• The primary purpose of this book is to introduce risk and reliability concept into structural design.A structure should be designed taking into account safety, reliability, and economy. Reliability is the probability of successful function, and risk is the potential for unwanted negative consequence of an event. In structural engineering, risk analysis involves the investigation of the probability of rare events. Risk analyses are typically made on the basis of information, which is subject to uncertainty. These uncertainties may be divided into inherent or natural variability. The objective of a structural design is the assurance of successful performance over the useful life of structures or engineering systems.The primary purpose of this book is to introduce risk and reliability concept into structural design. It will cover and review reliability theory and risk analysis to solve structural engineering problems. The book was formed from the easy to the difficult and complicated concepts. Content was written from the basic concepts of uncertainties, structural safety analysis, structural reliability under repeated load, and fatigue reliability. Based on the introduction of failure modes and bounds theory, structural system reliability theory is subsequently discussed. Numerical formulation and examples are provided to enhance the study efficiency of students, engineers, and researchers.This book is suitable for adoption as a textbook or a reference book in a structural reli...
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    6577 РУБ.

  • Book DescriptionIn this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. The theoretical bases of scenario non-success risk LP-management in business and engineering are also stated. Methods and algorithms for the scenario risk LP-management in problems of classification, investment and effectiveness are described. Risk LP- models and results of numerical investigations for credit risks, risk of frauds, security portfolio risk, risk of quality, accuracy, and risk in multi-stage systems reliability are given. In addition, a rather large number of new problems of estimation, analysis and management of risk are considered. Software for risk problems based on LP-methods, LP-theory, andGIE is described too.
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    10221 РУБ.

  • Inhaltsangabe:Abstract: We discuss the main approaches to quantify the risk of losses arising from a defaulting counterparty to a financial transaction that have been developed over the last 25 years. Every existing method faces major problems in assessing the numerous and partly non-observable factors influencing credit risk. One shortcoming common to all methods is the classical normal assumption for interest rate changes and asset returns. Therefore we suggest the introduction of stable Paretian models to yield more realistic credit spreads. Inhaltsverzeichnis:Table of Contents: 1.Introduction 2.Basic Properties of Credit Risk Models 2.1Financial Position 2.2Default Probability 2.3The Price Of Credit Risk 3.Structural Models 3.1Structural Models With Constant Interest Rates 3.2Structural Models With Stochastic Interest Rates 4.Reduced Form Models 4.1Terminology of Reduced Form Models 4.1.1Credit Risk and Credit Events 4.1.2Rating Categories and Transition Matrices 4.2Reduced Form Modesl With Default Rates 4.3Reduced Form Models With Rating Transitions 4.3.1Modelling Rating Histories With Markov Chains 4.3.2The Introduction of Pseudo-Probabilities 4.3.3Parameter Estimation 5.Models With Implied Credit Spread 6.Hybrid Models 6.1Rating Transitions 6.2Forward Prices 6.3The Distribution of Values 6.3.1Distributions in Credit Risk and Market Risk Measurement 6.4Expected Loss 6.5Unexpected Loss 6.6Example 7.Rating Categories 7.1Alternative Credit Analysis And Rating Methodology 7...
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  • Lots of effort has been expended in improving volatility models since better forecasts translate in to better pricing of assets and better risk management. However the question as to what model should be used to calculate volatility, there is no unique answer as different volatility models were proposed in the literature and were being used by practitioners. To answer which VaR model adequately capture the market risk, three VaR models are tested on stock indices from Croatia, Serbia, Slovenia and Macedonia. The tested VaR models are: simple moving average with rolling windows of 50, 74 (proposed by Risk Metrics) and 100 days, EWMA using 0,9, 0,94 (proposed by Risk Metrics) and 0,96 as smoothing constant λ and different windows of 50, 74 and 100 days, and GARCH(1,1). VaR models are calculated for a one-day holding period at 95% and 99% coverage of the market risk. These competing models are evaluated on the basis of BLF error statistics. The challenge of this work is to come up with the best and easily implementable approach suitable to Former Yugoslavian stock exchange markets, especially for Macedonian and apply time series models for calculating Value at Risk.
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    8777 РУБ.

