1.

Record Nr.

UNIBAS000004956

Autore

Horatius Flaccus, Quintus <65-8 a.C.>

Titolo

Odi, Epodi / Quinto Orazio Flacco ; introduzione, traduzione e note di Mario Ramous

Pubbl/distr/stampa

Milano : Garzanti, 1989

Descrizione fisica

LVII, 478 p. ; 19 cm.

Collana

I classici

Disciplina

874.01

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Con testo orig. a fronte

Nota di contenuto

Contiene: Carmina ; Carmen Saeculare ; Epodon liber

2.

Record Nr.

UNINA9910808431403321

Titolo

Attosecond nanophysics : from basic science to applications / / edited by Peter Hommelhoff, Matthias F. Kling

Pubbl/distr/stampa

Weinheim, Germany : , : Wiley-VCH, , [2015]

©2015

ISBN

3-527-66562-5

3-527-66564-1

Descrizione fisica

1 online resource (845 p.)

Disciplina

621.381

Soggetti

Microphysics

Nanoscience

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.



Nota di contenuto

Cover; Related Titles; Title Page; Copyright; List of Contributors; Preface; Chapter 1: Introduction; 1.1 Attosecond Tools; 1.2 Solids in Strong Fields; 1.3 Attosecond Physics in Isolated Nanosystems; 1.4 Attosecond Physics on Nanostructured Surfaces; 1.5 Perspectives; References; Chapter 2: Nano-Antennae Assisted Emission of Extreme Ultraviolet Radiation; 2.1 Introduction and Motivation; 2.2 Experimental Idea; 2.3 High-Order Harmonic Generation; 2.4 Plasmonics in Intense Laser Fields; 2.5 Experiments; 2.6 Conclusion and Outlook; References

Chapter 3: Ultrafast, Strong-Field Plasmonic Phenomena3.1 Introduction; 3.2 Ultrafast Photoemission and Electron Acceleration in Surface Plasmon Fields; 3.3 Research on Surface Plasmon-Enhanced Photoemission and Electron Acceleration; 3.4 Conclusions; Acknowledgments; References; Chapter 4: Ultrafast Dynamics in Extended Systems; 4.1 Introduction-Why Ultrafast Electron Dynamics in Extended Systems?; 4.2 Multi-Photon Absorption in Extended Systems; 4.3 Coulomb Complexes: A Simple Approach to Ultrafast Electron Dynamics in FEL-Irradiated Extended Systems

4.4 Nano-Plasma Transients on the Femtosecond Scale4.5 Summary; 4.6 Acknowledgments; References; Chapter 5: Light Wave Driven Electron Dynamics in Clusters; 5.1 Introduction; 5.2 Resolving Light-Matter Interactions on the Atomic-Scale; 5.3 Fundamentals of the Microscopic Particle-in-Cell Approach; 5.4 Microscopic Analysis of Laser-Driven Nanoclusters; 5.5 Conclusions; References; Chapter 6: From Attosecond Control of Electrons at Nano-Objects to Laser-Driven Electron Accelerators; 6.1 Attosecond Control of Electrons at Nanoscale Metal Tips; 6.2 Experiments on Dielectric Nanospheres

6.3 The Influence of the Spatial Field Distribution on Photoelectron Spectra6.4 Time Resolved Pump-Probe Schemes; 6.5 Electron Acceleration with Laser Light at Dielectric Nano-Gratings; References; Chapter 7: Theory of Solids in Strong Ultrashort Laser Fields; 7.1 Interaction of Ultrafast Laser Pulse with Solids: Coherent and Incoherent Electron Dynamics; 7.2 One Dimensional Tight Binding Model; 7.3 3D Model of Electron Dynamics; References; Chapter 8: Controlling and Tracking Electric Currents with Light; 8.1 Introduction

8.2 Electric Field Control of Currents: From the Vacuum Tube to the Transistor8.3 Generating Electric Currents with Light: An Ultrabroad-Bandwidth Control Tool; 8.4 Optical Field Control of Electric Current in Large Bandgap Materials; 8.5 Attosecond Probing of the Strong-Field-Induced Changes of the Dielectric Electronic Properties; 8.6 Detection of the Carrier-Envelope Phase Using Optical-Field-Induced Currents; 8.7 Toward Ultrafast Photoactive Logic Circuits?; References; Chapter 9: Ultrafast Nano-Focusing for Imaging and Spectroscopy with Electrons and Light; 9.1 Introduction

9.2 Adiabatic Nanofocusing

Sommario/riassunto

The first broad and in-depth overview of current research in attosecond nanophysics, covering the field of active plasmonics via attosecond science in metals and dielectrics to novel imaging techniques with the highest spatial and temporal resolution.The authors are pioneers in the field and present here new developments and potential novel applications for ultra-fast data communication and processing, discussing the investigation of the natural timescale of electron dynamics in nanoscale solid state systems.Both an introduction for starting graduate students, as well as a look at the current



3.

Record Nr.

UNINA9910338254703321

Autore

Franke Jürgen

Titolo

Statistics of Financial Markets : An Introduction / / by Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019

ISBN

3-030-13751-1

Edizione

[5th ed. 2019.]

Descrizione fisica

1 online resource (XXXVI, 585 p. 337 illus., 288 illus. in color.)

Collana

Universitext, , 0172-5939

Disciplina

332.015195

332.0727

Soggetti

Statistics

Economics, Mathematical

Financial engineering

Econometrics

Risk management

Macroeconomics

Statistics for Business, Management, Economics, Finance, Insurance

Quantitative Finance

Financial Engineering

Risk Management

Macroeconomics/Monetary Economics//Financial Economics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Preface to the Fith Edition -- Part I Option Pricing -- Derivatives -- Introduction to Option Management -- Basic Concepts of Probability Theory -- Stochastic Processes in Discrete Time -- Stochastic Integrals and Differential Equations -- Black–Scholes Option Pricing Model -- Binomial Model for European Options -- American Options -- Exotic Options -- Interest Rates and Interest Rate Derivatives -- Part II Statistical Models of Financial Time Series -- Introduction: Definitions and Concepts -- ARIMA Time Series Models -- Time Series with Stochastic Volatility -- Long Memory Time Series -- Non-Parametric and Flexible Time Series Estimators -- Part III Selected Financial



Applications -- Value at Risk and Backtesting -- Copulae and Value at Risk -- Statistics of Extreme Risks -- Neural Networks and Deep Learning -- Volatility Risk of Option Portfolios -- Nonparametric Estimators for the Probability of Default -- Credit Risk Management and Credit Derivatives -- Financial econometrics of Crypto-currencies -- A Technical Appendix -- Index -- Symbols and Notations.

Sommario/riassunto

Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to specific problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. All numerical calculations are transparent and reproducible using quantlets. For this new edition the book has been updated and extensively revised and now includes several new aspects such as neural networks, deep learning, and crypto-currencies. Both R and Matlab code, together with the data, can be downloaded from the book’s product page and the Quantlet platform. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allow readers to reproduce the tables, pictures and calculations inside this Springer book. “This book provides an excellent introduction to the tools from probability and statistics necessary to analyze financial data. Clearly written and accessible, it will be very useful to students and practitioners alike.” Yacine Ait-Sahalia, Otto Hack 1903 Professor of Finance and Economics, Princeton University.