LEADER 01141nam 2200253la 450 001 9910481358003321 005 20210618143204.0 035 $a(UK-CbPIL)2090352981 035 $a(CKB)5500000000097062 035 $a(EXLCZ)995500000000097062 100 $a20210618d1612 uy | 101 0 $alat 135 $aurcn||||a|bb| 200 10$aLogicae systema methodicum libris 5. comprehensum, in quo vniuersibus bene disserendi et sciendi modus, tam generatim, quam speciatim, ... explicatur & probatus. Authore M. Clemente Timplero Stolpensi .$b[electronic resource] 210 $aHanover $c[s.n.]$d1612 215 $aOnline resource ([56], 898, [4] p., 8º) 300 $aReproduction of original in Biblioteca Nazionale Centrale di Firenze. 700 $aTimpler$b Clemens$f1563 or 1564-1624.$0886662 801 0$bUk-CbPIL 801 1$bUk-CbPIL 906 $aBOOK 912 $a9910481358003321 996 $aLogicae systema methodicum libris 5. comprehensum, in quo vniuersibus bene disserendi et sciendi modus, tam generatim, quam speciatim, ... explicatur & probatus. Authore M. Clemente Timplero Stolpensi$91979942 997 $aUNINA LEADER 05303nam 2200673Ia 450 001 9910145695803321 005 20230721031333.0 010 $a1-119-20214-0 010 $a1-281-21726-3 010 $a9786611217266 010 $a0-470-24924-2 035 $a(CKB)1000000000414804 035 $a(EBL)331607 035 $a(OCoLC)211911037 035 $a(SSID)ssj0000109307 035 $a(PQKBManifestationID)11135765 035 $a(PQKBTitleCode)TC0000109307 035 $a(PQKBWorkID)10045733 035 $a(PQKB)10491474 035 $a(MiAaPQ)EBC331607 035 $a(Au-PeEL)EBL331607 035 $a(CaPaEBR)ebr10225368 035 $a(CaONFJC)MIL121726 035 $a(EXLCZ)991000000000414804 100 $a20070403d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aBayesian methods in finance$b[electronic resource] /$fSvetlozar T. Rachev ... [et al.] 210 $aHoboken, N.J. $cWiley$dc2008 215 $a1 online resource (351 p.) 225 1 $aThe Frank J. Fabozzi series 300 $aDescription based upon print version of record. 311 $a0-471-92083-5 320 $aIncludes bibliographical references (p. 298-309) and index. 327 $aBayesian Methods in Finance; Contents; Preface; About the Authors; CHAPTER 1 Introduction; A FEW NOTES ON NOTATION; OVERVIEW; CHAPTER 2 The Bayesian Paradigm; THE LIKELIHOOD FUNCTION; THE BAYES' THEOREM; SUMMARY; CHAPTER 3 Prior and Posterior Information, Predictive Inference; PRIOR INFORMATION; POSTERIOR INFERENCE; BAYESIAN PREDICTIVE INFERENCE; ILLUSTRATION: POSTERIOR TRADE-OFF AND THENORMAL MEAN PARAMETER; SUMMARY; APPENDIX: DEFINITIONS OF SOME UNIVARIATE AND MULTIVARIATE STATISTICAL DISTRIBUTIONS; CHAPTER 4 Bayesian Linear Regression Model; THE UNIVARIATE LINEAR REGRESSION MODEL 327 $aTHE MULTIVARIATE LINEAR REGRESSION MODELSUMMARY; CHAPTER 5 Bayesian Numerical Computation; MONTE CARLO INTEGRATION; ALGORITHMS FOR POSTERIOR SIMULATION; APPROXIMATION METHODS: LOGISTIC REGRESSION; SUMMARY; CHAPTER 6 Bayesian Framework for Portfolio Allocation; CLASSICAL PORTFOLIO SELECTION; BAYESIAN PORTFOLIO SELECTION; SHRINKAGE ESTIMATORS; UNEQUAL HISTORIES OF RETURNS; SUMMARY; CHAPTER 7 Prior Beliefs and Asset Pricing Models; PRIOR BELIEFS AND ASSET PRICING MODELS; MODEL UNCERTAINTY; SUMMARY; APPENDIX A: NUMERICAL SIMULATION OF THE PREDICTIVE DISTRIBUTION 327 $aAPPENDIX B: LIKELIHOOD FUNCTION OF A CANDIDATE MODELCHAPTER 8 The Black-Litterman Portfolio Selection Framework; PRELIMINARIES; COMBINING MARKET EQUILIBRIUM AND INVESTOR VIEWS; THE CHOICE OF ? AND ?; THE OPTIMAL PORTFOLIO ALLOCATION; INCORPORATING TRADING STRATEGIES INTO THE BLACK-LITTERMAN MODEL; ACTIVE PORTFOLIO MANAGEMENT AND THE BLACK-LITTERMAN MODEL; COVARIANCE MATRIX ESTIMATION; SUMMARY; CHAPTER 9 Market Efficiency