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Dynamic Asset Allocation with Forwards and Futures
DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets, and what major theoretical and practical differences distinguish futures from forward contracts. The book proposes an approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework. The main ingredients that are used are the assumed absence of frictions and arbitrage opportunities in financial and real markets, the uniqueness of the economic general equilibrium, when such an equilibrium is required and the tools of continuous time finance, namely martingale theory and stochastic dynamic programming. The scope of DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is essentially theoretical, with emphasis on economic meaning and financial interpretation. Regarding investment and/or hedging, focus is on optimal strategies rather than on actual practice. Simulations, however, are performed when important insights can be delivered as to the practical relevance of some theoretical results. Also, optimal strategies using futures are shown to differ markedly from those using forwards. The following issues are examined: pure hedging, investment and hedging in complete or incomplete markets, currency risk, optimal spreading, presence of stochastic dividend or convenience yields, pricing of non-redundant futures or forwards by means of general equilibrium analysis, and revisiting of existing Capital Asset Pricing Models.
Dynamic Assessment : A Vygotskian Approach to Understanding and Promoting L2 Development
This book presents the first in-depth analysis of DA’s application to particular problems of L2 development. It includes detailed discussions of the core theoretical tenets as well as guidelines for implementing DA principles in L2 classrooms. The book will be of interest to language teacher educators, language testers, classroom practitioners, and students and researchers in the areas of SLA, language pedagogy, and assessment.
Dynamic and robust streaming in and between connected consumer-electronic devices
This book provides a comprehensive overview of the challenges that face us. The book shows that there are many similarities between traditional networking and networks in the chip. However, there are some different operational conditions that lead to original solutions.
Dynamic Analysis of Structures
Reflects the latest application of structural dynamics theory to produce more optimal and economical structural designs. The author includes carefully worked-out examples which are solved utilizing more recent numerical methods. These examples pave the way to more accurately simulate the behavior of various types of structures. The essential topics covered include principles of structural dynamics applied to particles, rigid and deformable bodies, thus enabling the formulation of equations for the motion of any structure.
Dynamic Analysis of Petri Net-Based Discrete Systems
Design of modern digital hardware systems and of complex software systems is almost always connected with parallelism. For example, execution of an object-oriented p- gram can be considered as parallel functioning of the co-operating objects; all modern operating systems are multitasking, and the software tends to be multithread; many complex calculation tasks are solved in distributed way. But designers of the control systems probably have to face parallelism in more evident and direct way. Controllers rarely deal with just one controlled object. Usually a system of several objects is to be controlled, and then the control algorithm naturally turns to be parallel. So, classical and very deeply investigated model of discrete device, Finite State Machine, is not expressive enough for the design of control devices and systems. Theoretically in most of cases behavior of a controller can be described by an FSM, but usually it is not convenient; such FSM description would be much more complex, than a parallel specification (even as a network of several communicating FSMs).
Drying and wetting of building materials and components
Discusses important topics of heat and mass transfer in particulate materials Includes a set of new developments in the science of drying and wetting processes Fosters the encounter of a variety of scientific and engineering disciplines
Drugs in Ophthalmology
This drug handbook is divided into two sections: Alphabetical Listing of Drugs Entries in this section are listed by generic name. Information for each drug is arranged in a consistent format for easy reference. Summary of Anti-infectives This section summarizes the common doses of antibiotics, antifungals, and antivirals. For each drug, the dose for each route of administration is included.
Drug delivery systems using quantum computing
Drug delivery systems (DDS) are defined as methods by which drugs are delivered to desired tissues, organs, cells, and subcellular organs for drug release and absorption through a variety of drug carriers. By controlling the precise level and/or location of a given drug in the body, side effects are reduced, doses are lowered, and new therapies are possible. Nevertheless, there are still significant obstacles to delivering certain medications to particular cells. Drug delivery methods change pharmacokinetic, pharmacodynamic, and drug release patterns to enhance product efficacy and safety, as well as patient convenience and compliance.
Drug Delivery Approaches : Perspectives from Pharmacokinetics and Pharmacodynamics
Delivers a thorough discussion of drug delivery options to achieve target profiles and approaches as defined by physical and pharmacokinetic models. The book offers an overview of drug absorption and physiological models, chapters on oral delivery routes with a focus on both PBPK and multiple dosage form options. It also provides an explanation of the pharmacokinetics of the formulation of drugs delivered by systemic transdermal routes.
Drift-Driven Design of Buildings : Mete Sozen’s Works on Earthquake Engineering
Summarizes the most essential concepts that every engineer designing a new building or evaluating an existing structure should consider in order to control the damage caused by drift (deformation) induced by earthquakes. It presents the work on earthquake engineering done by Dr. Mete Sozen and dozens of his collaborators and students over decades of experimentation, analysis, and reconnaissance. Many of the concepts produced through this work are integral part of earthquake engineering today. Nevertheless, the connection between the concepts in use today and the original sources is not always explained.
Domain Decomposition Methods in Science and Engineering
Domain decomposition is an active, interdisciplinary research area that is devoted to the development, analysis and implementation of coupling and decoupling strategies in mathematics, computational science, engineering and industry.This book special focus has been on numerical analysis, computational issues,complex heterogeneous problems, industrial problems, and software development.
