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[null,"1.","Record Nr.",null,"UNINA9910458661903321"]
[null,null,"Autore",null,"Boyd Robert W. <1948->"]
[null,null,"Titolo",null,"Nonlinear optics [[electronic resource] /] / Robert W. Boyd"]
[null,null,"Pubbl/distr/stampa",null,"San Diego, CA, : Academic Press, c2003"]
[null,null,"ISBN",null,"1-281-05034-2"]
[{"$nulls":4},"9786611050344"]
[{"$nulls":4},"0-08-047975-8"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (596 p.)"]
[null,null,"Disciplina",null,"535/.2"]
[null,null,"Soggetti",null,"Nonlinear optics"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"front cover; copyright; table of contents; front matter; Preface to the Second Edition; Preface to the First Edition; body; 1. The Nonlinear Optical Susceptibility; 1.1. Introduction to Nonlinear Optics; 1.2. Descriptions of Nonlinear Optical Interactions; 1.3. Formal Definition of the Nonlinear Susceptibility; 1.4. Nonlinear Susceptibility of a Classical Anharmonic Oscillator; 1.5. Properties of the Nonlinear Susceptibility; 1.6. Time-Domain Description of Optical Nonlinearities; 1.7. Kramers-Kronig Relations in Linear and Nonlinear Optics"]
[{"$nulls":4},"2. Wave-Equation Description of Nonlinear Optical Interactions2.1. The Wave Equation for Nonlinear Optical Media; 2.2. The Coupled-Wave Equations for Sum-Frequency Generation; 2.3. The Manley-Rowe Relations; 2.4. Sum-Frequency Generation; 2.5. Difference-Frequency Generation and Parametric Amplification; 2.6. Second-Harmonic Generation; 2.7. Phase-Matching Considerations; 2.8. Optical Parametric Oscillators; 2.9. Quasi-Phase-Matching; 2.10. Nonlinear Optical Interactions with Focused Gaussian Beams; 2.11. Nonlinear Optics at an Interface"]
[{"$nulls":4},"3. Quantum-Mechanical Theory of the Nonlinear Optical Susceptibility3.1. Introduction; 3.2. Schrodinger Equation Calculation of the Nonlinear Optical Susceptibility; 3.3. Density Matrix Formalism of Quantum Mechanics; 3.4. Perturbation Solution of the Density Matrix Equation of Motion; 3.5. Density Matrix Calculation of the Linear Susceptibility; 3.6. Density Matrix Calculation of the Second-Order Susceptibility; 3.7. Density Matrix Calculation of the Third-Order Susceptibility; 3.8. Local-"]
[{"$nulls":4},"Field Corrections to the Nonlinear Optical Susceptibility; 4. The Intensity-Dependent Refractive Index"]
[{"$nulls":4},"4.1. Descriptions of the Intensity-Dependent Refractive Index4.2. Tensor Nature of the Third-Order Susceptibility; 4.3. Nonresonant Electronic Nonlinearities; 4.4. Nonlinearities Due to Molecular Orientation; 4.5. Thermal Nonlinear Optical Effects; 4.6. Semiconductor Nonlinearities; 5. