth account of Salford's first two years under new ownership, Class of 92: Out of Their League combines first-hand accounts from Gary, Phil, Paul, Ryan and Nicky as they try to turn round the club's fortunes, along with a wider story of tremendous athletic and human drama. Featuring colourful characters like managers Anthony Johnson and Bernard Morley, star players, club chairman Karen Baird, lifelong fans, and more, this is a story told with real authenticity and grit. Accompanying the second series of the hugely popular BBC series, Class of 92: Out of Their League is both a testament to the best of modern football and a brilliant reminder, in an era when fans are threatening walkouts over rising ticket prices, of what football is really all about.
Paul Scholes is one of the most revered footballers of the modern era, both at home and internationally. A one-club player, he has served Manchester United for more than sixteen years, making over 600 appearances in that time -- the fourth highest number of appearances by any player for the club. He also represented the England national team for seven years, winning 66 caps including two World Cup and two European Cup campaigns. Throughout this time, Scholes has always played a decisive role in his teams' fortunes. As well as the technical brilliance that makes Paul Scholes such a breathtaking player to watch it is the determination and integrity which he demonstrates both on and off the pitch that means he is a fascination to fans of the sport. In an age of overpaid, workaday players, Scholes has become an icon of professionalism and club loyalty, admired by fans everywhere. Now in this book for the first time Paul Scholes shares his story: from his beginnings at United under the tutelage of Sir Alex Ferguson as part of the 'golden' youth team, to the treble-winning season and twice capturing European Cup glory, the importance of family and friends in keeping his feet on the ground, as well as his many triumphs and tribulations with England. This is without question the sports book of 2011, from a player as popular and as revered as any in the game today.
As footballers' biographies go, this is special. I can't remember reading another that seems to take the reader inside the subject, recalling his thought processes as they occurred, from boyhood to the Premier League. It's riveting stuff and comes with a message for everyone about how ambition can be fulfilled. I wish I'd read it 50 years ago!' - Patrick Barclay, football writer Professional football in the modern era is played every bit as much in the mind as on the pitch. More and more it's becoming clear that natural talent is nowhere near enough to sustain a career in the modern game. Players need to be smart; not academically but in terms of their thinking. The ones who are dedicated, with mental resilience and a winner's psychology are prospering and will continue to do so as the game evolves. The stupid footballer is dead. Ex-Premiership footballer Paul McVeigh looks back on his professional career and how he learned to play the mental game and gives a look behind-the-scenes into the approach of some of the game's highest performers. This book will appeal to sports fans and players who want to get inside the head of top professionals. And if there is one book to be read by players at all levels who want to improve their performance on the pitch then this is it - from someone who hit the heights in top-level sport and is driven to share what he learned along the way.
Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.
Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.
Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you'd better know what you are doing, there's now a big responsibility on your shoulders. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. ...And that's what this book is about. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulae and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. See you there!” FAQQF2...including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more.
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over 140 exercises are included. This volume will become the standard introduction to this exciting new field for advanced undergraduate students.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
A practical resource for valuing patents that is accessible to the complete spectrum of decision makers in the patent process In today's economy, patents tend to be the most important of the intellectual property (IP) assets. It is often the ability to create, manage, defend, and extract value from patents that can distinguish competitive success and significant wealth creation from competitive failure and economic waste. Patent Valuation enhances the utility and value of patents by providing IP managers, IP creators, attorneys, and government officials with a useable resource that allows them to use actual or implied valuations when making patent-related decisions. Involves a combination of techniques for describing patent valuation Includes descriptions of various topics, illustrative cases, step-by-step valuation techniques, user-friendly procedures and checklists, and examples Serves as a useable resource that allows IP managers to use actual or implied valuations when making patent-related decisions One of the most fundamental premises of the book is that these valuation skills can be made accessible to each of the various decision makers in the patent process. Patent Valuation involves narrative descriptions of the various topics, illustrative cases, step-by-step valuation techniques, user-friendly procedures and checklists, and an abundance of examples to demonstrate the more complex concepts.
