Making a Movie with Windows XP: Visual QuickProject Guide

Book Description

You've seen your friends' camcorder-shot, digitally edited home movies-and you're pretty sure you can do better! However, that doesn't mean you want to spend days (or even weeks) learning everything there is to know about the free video editing software at the heart of your Windows XP OS. You learn by doing-and this guide delivers. In these pages, veteran author Jan Ozer gets right to the point, using simple project-based instruction and big, colorful screen shots to guide you through the process of editing your very first video project with Movie Maker. By focusing on a single goal (making that first movie) rather than exploring every option and feature, Jan demonstrates the quickest, easiest, smartest route to cinematic success. Each short lesson builds on the last as you learn how to create transitions, titles, wipes, dissolves, freeze frames, and more in the process of editing your video into a finished film that you can then post on the Web or copy to CD or DVD.

Customer Reviews:

Easy to understand, very clear, and pictures to help.......2005-10-09

This is the best book to help you get started on making a movie with Windows XP. It's easy to follow, the pictures are clear, expaining everything in detail.

Making a Movie with Windows XP: Visual Quickproject Guide

Average customer rating:

Making a Movie with Windows XP: Visual Quickproject Guide
Jan Ozer
Manufacturer: Peachpit Press
ProductGroup: Book
Binding: Paperback
ASIN: B000OUIE86

Book Description

Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major concerns to financial institutions. The need for adequate statistical tools to measure and anticipate amplitude of potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks.

Customer Reviews:

Five stars for the intended audience, two stars for the likely holder .......2006-10-16

Five stars for the intended audience, two stars for the likely holder (a theoretical approximation of the mathfin reader utility curve) give a three star average. Why? Practical utility skew is the operative third moment.

If you have no idea about what I just wrote, this book is not for you. If you do and it made you smile, keep reading.

In Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management authors Bouchaud and Potters place an additional veneer on their previous edition titled Theory of Financial Risks: From Statistical Physics to Risk Management, adding the sexy "Derivative Pricing" no doubt in a forgivable attempt to increase sales in this Googlfied world. But this is their failure. While the original edition was a fine, even respectable voice on bridging the knowledge of the intended audience of physicists-turned financial quant, this edition fails on the over covered subject of derivative pricing simply because it is not theoretical, but an empirical and technical review of historical data sets and assumptions and pricing techniques with critiques of the observed differences between theory and empirical results. Needless to say, this fails the smell test in physics, but in finance is as common as Shinola.

Sorry, but critiques of B-S assumptions and better curve fitting is technical, not theoretical. In other words, the theory of why third and fourth moments (skew and kurtosis) become operative and currently present arbitrage opportunities or risk management concerns is not adequately addressed, merely observed, expressed, and called attention to. Moreover, third and fourth moments are approached from a formulaic perspective intended primarily for risk managers and those seeking to make a buck (such as the authors themselves) and have only dangers emphasized. So formulas and expression yes, pure theory no.

Other reviewers have complained about a thematic Gauss-Levy versus Bachelier tone. Ho hum. For the day to day market maker (readers of Baird) such arguments pale in comparison to managing simply the delta of your book. For the physicist, the ghastly collection of noise and spikes that passes for a data set in finance will likely simply better be explained by long periods of madness followed by fleeting moments of clarity than any Procrustean attempt at better curve fitting informed for the empirical work of observing the data signals of a star's decay. Perhaps the only person Bouchaud and Potters's theoretical practical bridge tweaking would have assistance for would be the risk manager of the completely non-correlated short duration portion of the balance sheet of an international bank. Who also happened to be very powerful and have actual accurate real-time data and could implement these ideas. Scale? North of 8 billion before this is useful. Yep, in such a theta world Bachelier's technique rules. But we don't live in such a world yet, although risk managers everywhere delude themselves that they do, often armed with the likes of this book.

Let me hasten to add that Theory is not a bad thing, but its utility best serves the finmath community when it is clearly and explicitly so, without attempting techne and erte. This book is a forgivable beast with two backs, strongly skewed to a good critique of Theory and with fat tails of empiricism, and a bad attempt to be practical. This work therefore, again forgivably, is bound to disappoint practitioners. Joshi is your better bet.

