Derivatives Algorithms Volume 1 Bones Second Edition

Author: Hyer Thomas
Publisher: World Scientific
ISBN: 9814699535
Format: PDF, ePub
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Derivatives Algorithms — Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensible library. Rather than specific models, this volume provides foundations common to all pricing, such as C++ code structure, interfaces, and several widely used mathematical methods. It also presents a set of protocols, by which models and trades can collaborate to support pricing and hedging tasks, and illustrates their use with several example trade types and models. Readers will learn to deploy the results of their research work with productivity-enhancing methods that are not taught elsewhere, including object serialization, code generation, and separation of concerns for continuous improvement. Of all the books on derivatives pricing, only Derivatives Algorithms shows the internals of a high-quality working library.The new Second Edition is more accessible to readers who are not already familiar with the book's concepts; there is an increased focus on explaining the motivation for each step, and on providing a high-level perspective on design choices. The chapters on Persistence and Protocols have been substantially rewritten, providing motivating examples and additional detail in the code. The treatment of yield curves and funding has been modernized, with the increased sophistication required by today's markets. And a new final chapter, describing the next phase in the evolution of derivatives valuation and risk, has been added.

Defensive Security Handbook

Author: Lee Brotherston
Publisher: "O'Reilly Media, Inc."
ISBN: 1491960353
Format: PDF
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Despite the increase of high-profile hacks, record-breaking data leaks, and ransomware attacks, many organizations don’t have the budget to establish or outsource an information security (InfoSec) program, forcing them to learn on the job. For companies obliged to improvise, this pragmatic guide provides a security-101 handbook with steps, tools, processes, and ideas to help you drive maximum-security improvement at little or no cost. Each chapter in this book provides step-by-step instructions for dealing with a specific issue, including breaches and disasters, compliance, network infrastructure and password management, vulnerability scanning, and penetration testing, among others. Network engineers, system administrators, and security professionals will learn tools and techniques to help improve security in sensible, manageable chunks. Learn fundamentals of starting or redesigning an InfoSec program Create a base set of policies, standards, and procedures Plan and design incident response, disaster recovery, compliance, and physical security Bolster Microsoft and Unix systems, network infrastructure, and password management Use segmentation practices and designs to compartmentalize your network Explore automated process and tools for vulnerability management Securely develop code to reduce exploitable errors Understand basic penetration testing concepts through purple teaming Delve into IDS, IPS, SOC, logging, and monitoring

Google s PageRank and Beyond

Author: Amy N. Langville
Publisher: Princeton University Press
ISBN: 140083032X
Format: PDF, Docs
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Why doesn't your home page appear on the first page of search results, even when you query your own name? How do other web pages always appear at the top? What creates these powerful rankings? And how? The first book ever about the science of web page rankings, Google's PageRank and Beyond supplies the answers to these and other questions and more. The book serves two very different audiences: the curious science reader and the technical computational reader. The chapters build in mathematical sophistication, so that the first five are accessible to the general academic reader. While other chapters are much more mathematical in nature, each one contains something for both audiences. For example, the authors include entertaining asides such as how search engines make money and how the Great Firewall of China influences research. The book includes an extensive background chapter designed to help readers learn more about the mathematics of search engines, and it contains several MATLAB codes and links to sample web data sets. The philosophy throughout is to encourage readers to experiment with the ideas and algorithms in the text. Any business seriously interested in improving its rankings in the major search engines can benefit from the clear examples, sample code, and list of resources provided. Many illustrative examples and entertaining asides MATLAB code Accessible and informal style Complete and self-contained section for mathematics review

Numerical Algorithms

Author: Justin Solomon
Publisher: A K Peters Limited
ISBN: 9781482251883
Format: PDF, ePub, Docs
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Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic design from a practical standpoint and provides insight into the theoretical tools needed to support these skills. The book covers a wide range of topics from numerical linear algebra to optimization and differential equations focusing on real-world motivation and unifying themes. It incorporates cases from computer science research and practice, accompanied by highlights from in-depth literature on each subtopic. Comprehensive end-of-chapter exercises encourage critical thinking and build students intuition while introducing extensions of the basic material. The text is designed for advanced undergraduate and beginning graduate students in computer science and related fields with experience in calculus and linear algebra. For students with a background in discrete mathematics, the book includes some reminders of relevant continuous mathematical background."

The Algorithm Design Manual

Author: Steven S Skiena
Publisher: Springer Science & Business Media
ISBN: 1848000707
Format: PDF
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This newly expanded and updated second edition of the best-selling classic continues to take the "mystery" out of designing algorithms, and analyzing their efficacy and efficiency. Expanding on the first edition, the book now serves as the primary textbook of choice for algorithm design courses while maintaining its status as the premier practical reference guide to algorithms for programmers, researchers, and students. The reader-friendly Algorithm Design Manual provides straightforward access to combinatorial algorithms technology, stressing design over analysis. The first part, Techniques, provides accessible instruction on methods for designing and analyzing computer algorithms. The second part, Resources, is intended for browsing and reference, and comprises the catalog of algorithmic resources, implementations and an extensive bibliography. NEW to the second edition: • Doubles the tutorial material and exercises over the first edition • Provides full online support for lecturers, and a completely updated and improved website component with lecture slides, audio and video • Contains a unique catalog identifying the 75 algorithmic problems that arise most often in practice, leading the reader down the right path to solve them • Includes several NEW "war stories" relating experiences from real-world applications • Provides up-to-date links leading to the very best algorithm implementations available in C, C++, and Java

