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  • 2005-2009  (8)
  • Safari, an O’Reilly Media Company  (8)
  • [Erscheinungsort nicht ermittelbar] : John Wiley & Sons  (5)
  • [Erscheinungsort nicht ermittelbar] : Butterworth-Heinemann  (3)
Datenlieferant
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  • 1
    Online-Ressource
    Online-Ressource
    Market Risk Analysis Volume IV : Value-at-Risk Models (2009)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Boston, MA : Safari
    Details
    Sprache: Englisch
    Seiten: 1 online resource (491 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local
    Kurzfassung: Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors. A unifying characteristic of the series is the pedagogical approach to practical examples that are relevant to market risk analysis in practice. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Parametric linear value at risk (VaR)models: normal, Student t and normal mixture and their expected tail loss (ETL); New formulae for VaR based on autocorrelated returns; Historical simulation VaR models: how to scale historical VaR and volatility adjusted historical VaR; Monte Carlo simulation VaR models based on multivariate normal and Student t distributions, and based on copulas; Examples and case studies of numerous applications to interest rate sensitive, equity, commodity and international portfolios; Decomposition of systematic VaR of large portfolios into standard alone and marginal VaR components; Backtesting and the assessment of risk model risk; Hypothetical factor push and historical stress tests, and stress testing based on VaR and ETL. "The ebook version does not provide access to the companion files".
    Anmerkung: Online resource; Title from title page (viewed March 4, 2009)
    URL: https://learning.oreilly.com/library/view/-/9780470997888/?ar
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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    Online-Ressource
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  • 2
    Online-Ressource
    Online-Ressource
    Manual of Engineering Drawing, 3rd Edition (2009)
    [Erscheinungsort nicht ermittelbar] : Butterworth-Heinemann | Boston, MA : Safari
    Details
    ISBN: 9780080943626
    Sprache: Englisch
    Seiten: 1 online resource (336 pages)
    Ausgabe: 3rd edition
    Schlagwort(e): Electronic books ; local ; Electronic books
    Kurzfassung: The Manual of Engineering Drawing has long been the recognised as a guide for practicing and student engineers to producing engineering drawings and annotated 3D models that comply with the latest British and ISO Standards of Technical Product Specifications and Documentation. This new edition has been updated to include the requirements of BS8888 2008 and the relevant ISO Standards, and is ideal for International readership; it includes a guide to the fundamental differences between the ISO and ASME Standards relating to Technical Product Specification and Documentation. Equally applicable to CAD and manual drawing it includes the latest development in 3D annotation and the specification of surface texture. The Duality Principle is introduced as this important concept is still very relevant in the new world of 3D Technical Product Specification. Written by members of BSI and ISO committees and a former college lecturer, the Manual of Engineering Drawing combines up to the minute technical information with clear, readable explanations and numerous diagrams and traditional geometrical construction techniques rarely taught in schools and colleges. This approach makes this manual an ideal companion for students studying vocational courses in Technical Product Specification, undergraduates studying engineering or product design and any budding engineer beginning a career in design. The comprehensive scope of this new edition encompasses topics such as orthographic and pictorial projections, dimensional, geometrical and surface tolerancing, 3D annotation and the duality principle, along with numerous examples of electrical and hydraulic diagrams with symbols and applications of cams, bearings, welding and adhesives. The definitive guide to draughting to the latest ISO and ASME standards An essential reference for engineers, and students, involved in design engineering and product design Written by two ISO committee members and practising engineers
    Anmerkung: Online resource; Title from title page (viewed March 24, 2009)
    URL: lizenzpflichtig
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  • 3
    Online-Ressource
    Online-Ressource
    Safety Design for Space Systems (2009)
    [Erscheinungsort nicht ermittelbar] : Butterworth-Heinemann | Boston, MA : Safari
    Details
    ISBN: 9780750685801
    Sprache: Englisch
    Seiten: 1 online resource (992 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local ; Electronic books
    Kurzfassung: Progress in space safety lies in the acceptance of safety design and engineering as an integral part of the design and implementation process for new space systems. Safety must be seen as the principle design driver of utmost importance from the outset of the design process, which is only achieved through a culture change that moves all stakeholders toward front-end loaded safety concepts. This approach entails a common understanding and mastering of basic principles of safety design for space systems at all levels of the program organisation. Fully supported by the International Association for the Advancement of Space Safety (IAASS), written by the leading figures in the industry, with frontline experience from projects ranging from the Apollo missions, Skylab, the Space Shuttle and the International Space Station, this book provides a comprehensive reference for aerospace engineers in industry. It addresses each of the key elements that impact on space systems safety, including: the space environment (natural and induced); human physiology in space; human rating factors; emergency capabilities; launch propellants and oxidizer systems; life support systems; battery and fuel cell safety; nuclear power generators (NPG) safety; habitat activities; fire protection; safety-critical software development; collision avoidance systems design; operations and on-orbit maintenance. * The only comprehensive space systems safety reference, its must-have status within space agencies and suppliers, technical and aerospace libraries is practically guaranteed * Written by the leading figures in the industry from NASA, ESA, JAXA, (et cetera), with frontline experience from projects ranging from the Apollo missions, Skylab, the Space Shuttle, small and large satellite systems, and the International Space Station. * Superb quality information for engineers, programme managers, suppliers and aerospace technologists; fully supported by the IAASS (International Association for the Advancement of Space Safety)
    Anmerkung: Online resource; Title from title page (viewed March 27, 2009)
    URL: lizenzpflichtig
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 4
    Online-Ressource
    Online-Ressource
    Market Risk Analysis Volume II : Practical Financial Econometrics (2008)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Boston, MA : Safari
    Details
    Sprache: Englisch
    Seiten: 1 online resource (428 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local
    Kurzfassung: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors; Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters; Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization; Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management; Simulation of normal mixture and Markov switching GARCH returns; Cointegration based index tracking and pairs trading, with error correction and impulse response modelling; Markov switching regression models (Eviews code); GARCH term structure forecasting with volatility targeting; Non-linear quantile regressions with applications to hedging. "The ebook version does not provide access to the companion files".
