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1. |
Record Nr. |
UNINA9910459459803321 |
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Autore |
Bozzano Marco |
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Titolo |
Design and safety assessment of critical systems / / Marco Bozzano, Adolfo Villafiorita |
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Pubbl/distr/stampa |
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Boca Raton : , : Auerbach Publications, , 2011 |
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ISBN |
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0-429-07004-7 |
1-4398-0332-3 |
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Descrizione fisica |
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1 online resource (288 p.) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Industrial safety |
System safety |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Front cover; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; Chapter 2: Dependability, Reliability,and Safety Assessment; Chapter 3: Techniques for Safety Assessment; Chapter 4: Development ofSafety-Critical Applications; Chapter 5: Formal Methods for Safety Assessment; Chapter 6: Formal Methods for Certification; Appendix A: The NuSMV Model Checker; Appendix B: The FSAP Safety Analysis Platform; Appendix C: Some Regulatory Bodies and Regulations; Back cover |
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Sommario/riassunto |
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Safety-critical systems, by definition those systems whose failure can cause catastrophic results for people, the environment, and the economy, are becoming increasingly complex both in their functionality and their interactions with the environment. Unfortunately, safety assessments are still largely done manually, a time-consuming and error-prone process. The growing complexity of these systems requires an increase in the skill and efficacy of safety engineers and encourages the adoption of formal and standardized techniques.An introduction to the area of design and verifica |
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2. |
Record Nr. |
UNINA9910967322803321 |
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Autore |
Pramor Marcus |
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Titolo |
Common Volatility Trends in the Central and Eastern European Currencies and the Euro / / Marcus Pramor, Natalia Tamirisa |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2006 |
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ISBN |
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9786613829900 |
9781462339709 |
1462339700 |
9781451984309 |
1451984308 |
9781283517454 |
1283517450 |
9781451994018 |
145199401X |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (31 p.) |
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Collana |
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Altri autori (Persone) |
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Soggetti |
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Foreign exchange rates - Econometric models - Europe |
Monetary policy - Europe |
Currencies |
Currency markets |
Currency |
Economic integration |
Exchange rates |
Exports and Imports |
Externalities |
Finance |
Finance: General |
Financial Aspects of Economic Integration |
Financial markets |
Financial sector policy and analysis |
Foreign exchange market |
Foreign Exchange |
Foreign exchange |
Government and the Monetary System |
International economics |
International finance |
International Financial Markets |
Macroeconomics |
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Monetary economics |
Monetary Systems |
Monetary unions |
Money and Monetary Policy |
Money |
Payment Systems |
Regimes |
Spillovers |
Standards |
Czech Republic |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. METHODOLOGY AND DATA""; ""III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN EUROPEAN CURRENCY MARKETS""; ""IV. CONCLUSIONS""; ""References"" |
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Sommario/riassunto |
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How much convergence has been achieved between Central and Eastern European (CEE) economies and the eurozone? We explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find that these trends are closely correlated, pointing to convergence in the economic and financial structures of these economies. Nonetheless, the degree of commonality remains weaker than what had been found for major European currencies before the introduction of the euro. Spillovers of volatility across regional markets appear to have diminished over time, with the exception of the Hungarian forint, which remains a source of volatility shocks to regional currencies. |
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