and Return Predictability; TESTS OF MEAN-VARIANCE EFFICIENCY; INEFFICIENCY MEASURES IN TESTING THE CAPM; TESTING THE APT; RETURN PREDICTABILITY 327 $aILLUSTRATION: PREDICTABILITY AND THE INVESTMENT HORIZONSUMMARY; APPENDIX: VECTOR AUTOREGRESSIVE SETUP; CHAPTER 10 Volatility Models; GARCH MODELS OF VOLATILITY; STOCHASTIC VOLATILITY MODELS; ILLUSTRATION: FORECASTING VALUE-AT-RISK; AN ARCH-TYPE MODEL OR A STOCHASTIC VOLATILITY MODEL?; WHERE DO BAYESIAN METHODS FIT?; CHAPTER 11 Bayesian Estimation of ARCH-Type Volatility Models; BAYESIAN ESTIMATION OF THE SIMPLE GARCH(1,1) MODEL; MARKOV REGIME-SWITCHING GARCH MODELS; SUMMARY; APPENDIX: GRIDDY GIBBS SAMPLER; CHAPTER 12 Bayesian Estimation of Stochastic Volatility Models 327 $aPRELIMINARIES OF SV MODEL ESTIMATIONTHE SINGLE-MOVE MCMC ALGORITHM FOR SV MODEL ESTIMATION; THE MULTIMOVE MCMC ALGORITHM FOR SV MODEL ESTIMATION; JUMP EXTENSION OF THE SIMPLE SV MODEL; VOLATILITY FORECASTING AND RETURN PREDICTION; SUMMARY; APPENDIX: KALMAN FILTERING AND SMOOTHING; CHAPTER 13 Advanced Techniques for Bayesian Portfolio Selection; DISTRIBUTIONAL RETURN ASSUMPTIONS ALTERNATIVE TO NORMALITY; PORTFOLIO SELECTION IN THE SETTING OF NONNORMALITY: PRELIMINARIES; MAXIMIZATION OF UTILITY WITH HIGHER MOMENTS; EXTENDING THE BLACK-LITTERMAN APPROACH: COPULA OPINION POOLING 327 $aEXTENDING THE BLACK-LITTERMAN APPROACH: STABLE DISTRIBUTION 330 $aBayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management-since these are the areas in finance where Bayesian methods have had the greatest penetration to date. 410 0$aFrank J. Fabozzi series. 606 $aFinance$xMathematical models 606 $aBayesian statistical decision theory 615 0$aFinance$xMathematical models. 615 0$aBayesian statistical decision theory. 676 $a332 676 $a332.01519542 701 $aRachev$b S. T$g(Svetlozar Todorov)$059738 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910145695803321 996 $aBayesian methods in finance$92040718 997 $aUNINA LEADER 05542nam 2200721Ia 450 001 9911019836903321 005 20200520144314.0 010 $a9786612308499 010 $a9781282308497 010 $a1282308491 010 $a9783527629114 010 $a3527629114 010 $a9783527629121 010 $a3527629122 035 $a(CKB)1000000000799685 035 $a(EBL)481456 035 $a(OCoLC)814512005 035 $a(SSID)ssj0000343421 035 $a(PQKBManifestationID)11238414 035 $a(PQKBTitleCode)TC0000343421 035 $a(PQKBWorkID)10290989 035 $a(PQKB)10249745 035 $a(MiAaPQ)EBC481456 035 $a(PPN)152563105 035 $a(Perlego)2777606 035 $a(EXLCZ)991000000000799685 100 $a20090803d2009 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aSustainable industrial processes /$fedited by Fabrizio Cavani ... [et al.] 210 $aWeinheim $cWiley-VCH$dc2009 215 $a1 online resource (623 p.) 300 $aDescription based upon print version of record. 311 08$a9783527315529 311 08$a3527315527 320 $aIncludes bibliographical references and index. 327 $aSustainable Industrial Processes; Contents; Preface; List of Contributors; 1 From Green to Sustainable Industrial Chemistry; 1.1 Introduction; 1.1.1 Green versus Sustainable Chemistry; 1.1.2 Sustainability through Chemistry and the F3-Factory; 1.1.3 Role of Catalysis; 1.1.4 Sustainable Industrial Chemistry; 1.2 Principles of Green Chemistry, Sustainable Chemistry and Risk; 1.2.1 Sustainable Risk: Reflections Arising from the Bhopal Accident; 1.2.2 Risk Assessment and Sustainable versus Green Chemistry; 1.2.3 Inherently Safer Process Design; 1.2.4 On-Demand Synthesis and Process Minimization 327 $a1.2.5 