Who is this book not for? Readers and users of Baird, Joshi and Hull and coding front-line quants and risk managers who live in a world of imperfect and delayed data sets will likely find this pointless academic obfuscation. Whom is this book for? I'm a finance guy, not a physicist, and so I read this book in a cyber book group with a theoretical physicist friend. He characterized the book as easy reading for him, but with little new to add that wasn't already known by the reasonably informed physicist turned finquant. His take was that it was a painfully obvious work, curiously passed off as original thinking when in reality it was simply a useful synthesis of common, though specialized knowledge. My take was it was tough sledding to get to obvious conclusions that anyone who has ever run an options book knows through painful experience or wise counsel. Elegantly expressed at a high level for a well-educated readership, but not exactly a holy grail. In other words, the juice wasn't worth the squeeze.

Longs and Shorts of the Theory of Financial Risk.......2006-06-10

The major achievement of the book is concise presentation of the latest discoveries of the authors and their co-authors (Cont, Matacz). The discoveries are so significant that will lead in some 20 years to a Nobel Prize in Economics. They are: non-uniqueness of the option's price; role of kurtosis (the fourth moment of the price distribution) for volatility smile formula; a simple "square-root" formula for the FRC (forward rate curve of interest rate) accompanied by a simple explanation of a market mechanism behind it; deep "psychological" explanation (via Langevin equation) of the exponents 3-5 in the power-type tails of the price distributions; explanation of why VaR is systematically underestimated by Black-Scholes theory. However, all these discoveries require different mathematics and so far the authors are in search for the correct way to present them together coherently. There are several loose ends: many non-Gaussian approximations (which likely came from JPB's early works in physics and still beloved by him) without practical tools to estimate them; in the interesting chapter on random matrixes missing is a "market" explanation of the meaning of the eigenstates which stand behind 10% of "non-random" eigenvalues; absence of a serious discussion about exotic options points out to a difficulty to extend authors' methods toward more general options (while the regular PDE approach taken by other authors, like Wilmott, allows such an extension almost naturally).

Fat tails and more.......2002-06-05

This text has a nice discussion of Levy distributions and (important!) discusses why the central limit theorem does not apply to the tails of a distribution in the limit of many independent random events. An exponential distribution is given as an example how the CLT fails. I was first happy to see a chapter devoted to portfolio selection, but the chapter (like most of the book) is very difficult to follow (I gave up on that chapter, unhappily, because it looked interesting). The notation could have been better (to be quite honest, the notation is horrible), and the arguments (many of which are original) could have been made sharper and clearer. For my taste, too many arguments in the text rely on uncontrolled approximations, with Gaussian results as special limiting cases. The chapters on options are original, introducing their idea of history-dependent strategies (however, to get a strategy other than the delta-hedge does not not require history-dependence, CAPM is an example), but the predictions too often go in the direction of showing how Gaussian returns can be retrieved in some limit (I find this the opposite of convincing!). For an introduction to options, the 1973 Black-Scholes paper is still the best (aside from the wrong claim that CAPM and the delta-hedge yield the same results). The argument in the introduction in favor of 'randomness' as the origin of macroscopic law left me as cold as a cucumber. On page 4 a density is called 'invariant' under change of variable whereas 'scalar' is the correct word (a common error in many texts on relativity). The explanation of Ito calculus is inventive but inadequate (see instead Baxter and Rennie for a correct and readable treatment, one the forms the basis for new research on local volatility). Also, utlility is once mentioned but never criticized. Had the book been more pedagogically written then one could well have used it as an introductory text, given the nice choice of topics discussed.

Reply to the previous reviewer.......2001-07-29

Unfortunately, but not surprisingly, the previous reviewer prefered to remain anonymous. Otherwise, we would happily have argued with him privately. But his review contains so many erroneous and obnoxious statements that we feel we have to reply publicly, at least on the most important points.

a) After spending a full chapter (2) on empirical data and faithful models to describe them, we only price options using...the Brownian motion, says our reviewer (not even the Black-Scholes model, adds he). Well, either the reviewer has only casually browsed through our book, or this is total bad faith and disinformation. After discussing a general option pricing formula, we indeed illustrate it first (4.3.3) with the Black-Scholes model, then with Bachelier's (Brownian) model which, as we explain, is actually a better model for short term options. But the rest of the chapter is entirely devoted to non-Gaussian effects: a theory of the smile, its relation with kurtosis and long-ranged correlation in the volatility, and comparison with actual market smiles (4.3.4), and more importantly, the hedging strategies and residual risk (4.4), alternative hedging strategies for Value-at-Risk control (4.4.6), etc. The emphasis on risk, absent in the Black-Scholes world, is our main message, and partly justifies the title of our book.

