Manuel de conchyliologie et de paleontologie conchyliologique ou histoire naturelle des mollusques vivants et fossiles / Paul Fisher ; suivi d'un appendice sur les brachiopodes par D. P. Oehlert ; avec 23 planches contenant 600 figures dessinees par S. P. Woodwart

• Record Nr.: UNISALENTO991003481069707536
• Autore: Fischer, Paul
• Descrizione fisica: 2 v., (xxiv 1369 p.) : ill., 23 c. di tab ; 24 cm
• Altri autori (Persone): Oehlert, D. P.; Woodward, Samuel Peckworth
• Disciplina: 594.0471
• Soggetti: Paleontology; Mollusks - France - Identifcation
• Lingua di pubblicazione: Francese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Reproduction of the original text Manuel de conchyliologie et de paleontologie conchyliologique ou histoire naturelle des mollusques vivants et fossiles. - Paris : Librairie F. Savy, [1887]
• Nota di contenuto: V.1 Spine title : Manuel de conchyliologie et de paleontologie Gastropodes; V.2 Spine title : Manuel de conchyliologie et de paleontologie Pèlêcypodes

Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France

• Record Nr.: UNINA9910810302503321
• Autore: Le Courtois Olivier
• Pubbl/distr/stampa: London : , : Imperial College Press, , [2014]; c2014
• ISBN: 1-78326-309-1
• Descrizione fisica: 1 online resource (xvii, 351 pages) : illustrations
• Collana: Series in quantitative finance, , 1756-1604 ; ; volume 5
• Disciplina: 332.6015118; 658.155
• Soggetti: Financial risk; Asset allocation
• 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 and index.
• Nota di contenuto: 1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with ; three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion.
• Sommario/riassunto: Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision. This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.

.. annual report to Congress

• Record Nr.: UNINA9910715077203321
• Pubbl/distr/stampa: Washington, D.C. : , : Office of the Ombudsman Energy Employees Occupational Illness Compensation Program, Part E, U.S. Department of Labor, , 2005-
• Descrizione fisica: 1 online resource (volumes)
• Disciplina: 354.9
• Soggetti: Workers' compensation claims - United States; Occupational diseases - Reporting - United States; Travail - Accidents - Indemnisation - Demandes de règlement - États-Unis; Maladies professionnelles - Déclaration - États-Unis; Labor laws and legislation; Occupational diseases - Reporting; Workers' compensation claims; Health care coverage and access; Periodical; periodicals.; Périodiques.; Annual reports.; United States
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Periodico
• Note generali: In scope of the U.S. Government Publishing Office Cataloging and Indexing Program (C&I) and Federal Depository Library Program (FDLP).; United States federal government branch: Executive branch.; Access ID (GovInfo): CMR-L1-00190167.; Legal authority: 42 U.S.C. § 7385s-15(e)(1).; United States Congress receiving chamber(s): United States House of Representatives and Senate.