1.

Record Nr.

UNISA996339101603316

Autore

Pollard Andrew J

Titolo

Fast Facts : Travel Medicine / / Andrew J. Pollard, David R. Murdoch

Pubbl/distr/stampa

Basel, : S. Karger, 2001

ISBN

1-912776-06-5

Descrizione fisica

1 online resource (152 pages) : 70 figures

Soggetti

Infectious Diseases

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

Travellers depend upon their family physician and practice nurse for essential advice in planning travel and practitioners need to be able recognise an increasing array of diseases in a new, mobile population.    The explosion in international tourism fuelled by fast, cheap transport has meant that the specialty of travel medicine has had to evolve rapidly. Travel medicine now extends well beyond infections in warm climates and includes exposure to new environments, new cultures, new hazards, and new medical problems including emerging and re-emerging infections.    'Fast Facts: Travel Medicine' is an invaluable practice resource which provides expert practical coverage of all aspects of health problems that may be incurred during travel abroad. It focuses on the provision of sound, personalised advice in the areas of preparation, risk- assessment, planning and personal responsibility. This fact-filled, accessible guide will see near-constant use in the primary healthcare setting.    Contents:    • Pre-travel health assessment  • Geographical distribution of health hazards  • Individuals with special considerations  • Motion sickness and jet lag  • Vaccines  • Malaria  • Other mosquito-transmitted diseases  • Food- and water-borne illnesses  • Other parasitic diseases  • Diseases transmitted by ticks, lice, mites and fleas  • Miscellaneous infectious diseases  • Environmental and climatic factors  • Returned travellers



2.

Record Nr.

UNINA9910144599403321

Autore

Filipovic Damir

Titolo

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models / / by Damir Filipovic

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001

ISBN

3-540-44548-X

Edizione

[1st ed. 2001.]

Descrizione fisica

1 online resource (X, 138 p.)

Collana

Lecture Notes in Mathematics, , 1617-9692 ; ; 1760

Classificazione

91B28

60H15

Disciplina

332.82015118

Soggetti

Mathematics

Finance

Social sciences - Mathematics

Probabilities

Applications of Mathematics

Financial Economics

Mathematics in Business, Economics and Finance

Probability Theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references (pages [129]-131) and index.

Nota di contenuto

Introduction -- Stochastic Equations in Infinite Dimension -- Consistent State Space Processes -- The HJM Methodology Revisited -- The Forward Curve Spaces H_w -- Invariant Manifolds for Stochastic Equations -- Consistent HJM Models -- Appendix: A Summary of Conditions.

Sommario/riassunto

The book is written for a reader with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, such as provided by Revuz and Yor (Continuous Martingales and Brownian Motion, Springer 1991). It gives a short introduction both to interest rate theory and to stochastic equations in infinite dimension. The main topic is the Heath-Jarrow-Morton (HJM) methodology for the modelling of interest rates. Experts in SDE in infinite dimension with interest in applications will find here the rigorous derivation of the popular "Musiela equation" (referred to in the book as HJMM equation).



The convenient interpretation of the classical HJM set-up (with all the no-arbitrage considerations) within the semigroup framework of Da Prato and Zabczyk (Stochastic Equations in Infinite Dimensions) is provided. One of the principal objectives of the author is the characterization of finite-dimensional invariant manifolds, an issue that turns out to be vital for applications. Finally, general stochastic viability and invariance results, which can (and hopefully will) be applied directly to other fields, are described.