1.

Record Nr.

UNINA9910496040503321

Autore

Majid Majid A

Titolo

L’émergence d’un État à l’ombre d’un empire : Irak-Grande-Bretagne / / Majid A. Majid

Pubbl/distr/stampa

Paris, : Éditions de la Sorbonne, 2020

ISBN

979-1-03-510386-6

Descrizione fisica

1 online resource (352 p.)

Collana

Internationale

Altri autori (Persone)

GiraultRené

Disciplina

327.410567/09

Soggetti

History

richesse pétrolière

protectorat

position géographique

émirat arabe

objet de convoitise

relation irako-britannique

régime monarchique

Iraq Relations Great Britain

Great Britain Relations Iraq

Lingua di pubblicazione

Francese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

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



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 ».

2.

Record Nr.

UNINA9910874660303321

Autore

Rossello Damiano

Titolo

A Cookbook with Probability One : With Financial Applications / / by Damiano Rossello

Pubbl/distr/stampa

Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024

ISBN

9783031546884

9783031546877

Edizione

[1st ed. 2024.]

Descrizione fisica

1 online resource (401 pages)

Collana

La Matematica per il 3+2, , 2038-5757 ; ; 161

Disciplina

519.2

Soggetti

Probabilities

Statistics

Probability Theory

Statistical Theory and Methods

Probabilitats

Estadística econòmica

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

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.

Sommario/riassunto

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



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. .