LEADER 02494nam 22005771 450 001 9910453122703321 005 20200520144314.0 010 $a1-937554-60-0 035 $a(CKB)2550000001126887 035 $a(EBL)3383943 035 $a(SSID)ssj0001001021 035 $a(PQKBManifestationID)12372321 035 $a(PQKBTitleCode)TC0001001021 035 $a(PQKBWorkID)10965866 035 $a(PQKB)11014537 035 $a(MiAaPQ)EBC3383943 035 $a(Au-PeEL)EBL3383943 035 $a(CaPaEBR)ebr10775129 035 $a(CaONFJC)MIL527550 035 $a(OCoLC)921223873 035 $a(EXLCZ)992550000001126887 100 $a20130405h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAccelerate your career in nursing $ea guide to professional advancement and recognition /$fJanice Phillips, Janet Boivin 210 1$aIndianapolis, Indiana :$cSigma Theta Tau International,$d[2014] 210 4$dİ2014 215 $a1 online resource (209 p.) 300 $aDescription based upon print version of record. 311 $a1-937554-58-9 311 $a1-299-96299-8 320 $aIncludes bibliographical references and index. 327 $aIdentifying personal and professional strengths and opportunities for future development -- Joining professional nursing organizations to grow personally and professionally -- Portfolio development : an essential tool for professional advancement and recognition -- Validating one's distinction when seeking professional recognition -- Selecting appropriate nominators and sponsors -- Admission to graduate school : crafting successful applications -- How to land fellowships and internships by expressing your professional best -- Expressing your professional best through persuasive communication -- Advocating for professional nursing organizations -- Expressing your professional best : one of nursing's best : her personal journey. 606 $aCareer development 606 $aNursing$xVocational guidance 608 $aElectronic books. 615 0$aCareer development. 615 0$aNursing$xVocational guidance. 676 $a610.7306/9 700 $aPhillips$b Janice Mitchell$0950065 701 $aBoivin$b Janet$0950066 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910453122703321 996 $aAccelerate your career in nursing$92147910 997 $aUNINA LEADER 02629nam 22005774a 450 001 9910451314303321 005 20200520144314.0 010 $a1-281-89901-1 010 $a9786611899011 010 $a981-270-300-4 035 $a(CKB)1000000000334395 035 $a(EBL)296154 035 $a(OCoLC)476063727 035 $a(SSID)ssj0000189332 035 $a(PQKBManifestationID)11189850 035 $a(PQKBTitleCode)TC0000189332 035 $a(PQKBWorkID)10155913 035 $a(PQKB)11565271 035 $a(MiAaPQ)EBC296154 035 $a(WSP)00005400 035 $a(Au-PeEL)EBL296154 035 $a(CaPaEBR)ebr10174128 035 $a(EXLCZ)991000000000334395 100 $a20040617d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aLaser spectroscopy$b[electronic resource] $eproceedings of the XVI International Conference, Palm Cove, Queensland, Australia, 13-18 July 2003 /$feditors, Peter Hannaford ... [et al.] 210 $aRiver Edge, NJ $cWorld Scientific$dc2004 215 $a1 online resource (413 p.) 300 $aDescription based upon print version of record. 311 $a981-238-616-5 320 $aIncludes bibliographical references and index. 327 $aContents; Precision Spectroscopy; Ultrafast Spectroscopy; Quantum Degenerate Gases; Cold Molecules and Cold Collisions; Atom Optics and Interferometry; Cavity QED; Quantum Optics and Quantum Information; Novel Applications and New Laser Sources; Medical Applications; Author Index 330 $aThis volume comprises a collection of invited and selected contributions presented at the 16th International Conference on Laser Spectroscopy in Palm Cove, Queensland, Australia, 13-18 July 2003. The papers report the latest and most exciting developments in laser spectroscopy and related areas: new ultra-precise spectroscopic measurements based on optical frequency combs including tests of the stability of the fundamental constants; the first realization of Bose-Einstein condensation in cesium and ytterbium; the behavior of ultra-cold bosons and fermions in optical lattices; the production of 606 $aLaser spectroscopy$vCongresses 606 $aQuantum optics$vCongresses 608 $aElectronic books. 