Sabtu, 31 Desember 2011

[E856.Ebook] Free PDF Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series), by Lorenzo Bergomi

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Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series), by Lorenzo Bergomi

Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:

  • Which trading issues do we tackle with stochastic volatility?
  • How do we design models and assess their relevance?
  • How do we tell which models are usable and when does calibration make sense?

This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, Risk’s 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Société Générale’s equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices.

  • Sales Rank: #515467 in Books
  • Published on: 2016-01-05
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.30" h x 1.20" w x 6.10" l, .0 pounds
  • Binding: Hardcover
  • 522 pages

About the Author

Lorenzo Bergomi heads the quantitative research group at Société Générale, covering all asset classes. A quant for over 15 years, he is well known for his pioneering work on stochastic volatility modeling, some of which has appeared in the Smile Dynamics series of articles in Risk magazine. He was also the magazine’s 2009 Quant of the Year. Originally trained as an electrical engineer and with a PhD in theoretical physics, he was active as a physicist in the condensed matter theory group at IphT, CEA, before moving to finance.

Most helpful customer reviews

3 of 3 people found the following review helpful.
Excellent and pleasant to read..
By Jonathan Amiel
An excellent book to better understand both local and stochastic volatility models with relevant case studies.
Strengths and weaknesses of the local volatility model are described in detail using concrete examples
Each chapter ends with a synthetic overview which helps the reader to remind all the key points of the book.

Anybody working in derivatives will benefit from reading and re-reading this book!

2 of 2 people found the following review helpful.
An indispensable reference for practitioners
By Ramon Verastegui
This book is bound to become a reference on the subject. It is self-contained, reads easily, and is focused on results. It discusses a vast range of topics and it includes material hardly found in other publications that is key to volatility trading. Specifically you will find the state of art in volatility smile,and option hedging; many relevant examples on volatility surfaces, VIX indices and options, and the models beyond Black-Scholes that are currently used in the industry.

0 of 1 people found the following review helpful.
Review
By Ronald Woode
Clear writing on a difficult subject to explain

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Jumat, 30 Desember 2011

[I750.Ebook] Download The Reckoning: A Thriller, by Jeff Long

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The Reckoning: A Thriller, by Jeff Long

Jeff Long offers another original thriller-a story of murder, betrayal, and resurrection that is all at once intricate, haunting, and terrifying.

  • Sales Rank: #2842427 in Books
  • Published on: 2010-09-21
  • Released on: 2010-07-13
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.00" h x .90" w x 5.00" l, .92 pounds
  • Binding: Paperback
  • 384 pages

From Publishers Weekly
Long (Year Zero, etc.) delivers a suspenseful, tightly written tale of a nightmarish journey into the dark past—and present—of Cambodia's former killing fields. Molly Drake, a would-be photojournalist, accompanies a U.S. Army-led search for the bones of a pilot shot down during the war. She meets Duncan O'Brian, an archeologist at a local dig, and John Kleat, who has come back to the country repeatedly, seeking his brother's remains. When bones unexpectedly turn up, Molly photographs them, breaking her agreement with the army not to take pictures of bodies. The captain in charge dismisses her along with O'Brian and Kleat, and the trio make their way to an ancient, fog-enshrouded Angkor-like city where they have evidence an army patrol went missing years ago. They soon find themselves lost in a labyrinth of ancient stone, in circumstances that quickly grow as dire as those in which the patrol evidently found itself. Long's considerable knowledge of Cambodian folklore and history is put to good use as he superbly depicts the war-scarred country, its people and its beautiful, hazardous landscape—lush, verdant, strewn with land mines, studded by bones. Although the inner lives of the characters are not as detailed as they could have been, the author's use of supernatural elements is subtle and effective, and adds an extra dimension to this solid, coolly told, smoothly paced narrative.
Copyright © Reed Business Information, a division of Reed Elsevier Inc. All rights reserved.

