الصفحة 17
الصفحة 17
Financial Markets in Continuous Time
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts.
Financial management and risk analysis strategies for business sustainability
Financial Management and Risk Analysis Strategies for Business Sustainability proposes a series of practical and theoretical perspectives on how the business world has to evolve to adapt to the new situation the world has reached due to undeniable climate change forcing businesses to redefine their productive processes and internal organization. Topics highlighted include financial management procedures, corporate social responsibility, risk analysis, financial literacy, and innovation in sustainability and sustainable development. areas.
Filtering Theory : With Applications to Fault Detection, Isolation, and Estimation
The focus of this book is on filtering for linear processes, and its primary goal is to design filters from a class of linear stable unbiased filters that yield an estimation error with the lowest root-mean-square (RMS) norm. Various hierarchical classes of filtering problems are defined based on the availability of statistical knowledge regarding noise, disturbances, and other uncertainties. An important characteristic of the approach employed in this work for several aspects of filter analysis and design is structural in nature, revealing an inherent freedom to incorporate other classical secondary engineering constraints—such as placement of filter poles at desired locations—in filter design. Such a structural approach requires an understanding of powerful tools that then may be used in several engineering applications besides filtering.
Ferrous Materials : Steel and Cast Iron
This book closes the gap in the treatment of steel and cast iron. Each chapter takes into account the gradual transitions between the two types of ferrous materials. The authors demonstrate that steel and cast iron are versatile and customisable materials which will continue to play a key role in the future.
Federation over the Web ; International Workshop, Dagstuhl Castle, Germany, May 1-6, 2005, Revised Selected Papers
The lives of people all around the world, especially in industrialized nations, continue to be changed by the presence and growth of the Internet. Its in?uence is felt at scales ranging from private lifestyles to national economies, boosting thepaceatwhichmoderninformationandcommunicationtechnologiesin?uence personal choices along with business processes and scienti?c endeavors. In addition to its billions of HTML pages, the Web can now be seen as an open repository of computing resources. These resources provide access to computational services as well as data repositories, through a rapidly growing variety of Web applications and Web services.
Fault-Diagnosis Systems : An Introduction from Fault Detection to Fault Tolerance
This book gives an introduction into the field of fault detection, fault diagnosis and fault-tolerant systems with methods which have proven their performance in practical applications. It guides the reader in a structured tutorial style: supervision methods, reliability, safety, system integrity and related terminology; fault detection with signal-based methods for periodic and stochastic signals; fault detection with process model-based methods like parameter estimation, state estimation, parity equations and principal component analysis; fault diagnosis with classification and inference methods; fault-tolerant systems with hardware and analytical redundancy; many practical simulation examples and experimental results for processes like electrical motors, pumps, actuators, sensors and automotive components; end-of-chapter exercises for self testing or for practice.
Fatty acids
Fatty acid metabolism, including the de novo synthesis, uptake, oxidation, and derivation of fatty acids, plays several important roles at cellular and organ levels. Recent studies have identified characteristic changes in fatty acid metabolism in idiopathic pulmonary fibrosis (IPF) lungs, which implicates its dysregulation in the pathogenesis of this disorder. Here, we review the evidence for how fatty acid metabolism contributes to the development of pulmonary fibrosis, focusing on the profibrotic processes associated with specific types of lung cells, including epithelial cells, macrophages, and fibroblasts. We also summarize the potential therapeutics that target this metabolic pathway in treating IPF.
Failure rate modelling for reliability and risk
Failure Rate Modelling for Reliability and Risk focuses on reliability theory and, specifically, on the failure rate (the hazard rate, the force of mortality) modelling and its generalizations, on systems operating in a random environment and on repairable systems. The failure rate is one of the crucial probabilistic characteristics for a number of disciplines; including reliability, survival analysis, risk analysis and demography.
Extreme Value Theory : An Introduction
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications. The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion.