615 0$aLaser spectroscopy 615 0$aQuantum optics 676 $a621.36/1 701 $aHannaford$b Peter$f1939-$0921148 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910451314303321 996 $aLaser spectroscopy$92066128 997 $aUNINA LEADER 05561nam 2200697 a 450 001 9910784746303321 005 20230620232028.0 010 $a1-281-07150-1 010 $a9786611071509 010 $a0-08-055388-5 035 $a(CKB)1000000000404420 035 $a(EBL)319164 035 $a(OCoLC)476115061 035 $a(SSID)ssj0000103109 035 $a(PQKBManifestationID)11990899 035 $a(PQKBTitleCode)TC0000103109 035 $a(PQKBWorkID)10060978 035 $a(PQKB)11736561 035 $a(Au-PeEL)EBL319164 035 $a(CaPaEBR)ebr10206015 035 $a(CaONFJC)MIL107150 035 $a(OCoLC)228147999 035 $a(CaSebORM)9780750681582 035 $a(MiAaPQ)EBC319164 035 $a(PPN)170234851 035 $a(EXLCZ)991000000000404420 100 $a20080816d2008 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe analytics of risk model validation$b[electronic resource] /$fedited by George Christodoulakis, Stephen Satchell 205 $a1st edition 210 $aAmsterdam $cAcademic Press$d2008 215 $a1 online resource (217 p.) 225 1 $aQuantitative finance series 300 $aDescription based upon print version of record. 311 $a0-7506-8158-6 320 $aIncludes bibliographical references and index. 327 $aFront Cover; The Analytics of Risk Model Validation; Copyright Page; Table of Contents; About the editors; About the contributors; Preface; Chapter 1 Determinants of small business default; Abstract; 1. Introduction; 2. Data, methodology and summary statistics; 3. Empirical results of small business default; 4. Conclusion; References; Notes; Chapter 2 Validation of stress testing models; Abstract; 1. Why stress test?; 2. Stress testing basics; 3. Overview of validation approaches; 4. Subsampling tests; 5. Ideal scenario validation; 6. Scenario validation; 7. Cross-segment validation 327 $a8. Back-casting 9. Conclusions; References; Chapter 3 The validity of credit risk model validation methods; Abstract; 1. Introduction; 2. Measures of discriminatory power; 3. Uncertainty in credit risk model validation; 4. Confidence interval for ROC; 5. Bootstrapping; 6. Optimal rating combinations; 7. Concluding remarks; References; Chapter 4 A moments-based procedure for evaluating risk forecasting models; Abstract; 1. Introduction; 2. Preliminary analysis; 3. The likelihood ratio test; 4. A moments test of model adequacy; 5. An illustration; 6. Conclusions; 7. Acknowledgements; References 327 $aNotes Appendix; 1. Error distribution; 2. Two-piece normal distribution; 3. t-Distribution; 4. Skew-t distribution; Chapter 5 Measuring concentration risk in credit portfolios; Abstract; 1. Concentration risk and validation; 2. Concentration risk and the IRB model; 3. Measuring name concentration; 4. Measuring sectoral concentration; 5. Numerical example; 6. Future challenges of concentration risk measurement; 7. Summary; References; Notes; Appendix A.1: IRB risk weight functions and concentration risk; Appendix A.2: Factor surface for the diversification factor; Appendix A.3 327 $aChapter 6 A simple method for regulators to cross-check operational risk loss models for banks Abstract; 1. Introduction; 2. Background; 3. Cross-checking procedure; 4. Justification of our approach; 5. Justification for a lower bound using the lognormal distribution; 6. Conclusion; References; Chapter 7 Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems; Abstract; 1. Introduction; 2. Why does the portfolio's structure matter?; 3. Credible credit ratings and credible credit risk estimates; 4. An empirical illustration; 5. Credible mapping 327 $a6. Conclusions 7. Acknowledgements; References; Appendix; 1. Further elements of modern credibility theory; 2. Proof of the credibility fundamental relation; 3. Mixed Gamma-Poisson distribution and negative binomial; 4. Calculation of the Bu?hlmann credibility estimate under the Gamma-Poisson model; 5. Calculation of accuracy ratio; Chapter 8 Analytic models of the ROC curve: Applications to credit rating model validation; Abstract; 1. Introduction; 2. Theoretical implications and applications; 3. Choices of distributions; 4. Performance evaluation on the AUROC estimation with simulated data 327 $a5. Summary 330 $aRisk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell collect papers that are beginning to appear by regulators, consultants, and academics, 410 0$aQuantitative finance series. 606 $aRisk management$xMathematical models 615 0$aRisk management$xMathematical models. 676 $a336.3 676 $a658.155015118 701 $aChristodoulakis$b George$01571115 701 $aSatchell$b Stephen$f1949-$01364640 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910784746303321 996 $aThe analytics of risk model validation$93845288 997 $aUNINA