DOM Scripting : Web Design with JavaScript and the Document Object Model
There are three main technologies married together to create usable, standards-compliant web designs: XHTML for data structure, Cascading Style Sheets for styling your data, and JavaScript for adding dynamic effects and manipulating structure on the fly using the Document Object Model. This book is about the latter of the three. DOM Scripting: Web Design with JavaScript and the Document Object Model gives you everything you need to start using JavaScript and the Document Object Model to enhance your web pages with client-side dynamic effects. Jeremy Keith starts off by giving you a basic crash course in JavaScript and the DOM, then moves on to provide you with several real-world examples built up from scratch, including dynamic image galleries and dynamic menus. Then, he shows you how to manipulate web page style using the CSS DOM, and create markup on the fly.
Distributed computing and networking ; 8th International conference, ICDCN 2006, Guwahati, India, December 27-30, 2006, Proceedings
VI realm between distributed computing and networking, namely, Modeling Biological Networks, Network Security, Algorithmic Issues in Wireless Sensor Networks, and Optical Networking. This was made possible by the efforts of the Tutorial Chairs, Sr- har Iyer and Pinaki Mitra. The Organizing Committee worked hard to ensure that the participants enjoyed a comfortable stay and the technical meetings proceeded as smoothly as possible.
Distributed computing and Internet Technology ; 1st International Conference, ICDCIT 2004, Bhubaneswar, India, December 22-24, 2004, Proceedings
Taming the Dynamics of Disributed Data - DISTRIBUTED COMPUTING -- Data in Your Space -- Enabling Technologies for Harnessing Information Explosion -- Fair Leader Election by Randomized Voting -- An Efficient Leader Election Algorithm for Mobile Ad Hoc Networks -- Distributed Balanced Tables: A New Approach - Performance Evaluation of Gigabit Ethernet and SCI in a Linux Cluster -- Performance Evaluation of a Modified-Cyclic-Banyan Based ATM / IP Switching Fabric -- A Scalable and Robust QoS Architecture for WiFi P2P Networks -- NEC: Node Energy Based Clustering Protocol for Wireless Sensor Networks with Guaranteed Connectivity,and other
Distributed computing and internet technology ; 17th International Conference, ICDCIT 2021, Bhubaneswar, India, January 7–10, 2021, Proceedings
This book constitutes the proceedings of the 17th International Conference on Distributed Computing and Internet Technology, ICDCIT 2020, held in Bhubaneswar, India, in January 2021. The 13 full papers presented together with 4 short papers were carefully reviewed and selected from 99 submissions. The papers were organized in topical sections named: invited talks, cloud computing and networks, distributed algorithms, concurrency and parallelism, graph algorithms and security, social networks and machine learning, and short papers.
Distributed and Parallel Systems : Cluster and Grid Computing
DAPSY (Austrian-Hungarian Workshop on Distributed and Parallel Systems) is an international conference series with biannual events dedicated to all aspects of distributed and parallel computing. DAPSY started under a different name in 1992 (Sopron, Hungary) as regional meeting of Austrian and Hungarian researchers focusing on transputer-related parallel computing; a hot research topic of that time. A second workshop followed in 1994 (Budapest, Hungary). As transputers became history, the scope of the workshop widened to include parallel and distributed systems in general and the 1st DAPSYS in 1996 (Miskolc, Hungary) reflected the results of these changes.
Distinguished Figures in Mechanism and Machine Science
This is the first volume of a series of edited books whose aim is to collect contributed papers in a framework that can serve as a dictionary of names of individuals who have made contributions to the discipline of MMS (Me- anism and Machine Science). This dictionary project has the peculiarity that, through descriptions of the ideas and work of these individuals, the papers will illustrate mainly technical developments in the historical evolution of the individual fields that today de?ne the scope of MMS. Thus the core of each contribution will be a survey of biographical notes describing the efforts and experiences of these people. Finding appropriate technical experts as authors for such papers and - couraging them to write them has been a challenge; it is a demanding and time-consuming effort to produce such in-depth articles that delve deeply into the historical background of their topics of expertise.
Distillation : Principles and practice
Distillation Principles and Practice Second Edition covers all the main aspects of distillation including the thermodynamics of vapor/liquid equilibrium, the principles of distillation, the synthesis of distillation processes, the design of the equipment, and the control of process operation.
Dissonant Heritages and Memories in Contemporary Europe
This book discusses political, economic, social, and humanitarian challenges that influence both how people deal with their past and how they build their identities in contemporary Europe. Ongoing debates on migration, on local, national, inter- and transnational levels, prove that it is a divisive issue with regards to understanding European integration and identity. At the same time, the European Union increasingly invests in projects related to European heritage, museums, and cultural memory networks, while having to take dissonant heritages into account. These processes in their combination offer an interesting dynamic and form the complex puzzle that poses challenging questions for anyone involved in academic research, heritage practices, and policy debates. With this puzzle at its core, this book explicitly focuses on slippery and transforming notions of Europe and critically discusses ongoing and transforming power structures of heritage and memory in today’s Europe.
Dissipative Systems Analysis and Control : Theory and Applications
Dissipative Systems Analysis and Control (second edition) presents a fully revised and expanded treatment of dissipative systems theory, constituting a self-contained, advanced introduction for graduate students, researchers and practising engineers. It examines linear and nonlinear systems with examples of both in each chapter; some infinite-dimensional examples are also included. Throughout, emphasis is placed on the use of the dissipative properties of a system for the design of stable feedback control laws. The theory is substantiated by experimental results and by reference to its application in illustrative physical cases (Lagrangian and Hamiltonian systems and passivity-based and adaptive controllers are covered thoroughly).