b) "There is no statistical physics" in our book, moans the reviewer. Our aim was not to draw phoney analogies, but to present this field in the spirit of statistical physics, with what we feel is an interesting balance between intuition and rigour. (Many physicists feel stranded when reading standard mathematical finance books, where data is scarce, and rigour hides the inadequacies of the models). However, there are several genuine inputs from statistical physics, e.g. data processing, approximations, simple agent based models (2.8-9), functional derivatives to obtain optimal hedges (4.4), saddle point estimates of the Value at Risk for complex portfolios (5.4) and finally, Random Matrices that the reviewer finds unduly complex -- perhaps only because new to him. However, this is contained in "starred" section, indicating that it can be skipped at first reading, as many more advanced sections.

Two more details. We indeed sometimes consider independent random variables, sometimes only uncorrelated, hopefully not confusing the two. If the reviewer spotted incorrect statements, we would be grateful to him if we can correct them in further editions. Second, our book is not meant to provide ready to implement recipes but to present a different way of thinking about finance. Nevertheless, many of the ideas have already been implemented and are used by several (open minded?) financial institutions.

Can do more harm than good.......2001-07-26

This book is a supposedly new approach to financial modeling from the viewpoint of "statistical physics". In fact, it is far from being that. First, there is little or no content really related to statistical physics in it. Apart from the fact that random variables and stochastic processes are also used in physics, the only feature in common between statistical physics and this book is some notational similarities and a lack of rigour which, justified in the case where it is supplemented by physical intuition, leads here to numerous mistakes and sloppy reasoning.

The title, while promising, is quite arrogant: not only there is no "theory of financial risks" in the book but many of the main issues of risk management are not even mentioned: Value at Risk receives less than a page at the end, while hedging of exotic options is not even an issue.

Also, while the first part of the book insists on choosing the correct distribution for price returns, the chapter on options exclusively gives computations for the case of ...Brownian motion (not even exponential Brownian motion)! One is left wondering whether these fancy models presented in the first part were worth mentioning?

Another point is the readership of this book: given the notational complexity of the book and the analogies with physics, only a PhD in theoretical physics can possibly find this book readable. In fact, a finance student will find it too light on the finance side while a math-minded student will find it too sloppy and imprecise.

The surprisingly low level of mathematical rigour - one confuses regularly "uncorrelated" with "independence"- is nevertheless accompanied by an incredibly sophisticated set of tools such as random matrix theory, which are exotic even for professional researchers. Perhaps it would be better to spend more time explaining the concept of stochastic volatility or nonstationarity than rocketing the reader into unknown grounds...

I come to the conclusion that the aim of the book is more to impress the reader about the technical sophistication of the authors than to teach anything in a clear manner.

Although OK as a bedtime reader, this book certainly does not contain anything one can practically implement: in fact the presentation is so imprecise that one is lost in the successive and uncontroled approximations, not knowing at the end what is the algorithm proposed to solve a given problem.

Book Description

Dispute management in the US currently accepts workplace conflicts as a necessary part of organizational life. Having an effective dispute management system means providing the methods to resolve a dispute that match the type and stage to which it has progressed while also serving the needs of those who use the system. Contributors to this collection provide a variety of viewpoints, including international perspectives, that help explain why employers who are committed to effective dispute management will use a combination of preventive and remedial dispute resolution mechanisms to address conflicts based primarily on interests, rights, or power.

Book Description

The book presents multivariate statistical methods useful in geological analysis. The essential distinction between multivariate analysis as applied to full-space data (measurements on lengths, heights, breadths etc.) and compositional data is emphasized with particular reference to geochemical data. Each of the methods is accompanied by a practically oriented computer program and backed up by appropriate examples. The computer programs are provided on a compact disk together with trial data-sets and examples of the output.

An important feature of this book is the graphical system developed by Dr. Savazzi which is entitled Graph Server. Geological data often deviate from ideal statistical requirements. For this reason, close attention has been paid to the analysis of data that contain atypical observations.

