Finbarr murphy (49 résultats)

Softcover. Etat : New. Book is in as new condition. Cover may have some minor wear from storage. Text appears to be clean. Quantity Available: 1. Shipped Weight: Under 1 kilo. ISBN: 0992770653. ISBN/EAN: 9780992770655. Pictures of this item not already displayed here available upon request. Inventory No: 1561041928. Breach, Mary (illustrateur). …

Soft cover. Etat : Good. 1st Edition. 5 X 8 inches. 174 pages. Paperback. Unmarked GOOD. Minor water damage to top edge causing rippling to top edge. An anthology of 20 contemporary African stories, this book holds the mirror up to the ongoing conflict between traditional African beliefs and an often over-westernised version of Christianity. The title story argues that this century belongs to Africa whose cohorts of graduates from Cape to Cairo are already staking their claim. In "Touch", Petronilla Kidakwa revisits a time-honoured Luhya marriage custom, sadly forgotten by many urbanized Kenyans, while in contrast, "The Love Potion" seems to celebrate or lament a dubious Kamba tradition. Two other contrasting stories are the "Rite to Name" whose hero is Owino Ochieng and "Over the Mountain", whose 'shero' is American-educated Dr Maria Macharia in whom there's not even a shred of religious dualism. "This book should be in every library" East African Theologian, Rev Laurenti Magesa.…

Etat : binding (fair) pages (good). 1960 126 pages.

Hardcover. Etat : Very Good. minor writing on end paper.

Soft cover. Etat : Very Good. Stapled booklet. Undated: circa 1965. Cover price: 1/-. Clean & tight. Dispatched Royal Mail First Class with tracking next working day or sooner securely boxed in cardboard. ref O5.

Etat : Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Etat : Like New. Used - Like New. Book is new and unread but may have minor shelf wear. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.…

Etat : New.

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New.

Etat : New. In English.

Etat : New. In English.

Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book aims to address how nanotechnology risks are being addressed by scientists, particularly in the areas of human health and the environment and how these risks can be measured in financial terms for insurers and regulators. It provides a comprehensive overview of nanotechnology risk measurement and risk transfer methods, including a chapter outlining how Bayesian methods can be used. It also examines nanotechnology from a legal perspective, both current and potential future outcomes.The global market for nanotechnology products was valued at $22.9 billion in 2013 and increased to about $26 billion in 2014. This market is expected to reach about $64.2 billion by 2019, a compound annual growth rate (CAGR) of 19.8% from 2014 to 2019. Despitetheincreasing value of nanotechnologies and their widespread use, there is a significant gap between the enthusiasm of scientists and nanotechnology entrepreneurs workinginthe nanotechnology space and theinsurance/regulatory sector. Scientists are scarcely aware that insurers/regulators have concerns about the potential for human and environmental risk and insurers/regulators are not in a position to access the potential risk.This book aims to bridge this gap by defining the current challenges in nanotechnology across disciplines and providing a number of risk management and assessment methodologies.Featuring contributions from authors in areas such as regulation, law, ethics, management, insurance and manufacturing, this volume provides an interdisciplinary perspective that is of value to students, academics, researchers, policy makers, practitioners and society in general.…

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets. …

Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.…

Etat : New. pp. 218.

Etat : New. pp. 218.

Etat : Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.…

Taschenbuch. Etat : Neu. Topics in Numerical Methods for Finance | Mark Cummins (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xii | Englisch | 2014 | Springer | EAN 9781489973559 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Hardcover. Etat : Brand New. 204 pages. 9.25x6.00x0.76 inches. In Stock.

Paperback. Etat : Brand New. 216 pages. 9.25x6.10x0.49 inches. In Stock.

Etat : Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This book aims to address how nanotechnology risks are being addressed by scientists, particularly in the areas of human health and the environment and how these risks can be measured in financial terms for insurers and regulators. It provides a comprehensive overview of nanotechnology risk measurement and risk transfer methods, including a chapter outlining how Bayesian methods can be used. It also examines nanotechnology from a legal perspective, both current and potential future outcomes.The global market for nanotechnology products was valued at $22.9 billion in 2013 and increased to about $26 billion in 2014. This market is expected to reach about $64.2 billion by 2019, a compound annual growth rate (CAGR) of 19.8% from 2014 to 2019. Despite the increasing value of nanotechnologies and their widespread use, there is a significant gap between the enthusiasm of scientists and nanotechnology entrepreneurs working in the nanotechnology space and theinsurance/regulatory sector. Scientists are scarcely aware that insurers/regulators have concerns about the potential for human and environmental risk and insurers/regulators are not in a position to access the potential risk. This book aims to bridge this gap by defining the current challenges in nanotechnology across disciplines and providing a number of risk management and assessment methodologies.Featuring contributions from authors in areas such as regulation, law, ethics, management, insurance and manufacturing, this volume provides an interdisciplinary perspective that is of value to students, academics, researchers, policy makers, practitioners and society in general.…

Hardcover. Etat : Brand New. 252 pages. 9.25x6.25x0.75 inches. In Stock.

Etat : As New. Unread book in perfect condition.

Paperback. Etat : Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Etat : Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Etat : As New. Unread book in perfect condition.

Hardcover. Etat : gut. 2012. Topics in Numerical Methods for Finance In englischer Sprache. pages.

Paperback. Etat : New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.