  • The theory of reliability is the new scientific disciplined that studies the general regularity that must be maintained under design, experimentation, manufacture, acceptance and use of units (components) in order to maximal effectiveness from their use.The need of obtaining highly reliable systems and components has acquired special importance with development of the present day technology.All the models have been solved by using supplementary variable technique, Laplace transformation and Gumble-Hougaard family of copula. Availabilities, asymptotic behavior, MTTF, etc. have been obtained for different models in this study. The content of this book is applicable to applied scientific fields,statistics,engineering and the researchers, working in the field of Reliability Analysis of a System with Time Varying Failure Rates with the Application of Copula.
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    4358 РУБ.

  • The theory of reliability is the new scientific disciplined that studies the general regularity that must be maintained under design, experimentation, manufacture, acceptance and use of units (components) in order to maximal effectiveness from their use.The need of obtaining highly reliable systems and components has acquired special importance with development of the present day technology.All the models have been solved by using supplementary variable technique, Laplace transformation and Gumble-Hougaard family of copula. Availabilities, asymptotic behavior, MTTF, etc. have been obtained for different models in this study. The content of this book is applicable to applied scientific fields,statistics,engineering and the researchers, working in the field of Reliability Analysis of a System with Time Varying Failure Rates with the Application of Copula.
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    9202 РУБ.

  • Rapid advances in commercial part technologies present opportunities for improvements in performance and improvements in smaller size and lower weight new high reliability (including space) system design. To develop appropriate techniques to ensure high reliability in these applications, techniques used in the high reliability space, medical and automotive electronics industry to develop and utilize new commercial technology are surveyed and compared. Reliability concerns are enumerated and traced to fundamental physical failure mechanisms. The relationships between these potential failure mechanisms and various reliability and qualification tests are clearly described and evaluated. Appropriate Risk Mitigation methods are selected that have been developed from these industries and compared for cost, schedule and effectiveness. Since these industries product many new advanced electronics devices, part manufacturers often have relevant test data available which may be used by new space system designers to evaluate probable long term reliability of new technology to provide best value and reliability to their customers.
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    4358 РУБ.

  • The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers--be they graduate students, academics, or practitioners--confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. The book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, the book develops the martingale approach to bond pricing in detail, concent...
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    9427 РУБ.

