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This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas. Focuses on the application of heuristics; standard methods receive limited attention. Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models.
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This volume is a collection of the contributions to the 13th National Conference on Nuclear Structure in China (NSC2010). It provides an important updated resource in the nuclear physics literature for researchers and graduate students studying nuclear structure and related topics. Recent progress made in the study of exotic nuclear structure, the structure and synthesis mechanism of superheavy nuclei, nuclear astrophysics, and the development of quantum many body approaches are covered.
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Amos Blas was three years old when Nazi German forces occupied Poland. In his book, the author returns to the horror of those days, to his experiences in the infamous Warsaw ghetto, and later hidden with a fake identity as a Christian boy in a remote Polish village. The author moves beyond the war years, and relates the influences of the Holocaust on the course of his life, including the crushing effects on his professional life, intimate relationship, and religious faith. It is the story of how an illiterate boy of twelve, suffering post-traumatic stress, battled his demons, worked diligently
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Mon mémoire, comme son nom l'indique, porte sur l'interface entre la façade et la toiture. Pour bien comprendre le sujet, il faut tout d'abord comprendre ce que l'on attend de l'enveloppe du bâtiment. En effet, l'interface en fait partie et doit donc répondre aux mêmes critères. Ensuite, il faut bien avoir en tête les différentes catégories de façade (murs porteurs, structure bois...) et de toiture (à versant, plate...) Une fois ces notions bien assimilées, j'ai tenté d'établir une classification de toutes les interfaces façade/toiture
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After a necessary introduction to replace the QSAR in its historical context and methodology, we try to evaluate its potential, limitations and the ways that are utilized nowadays. For this purpose, the European evaluation program of chemical safety (REACH) is used as a concrete example of opportunity for QSAR. The advantages and disadvantages associated to the QSAR use within REACH, will be judged both economically and ethically but foremost from the point of view of toxicology. Following this, we will try to explain and to objectify the poor results of QSAR that are often criticized and the highlight the recent efforts mad to correct them. The prediction accuracy and certainly of the chemical activity that use a simple equation stay a myth. But the utility of QSAR for some purposed is itself real. Après une brève introduction visant à situer le QSAR dans son contexte historique et méthodologique, nous tenterons d’évaluer son potentiel, ses limites et les manières dont les modèles sont actuellement mis à profit. Pour ce faire, le programme d’évaluation de la sureté des substances chimiques au sein de l’Union Européenne (REACH) est utilisé comme exemple concret et actuel de débouchés pour le QSAR. Les avantages et inconvénients étant associés à son utilisation au sein de REACH, seront jugés tant au point de vue économique qu’éthique et avant tout du point de vue toxicologique. Suite à cela, nous tenterons d’expliquer et d’objectiver le manque de résultats souvent reproché au QSAR et soulignerons les récents efforts réalisés pour y remédier. Si prédire avec exactitude et certitude l’activité d’une substance chimique à l’aide d’une simple équation reste confiné au domaine du mythe, l’utilité du QSAR à certaines fins est quant à elle bien réelle.
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Brian Francis defines latent class analysis as a way of finding patterns in data, not by using linear modelling but by using a technique more akin to cluster analysis but with more help about the quantity of clusters existing in the data.
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Social structure --- Rome --- Social conditions.
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This volume explores how contemporary governments, particularly in settler nations such as Australia and the United States, deflect social responsibility for the crushing harms experienced by communities living at the margins.
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