Authors:Mondher Bellalah, Jean-luc Prigent, & Jean-michel Sa
Publisher: World Scientific Publishing Company
Keywords: scientific, studies, international, economics, world, pricing, management, value, valuation, asset, risk
Number of Pages: 644
Published: 2008-02-28
List price: $178.00
ISBN-10: 9812770739
ISBN-13: 9789812770738

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a high level one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation. The effects of volatility and risk on the valu

Author: Jean-Luc Prigent
Publisher: Chapman & Hall/CRC
Keywords: crc, financial, mathematics, series, hall, chapman, optimization, performance, analysis, portfolio
Number of Pages: 456
Published: 2007-05-07
List price: $79.95
ISBN-10: 1584885785
ISBN-13: 9781584885788

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for static and dynamic cases, and shows how theoretical results can be applied to practical and operational portfolio optimization. Divided into four

Author: Jean-Luc Prigent
Publisher: Springer
Keywords: markets, financial, convergence, weak
Number of Pages: 400
Published: 2003-08-05
List price: $179.00
ISBN-10: 3540423338
ISBN-13: 9783540423331

The book provides an overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynami

Author: John Prigent
Publisher: Osprey Publishing
Keywords: modelling, masterclass, armour
Number of Pages: 192
Published: 2006-11-28
List price: $35.00
ISBN-10: 1841769746
ISBN-13: 9781841769745

This book sets out to answer a wide range of modelers’ ’how-to’ questions. It begins by showing all the things that need to be done to build a first model. Paints, glues, knives and other basic tools are introduced. Then it moves on to the use of accessories - etched metal sets, turned metal gun barrels, and simple resin conversions. Here the more specialised tools, such as those made for work with etched metal, are discussed. The book includes sections covering working safely with resin, adding camouflage finishes by brush, spray can and airbrush, and ways of reproducing th

Authors:Jean-Pierre Banâtre, Pascal Fradet, Jean-Louis Giavi
Publisher: Springer
Keywords: selected, revised, september, invited, computer, issues, general, science, france, michel, international, paradigms, programming, workshop, upp, saint, mont, unconventional
Number of Pages: 367
Published: 2005-09-01
List price: $67.00
ISBN-10: 3540278842
ISBN-13: 9783540278849

Unconventional approaches to programming have long been developed, in various niches and out of curiosity, and they constitute a reservoir of alternative avenues to deal with unknown programming challenges. New paradigms of programming are currently experiencing a renewed period of interest and growth to cope with problems from specific application domains. This book constitutes the thoroughly refereed post-proceedings of the International Workshop on Unconventional Programming Paradigms, UPP 2004, held at Le Mont Saint Michel, France, in September 2004. The 26 revised full papers presented

Authors:Jean-Pierre Briot, Jean-Marc Geib, Akinori Yonezawa,
Publisher: Springer
Keywords: japan, selected, june, papers, lecture, science, computer, notes, tokyo, obpdc, parallel, based, distributed, computation, workshop, france, object
Number of Pages: 349
Published: 1996-08-29
List price: $82.95
ISBN-10: 3540614877
ISBN-13: 9783540614876

This book contains a refereed collection of revised papers selected from the presentations at the France-Japan Workshop on Object-Based Parallel and Distributed Computation, OBPDC’95, held in Tokyo in June 1995. The 18 full papers included in the book constitute a representative, well-balanced set of timely research contributions to the growing field of object-based concurrent computing. The volume is organized in sections on massively parallel programming languages, distributed programming languages, formalisms, distributed operating systems, dependable distributed computing, and softwa

Authors:Jean Piaget, Jean-Balise Grize, Alina Szeminska, Vinh
Publisher: Springer
Keywords: epistemology, synthese, library, xxiii, studies, psychology, functions, genetic
Number of Pages: 219
Published: 1977-11-30
List price: $185.00
ISBN-10: 9027708045
ISBN-13: 9789027708045