From Booklist
Long's new book is in some ways a "choose-your-own-adventure" novel. It may--or it may not--be a ghost story. It may--or it may not--have a happy ending. Some readers might be confounded by the ambiguity, but the majority will go with the flow and be thoroughly entertained. The book centers on Molly Drake, a photojournalist who takes an assignment as liaison with an American team of MIA investigators in Cambodia. At this point, it's no longer a search for the living, just the bones of the dead. Long invokes a powerful sense of nightmarish^B existence in a place where one's next footstep could land on an unexploded landmine. Molly and the rest of the party fight their personal wars with fever and injury during a relentless quest for the MIAs, spurred on by the oncoming monsoon season and also by rumors of a legendary city hidden deep in the jungle. Perceptions of reality blur, commingling the modern world with the sinister beauty of a civilization that has its roots in the dawn of recorded history. Elliott Swanson
Copyright © American Library Association. All rights reserved

Review
"Suspenseful, tightly written...."

-- "Publishers Weekly"



"Superb, thrilling, and satisfying."

-- Vince Flynn bestselling author of "Memorial Day"

Most helpful customer reviews

19 of 23 people found the following review helpful.
A dark and surreal trip into the timeless heart of Cambodia
By Schtinky
Jeff Long has a talent for not just painting a location with his words, but painting the actual feeling of the surroundings, drawing out in literary fashion the overwhelming mysticism and dread that permeate the very fabric of his physical realms.

Free lance journalist Molly Drake, on assignment for her big break with the Times, travels to modern day Cambodia to photograph and report on the U.S. Military's efforts to excavate the site of a plane crash back in the 1970's, hoping to find the remains of the pilot.

She joins the team, along with two other civilians, an archeologist named Duncan O'Brian who specializes in temple restorations, and John Kleat, a development contractor who makes annual pilgrimages to Cambodia in hopes of finding the remains of his long lost brother. She also meets an old, one-legged Khmer named Samnang who is the work boss on the excavation site.

She spends a month with the RE-1 unit, enchanted by the strange morning people who wander through the early mists, and by an odd gypsy boy who skirts the site like a feral dog. But when she finds American remains in a deep well, she and the other civilians are evicted from the site and sent home. While having dinner at a local restaurant with Duncan and Kleat, the gypsy boy shows up with American dog tags and says he can lead them to the burial site. Taking Samnang and three local brothers, the three set off to find out if what the gypsy boy promised was true.

A long drive through the night, past a strange rain of tiny frogs, they discover ancient ruins buried deep inside the Cambodian forest, primitive and eerie, dating far before any of the ruins Duncan has studied. Conflict begins immediately, with Kleat insisting their focus be on uncovering the missing men, Duncan wanting to explore the strange city, and the locals hired by Samnang wanting to plunder the relics.

It doesn't take long to discover that there is something strangely alive about this ancient place, and Molly is determined to find out what it is, in spite of the rising tensions and the threat from both a typhoon and the upcoming monsoons. She will uncover more than her story here, finding answers to her quest for her real parents and to the strange behaviors of her companions.

Just as Long did with his previous work, `The Descent', he is able to paint a mystical atmosphere that literally comes alive with its creeping mists, sultry humidity, aggressive growth, and mystical ruins that crouch under the canopy of the lush jungles. I could feel the atmosphere, the sense of urgency, the dread, and the excitement that pulls Molly deep into mysterious puzzle of the missing soldiers and the city itself.

Jeff Long is proving himself to be one of my favorite authors, someone I can compare to Michael Crichton with his ability to make me grab up a hardcopy the minute it is released. Enjoy!

11 of 13 people found the following review helpful.
Good Old-Fashioned Thrills
By Tamara Thorne
When I read The Reckoning, I was impressed. Jeff Long is always to my taste, but with this book he hits a stride. There are fewer story threads than usual (usual for the detail-oriented Long, that is)and the result is a very readable, taut book that still contains plenty of plot. His characters are likable and the adventure into jungle ruins is eerie and fascinating.

Long creates compelling imagery, beautiful or horrifying, and, as always, there's an impending sense of the paranormal to his words, an air of more surrounding the characters than they can see or fathom. This author understands that what we don't see is more frightening than what we do. . . And whether or not something anomalous exists within any Long book is irrelevant. His style haunts.

For me, The Reckoning is the most satisfying of his books. It gave me what I crave most and I didn't even see it coming. When that happens, it's time to eat that cake, not just have it.