  • This study was to identify individual and county-level (population-based) predictor variables which would allow for identification of contributing factors to increased risk of LLA. It sought to answer three primary questions: (1) Are there variations in risk of LLA by race/ethnicity among Type-2 diabetics in the Florida panhandle? (2) Are there variations in risk of LLA across socioeconomic and community characteristics? and (3) Is a combination of individual-level and county-level variables better predictors of LLA than either one alone? Results of the individual-level analyses were consistent with existing literature. Minority diabetics, specifically blacks showed greater risk for LLA than other groups. Men showed greater risk for LLA compared to women. Ages 60-69 showed greater risk for LLA compared to all other age groups. Hypertension as co-morbidity conferred greater risk for LLA compared to those without hypertension. Regression models did not show that county-level and individual-level variables together were better predictors of LLA than either one alone. Summarized, a hypertensive black male, ages 60-69 on public insurance has greater risk and more likely to undergo LLA.
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  • Worked examples calculations and exercises in Functional Safety as applied in the Process Industry.This book is aimed at Functional Safety Engineers who wish to improve their understanding of risk and reliability calculations. Examples have been created in the calculation of various risk and reliability scenarios. Answers are also provided to enable the student to confirm understanding and consolidate knowledge.This book may be a useful revision aid to those studying for the TÜV Functional Safety Engineer (Safety Instrumented System) examination.This book should be used alongside recommended pre-reading:Functional Safety in the Process Industry: A handbook of practical guidance in the application of IEC61511 and ANSI/ISA-84.00.01.KJ Kirkcaldy and D ChauhanISBN 978-1-291-18723-6.
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  • Книга "Disaster Risk Reduction and the Global System. Ruminations on a Way Forward".
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  • Книга "MODERN APPROACHES TO DISCRETE, INTEGRATED COMPONENT AND SYSTEM RELIABILITY ENGINEERING. Reliability Engineering".
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  • This book is intended for engineers whose responsibility is the reliability performance of a product. But it could also be used by managers and inexperienced reliability engineers to help build-in reliability while developing quality products.This book is intended for engineers whose responsibility is the reliability performance of a product. But it could also be used by managers and inexperienced reliability engineers to help build-in reliability while developing quality products. This work stems from my own experiences and knowledge gained while developing and manufacturing of electronic and inkjet products. The driving goal for the book was to make the reliability engineer a significant contributor to the final product performance and highlight the many factors that influence product’s reliability.Basic Understanding of Reliability from a Business PerspectiveTopics include factors that influence the reliability approach, tools for today’s reliability challenges, reliability engineer’s expectations in today’s business environment, and an extensive appendix describing a wide range of tools common to reliability engineering.
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  • Reliability analysis of structures implies the estimate of the limit state probabilities of a structure under adverse/environmental loading. Most important aspect of seismic reliability analysis is identification of all uncertainties, methods for modeling and analysis, analytical formulation of the limit state surface and integration of probability density function. In the seismic reliability analysis of the dam structure, the limit state probability of the structure is integrated with the seismic risk of the site. In this study, Coulee concrete gravity dam structure is modeled and seismic reliability of the dam structure in the presence of full reservoir and empty reservoir are analyzed. The dam-reservoir and reservoir-foundation interactions are considered in the study. The transient analysis is done by considering El Centro and Loma Prieta earthquake record. The randomness of ground motion, uncertainties in its occurrence, definition of its intensity parameters are considered in seismic reliability analysis. The material uncertainty of the dam is included in the study.
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    5602 РУБ.

  • This book provides procuring activities and development contractors with an understanding of the history, concepts and principles of reliability. It will be helpful to the researchers for the development and applications of reliability. It should be pointed out that this book covers only background and basic concept of reliability; it is not intended to cover software reliability and planning. Further, a brief introduction of COPULAS is also presented as it is applicable to many real world problems.
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  • The connections between streams and aquifers can be spatially variable and uncertain due to heterogeneity in geology and topography. During drought seasons, farming activities may induce critical peak pumping rates to supply irrigation water needs for crops. This may lead to increased concerns about reduction in baseflow and adverse impacts upon riverine ecosystems. Quantitative management of the groundwater is a required component in this particular human-nature system to evaluate the tradeoffs between irrigation agriculture and the ecosystems requirements. Forecast of the impact of pumping on river-aquifer exchange depends upon spatially variable hydrogeological parameters, as well as temporally uncertain streamflow. In this study a novel component - systems reliability analysis framework is developed to assess risk. Physical parameters uncertainty is studied in light of the Glover-Balmer (analytical) and MODFLOW (numerical) models, while temporal random streamflow is modeled as a Markov process. Reliability methods have been developed in the aerospace industry and extensively applied in structural engineering, but have only seen limited use in water resources so far.
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  • Книга "Rethinking Risk in National Security. Lessons of the Financial Crisis for Risk Management".
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  • Design of a safe slope or checking the safety of an existing one is an important and complicated problem in rock engineering. The main source of complication is the existence of uncertainties, which can be analyzed and quantified in a rational way only through probabilistic methods. This book explains the principles of reliability-based analyses and design of rock slopes that can easily be used by the practicing engineers. The first-order second-moment (FORM) method and Monte Carlo Simulation (MCS) procedure are adopted as the reliability assessment models and they are implemented for the case of plane failure. For the systematic analysis of uncertainties associated with the rock slope stability parameters, a model developed within the framework of first-order second-moment approach is presented. The implmentation of the described principles and approaches also illustarated with real case study examples
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    9602 РУБ.

