Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run

Book Description

This text makes accessible the most important methodological advances in bond evaluation from the past twenty years. With uncommon precision and a strong emphasis on the underlying economic fundamentals, Olivier de La Grandville presents a unified framework for understanding the basic tools of bond evaluation, including duration, convexity, and immunization.

Among the book's most valuable contributions is a general immunization theorem that can be used by practitioners to protect investors against any change in the structure of spot interest rates. Also of note is the detailed presentation of the Heath-Jarrow-Morton model and a discussion of its relationships with classical immunization schemes. Each chapter is followed by a series of questions, problem sets, and projects; detailed solutions to all of them appear at the end of the book. Although the treatment is thorough and rigorous, the presentation throughout the book is intuitive.

Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run

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Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run
Olivier de La Grandville
Manufacturer: The MIT Press
ProductGroup: Book
Binding: Paperback
ASIN: B000OQC4VS

Book Description

This volume sheds light on crucial questions in the field of monetary, financial and macroeconomic policy. Consisting of a series of surveys written by leading international economists, it addresses questions such as: What is the role of the financial sector in economic development? Is financial liberalization good for development? Why do financial crises occur and how can they be avoided? And do macroeconomic adjustment measures exacerbate poverty? The surveys are written to be accessible to readers with a basic background in economics, and will be a valuable resource for economists, social scientists, policy-makers and students who want to keep abreast of recent literature in this important field.

Book Description

Understanding Molecular Simulation: From Algorithms to Applications explains the physics behind the "recipes" of molecular simulation for materials science. Computer simulators are continuously confronted with questions concerning the choice of a particular technique for a given application. A wide variety of tools exist, so the choice of technique requires a good understanding of the basic principles. More importantly, such understanding may greatly improve the efficiency of a simulation program. The implementation of simulation methods is illustrated in pseudocodes and their practical use in the case studies used in the text.

Since the first edition only five years ago, the simulation world has changed significantly -- current techniques have matured and new ones have appeared. This new edition deals with these new developments; in particular, there are sections on:

· Transition path sampling and diffusive barrier crossing to simulaterare events
· Dissipative particle dynamic as a course-grained simulation technique
· Novel schemes to compute the long-ranged forces
· Hamiltonian and non-Hamiltonian dynamics in the context constant-temperature and constant-pressure molecular dynamics simulations
· Multiple-time step algorithms as an alternative for constraints
· Defects in solids
· The pruned-enriched Rosenbluth sampling, recoil-growth, and concerted rotations for complex molecules
· Parallel tempering for glassy Hamiltonians

Examples are included that highlight current applications and the codes of case studies are available on the World Wide Web. Several new examples have been added since the first edition to illustrate recent applications. Questions are included in this new edition. No prior knowledge of computer simulation is assumed.

Customer Reviews:

great book for MD basics.......2007-05-07

I was especially delighted about the Monte Carlo methods and the free energy calculation techniques.

Old fashioned fortran, strong bias on Monte Carlo.......2006-06-19

There is a very strong bias to MC methods in the book. What they have to say about Molecular Dynamics methods is not really new, most of it is virtually copied from the classic by Allan/Tildesley, and many MD techniques which they consider "advanced" (such as cell list methods, verlet tables, etc.) are shifted to one of the many appendices. They do not talk about ghostparticles for instance or give a detailed account of parallelized algorithms which is really state-of-the art today.
The code examples for download for the exercises, contain subtle errors, are not optimized for performance (which is THE most important thing in simulation business) and worst of all, are written in Fortran. The fact that they publish Fortran code must reflect the fact that at the time they learned how to program a computer there was no C, C++, JAVA, etc. and no object orientation in sight. Nowadays, probably no expert in programming would start a scientific and readable code in fortran. Also their definition of an algorithm is simply technically wrong. The authors are very sloppy here, have obviously no training in theoretical computer science and are obviously no experts for writing optimal code.
Scientifically, as far as physics is concerned, the book is sound, they give good arguments pro and against certain methods, but when you have already worked with Allan/Tildesley or Rappaport for many years you have the eery impression that they simply repeat many arguments from these books or from other research articles (They keep citing Allan/Tildesley a lot) Those things that are not more or less copied from other sources seems to reflect their own experience in this field which seems to be strongly limited to MC methods.
Although this book is sometimes praised I cannot really recommend it. Allan/Tildesley, and in particular the book by Rappaport are superior in stlye and in particluar as code examples are concerned. With Rappaport you get working code right away in proper C (albeit in Fortran-Style C -- again, the reason for this being the fact, that all these authors of Simulation books learned programming probably in the late 70's when Fortran was state-of-the-art). I nevertheless would recommend Rappaports book instead. The authors even offer scientific workshops based on their book (and probably make a lot of money with that). One can only hope that those are better than the coding examples of the exercises. Therefore only 2 stars.