But wait, there's more! The cherry on top: I finished The Reckoning and immediately read Scott Smith's much-touted The Ruins. Essentially, it's the same story, but The Reckoning absolutely blows The Ruins out of the water. While The Ruins is a page-turner, it doesn't satisfy and it's difficult to care if the characters live or die. The Reckoning is a good old-fashioned science/adventure thriller with three-dimensional characters to care about. That's what works for me.

13 of 16 people found the following review helpful.
These Bones Are Made For The Reckoning
By Richard King
After reading Jeff Long's last book, "Year Zero", I ordered this book right away. Jeff Long has the ability to fuse the natural and supernatural without going over the top, but still capture the reader's imagination. Once again he has successfully pulled off another exciting book in "The Reckoning"!

At first, I was a little leery about this book. The subject matter of recovering soldier remains in Cambodia, didn't seem all that interesting to me, until I started reading futher in the book. I was so engaged in the book during my night time reading, I wouldn't get to sleep until 1 or 2 in the morning.

This was an excellent book to read. The last few chapters of the book kind of reminded me of the movie, "Sixth Sense", if you enjoyed that movie, you will enjoy this book.

Thanks Again Mr. Long!

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Rabu, 28 Desember 2011

[K810.Ebook] PDF Ebook Sensory Integration and Learning Disorders, by A. Jean Ayres

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Sensory Integration and Learning Disorders, by A. Jean Ayres

Book by Ayres, A. Jean

  • Sales Rank: #1245843 in Books
  • Brand: Brand: Western Psychological Services
  • Published on: 1973-06
  • Original language: English
  • Number of items: 1
  • Binding: Hardcover
  • 294 pages
Features
  • Used Book in Good Condition

Most helpful customer reviews

4 of 4 people found the following review helpful.
Must-Have Original from Pioneer of Sensory Integration Dysfunction and Treatment
By latebloomerToo
I have followed A. Jean Ayres' work in Sensory Integration Dysfunction since her early pioneering years. I have seen it bashed by the scientific and medical fields early on, to praised and setting bold standards today (2014). The roots of her work come from this hard-to-find book. It is a must-have for any occupational therapist, physical therapist, physician, pediatrician, physiatrist, neurologist, neuropsychologist, psychologist, psychiatrist, and school personnel.

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Propagating Your Plants, by Richard Rosenfeld

Plants propagate themselves naturally in the wild, using a variety of amazing techniques, and gardeners can learn from nature by copying these methods in their own backyards. This book explains how to grow plants from seed, how to take cuttings from established plants, dividing plants into sections, layering shoots, and grafting the top of one plant to the bottom of the another. All the techniques are explained with step-by-step instructions.

  • Sales Rank: #2901124 in Books
  • Published on: 2012-10-16
  • Original language: English
  • Number of items: 1
  • Dimensions: 11.13" h x .34" w x 8.59" l, 1.25 pounds
  • Binding: Paperback
  • 128 pages

About the Author
Richard Rosenfeld is Curators Professor of Criminology and Criminal Justice at the University of Missouri - St. Louis. He is past president of the American Society of Criminology and his current research focuses on the impact of the economy and policing on crime.

PETER ANDERSON is an experienced photographer. He has worked for various publications such as Gardens Illustrated and Architectural Digest.

Most helpful customer reviews

0 of 0 people found the following review helpful.
It is very easy to understand and gives us a very practical approach ...
By William K Young
Book has been a huge help. It is very easy to understand and gives us a very practical approach to the problems we encounter.
One of the very best books I have bought.

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Sabtu, 24 Desember 2011

[L450.Ebook] Get Free Ebook Grammaire Anglaise par les exercices, by Collectif

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Grammaire Anglaise par les exercices, by Collectif

• plus de 200 exercices de difficulté graduée, accompagnés d'indices qui signalent les pièges les plus fréquents ;• des tableaux et des rappels de grammaire à la fin de chaque série d'exercices, pour vérifier et réviser les acquis ;• les corrigés de tous les exercices ;• des fiches complémentaires d'orthographe et de conjugaison ;• quatre grands tests pour faire le bilan des connaissances, classe par classe.

