Applied Cryptanalysis: Breaking Ciphers in the Real World Posted: 25 Jan 2009 11:37 PM CST 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. |
Posted: 25 Jan 2009 11:36 PM CST 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.
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Software Engineering: International Summer Schools Posted: 25 Jan 2009 11:34 PM CST 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. |
Posted: 25 Jan 2009 12:48 AM CST Product Description 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. |
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 |
Risk Analysis: A Quantitative Guide Posted: 25 Jan 2009 12:44 AM CST Product Description |
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange Posted: 25 Jan 2009 12:43 AM CST Product Description The new edition will include:
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