03243nam 22005892 450 991046286730332120160309132844.01-107-35783-71-107-23742-41-107-34446-81-107-34921-41-107-34821-81-107-34571-51-107-34196-51-139-34286-X(MiAaPQ)EBC1139719(Au-PeEL)EBL1139719(CaPaEBR)ebr10695323(CaONFJC)MIL494739(OCoLC)842932586(UkCbUP)CR9781139342865(EXLCZ)99267000000034399920120307d2013|||| uy| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierThe physics of rock failure and earthquakes /Mitiyasu Ohnaka, The University of Tokyo, Professor Emeritus[electronic resource]Cambridge :Cambridge University Press,2013.1 online resource (x, 270 pages) digital, PDF file(s)Title from publisher's bibliographic system (viewed on 05 Oct 2015).1-108-44571-3 1-107-03006-4 Includes bibliographical references and index.1. Introduction -- 2. Fundamentals of rock failure physics -- 3. Laboratory-derived constitutive relations for shear failure -- 4. Constitutive laws for earthquake ruptures -- 5. Earthquake generation processes -- 6. Physical scale dependence -- 7. Large earthquake generation cycles and accompanying seismic activity -- References -- Index.Despite significant advances in the understanding of earthquake generation processes and derivation of underlying physical laws, controversy remains regarding the constitutive law for earthquake ruptures and how it should be formulated. Laboratory experiments are necessary to obtain high-resolution measurements that allow the physical nature of shear rupture processes to be deduced, and to resolve the controversy. This important book provides a deeper understanding of earthquake processes from nucleation to their dynamic propagation. Its key focus is a deductive approach based on laboratory-derived physical laws and formulae, such as a unifying constitutive law, a constitutive scaling law, and a physical model of shear rupture nucleation. Topics covered include: the fundamentals of rock failure physics, earthquake generation processes, physical scale dependence, and large-earthquake generation cycles. Designed for researchers and professionals in earthquake seismology, rock failure physics, geology and earthquake engineering, it is also a valuable reference for graduate students.The Physics of Rock Failure & EarthquakesSeismologyRock mechanicsEarthquakesSeismology.Rock mechanics.Earthquakes.551.22028/7Ōnaka Michiyasu1940-1057277UkCbUPUkCbUPBOOK9910462867303321The physics of rock failure and earthquakes2492441UNINA05908oam 22015014 450 991097377930332120250426110140.0978661284172997814623679001462367909978145187079414518707959781451988291145198829X97812828417271282841726(CKB)3170000000055117(EBL)1605853(SSID)ssj0000943994(PQKBManifestationID)11503135(PQKBTitleCode)TC0000943994(PQKBWorkID)10978557(PQKB)11605604(OCoLC)762469891(MiAaPQ)EBC1605853(IMF)WPIEE2008221(IMF)WPIEA2008221WPIEA2008221(EXLCZ)99317000000005511720020129d2008 uf 0engurcnu||||||||txtccrCommodities and the Market Price of Risk /Shaun Roache1st ed.Washington, D.C. :International Monetary Fund,2008.1 online resource (25 p.)IMF Working PapersIMF working paper ;WP/08/221Description based upon print version of record.9781451915327 1451915322 Includes bibliographical references.Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; AppendixCommodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity futures and test whether these risks are priced, using Merton's (1973) intertemporal capital asset pricing model for a sample of commodity prices covering the period January 1973 - February 2008. I find that commodity futures offer a hedge against lower interest rates and that investors are willing to accept lower expected returns for this position. Although some commodities are also a hedge against U.S. dollar depreciation, this risk is not priced.IMF Working Papers; Working Paper ;No. 2008/221RiskEconometric modelsCommodity futuresEconometric modelsCapital assets pricing modelBanks and BankingimfCapacityimfCapital and Ownership StructureimfCapitalimfCommercial productsimfCommoditiesimfCommodity MarketsimfDerivative securitiesimfFinanceimfFinancial InstrumentsimfFinancial Risk and Risk ManagementimfFinancial risk managementimfFinancial services law & regulationimfFinancing PolicyimfFuturesimfGoodwillimfInstitutional InvestorsimfIntangible CapitalimfInterest ratesimfInterest Rates: Determination, Term Structure, and EffectsimfInvestment & securitiesimfInvestmentimfInvestments: CommoditiesimfInvestments: FuturesimfInvestments: GeneralimfMacroeconomicsimfMarket riskimfNon-bank Financial InstitutionsimfPension FundsimfReal interest ratesimfReturn on investmentimfSaving and investmentimfValue of FirmsimfUnited StatesimfRiskEconometric models.Commodity futuresEconometric models.Capital assets pricing model.Banks and BankingCapacityCapital and Ownership StructureCapitalCommercial productsCommoditiesCommodity MarketsDerivative securitiesFinanceFinancial InstrumentsFinancial Risk and Risk ManagementFinancial risk managementFinancial services law & regulationFinancing PolicyFuturesGoodwillInstitutional InvestorsIntangible CapitalInterest ratesInterest Rates: Determination, Term Structure, and EffectsInvestment & securitiesInvestmentInvestments: CommoditiesInvestments: FuturesInvestments: GeneralMacroeconomicsMarket riskNon-bank Financial InstitutionsPension FundsReal interest ratesReturn on investmentSaving and investmentValue of Firms330.015195Roache Shaun1815930DcWaIMFBOOK9910973779303321Commodities and the Market Price of Risk4371720UNINA