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Granularity theory with applications to finance and insurance
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ISBN: 9781107070837 9781107662889 9781107709393 110707083X 1107662885 1107709393 1316054764 1316057135 Year: 2014 Publisher: Cambridge : Cambridge University Press,

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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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Understanding plastics engineering calculations
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ISBN: 9783446431492 3446431497 9781621985044 1621985040 9781569905098 1569905096 9783446422780 3446422781 Year: 2012 Publisher: Cincinnati, Ohio ; München, Germany : Hanser,

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The plastics engineer working on the shop floor in a plastics manufacturing plant often needs quick answers to questions such as why the extruder output is low or whether he can expect better quality product by changing the resin or if the die pressure can be lowered. Applying state-of-the art numerical software to address these issues is time-consuming and costly. Starting from practical design formulas which are easily applicable, and yet take the resin rheology into account, this guide provides answers to these questions quickly and effectively by guiding the user step by step through the computational procedures on the basis of illustrative technical examples. Problems related to melt fracture, homogeneity of the melt, effect of screw geometry on the quality of the melt and the effect of die pressure on the pellet surface and their troubleshooting are only few of the topics among many that are dealt with in detail. All the calculations involved can be handled by pocket calculators and hence can be performed right on the site where the machines are running. This guide is a valuable tool not only to troubleshoot but also to estimate the effect of design and process parameters on the product quality in plastics processing

Methods in behavioral pharmacology
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ISBN: 0444814442 9780444814449 1483290247 9781483290249 Year: 1993 Publisher: Amsterdam ; New York : Elsevier,

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Methods in Behavioral Pharmacology is unique in offering a complete description and critical evaluation of most, if not all, methods available to study the effects of drugs on behavior. It stands apart in that it is not limited to the analysis of a particular class of pharmacological agents in a limited number of paradigms. Methods in Behavioral Pharmacology covers all paradigms without reference to specific pharmacological compounds. The book provides a comprehensive overview of the methodology used to study the behavioral effects of legal and illegal drugs. It also provid


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Fluid flow, heat and mass transfer at bodies of different shapes : numerical solutions
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ISBN: 9780128037850 0128037857 0128037334 9780128037331 9780128037331 Year: 2016 Publisher: Amsterdam, [Netherlands] : Academic Press,

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Most of the equations governing the problems related to science and engineering are nonlinear in nature. As a result, they are inherently difficult to solve. Analytical solutions are available only for some special cases. For other cases, one has no easy means but to solve the problem must depend on numerical solutions. Fluid Flow, Heat and Mass Transfer at Bodies of Different Shapes: Numerical Solutions presents the current theoretical developments of boundary layer theory, a branch of transport phenomena. Also, the book addresses the theoretical developments in the area and presents a number of physical problems that have been solved by analytical or numerical method. It is focused particularly on fluid flow problems governed by nonlinear differential equations. The book is intended for researchers in applied mathematics, physics, mechanics and engineering


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Modeling and precision control of systems with hysteresis
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ISBN: 9780128035672 0128035676 9780128035283 Year: 2016 Publisher: Oxford, England ; Waltham, Massachusetts : Butterworth-Heinemann,

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Modelling and Precision Control of Systems with Hysteresis covers the piezoelectric and other smart materials that are increasingly employed as actuators in precision engineering, from scanning probe microscopes (SPMs) in life science and nano-manufacturing, to precision active optics in astronomy, including space laser communication, space imaging cameras, and the micro-electro-mechanical systems (MEMS). As smart materials are known for having hysteretic dynamics, it is necessary to overcome issues with a broadband range of frequencies. This book offers both the mathematical tools for modeling the systems and applications, including complete case studies and source code for the experiments to help both academics and researchers in the industry to achieve precision in the control of Smart Actuator systems.


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Nonlinear heat transfer : mathematical modeling and analytical methods
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ISBN: 9780128120200 0128120207 012812024X 9780128120248 Year: 2018 Publisher: Amsterdam, Netherlands : Elsevier,

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Hydraulic fracture modeling
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ISBN: 9780128129999 0128129999 0128129980 9780128129982 Year: 2018 Publisher: Cambridge, Massachusetts ; Oxford, England : Gulf Professional Publishing,

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Hydraulic Fracture Modeling delivers all the pertinent technology and solutions in one product to become the go-to source for petroleum and reservoir engineers. Providing tools and approaches, this multi-contributed reference presents current and upcoming developments for modeling rock fracturing including their limitations and problem-solving applications. Fractures are common in oil and gas reservoir formations, and with the ongoing increase in development of unconventional reservoirs, more petroleum engineers today need to know the latest technology surrounding hydraulic fracturing technology such as fracture rock modeling. There is tremendous research in the area but not all located in one place. Covering two types of modeling technologies, various effective fracturing approaches and model applications for fracturing, the book equips today's petroleum engineer with an all-inclusive product to characterize and optimize today's more complex reservoirs.


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Conn's handbook of models for human aging
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ISBN: 9780128113547 0128113545 1280633492 9786610633494 0080460062 9780128113530 Year: 2018 Publisher: London, United Kingdom

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This Handbook is designed as the only comprehensive work available that covers the diversity of aging models currently available. For each animal model, it presents key aspects of biology, nutrition, factors affecting life span, methods of age determination, use in research, and disadvantages/advantes of use. Chapters on comparative models take a broad sweep of age-related diseases, from Alzheimer's to joint disease, cataracts, cancer, and obesity. In addition, there is an historical overview and discussion of model availability, key methods, and ethical issues.*Utilizes a multidisc

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Aging --- Biological models.


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Data-driven solutions to transportation problems
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ISBN: 9780128170274 0128170271 9780128170267 0128170263 Year: 2019 Publisher: Amsterdam, Netherlands : Elsevier,

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Data-Driven Solutions to Transportation Problems explores the fundamental principle of analyzing different types of transportation-related data using methodologies such as the data fusion model, the big data mining approach, computer vision-enabled traffic sensing data analysis, and machine learning. The book examines the state-of-the-art in data-enabled methodologies, technologies and applications in transportation. Readers will learn how to solve problems relating to energy efficiency under connected vehicle environments, urban travel behavior, trajectory data-based travel pattern identification, public transportation analysis, traffic signal control efficiency, optimizing traffic networks network, and much more.


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Panel data econometrics : empirical applications
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ISBN: 9780128158609 0128158603 012815859X 9780128158593 Year: 2019 Publisher: London, England : Academic Press,

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