  • This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions. Some papers are too short, however, we have studied an observation.
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    8789 РУБ.

  • Characterizing the risks associated with low-dose exposure to dioxins has remained a matter of considerable research, discussion, uncertainty and controversy over the years. In each of the components for assessing risks, hazard identification, exposure, dose-effect determination and risk analysis, a wide array of assumptions are employed due to data gaps or present limitations in scientific knowledge. A critical review of the literature was undertaken to examine the state of the art in dioxin risk assessment in order to identify areas where more research is warranted and to propose alternative approaches for evaluating dioxin risk. Areas of particular concern include: limited and variable data on source emissions to land and water; contamination of the food chain; the use of animal models and, conversely, ambiguous epidemiological results to assess human health risk.
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    9752 РУБ.

  • Using Applied Econometrics with SAS: Modeling Demand, Supply, and Risk, you will quickly master SAS applications for implementing and estimating standard models in the field of econometrics. This guide introduces you to the major theories underpinning applied demand and production economics. For each of its three main topics-demand, supply, and risk-a concise theoretical orientation leads directly into consideration of specific economic models and econometric techniques, collectively covering the following:Double-log demand systemsLinear expenditure systemsAlmost ideal demand systemsRotterdam modelsRandom parameters logit demand modelsFrequency-severity modelsCompound distribution modelsCobb-Douglas production functionsTranslogarithmic cost functionsGeneralized Leontief cost functionsDensity estimation techniquesCopula modelsSAS procedures that facilitate estimation of demand, supply, and risk models include the following, among others:PROC MODELPROC COPULAPROC SEVERITYPROC KDEPROC LOGISTICPROC HPCDMPROC IMLPROC REGPROC COUNTREGPROC QLIMAn empirical example, SAS programming code, and a complete data set accompany each econometric model, empowering you to practice these techniques while reading. Examples are drawn from both major scholarly studies and business applications so that professors, graduate students, government economic researchers, agricultural analysts, actuaries, and underwriters, among others, will immediately benefit.This book is part of the SAS Press program.
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  • This book gives an overview of evaluation of the most widespread Value at Risk (VaR)Models in use in most of risk management departments across the financial industry.Value at Risk (VaR) has become the standard measure that financial analysts use to quantify market risk. VaR is defined as the maximum potential change in value of a portfolio of financial instruments with a given probability over a certain horizon. VaR measures can have many applications, such as in risk management, to evaluate the performance of risk takers and for regulatory requirements, and hence it is very important to develop methodologies that provide accurate estimates.The main objective of this book is to survey the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions. The great popularity that this instrument has achieved is essentially due to its conceptual simplicity: VaR reduces the (market) risk associated with any portfolio to just one number, the loss associated to a given probability. VaR can also be applied to governance of endowments, trusts, and pension plans. Essentially trustees adopt portfolio VaR metrics for the entire pooled account.
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    4914 РУБ.

  • Seismic risk management is concerned with complexity of diverse impacts and sorts of uncertainties involved in modeling, assessing and managing the earthquake risk. The way to handle uncertainty is a critical challenge in risk management and can mislead the overall decisions particularly in seismic risk mitigation programs where several projects are involved. Emergent complexity and uncertainties necessitate establishing a risk management system to address the risk in a reliable and realistic way. Current research proposes a heuristic model that combines both theoretically well-grounded system approach and risk analysis on a common framework. Hierarchical system approach is proposed to reduce the complexity of the risk inventory and turn it to set of manageable sub-systems. To capture uncertainties associated with observation and expert judgments, fuzzy modeling techniques was used. The applicability of the proposed models was tested over a group of retrofitting schools. Unlike conventional risk assessment methods, the methodology demonstrated more transparency and flexibility in practice.
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    3644 РУБ.

