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1. |
Record Nr. |
UNINA9910496040503321 |
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Autore |
Majid Majid A |
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Titolo |
L’émergence d’un État à l’ombre d’un empire : Irak-Grande-Bretagne / / Majid A. Majid |
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Pubbl/distr/stampa |
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Paris, : Éditions de la Sorbonne, 2020 |
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ISBN |
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Descrizione fisica |
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1 online resource (352 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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History |
richesse pétrolière |
protectorat |
position géographique |
émirat arabe |
objet de convoitise |
relation irako-britannique |
régime monarchique |
Iraq Relations Great Britain |
Great Britain Relations Iraq |
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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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Sommario/riassunto |
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L’intérêt manifesté par la Grande-Bretagne à l’égard du territoire irakien remonte bien avant la première Guerre Mondiale. Sa position géographique, le croisement et la proximité de ses frontières avec la partie Sud du territoire iranien, les différentes principautés et émirats arabes situés sur la rive occidentale du Golfe, faisaient de l’Irak un objet de convoitise pour les Anglais. Ajoutons les richesses pétrolières que recèle le sous-sol de ces régions. Déjà au XIXe siècle le « marchand anglais » est devenu un résident politique. Il revendique des avantages et même une certaine forme de protectorat non déclaré. A cet égard, Lord Curzon indique : « Les relations entre la Grande-Bretagne et le Golfe sont passées des livres de comptes des marchands aux valises diplomatiques des hommes politiques ». De plus, il déclare |
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en 1911 devant le Conseil des Lords : « qu’on a tout à fait tort de croire que les intérêts politiques de la Grande- Bretagne s’arrêtent au Golfe ou à Bassorah, ils s’étendent jusqu’à Bagdad elle-même ». |
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2. |
Record Nr. |
UNINA9910874660303321 |
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Autore |
Rossello Damiano |
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Titolo |
A Cookbook with Probability One : With Financial Applications / / by Damiano Rossello |
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Pubbl/distr/stampa |
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Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
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ISBN |
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9783031546884 |
9783031546877 |
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Edizione |
[1st ed. 2024.] |
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Descrizione fisica |
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1 online resource (401 pages) |
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Collana |
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La Matematica per il 3+2, , 2038-5757 ; ; 161 |
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Disciplina |
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Soggetti |
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Probabilities |
Statistics |
Probability Theory |
Statistical Theory and Methods |
Probabilitats |
Estadística econòmica |
Llibres electrònics |
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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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Nota di contenuto |
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1 Probability, Events and Random Variables -- 2 Distribution of Random Variables -- 3 Multidimensional Random Variables -- 4 Moments and the Alike -- 5 Special Distributions -- 6 Conditioning -- 7 Regression, Prediction and more Dependence -- 8 Convergence Concepts -- 9 Introduction to Stochastic Processes -- 10 Introduction to Market Risk Measures. |
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Sommario/riassunto |
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This book offers accessible probabilistic modelling of relevant financial problems. It is divided into two parts. The first part (cookbook) is written by emphasizing the key definitions and theorems without wasting too much of the reader with unnecessary technical details. Here, the first kind of target audience is graduate students in |
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Economics with no prior exposition to probability theory (except for undergraduate courses in Applied Statistics) which are provided by a self-contained account of probabilistic modelling mainly applied to finance. The fundamental concepts of random variable/vector and probability distributions are introduced beforehand with respect to the usual treatment of this subject in standard probability textbook, trying to strike a balance between precise mathematical definitions and their applied knowledge. All the analytic tools developed are illustrated through examples of probability distributions of future stock prices, returns and profit and loss, together with their main characteristics, such as moments, moment generating and characteristic functions, location-scale families, and quantiles. The extension to the multivariate case for fixed time horizons is presented, together with the fundamentals of stochastic processes both in discrete and continuous time as candidate models for asset prices and return dynamics. Convergence concepts are presented as applied to the problem of point estimation of means, variances, correlation coefficients and risk measures. Short sections on risk and copula functions, further illustrate the potential application of probability models to financial problems. The second part of the book can be accessed by those students with more mathematical preparation. All the relevant proofs of results which are only stated in the first part and some advanced exercises with complete solutions are presented. . |
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