Excellent text for beginners in simulation.......2004-11-20

Its an excellent book for those who are just beginners in MC & MD simulations. everything is very clearly explained with lot of examples and some related unsolved problems. the text explores this topic indetails with advanced chapters in later sections. Good for anybody int hsi field be it in materials science, physics or related fields.

Perfect for New Grad Students.......2002-11-24

This book is how I bootstrapped my way into being a molecular simulationist. Anyone who can program in some language can get started writing simple routines for the basic MD and MC simulations.

I do Monte Carlo simulations at Princeton, and found this book to be the most helpful available for getting my research started. It is my most common reference, and is used extensively in writing background information for various research documents.

However, after you have written your first few codes, you will pass the level of this book and need to move on. I use it less now than I did my first year.

Every student in my group (Panagiotopoulos) has this book I think. And like me, they started with it, but moved on.

A nice disappointment.......2001-08-30

The title of the book is overly ambitious and falls short on its promises. The book is a good introduction to Molecular Mechanics (MM), Molecular Dynamics (MD) and Monte Carlo (MC) methods, with detailed descriptions of the methods used and FORTRAN (pseudo)code, covering from the basics to some middle-level and some advanced algorithms.
But it does NOT cover all the fields of Molecular Modelling, just the three mentioned (MM, MD and MC), there's no coverage of quantum mechanics methods, nor QSAR or other technologies. And, while it described the algorithms, I can't think of it going all the way through up to building applications. For this, Rapaport's makes a better job, and for a general intro to Molecular Modelling, Grant & Richards' Computational Chemistry is more comprehensive (albeit at a more superficial level). Nor does it provide much detail on the methods used in modelling biological macromolecules, an increasing application field for the methods discussed in the book.
All in all, this book fails to satisfy its cover title, it won't introduce to the whole field (just the areas of MM, MD and MC) nor does it go up to application level. But it IS a REAL GOOD introduction to the subjects covered and their basic algorithms,
with sample code, detailed descriptions and plenty of references to specialized articles, texts and resources.

Strategies for Incoporating Molecular Understanding into Multiscale Simulations of Vapor Phase Deposition Processes

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Strategies for Incoporating Molecular Understanding into Multiscale Simulations of Vapor Phase Deposition Processes
Klavs F Jensen
Manufacturer: distributed by American Institute of Chemical Engineers]
ProductGroup: Book
Binding: Unknown Binding

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Understanding Molecular Simulation
Berend Smit Daan Frenkel
Manufacturer: Academic Press
ProductGroup: Book
Binding: Paperback
ASIN: B000OHUBD0

Book Description

This collection of papers is based largely on contributions by participants in a series of special sessions at the June 1995 South East Asia Conference of the International Association of Geomorphologists. The concept that draws these papers together is best explained in the following excerpt from the call for papers that was issued in advance of the conference: The purpose of this special session is to provide an opportunity for discussion of the diversity of fluvial forms that may arise in unusual settings These may include settings where external forcing factors exert a powerful influence precluding or modifying the type of equilibrium form that is expected to develop under quasi-stable conditions in an alluvial channel: for example, patterns of response to tectonic activity longitudinal variations in channel and floodplain form associated with spatially varying patterns of bedrock lithology or jointing arid region rivers with longitudinal discharge trends that are not mono-tonically increasing. Also of potential interest are morphological features forming under climatic/hydrologic regimes associated with monsoon, tropical wet, extremely arid or extremely cold environments; or patterns of vegetation distribution that exert a controlling influence on channel form. It is hoped that the papers contributed to this session will encompass a broad range of geographic as well as morphological diversity. The underlying premise was that the worlds rivers encompass a wide range of influences and associated fluvial forms, but that the geomorphic literature traditionally has focused most intensively on a subset of those forms (mostly comprised of alluvial rivers from humid temperate, semiarid or proglacial environments), and may not treat a spectrum of morphological types that is proportionately representative of the rivers that actually exist on the earths surface. Thus the intention of this volume is, first and foremost, to present an international set of case studies with a strong descriptive component, representing the diversity of fluvial forms. To quote Baker and Komatsu in the opening paper of this volume "excitement and pleasure in science derive not so much from achieving the final explanation as from discovering the fascinating range of new phenomena to be explained". It is our hope that readers of this volume will share some of that excitement and pleasure.

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Varieties of Fluvial Form
MILLER
Manufacturer: NY
ProductGroup: Book
Binding: Paperback
ASIN: B000N5AK7K

Book Description

The essays in this collection of John Gibbons's non-technical writings show both the limiting and liberating influence of government on technological research and development. Gibbons addresses the issues involved in the government's directing as well as supporting technological and scientific advance; he discusses the ways in which government and science join in serving society; and provides a look behind the scenes of the making of science policy. Active in Washington since 1972, when he was appointed to the Office of Energy Conservation by President Nixon, he was the head of the Congressional Office of Technology Assessment from 1979 until 1992, when President Clinton named him Science Advisor.