  • Published on: 2002-09-15
  • Original language: French
  • Dimensions: .43" h x 5.31" w x 8.27" l,
  • Binding: Paperback

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Selasa, 20 Desember 2011

[P457.Ebook] Download PDF Sebastiano Serlio on Architecture, Volume 1: Books I-V of "Tutte l`opere d`architettura et prospetiva", by Sebastiano Serlio

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Sebastiano Serlio on Architecture, Volume 1: Books I-V of "Tutte l`opere d`architettura et prospetiva", by Sebastiano Serlio



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Sebastiano Serlio on Architecture, Volume 1: Books I-V of

Sebastiano Serlio was one of the most influential architectural writers of the 16th century. This work brings together five volumes of his treatise on the principles of architecture, which deal with the rules of geometry and perspective, and attempt to codify the rules of design.

  • Sales Rank: #5047365 in Books
  • Published on: 1996-09-25
  • Original language: English
  • Number of items: 1
  • Dimensions: 1.94" h x 8.09" w x 10.83" l,
  • Binding: Hardcover
  • 524 pages

Language Notes
Text: English (translation)
Original Language: Italian

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[A586.Ebook] Download PDF How Gangs Work: An Ethnography of Youth Violence (St Antony's), by J. Densley

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How Gangs Work: An Ethnography of Youth Violence (St Antony's), by J. Densley

Drawing on extensive interviews with gang members, this book provides a vivid portrayal of gang life. Topics include the profiles and motivations of gang members; the processes of gang evolution, organization, and recruitment; gang members' uses of violence, media, and technology and the role of gangs in the drugs trade and organized crime

  • Sales Rank: #2864614 in Books
  • Published on: 2013-04-11
  • Released on: 2013-04-11
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.50" h x .56" w x 5.50" l, 1.05 pounds
  • Binding: Hardcover
  • 213 pages

Review

"In many ways, this work is overdue in terms of its contribution to the United Kingdom gang agenda. It signals a shift away from the frequently ideological rhetoric of United Kingdom academics over the last few years which has too often distracted United Kingdom gang scholars and it moves us back to critical ethnography and first-class fieldwork. In so doing, it extends our understanding of the relationships operating within the gang and offers a well-crafted and highly readable interpretation of their street world." - Simon Harding, British Journal of Criminology

"How Gangs Work is a much needed volume in the study of gangs and youth culture. James Densley builds on months of in-depth fieldwork to describe gangs and gang members in London. He provides both a framework for understanding gang members, as well as a solid series of steps for changing their lives and helping them exit their gang. The book is a must read for those who would understand the lives of young people in large cities, in London and elsewhere." - Scott H. Decker, Arizona State University, USA

"James Densley's book greatly improves our understanding of how juvenile gangs send signals to their larger world, as well as to their own participants. The signalling process is not merely a curiosity: it is at the very core of a gang's 'service' to members and the fears it creates. The idea of the gang is in many ways more important than its behavior. Densley offers a clearer description and deeper understanding of how gangs signal and hence how they work."- Marcus Felson, Texas State University, USA

"James Densley writes with a great sense of humor and superb style. But make no mistake this is a difficult, dangerous subject and Densely is a tough young researcher who has risked much to bring you an insightful and in-depth look at street gangs. Not to be missed." - Declan Hill, journalist and bestselling author of The Fix: Soccer and Organized Crime

"This readable and provocative book nicely captures the nuances, complexities, and ambiguities of youth gangs in London. Featuring the voices of young people themselves telling their own stories it provides important and fascinating insights into the nature of street life and community relations in contemporary Britain. Highly recommended." - Rob White, University of Tasmania, Australia

About the Author
James A. Densley is an Associate Professor of Criminal Justice at Metropolitan State University, USA, a member of the Minnesota State Colleges and Universities system. He is a Fellow of the Royal Society of Arts and an Associate Member of the Extra-Legal Governance Institute at the University of Oxford, UK. He received the National Gang Crime Research Center Frederick Milton Thrasher Award for Superior Accomplishments in Gang Research in 2013.

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0 of 1 people found the following review helpful.
A great contribution to the Criminal Justice Community
By Jennifer Gibson
Dr. Densleys’ fieldwork demystifies gang life. The book covers tremendous ground- examining topics from recruitment practices, to gang organization, to pathways of leaving gang life.

What makes this text truly remarkable and unique are the quotable comments from the actual gang members or associates themselves. Whether a student or scholar, if you want to learn firsthand ‘how a gang member thinks’ this is the book for you.

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