Robotics and Automation Handbook

Author: Thomas R. Kurfess
Publisher: CRC Press
ISBN: 1420039733
Format: PDF, Docs
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As the capability and utility of robots has increased dramatically with new technology, robotic systems can perform tasks that are physically dangerous for humans, repetitive in nature, or require increased accuracy, precision, and sterile conditions to radically minimize human error. The Robotics and Automation Handbook addresses the major aspects of designing, fabricating, and enabling robotic systems and their various applications. It presents kinetic and dynamic methods for analyzing robotic systems, considering factors such as force and torque. From these analyses, the book develops several controls approaches, including servo actuation, hybrid control, and trajectory planning. Design aspects include determining specifications for a robot, determining its configuration, and utilizing sensors and actuators. The featured applications focus on how the specific difficulties are overcome in the development of the robotic system. With the ability to increase human safety and precision in applications ranging from handling hazardous materials and exploring extreme environments to manufacturing and medicine, the uses for robots are growing steadily. The Robotics and Automation Handbook provides a solid foundation for engineers and scientists interested in designing, fabricating, or utilizing robotic systems.

Monte Carlo Simulation for the Pharmaceutical Industry

Author: Mark Chang
Publisher: CRC Press
ISBN: 9781439835937
Format: PDF, Kindle
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Helping you become a creative, logical thinker and skillful "simulator," Monte Carlo Simulation for the Pharmaceutical Industry: Concepts, Algorithms, and Case Studies provides broad coverage of the entire drug development process, from drug discovery to preclinical and clinical trial aspects to commercialization. It presents the theories and methods needed to carry out computer simulations efficiently, covers both descriptive and pseudocode algorithms that provide the basis for implementation of the simulation methods, and illustrates real-world problems through case studies. The text first emphasizes the importance of analogy and simulation using examples from a variety of areas, before introducing general sampling methods and the different stages of drug development. It then focuses on simulation approaches based on game theory and the Markov decision process, simulations in classical and adaptive trials, and various challenges in clinical trial management and execution. The author goes on to cover prescription drug marketing strategies and brand planning, molecular design and simulation, computational systems biology and biological pathway simulation with Petri nets, and physiologically based pharmacokinetic modeling and pharmacodynamic models. The final chapter explores Monte Carlo computing techniques for statistical inference. This book offers a systematic treatment of computer simulation in drug development. It not only deals with the principles and methods of Monte Carlo simulation, but also the applications in drug development, such as statistical trial monitoring, prescription drug marketing, and molecular docking.

CIMA Pass First Time

Author: David Harris
Publisher: Butterworth-Heinemann
ISBN: 9780080963068
Format: PDF, ePub, Docs
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Now in its second edition, Pass First Time! is the ultimate guide to passing your CIMA exams. Fully revised and updated for the new 2010 syllabus and written by a CIMA examiner, it’s packed with useful hints and tips that will help you: * improve the way you study * find out just what the examiners are looking for * avoid the most common pitfalls * earn all the marks you deserve Illustrated throughout, and with summarising mind-maps at the end of each chapter, this book will give you the best possible chance of passing your CIMA exams – first time! ‘Writing a CIMA exam is difficult if you do not know how to approach it. David really makes it easy by giving step-by-step advice about understanding what the examiner wants, how to make best use of your time and how to structure your answer in such a way that maximum marks can be scored.’ Henry van Rooyen, Business Manager & TOPCIMA student ‘Pass First Time! gives an insight into the way examiners think and what they want from the students. It also gives tips on study techniques and time keeping, making it a very useful read.’ Alina V S-Botha, CIMA Lecturer, South Africa David R Harris is a management consultant, freelance lecturer, author and CIMA examiner. David specialises in advising smaller organisations on strategy. Neil Sullivan is a freelance author and illustrator with many years’ experience in advertising. - There are 90,000 CIMA students in the UK studying independently and needing practical advice on how to learn, take exams, and succeed: this book is the only book on the market that provides this advice tailored specifically for their exams - Written by a CIMA examiner and tutor, giving real-life guidance "from the horse's mouth" - Full of illustrations, mind-maps and cartoons to illustrate how best to learn in a user-friendly way

Statistical Models

Author: David Freedman
Publisher: Cambridge University Press
ISBN: 9780521854832
Format: PDF
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This lively and engaging textbook provides the knowledge required to read empirical papers in the social and health sciences, as well as the techniques needed to build statistical models. The author explains the basic ideas of association and regression, and describes the current models that link these ideas to causality. He focuses on applications of linear models, including generalized least squares and two-stage least squares. The bootstrap is developed as a technique for estimating bias and computing standard errors. Careful attention is paid to the principles of statistical inference. There is background material on study design, bivariate regression, and matrix algebra. To develop technique, there are computer labs, with sample computer programs. The book's discussion is organized around published studies, as are the numerous exercises - many of which have answers included. Relevant papers reprinted at the back of the book are thoroughly appraised by the author.