Book Description

In its eleven essays, Theorizing Satire: Essays in Literary Criticism re-explores old issues from new perspectives while opening up new dimensions of satire for critical analysis. Adapting to its object of study - a genre named after the Roman hash satura lanx - this eclectic collection brings the insights of New Criticism, philology, rhetorical analysis, anthropology, genre theory, semiotics, deconstruction, cultural criticism, and the new historicism to bear upon classical, British, continental, and American satire. These essays seek useful generalizations about satire while at the same time offering close readings of individual authors whose work in a variety of cultural and temporal settings has broadened and enriched the genre. In discussions that range from Lucilius to Joe Bob Briggs, the collection passes through the verse of Horace, Pope, and Swift, novels of the German Enlightenment, the operas of W.S. Gilbert, the lyrics of John Berryman, and the postmodernist British campus novel. Each essay attempts to bring something of profit to the satiric neophyte and specialist alike.

Customer Reviews:

I laughed, I cried, two thumbs up all the way.......1997-08-22

Intelligent and insightful views of satire from many different cultural contexts. Useful to students and professors alike. Excellent stuff

Theorizing Satire: Essays in Literary Criticism

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Theorizing Satire: Essays in Literary Criticism
Brian A. & Combe, Kirk (editors) Connery
Manufacturer: Macmillan
ProductGroup: Book
Binding: Hardcover

Satire, General | Humor | Entertainment | Subjects | Books
ASIN: B000RBBFU6

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Theorizing Satire: Essays in Literary Criticism.

ProductGroup: Book
Binding: Hardcover

Satire, General | Humor | Entertainment | Subjects | Books
ASIN: B000IBHXQ0

Book Description

Although soldiers throughout history have created war souvenirs, the term trench art originated in France during the early years of World War I. The War to End All Wars produced trench art on a scale never seen before or since. Largely neglected beyond a circle of devoted collectors until recently, interest in trench art is experiencing a revival by museums and collectors on both sides of the Atlantic.

Customer Reviews:

A Valuable Study of Trench Art.......2006-08-20

Jane Kimball has written a book of great value to those who have interest in this form of art. Her wrtting and illustrations bring forward the intricacies of area not generally understood. With this book, Mrs. Kimball is now accepted as recognized authority of trench art.

Casual history fan.......2005-09-07

What an amazing compilation! The information is fascinating and the photos are beautiful. The author is clearly an expert, not only about Trench Art, but also in terms of how to present material in ways that make it come alive for the casual reader. The excerpts from letters written at the time make history come alive. It's fitting in this time of war to be reminded that beauty can survive despite the hell that surrounds it.

Monumental Reference on Trench Art.......2005-06-01

This beautiful reference book is a must have for anyone remotely interested in the field of trench art. The author has done a marvelous job of documenting the development of this curious art form. Copiously illustrated with examples from her personal collection and others, TRENCH ART--AN ILLUSTRATED HISTORY is the most comprehensive book on the subject. The collecting world owes Ms. Kimball a huge debt of gratitude for her work on this monumental book.

Gary Hollingsworth
Orlando, Florida

Lavishly Illustrated and Comprehensive.......2005-02-22

Trench art is unique, the creation of sometimes beautiful, often novel and perhaps practical objects of art. Very interesting aspect of both social and military history.

This book covers the World Wars in great detail. Techniques and numerous examples are covered. Writing style is informative and easy to read - the text is lavishly illustrated. Book covers older items (Napolionic bone carvings - not trench art in the literal sense, carved by French POWs in Dartmoor and Portland prisons), through to more recent conflicts such as Vietnam.

I collect trench art as a hobby. See reference below for a couple of my pieces:
http://mysite.verizon.net/vze48sdz/id1.html

Wonderful book for any collector of trench art. Fascinating objects to collect - this book really helps to understand the background to these items.

Hammer+shell case = art.......2005-02-04

I was quite pleased to see this book come to the stands.
The text as well as the photos tell how trench art came about, and goes on to explain how the many different effects were reached. Ms. Kimball illustrates the many different
forms that trench art can take and the varied materials used in the creating of this art form. A GREAT BOOK !!!

Mac West

macs@value.net

Customer Reviews:

A very poor quality newspaper lessens a great scope of event.......1997-12-01

The poor quality of the original newsprint makes it a chore to read the fine print. The photos are not very good either. Still an interesting book-covers a lot of the pre-war period before WWII. As always, with a book of this type, you do not read the whole story, but it sure makes you wish you could.

Book Description

This digital document is an article from The Geographical Journal, published by Royal Geographical Society on September 1, 2003. The length of the article is 6181 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Peopling mountain environments: changing Andean livelihoods in north-west Argentina.
Author: Thomas Tanner
Publication: The Geographical Journal (Refereed)
Date: September 1, 2003
Publisher: Royal Geographical Society
Volume: 169 Issue: 3 Page: 205(10)

Distributed by Thomson Gale

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