Extreme Programming and Agile Processes in Software Engineering ; Vol.4044 ; 7th International Conference, XP 2006, Oulu, Finland, June 17-22, 2006, Proceedings
In its first editions, this conference was a get-together of a few pioneers who - bated about how to make agile processes and methods accepted by the mainstream researchers and practitioners in software engineering. Now agile approach to software development has been fully accepted by the software engineering community and this event has become the major forum for understanding better the implications of agility in software development and proposing extensions to the mainstream approaches. These two aspects were fully reflected in this year’s conference. They were - flected in the keynote speeches, which covered the background work done starting as early as the early eighties by Barry Boehm, definition of the field by Kent Beck, a successful industrial application in a success story by Sean Hanly, the perspective and the future of agile methods in large corporations by Jack Järkvik, and even some - sightful views from a philosopher, Pekka Himanen.
Extreme Programming and Agile Processes in Software Engineering ; Vol.3556 ; 6th International Conference, XP 2005, Sheffield, UK, June 18-23, 2005, Proceedings
Extreme Programming has come a long way since its ?rst use in the C3 project almost 10 years ago. Agile methods have found their way into the mainstream, and at the end of last year we saw the second edition of Kent Beck’s book on Extreme Programming, containing a major refactoring of XP. This year, the 6th International Conference on Extreme Programming and Agile Processes in Software Engineering took place June 18–23 in She?eld. As in the yearsbefore, XP 2005provideda unique forum for industry and academic professionals to discuss their needs and ideas on Extreme Programming and - ile methodologies. These proceedings re?ect the activities during the conference which ranged from presentation of research papers, invited talks, posters and demonstrations, panels and activity sessions, to tutorials and workshops. - cluded are also papers from the Ph.D. and Master’s Symposium which provided a forum for young researchers to present their results and to get feedback. Asvariedastheactivities werethe topicsofthe conferencewhichcoveredthe presentationofnewandimprovedpractices,empiricalstudies,experiencereports and case studies, and last but not least the social aspects of agile methods. The papers and the activities went through a rigorous reviewing process. Each paper was reviewed by at least three Program Committee members and wasdiscussedcarefullyamongtheProgramCommittee.Of62paperssubmitted, only 22 were accepted as full papers.
Expert Oracle Database Architecture : 9i and 10g Programming Techniques and Solutions
This is a defining book on the Oracle database for any developer or database administrator who works with Oracle-driven database applications. Tom Kyte has a simple philosophy: you can treat Oracle as a black box and just stick data into it or you can understand how it works and exploit it as a powerful computing environment. If you choose the latter, then you will find that there are few information management problems that you cannot solve quickly and elegantly. Expert Oracle Database Architecture is the first of a three-book series that completely explores and defines the Oracle database. It covers all of the most important Oracle architecture features, including: Files, memory structures and processes / Locking and latching / Transactions, concurrency and multi-versioning / Tables and Indexes / Datatypes / Partitioning and parallelism Each feature is taught in a proof-by-example manner, not only discussing what it is, but also how it works, how to implement software using it, and the common pitfalls associated with it.
Expert .NET Delivery Using NAnt and CruiseControl.NET
This book is a guide to the implementation of good processes in a .NET environment. Author Marc Holmes focuses on actual implementation, and details patterns and anti-patterns to watch out for. He also provides a practical and in-depth look at NAnt and CruiseControl.NET, and solutions to common problem scenarios.
Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators
The theory of random Schrödinger operators is devoted to the mathematical analysis of quantum mechanical Hamiltonians modeling disordered solids. Apart from its importance in physics, it is a multifaceted subject in its own right, drawing on ideas and methods from various mathematical disciplines like functional analysis, selfadjoint operators, PDE, stochastic processes and multiscale methods. The present text describes in detail a quantity encoding spectral features of random operators: the integrated density of states or spectral distribution function. Various approaches to the construction of the integrated density of states and the proof of its regularity properties are presented.
Examining Innovation Management from a Fair Process Perspective
Companies nowadays still differ considerably in that they interact with employees. This interaction depends on different organisational cultures, leadership styles, and the ways in which information and communication take place. A recent trend, even in economic theory, is that interactions are valued in themselves and not solely to achieve rational economic maximisation. People care about outcomes, but they also care about the interactional processes that produce those outcomes. Thomas Limberg investigates a new approach to the management of human relationships in a knowledge-based work environment and analyses the relationship between fair process and innovation performance. Key findings are that social interactions have a significant influence on execution performance in organisations, and fairness can have positive effects on innovative behaviour and therefore on innovation performance. In the transition from a production-based to a knowledge-based economy, fair process is becoming a powerful tool for managing human interactions and for influencing attitudes and behaviours that are so critical in reaching high innovation performance.