Book Description

This book brings together and discusses for the first time detailed analyses of the experiments with trapped ions, experiments on quantum beats, coherent population trapping, electromagnetically induced transparency (EIT), electromagnetically induced absorption, creation of dark-states polaritons, subluminal and superluminal light, realization of a Fock state, and interference experiments in atom optics on atom grating, momentum distribution, and atom tunneling. This book is unique in many respects and will fill a gap in the literature.

Book Description

Young drama professor Theo Ryan's life is turned upside down when he meets Joshua "Ford" Rexford—America's most acclaimed playwright and the most impossible and most talented man he's ever encountered. Because of Ford's influence, a journey begins that encompasses quirky scholars, bickering university faculty, the Renaissance giant Sir Walter Raleigh and, of course, ingenious plays.

Customer Reviews:

Get it from the library...........2006-03-14

This is the 5th Michael Malone book I have read - and, while o.k., it does not compare to Uncivil Seasons, Time's Witness, and The First Lady. I assume that if you are in academia, it have a bit more pull. This is one I would recommend you get from the library - it is not one I want in my personal collection - though I did purchase it because I was so impressed with the Cuddy and Jason series.

Intelligent, inspiring and daffy.......2002-10-03

I first read Foolscap in its hardcover release and was taken with its blend of wacky plot, warm-hearted character development and erudite but accessible literary and historical reference.

As the years have gone by, I find myself returning to the book when I need a good kick in the butt - it makes a marvelous case for taking chances and believing in yourself in order to build a rich, satisfying life.

Also, Michael Malone has a talent for creating some of the most attractive male characters I've ever come across. Theo Ryan from this book and Cuddy and Justin from the Hillston series are great guys to spend some time with.

Great academic satire.......2002-07-12

As a former academic, I loved this book! Malone does a great job revealing the lunacies which characterize modern academia. The professors at Cavendish University will be very familiar to anyone who has spent any time at all at an American university.

The story itself is also quite fun---even if you aren't a fan of Walter Raleigh (as Malone clearly is---this is not his first book to discuss Raleigh).

Malone has a great sense of humor and the book, which follows the exploits of Theo Ryan, mild-mannered professor turned literary forger, is the kind which makes you laugh out loud. Avoid reading this in public unless you are comfortable having people watch you suddenly burst into uncontrollable laughter.

Sensational academic parody.......2000-08-25

The world of academia has always taken itself very seriously, and so when a writer like Kingsley Amis, Jane Smiley, David Lodge, or Robert Grudin parodies this seriousness, it makes for wonderful reading. Malone's parody of a fictional North Carolina university extends the parody beyond the ivory tower and into the worlds of publishing and theater. It tells the story of biographer, playwright, literary forger Theo Ryan, a professor with a big heart and a sound mind who is a bit naive. It's his touch of innocence that makes his tale so charming as Ryan goes back and forth between England and the USA, trying to do well by all and finding himself in farcical situations, despite his good will. It's a sometimes dark, but ultimately cheering comedy where love wins out and the truth prevail!

Very enjoyable tale.......1999-10-25

Having read many Malone books including the masterpiece Handling Sin, Foolscap comes close, it contains humour, pathos and literary info, I,m sure most Malone fans would like to read this, I had to wait 6 weeks before Amazon,bless them, tracked a copy down.

Book Description

Absorbing book describes, in detail, farm tools and kitchen implements and how they were made. Includes devices used by curriers, wheelwrights, coopers, blacksmiths, loggers, tanners, coachmakers, and other craftsmen of the pre-industrial age. An informal, expressively written book for cultural historians, woodcrafters, and Americana enthusiasts. 184 black-and-white illustrations.

Customer Reviews:

Very informative.......2007-10-01

I love tools, especially old tools and I found this book to be a treasure trove of information. As the title claims, it is a museum. For every tool there are one or two drawings and a short blurb on the tools were used and made - frequently I want more detail than this, but it is a starting place, just as any museum. For the price, this book is a good value for any lover of old tools.

Great Art.......2007-01-17

Eric Sloane doing what he does best. The illustrations are superb as usual and so are the descriptions of how the tools were used. This book is bound to make you think differently the next time you are at a yard sale or fleamarket standing in front of a bunch of old rusty tools.

Great.......2006-06-04

I would have to say this is one of my best books! The pen and ink drawings a wonderful. So well writen with so much information. I just finished reading this again and feel like going and useing some of the tools in there that i own! I love working with wood and other materials in the American way. Some of the tecniques he dessribes are so ture an i use the all the time! If u love America and/or hand tools, you must own this book.

