Collecting together the lecture notes of the CIME Summer School held in Cetraro in July 2018, the aim of the book is to introduce a vast range of techniques which are useful in the investigation of complex manifolds. The school consisted of four courses, focusing on both the construction of non-Kähler manifolds and the understanding of a possible classification of complex non-Kähler manifolds. In particular, the courses by Alberto Verjovsky and Andrei Teleman introduced tools in the theory of foliations and analytic techniques for the classification of compact complex surfaces and compact Kähler manifolds, respectively. The courses by Sebastien Picard and Sławomir Dinew focused on analytic techniques in Hermitian geometry, more precisely, on special Hermitian metrics and geometric flows, and on pluripotential theory in complex non-Kähler geometry.
Collecting together the lecture notes of the CIME Summer School held in Cetraro in July 2018, the aim of the book is to introduce a vast range of techniques which are useful in the investigation of complex manifolds. The school consisted of four courses, focusing on both the construction of non-Kähler manifolds and the understanding of a possible classification of complex non-Kähler manifolds. In particular, the courses by Alberto Verjovsky and Andrei Teleman introduced tools in the theory of foliations and analytic techniques for the classification of compact complex surfaces and compact Kähler manifolds, respectively. The courses by Sebastien Picard and Sławomir Dinew focused on analytic techniques in Hermitian geometry, more precisely, on special Hermitian metrics and geometric flows, and on pluripotential theory in complex non-Kähler geometry.
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency. Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of volatility: Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spillovers in equity markets Other Models and Methods presents alternative approaches, such as multiplicative error models, nonparametric and semi-parametric models, and copula-based models of (co)volatilities Realized Volatility explores issues of the measurement of volatility by realized variances and covariances, guiding readers on how to successfully model and forecast these measures Handbook of Volatility Models and Their Applications is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels.
This is the inside story of private equity dealmaking. Over the last 40 years, LBO fund managers have demonstrated that they are good at making money for themselves and their investors. But when one looks beneath the surface of the transactions they engineer, it is apparent that these deals can, at times, go spectacularly wrong. Through 14 business stories, all emanating from the noughties' credit bubble and including headline-grabbing names like Caesars, Debenhams, EMI, Hertz, Seat Pagine Gialle and TXU, The Debt Trap shows how, via controversial practices like quick flips, repeat dividend recaps, heavy cost-cutting and asset-stripping, leveraged buyouts changed, for better or for worse, the way private companies are financed and managed today. From technological disruption in the worlds of music recording and business-directory publishing to economic turbulence in the gambling, real estate and energy sectors, highly levered corporations are often incapable of handling market corrections when debt commitments start piling up. Behind the historical events and the financial empires erected by some of the elite private equity specialists, these 14 in-depth case studies examine how value-maximising techniques and a short-cut mentality can impact investment returns and portfolio assets. Whether you are a PE practitioner, investor, business manager, academic or business student, you will find The Debt Trap to be an authoritative and fascinating account.
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