    Anmerkung: Online resource; Title from title page (viewed June 11, 2008)
    URL: https://learning.oreilly.com/library/view/-/9780470998014/?ar
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 5
    Online-Ressource
    Online-Ressource
    Market Risk Analysis Volume III : Pricing, Hedging and Trading Financial Instruments (2008)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Boston, MA : Safari
    Details
    Sprache: Englisch
    Seiten: 1 online resource (416 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local
    Kurzfassung: Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Duration-Convexity approximation to bond portfolios, and portfolio immunization; Pricing floaters and vanilla, basis and variance swaps; Coupon stripping and yield curve fitting; Proxy hedging, and hedging international securities and energy futures portfolios; Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, 'best-of' and spread options; Libor model calibration; Dynamic models for implied volatility based on principal component analysis; Calibration of stochastic volatility models (Matlab code); Simulations from stochastic volatility and jump models; Duration, PV01 and volatility invariant cash flow mappings; Delta-gamma-theta-vega mappings for options portfolios; Volatility beta mapping to volatility indices. "The ebook version does not provide access to the companion files".
    Anmerkung: Online resource; Title from title page (viewed July 1, 2008)
    URL: https://learning.oreilly.com/library/view/-/9780470997895/?ar
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 6
    Online-Ressource
    Online-Ressource
    Market Risk Analysis Volume I : Quantitative Methods in Finance (2008)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Boston, MA : Safari
    Details
    Sprache: Englisch
    Seiten: 1 online resource (318 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local
    Kurzfassung: Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary. Instead the emphasis is on understanding ideas rather than on mathematical rigour, meaning that this book offers a fast-track introduction to financial analysis for readers with some quantitative background, highlighting those areas of mathematics that are particularly relevant to solving problems in financial risk management and asset management. Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Principal component analysis of European equity indices; Calibration of Student t distribution by maximum likelihood; Orthogonal regression and estimation of equity factor models; Simulations of geometric Brownian motion, and of correlated Student t variables; Pricing European and American options with binomial trees, and European options with the Black-Scholes-Merton formula; Cubic spline fitting of yields curves and implied volatilities; Solution of Markowitz problem with no short sales and other constraints; Calculation of risk adjusted performance metrics including generalised Sharpe ratio, omega and kappa indices. "The ebook version does not pr...
    Anmerkung: Online resource; Title from title page (viewed June 11, 2008)
    URL: https://learning.oreilly.com/library/view/-/9780470998007/?ar
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 7
    Online-Ressource
    Online-Ressource
    Fundamental Data Compression (2005)
    [Erscheinungsort nicht ermittelbar] : Butterworth-Heinemann | Boston, MA : Safari
    Details
    Sprache: Englisch
    Seiten: 1 online resource (256 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local
    Kurzfassung: Fundamental Data Compression provides all the information students need to be able to use this essential technology in their future careers. A huge, active research field, and a part of many people's everyday lives, compression technology is an essential part of today's Computer Science and Electronic Engineering courses. With the help of this book, students can gain a thorough understanding of the underlying theory and algorithms, as well as specific techniques used in a range of scenarios, including the application of compression techniques to text, still images, video and audio. Practical exercises, projects and exam questions reinforce learning, along with suggestions for further reading.* Dedicated data compression textbook for use on undergraduate courses* Provides essential knowledge for today's web/multimedia applications* Accessible, well structured text backed up by extensive exercises and sample exam questions
    Anmerkung: Online resource; Title from title page (viewed November 3, 2005)
    URL: https://learning.oreilly.com/library/view/-/9780080530260/?ar
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 8
    Online-Ressource
    Online-Ressource
    The Employer Brand : Bringing the Best of Brand Management to People at Work (2005)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Boston, MA : Safari
    Details
    Sprache: Englisch
    Seiten: 1 online resource (232 pages)
    Ausgabe: 1st edition
    Schlagwort(e): Electronic books ; local
    Kurzfassung: Levels of 'employer brand awareness' are rising fast across Europe, North America and Asia-Pacific, as leading companies realise that skilled, motivated employees are as vital to their commercial success as profitable customers and apply the principles of branding to their own organization. Starting with a review of the pressures which have generated current interest in employer branding, this definitive book goes on to look at the historical roots of brand management and the practical steps necessary to achieve employer brand management success - including the business case, research, positioning, implementation, management and measurement. Case studies of big-name employer brand stories include Tesco, Wal-Mart, British Airways and Prêt a Manger.
    Anmerkung: Online resource; Title from title page (viewed November 4, 2005)
    URL: https://learning.oreilly.com/library/view/-/9780470012734/?ar
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