The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”
Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the little-understood world of quantitative finance, and show how the future of our economy rests on the backs of this all-but-impenetrable industry. Written not from a post-crisis perspective – but from a preventative point of view – this book traces the development of financial derivatives from bonds to credit default swaps, and shows how mathematical formulas went beyond pricing to expand their use to the point where they dwarfed the real economy. You'll learn how the deadly allure of their ice-cold beauty has misled generations of economists and investors, and how continued reliance on these formulas can either assist future economic development, or send the global economy into the financial equivalent of a cardiac arrest. Rather than rehash tales of post-crisis fallout, this book focuses on preventing the next one. By exploring the heart of the shadow economy, you'll be better prepared to ride the rough waves of finance into the turbulent future. Delve into one of the world's least-understood but highest-impact industries Understand the key principles of quantitative finance and the evolution of the field Learn what quantitative finance has become, and how it affects us all Discover how the industry's next steps dictate the economy's future How do you create a quadrillion dollars out of nothing, blow it away and leave a hole so large that even years of "quantitative easing" can't fill it – and then go back to doing the same thing? Even amidst global recovery, the financial system still has the potential to seize up at any moment. The Money Formula explores the how and why of financial disaster, what must happen to prevent the next one.
Praise for The CME Group Risk Management Handbook "Wow! The CME Group Risk Management Handbook is a 'ten strike' and long overdue. A must-read and reference for the risk management industry!" —Jack Sandner, retired chairman of CME Group, member of the Executive Committee "This is a powerful book for its integration of futures and options markets with an understanding of the whole economy. It is an eye-opener to see how central these markets are to our economic lives." —Robert J. Shiller, Okun Professor of Economics, Yale University; Chief Economist, MacroMarkets LLC "Risk management is essential to successful investing, and The CME Group Risk Management Handbook provides the essentials for understanding risk management. In the wake of the financial turmoil of the last few years, managing risk should be part of any investment program. Among the key elements of risk management are stock index, bond, currency, and commodity futures as well as a growing number of futures, options, swaps, and other financial instruments built on indices tracking housing prices, weather conditions, and the economy. The CME Group Risk Management Handbook offers a comprehensive guide for using all of these to better manage financial risks." —David M. Blitzer, PhD, Managing Director and Chairman of the Index Committee, S&P Indices "Dare we ignore the advice of a financial institution, the largest of its kind in the world, that navigated the recent financial crisis without the aid of a single TARP dollar or access to the Fed's cheap loans? For CME Group, risk management has meant risk minimization as it enters its 151st year of life and its 85th year of central counterparty clearing without a single trading debt unpaid. It has been, and continues to be, a leader by example." —Philip McBride Johnson, former CFTC chairman "For the first time, a comprehensive handbook outlining the futures market in today's world is available. The CME Group Risk Management Handbook covers futures basics for the novice trader, while the veterans will benefit from an in-depth look at options and hedging. This handbook is a necessity for any professional, investor, or other market participant seeking to manage risk in the perpetually changing futures market." —H. Jack Bouroudjian, CEO, Index Futures Group
The most terrifying British ghosts are brought together in this, a unique and original compilation of spine-chilling true encounters both ancient and modern. Not for the faint of heart, this book contains over thirty compelling experiences that reveal a dark and disturbing reality to the realm of the paranormal – deadly curses and murderous ghosts, violent poltergeists, haunted relics and spirit possession – all unsettling insights into a frightening supernatural world. From the mysterious happenings at Hinton Ampner to the eerie Black Monk of Pontefract, the celebrated Enfield Poltergeist and the sinister power of the Hexham Heads, paranormal historian Paul Adams and writer and photographer Eddie Brazil have opened case files spanning over 250 years, from the eighteenth century to the present day, in order to carry out a detailed and chilling examination of the extreme hauntings of Britain.
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