  • Seismic risk management is concerned with complexity of diverse impacts and sorts of uncertainties involved in modeling, assessing and managing the earthquake risk. The way to handle uncertainty is a critical challenge in risk management and can mislead the overall decisions particularly in seismic risk mitigation programs where several projects are involved. Emergent complexity and uncertainties necessitate establishing a risk management system to address the risk in a reliable and realistic way. Current research proposes a heuristic model that combines both theoretically well-grounded system approach and risk analysis on a common framework. Hierarchical system approach is proposed to reduce the complexity of the risk inventory and turn it to set of manageable sub-systems. To capture uncertainties associated with observation and expert judgments, fuzzy modeling techniques was used. The applicability of the proposed models was tested over a group of retrofitting schools. Unlike conventional risk assessment methods, the methodology demonstrated more transparency and flexibility in practice.
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    8377 РУБ.

  • Книга "CMOS RF Circuit Design for Reliability and Variability".
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    9464 РУБ.

  • Книга "Tempered Stable Distributions. Stochastic Models for Multiscale Processes".
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    9439 РУБ.

  • Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy’s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives.
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    2294 РУБ.

  • Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy's multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives.
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  • An understanding of risk and how to deal with it is an essential part of modern economics. Whether liability litigation for pharmaceutical firms or an individual's having insufficient wealth to retire, risk is something that can be recognized, quantified, analyzed, treated--and incorporated into our decision-making processes. This book represents a concise summary of basic multiperiod decision-making under risk. Its detailed coverage of a broad range of topics is ideally suited for use in advanced undergraduate and introductory graduate courses either as a self-contained text, or the introductory chapters combined with a selection of later chapters can represent core reading in courses on macroeconomics, insurance, portfolio choice, or asset pricing. The authors start with the fundamentals of risk measurement and risk aversion. They then apply these concepts to insurance decisions and portfolio choice in a one-period model. After examining these decisions in their one-period setting, they devote most of the book to a multiperiod context, which adds the long-term perspective most risk management analyses require. Each chapter concludes with a discussion of the relevant literature and a set of problems. The book presents a thoroughly accessible introduction to risk, bridging the gap between the traditionally separate economics and finance literatures.
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  • Seminar paper from the year 2012 in the subject Business economics - Investment and Finance, grade: 1, University of Leicester (School of Management), language: English, abstract: Scientists use factor models to try to understand the relationship between risk and asset returns and to make estimations of the likely development of the returns in the future (Sharpe 2001, p.1). Today, two of the most renowned factor models to estimate expected returns of an asset or a firm are the Capital Asset Pricing Model (CAPM), introduced by Treynor (1962), Sharpe (1964), Lintner (1965) and Mossin (1966), and the three-factor model of Fama and French of 1992 (Bartholdy and Peare 2004, p.408). While the CAPM claims the existence of a positive linear relationship between the volatility/risk (market beta) and expected returns (Bali and Cakici 2004, p.57), Fama and French state that their three-factor model (3FM) has an improved performance in estimating returns as - so they claim - size and book-to-market equity have significant predictive power, too (Fama and French 1992, p.427).
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  • Who is the author: Greg Hutchins PE CERM?Greg Hutchins is the risk evangelist who coined the expression Future of Quality: Risk® and is the developer of Certified Enterprise Risk Manager® (CERM) certificate (www.CERMAcademy.com). What is ISO 31000: Enterprise Risk Management?International Organization for Standardization (ISO) developed ISO 31000 as its risk management guideline for its management system standards. More than 60 countries have adopted ISO 31000 as their national risk management standard. ISO 31000: Enterprise Risk Management is the first book to address: ISO Enterprise Risk Management; risk based, problem solving; risk based, decision making; Risk Based Thinking; and governance, risk, and compliance requirements. Everyone who is certified to ISO 9001:2015 needs to read this book to understand and implement Risk Based Thinking in ISO 9001:2015 and newer ISO standards.What This Book Can Do for You? Describes how you can architect, design, deploy and assure risk controls that are appropriate to your organization’s context and risk appetite? Supports executive management with operational governance, risk management, and compliance (GRC). Identifies emerging and current risks so plans can be developed to control, manage, and mitigate risks. Identifies emerging and current opportunities so appropriate investments can be pursued. Increases the probability of success in achieving the organization’s strategic plan and mission critical objectives Explains key risk conce...
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  • Volatility is one of the biggest topics in finance today. It is the most important measure of risk and plays a crucial role in the valuation of derivatives. Volatility estimations are therefore essential in most financial decisions. However, it has been proven extremely difficult to model and forecast the volatility one witnesses in time series. This book compares two volatility models, their properties and their performances. The models compared are the GARCH model and the Markov Switching Multifractal model, two models that rely on completely different assumptions. This book assesses how both models perform in replicating financial time series. The model parameters are estimated on historical returns and option prices. The results are used to produce volatility forecasts which in their turn are evaluated in a Value at Risk setup. The analysis done shows some unexpected conclusions and promising leads for further research. This book provides a step by step manual on how to estimate various volatility models and how resulting estimates can be used for derivative pricing. This is extremely valuable for practitioners and others interested in modeling volatility in financial markets.
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    9202 РУБ.