E-Voting and Identity ; 1st International Conference, VOTE-ID 2007, Bochum, Germany, October 4-5, 2007, Revised Selected Papers
Voting and identity have a very delicate relationship. Only a few processes - pendso much on an identity management respecting the fine line between reliable identification and reliable non-identifiability each at its part during the process. And only a few processes may change their outer appearance so much with the advent of new IT as voting and identity management do. So it was no surprise in FIDIS, the interdisciplinary Network of Excellence working on the Future of Identity in the Information Society
Evolutionary Stasis and Change in the Dominican Republic Neogene
In practice, however, science is no less susceptible to fads, culture shifts, and pendulum swings than any other realm of human endeavor. This is an especially important feature of science to keep in mind in the present climate of shrinking government funding (at least in prop- tion to the demand) and the resulting susceptibility of individual scientists and entire disciplines to being influenced by the changing priorities of funding agencies (even if, as such agencies maintain, those priorities come ultimately “from the c- munity”). The present volume is in several important respects a testimonial to both the threats and opportunities that such scientific culture swings pose, both for the individual researcher and a wider field. When scientific research in the Dominican Republic Neogene began more than a century ago, paleontology was an essentially descriptive discipline, focused mainly on finding, describing, and documenting the taxa represented in the fossil record, and (especially in invertebrate paleontology) on using these taxa for bi- tratigraphic correlation.
Evolutionary Computer Music
The evolutionary computation approach to music is an exciting new development for composers and musicologists alike. For composers, it provides an innovative and natural means for generating musical ideas from a specifiable set of primitive components and processes. For musicologists, these techniques are used to model the cultural transmission and change of a population's body of musical ideas over time. In both cases, musical evolution can be guided by a variety of constraints and tendencies built into the system, such as realistic psychological factors that influence the way music is expressed, experienced, learned, stored, modified, and passed on among individuals. This book discusses not only the applications of evolutionary computation to music, but also the tools needed to create and study such systems. These tools are drawn in part from research into the origins and evolution of biological organisms, ecologies, and cultural systems on the one hand, and from computer simulation methodologies on the other. They can be combined to create surrogate artificial worlds populated by interacting simulated organisms in which complex musical experiments can be performed that would otherwise be impossible.
Evolution of Thin Film Morphology : Modeling and Simulations
Thin film deposition is the most ubiquitous and critical of the processes used to manufacture high tech devices. Morphology and microstructure of thin films directly controls their optical, magnetic, and electrical properties. This book focuses on modeling and simulations used in research on the morphological evolution during film growth. The authors emphasize the detailed mathematical formulation of the problem both through numerical calculations based on Langevin continuum equations, and through Monte Carlo simulations based on discrete surface growth models when an analytical formulism is not convenient. Evolution of Thin-Film Morphology will be of benefit to university researchers and industrial scientists working in the areas of semiconductor processing, optical coating, plasma etching, patterning, micro-machining, polishing, tribology, and any discipline that requires an understanding of thin film growth processes.
Evolution from Cellular to Social Scales
Evolution is a critical challenge for many areas of science, technology and development of society. The book reviews general evolutionary facts such as origin of life and evolution of the genome and clues to evolution through simple systems. Emerging areas of science such as "systems biology" and "bio-complexity" are founded on the idea that phenomena need to be understood in the context of highly interactive processes operating at different levels and on different scales. This is where physics meets complexity in nature, and where we must begin to learn about complexity if we are to understand it. Similarly, there is an increasingly urgent need to understand and predict the evolutionary behavior of highly interacting man-made systems, in areas such as communications and transport, which permeate the modern world. The same applies to the evolution of human networks such as social, political and financial systems, where technology has tended to vastly increase both the complexity and speed of interaction, which is sometimes effectively instantaneous.