Replacement of Hazardous Chemicals and Risk Reduction1.2.6 Replacement of Hazardous Chemicals: the Case of DMC; 1.2.7 Final Remarks on Sustainable Risk; 1.3 Sustainable Chemical Production and REACH; 1.3.1 How does REACH Works; 1.3.2 REACH and Sustainable Industrial Chemistry; 1.3.3 Safety and Sustainability of Chemicals; 1.4 International Chemicals Policy and Sustainability; 1.5 Sustainable Chemistry and Inherently Safer Design; 1.6 A Vision and Roadmap for Sustainability Through Chemistry; 1.6.1 Bio-Based Economy; 1.6.2 Energy; 1.6.3 Healthcare 327 $a1.6.4 Information and Communication Technologies1.6.5 Nanotechnology; 1.6.6 Sustainable Quality of Life; 1.6.7 Sustainable Product and Process Design; 1.6.8 Transport; 1.6.9 Risk Assessment and Management Strategies; 1.7 Conclusions; References; 2 Methods and Tools of Sustainable Industrial Chemistry: Catalysis; 2.1 Introduction; 2.2 Catalysis as Enabling Factor of Sustainable Chemical Production; 2.3 Homogeneous Catalysis and the Role of Multiphase Operations; 2.3.1 Multiphase Operations: General Aspects; 2.3.2 Aqueous Biphase Operations; 2.3.3 Organic Biphase Operations 327 $a2.3.4 Catalysts on Soluble Supports2.3.5 Fluorous Liquids; 2.3.6 Ionic Liquids; 2.3.7 Supercritical Solvents; 2.3.8 Supported Liquid Films; 2.3.9 Conclusions on Multiphase Homogeneous Catalysis for Sustainable Processes; 2.4 Bio- and Bioinspired-Catalysts; 2.4.1 Industrial Uses of Biocatalysis; 2.4.2 Advantages and Limits of Biocatalysis and Trends in Research; 2.4.3 Biocatalysis for the Pharmaceutical Industry; 2.4.4 Biocatalysis for Sustainable Chemical Production; 2.4.5 Biocatalysis in Novel Polymers from Bio-Resources; 2.4.6 Progresses in Biocatalysis; 2.4.7 Biomimetic Catalysis 327 $a2.5 Solid Acids and Bases2.5.1 Classes of Solid Acid/Base Catalysis; 2.5.2 Alkylation with Solid Acid Catalysts; 2.5.3 Synthesis of Cumene; 2.5.4 Friedel-Crafts Acylation; 2.5.5 Synthesis of Methylenedianiline; 2.5.6 Synthesis of Caprolactam; 2.5.7 Green Traffic Fuels; 2.5.8 Solid Base Catalysts; 2.5.8.1 Hydrotalcites; 2.5.8.2 Other Solid Bases; 2.6 Redox Catalysis; 2.6.1 Hydrogenation; 2.6.2 Asymmetric Hydrogenation; 2.6.3 Selective Oxidation; 2.6.3.1 Selective Oxidation: Liquid Phase; 2.6.3.2 Selective Oxidation: Vapor Phase 327 $a2.6.3.3 Selective Oxidation: Examples of Directions to Improve Sustainability 330 $aIn recent years the need for sustainable process design and alternative reaction routes to reduce industry?s impact on the environment has gained vital importance. The book begins with a general overview of new trends in designing industrial chemical processes which are environmentally friendly and economically feasible. Specific examples written by experts from industry cover the possibilities of running industrial chemical processes in a sustainable manner and provide an up-to-date insight into the main concerns, e.g., the use of renewable raw materials, the use of alternative energy sources 606 $aManufacturing processes$xEnvironmental aspects 606 $aIndustries$xEnvironmental aspects 606 $aSustainable engineering 615 0$aManufacturing processes$xEnvironmental aspects. 615 0$aIndustries$xEnvironmental aspects. 615 0$aSustainable engineering. 676 $a660 676 $a670.286 701 $aCavani$b Fabrizio$023303 712 02$aWiley Online Library (Servicio en línea) 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019836903321 996 $aSustainable industrial processes$94420805 997 $aUNINA