  • Risk is always an important factor of our daily life activities. We encounter different kinds of risk factors every day. Most of our decisions are usually made in the state of uncertainty or risk. The concept of risk is particularly important in finance. In finance, risk can be defined as the degree of uncertainty about future net return. In different financial institutions people are interested in how to measure risk. This book is mainly divided into two parts. The first part conducts analysis about how to opt for an appropriate approach to measuring financial risk, outlining different types of risk and measurement techniques for computing risk. The main computational technique which i use is the Value at Risk or in short VaR. VaR has become the standard measurement technique that financial analysts use to quantify risk. This technique is a benchmark for the exposure of financial risk. In contrast i also use an alternative risk measure tool called conditional value at risk or in short CVaR. In the second part i have evaluated the performance of different non linear models to forecast stock markets volatility using daily data.
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    9002 РУБ.

  • Michael, an up-and-coming hyperrealist sculptor from Atlanta, Georgia, is about to get her big break. An expert at carving the female form, she owes much of her success to her muse, best friend, Jess. Michael has been in love with Jess for years but treasures their friendship too much to risk it for uncertain romance. Jess, a special education teacher, values Michael’s friendship above everything else in her life. Can one passionate kiss change everything she thought she felt about Michael? Can Michael make the choice between a dear, lifelong friendship and capturing Jessica?
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  • A book of poems by CL Bledsoe and Michael Gushue. Enter at your own risk, exit by your own volition. Contents may have settled during shipping and may secrete from the covers. Handle with protective gloves. The use of hazmat gear is not required but certainly would bring a smile to the authors' faces.
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    1139 РУБ.

  • The book presents estimations of the credit risks in the aggregate and the sectors levels of the Swedish economy in response to the evaluation of key macroeconomic variables. One-factor models were used and the employed data were covering the period from 2003 to 2011. One factor models' estimations for the sectors facilitate a comparison of default rates' determiners between different sectors. Ten different sectors were analyzed and for all sectors, the default rate models were produced. Estimated models were used for the sensitive analyze of default rates by creating shocks over the independent variables. This research provided important findings on how the macroeconomic indicators influenced the default rates of Swedish economy either at the aggregate or at the sectors level. The calculated models can be used for the default rates' prediction or stress testing as well.
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  • Книга "Reliability, Safety, and Security of Railway Systems. Modelling, Analysis, Verification, and Certification. First International Conference, RSSRail 2016, Paris, France, June 28-30, 2016, Proceedings".
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    9189 РУБ.

  • The existing literature on reliability covers "inter alia" lifetime analysis, complex systems, redundancy operations and the book from Barlow and Proschan, 1981, can be view as a first milestone in this area. However the approach is under stochastic independence. Any engineer working under independence conditions hypothesis is leads to underestimating critical events with negative consequences. The reliability of a complex system has to be analysed taking into account the statistical dependence and time dynamics. These can be done considering a point process martingale approach to reliability theory.In this monograph we study component reiability importance for system reliability, redundancy operations and a generalizatio of system signature.
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