Monte Carlo Methods in Financial Engineering, Glasserman, Paul

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
Цена: 74530 T
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
Рейтинг:
Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."

Автор: Thayer
Название: Software engineering project management
ISBN: 0818680008 ISBN-13(EAN): 9780818680007
Издательство: Wiley
Рейтинг:
Цена: 111880.00 T
Наличие на складе: Поставка под заказ.
Описание: Newly revised for 2001, this second edition of Richard Thayer's popular, bestselling book presents a top-down, practical view of managing a successful software engineering project. The book builds a framework for project management activities based on the planning, organizing, staffing, directing, and controlling model. Thayer provides information designed to help you understand and successfully perform the unique role of a project manager.

This book is a must for all project managers in the software field. The text focuses on the five functions of general management by first describing each function and then detailing the project management activities that support each function. This second edition shows you how to manage a software development project, discusses current software engineering management methodologies and techniques, and presents general descriptions and project management problems. The book serves as a guide for your future project management activities. The text also offers students sufficient background and instructional material to serve as a main or supplementary text for a course in software engineering project management.

Note: The 2001 revision includes a new Chapter 4 Introduction and a new paper that replaces an older paper.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
Рейтинг:
Цена: 40130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

Автор: Mccabe
Название: Unit operations of chemical engineering
ISBN: 0071247106 ISBN-13(EAN): 9780071247108
Издательство: McGraw-Hill
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Цена: 67490.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Includes separate chapters that are devoted to each of the principle unit operations, grouped into 4 sections: fluid mechanics, heat transfer, mass transfer and equilibrium stages, and operations involving particulate solids. This book contains its balanced treatment of theory and engineering practice, with many practical, illustrative examples.

Автор: Lo Benny K. C.
Название: Antibody Engineering / Methods and Protocols
ISBN: 1588290921 ISBN-13(EAN): 9781588290922
Издательство: Springer
Рейтинг:
Цена: 163040.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A core collection of diverse cutting-edge techniques for the generation, expression, optimization, and characterization of recombinant antibodies. Readily reproducible protocols for lead generation range from the cloning of human immunoglobulin genes to the selection and generation of human recombinant antibodies by humanization approaches, molecular display technologies and transgenic animals. Procedures are also described on restructuring antibody leads into monovalent, multivalent, and bispecific binding fragments for a wide variety of in vivo applications. State-of-the-art technologies are described for the characterization of antigen-binding affinity and specificity with novel applications in radioimmunotargeting, cancer immunotherapy, drug abuse, and proteomics.

Автор: Rupak Chatterjee
Название: Practical Methods of Financial Engineering and Risk Management
ISBN: 1430261331 ISBN-13(EAN): 9781430261339
Издательство: Springer
Рейтинг:
Цена: 51230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate the amplitude of potential swings in the financial markets--from ordinary stock price and interest rate moves, to defaults, to those increasingly frequent "rare events" fashionably called black swan events. Yet many on Wall Street continue to rely on standard models based on artificially simplified assumptions that can lead to systematic (and sometimes catastrophic) underestimation of real risks.

In Practical Methods of Financial Engineering and Risk Management, Dr. Rupak Chatterjee-- former director of the multi-asset quantitative research group at Citi--introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. Until one masters this modern skill set, one cannot allocate risk capital properly, price and hedge derivative securities realistically, or risk-manage positions from the multiple perspectives of market risk, credit risk, counterparty risk, and systemic risk.

The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies.

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 117390.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: Crawley, E.F., Malmqvist, J., Ostlund, S., Brodeur
Название: Rethinking Engineering Education, 2 ed.
ISBN: 3319055607 ISBN-13(EAN): 9783319055602
Издательство: Springer
Рейтинг:
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book describes an approach to engineering education that integrates a comprehensive set of personal, interpersonal and professional engineering skills with engineering disciplinary knowledge in order to prepare innovative and entrepreneurial engineers.

Автор: Twort And Rees
Название: Civil Engineering Project Management
ISBN: 0750657316 ISBN-13(EAN): 9780750657310
Издательство: Taylor&Francis
Рейтинг:
Цена: 53070.00 T
Наличие на складе: Невозможна поставка.
Описание: This new edition updates and revises the best practical guide for on-site engineers to reflect the latest changes to management practice and new forms of contract. Written from the point of view of the project engineer it details their responsibilities, powers and duties.

Автор: Bertolotti
Название: Real-Time Embedded Systems
ISBN: 1439841543 ISBN-13(EAN): 9781439841549
Издательство: Taylor&Francis
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Цена: 224570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the Foreword: "…the presentation of real-time scheduling is probably the best in terms of clarity I have ever read in the professional literature. Easy to understand, which is important for busy professionals keen to acquire (or refresh) new knowledge without being bogged down in a convoluted narrative and an excessive detail overload. The authors managed to largely avoid theoretical-only presentation of the subject, which frequently affects books on operating systems. … an indispensable [resource] to gain a thorough understanding of the real-time systems from the operating systems perspective, and to stay up to date with the recent trends and actual developments of the open-source real-time operating systems." —Richard Zurawski, ISA Group, San Francisco, California, USA Real-time embedded systems are integral to the global technological and social space, but references still rarely offer professionals the sufficient mix of theory and practical examples required to meet intensive economic, safety, and other demands on system development. Similarly, instructors have lacked a resource to help students fully understand the field. The information was out there, though often at the abstract level, fragmented and scattered throughout literature from different engineering disciplines and computing sciences. Accounting for readers’ varying practical needs and experience levels, Real Time Embedded Systems: Open-Source Operating Systems Perspective offers a holistic overview from the operating-systems perspective. It provides a long-awaited reference on real-time operating systems and their almost boundless application potential in the embedded system domain. Balancing the already abundant coverage of operating systems with the largely ignored real-time aspects, or "physicality," the authors analyze several realistic case studies to introduce vital theoretical material. They also discuss popular open-source operating systems—Linux and FreRTOS, in particular—to help embedded-system designers identify the benefits and weaknesses in deciding whether or not to adopt more traditional, less powerful, techniques for a project.

Автор: Daniel J. Duffy
Название: Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
ISBN: 0470858826 ISBN-13(EAN): 9780470858820
Издательство: Wiley
Рейтинг:
Цена: 77090.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is today`s most complete and practical guide to finite difference methods and its applications to derivatives. The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today`s global markets.

Автор: Beyer Betsy, Jones Chris, Petoff Jennifer
Название: Site Reliability Engineering: How Google Runs Production Systems
ISBN: 149192912X ISBN-13(EAN): 9781491929124
Издательство: Wiley
Рейтинг:
Цена: 50680.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this collection of essays and articles, key members of Google`s Site Reliability Team explain how and why their commitment to the entire lifecycle has enabled the company to successfully build, deploy, monitor, and maintain some of the largest software systems in the world.