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Applied Cryptanalysis: Breaking Ciphers in the Real World

Posted: 25 Jan 2009 11:37 PM CST

Applied Cryptanalysis: Breaking Ciphers in the Real World

Applied Cryptanalysis: Breaking Ciphers in the Real World

Product Description

The book is designed to be accessible to motivated IT professionals who want to learn more about the specific attacks covered. In particular, every effort has been made to keep the chapters independent, so if someone is interested in has function cryptanalysis or RSA timing attacks, they do not necessarily need to study all of the previous material in the text. This would be particularly valuable to working professionals who might want to use the book as a way to quickly gain some depth on one specific topic.

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EXCEL 2007 CHARTS MADE EASY

Posted: 25 Jan 2009 11:36 PM CST

EXCEL 2007 CHARTS MADE EASY

EXCEL 2007 CHARTS MADE EASY

Product Description

Get beyond the basics with Excel 2007 charts

Now you can take your Excel charting skills to the next level with help from this hands-on guide. Excel 2007 Charts Made Easy shows you how to upgrade from simple pie and bar charts to rich data visualization using the full range of charts available in the latest version of the software. Discover how easy it is to create custom charts with compelling effects and to display data in more meaningful ways.

  • Manually format chart components
  • Show trends in your data with line charts
  • Combine line and pie charts to create area charts
  • Plot data using scatter charts and bubble charts
  • Create and format stock charts
  • Connect three data points with a surface chart
  • Display the relationship between various data series using doughnut charts
  • Compare data values with radar charts
  • Use PivotTables and PivotCharts to work with dynamic data
  • Incorporate Excel charts into Word documents and PowerPoint presentations

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Software Engineering: International Summer Schools

Posted: 25 Jan 2009 11:34 PM CST

Software Engineering: International Summer Schools

Software Engineering: International Summer Schools

Product Description

Software engineering is widely recognized as one of the most exciting, stimulating, and profitable research areas, with a significant practical impact on the software industry. Thus, training future generations of software engineering researchers and bridging the gap between academia and industry are vital to the field. The International Summer School on Software Engineering (ISSSE), which started in 2003, aims to contribute both to training future researchers and to facilitating the exchange of knowledge between academia and industry.

This volume constitutes a collection of articles originating from tutorial lectures given during the last three ISSSE summer schools, as well as a number of contributions on some of the latest findings in the field of software engineering. The book is organized in three parts on software requirements and design; software testing and reverse engineering; and management.

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Risk and Asset Allocation

Posted: 25 Jan 2009 12:48 AM CST

 Risk and Asset Allocation

Risk and Asset Allocation

Product Description
This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.

Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.

Portfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques.

All the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies.

At symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB® applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.

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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET

Posted: 25 Jan 2009 12:46 AM CST

Description: "This state of the art text emphasizes various contemporary topics in fixed income derivatives from a practitioner's perspective. The combination of martingale technology with the author's expert practical knowledge contributes hugely to the book's success. For those who desire timely reporting straight from the trenches, this book is a must." Peter Carr, PhD Head of Quantitative Financial Research, Bloomberg LP Director of the Masters in Math Finance Program, Courant Institute, NYU "It is quite obvious that the authors have significant practical experience in sophisticated quantitative analysis and derivatives modeling.

This real world focus has resulted in a text that not only provides clear presentations on modeling, pricing and hedging derivatives products, somewhat typical in standard financial engineering books, but also provides more advanced material that is usually found only in research publications. In addition, the authors provide readers with keen insight into how different models are needed for different circumstances. This book has innovative ideas, state of the art applications, and contains a wealth of valuable information that will interest academics, applied quantitative derivatives modelers, and traders." Peter Ritchken Kenneth Walter Haber Professor, Department of Banking and Finance Weatherhead School of Management, Case Western Reserve University

For those who desire timely reporting straight from the trenches, this book is a must. — Peter Carr, PhD, Head of Quantitative Financial Research, Bloomberg LP

This book has innovative ideas, state of the art applications, and contains a wealth of valuable information. — Peter Ritchken, Kenneth Walter Haber Professor, Department of Banking and Finance

This state of the art text emphasizes various contemporary topics in fixed income derivatives from a practitioner's perspective. The combination of martingale technology with the author's expert practical knowledge contributes hugely to the book's success. For those who desire timely reporting straight from the trenches, this book is a must. –Peter Carr, PhD,Head of Quantitative Financial Research, Bloomberg LP, Director of the Masters in Math Finance Program, Courant, Institute, NYU

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Risk Analysis: A Quantitative Guide

Posted: 25 Jan 2009 12:44 AM CST

 Risk Analysis: A Quantitative Guide

Risk Analysis: A Quantitative Guide

Product Description
Risk Analysis concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk analysis (QRA) using Monte Carlo simulation offers a powerful and precise method for dealing with the uncertainty and variability of a problem. By providing the building blocks the author guides the reader through the necessary steps to produce an accurate risk analysis model and offers general and specific techniques to cope with most modeling problems. A wide range of solved problems is used to illustrate these techniques and how they can be used together to solve otherwise complex problems.

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Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Posted: 25 Jan 2009 12:43 AM CST

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Product Description
This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining 'real-world' issues.

The new edition will include:

  • Updated charts and cases studies.
  • New companion website allowing students to put theory into practice and to test their knowledge through questions and answers.
  • Chapters on Monte Carlo simulation, bootstrapping and market microstructure.

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