A Museum of Early American Tools.......2005-08-06

Very informative and well written

A wonderfully illustrated peek into woodworking of old.......1998-07-23

This book is loaded with great illustrations of the tools and uses of woodworkers and farmers of old. A fast read and a valuable resourse tool you will be using for years to come.

Average customer rating:

A Museum of Early American Tools
Eric Sloane
Manufacturer: Funk and Wagnalls
ProductGroup: Book
Binding: Hardcover
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ASIN: B000FSO5IK

A Museum of Early American Tools / a Reverence for wood / Our Vanishing Landscape / Diary of an Early American Boy

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A Museum of Early American Tools / a Reverence for wood / Our Vanishing Landscape / Diary of an Early American Boy
Eric Sloane
Manufacturer: Ballantine Books
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Binding: Paperback
ASIN: 0345240944

Product Description

Box set of four paperback books(5.25in X 8in)

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A Museum of Early American Tools
eric sloane
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Eric Sloane
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Eric Sloane
Manufacturer: Ballantine Books
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A Museum of Early American Tools
Eric Sloane
Manufacturer: Wilfred Funk, Inc., New York
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Illustrated handbook of American Hand Tools

A Museum of Early American Tools

Manufacturer: Ballantine Books
ProductGroup: Book
Binding: Paperback
ASIN: 0345289099

Customer Reviews:

Illustrated handbook of American Hand Tools.......2007-03-02

Illustrated handbook to pre-industrial American hand tools and how they were used. Emphasis on implements used on the frontier for clearing, woodworking and farming. Period of interest is colonial to civil war. Takes you from basic tools for working timber to the tools of more specialized trades,carpentry tools, coopers tools, and implements for farm jobs. Quit a few sections identifying specialized tools and their use.

If you know nothing about pre-industrial tools and were interested in knowing something about them for historical purposes or for basic identification.

Average customer rating:

A Museum of Early American Tools
Eric Sloane; Illustrator-Illustrated
Manufacturer: Funk and Wagnalls
ProductGroup: Book
Binding: Hardcover
ASIN: B000V6EUOA

Customer Reviews:

the traps of appearence.......2007-07-16

I have bought this book as a present for a close friend who's very keen on
the subject and I have translated it into Italian.
I must admit I did not know anything about Piri Reis until he spoke to me about the subject and I did not know anything about cartography too. However, I have soon got involved and I appreciated the translations of the inscriptions on the map and the description of Colombo's journeys and personality, but also the objectiveness of the author.
The book is written quite fluently although quite ripetitive at times and it is obviously very technical.As the general trend is to stop in front of appearence, being an easier way to live ,this book represents a good chance to go deeper into a part of our history and definitely learn something interesting.
There is no other similar and recent evidence available on the market about this subject, therefore I would recommend it to amateurs and beginners like me.

Quite disappointed by this book.......2005-11-01

When I bought this book I wanted to find out what the truth is as far as the Antarctic area on the Piri Reis map is concerned. The fact this book was written by a cartographer could shed some light on the issue. Reading the book I became very disappointed by it. The writer knows his maps, that is for sure. He describes the map and the errors found in it in great deal and you can learn a lot of that. But the writer also seems biased on the Antarctic subject. His pictures seem to prove the opposite be he still claims the Antarctic region on the Piri Reis map only coincidentally resembles the real thing.

good book.......2001-06-26

If you are interested in maps and the history of the discovery of the americas this book can be recommended. It is sometimes difficult to read. The pages with the maps are not always in the same place where the maps are discussed, which is quite inconvienent. I learnt a lot about the early maps of america and the authors presented their ideas convincingly. The authors should have spent less pages on debunking obvouisly outlandish ideas. All in all I enjoyed the book and the detailed maps in it.

Book Description

Join Vicki Cobb and Barbara Lavallee on an exciting safari adventure into the Masai Mara of Kenya and Tanzania, home to more large mammals than any other place on Earth. It is a challenge to balance the needs of wildlife with the demands of civilization, but Cobb and Lavallee introduce us to people committed to living in harmony with the land-from Masai farmers to the promoters of eco-tourism. The newest entry in the Imagine Living Here series (This Place Is Cold, This Place Is Wet) continues to explore the ways that geography impacts upon culture throughout the world.

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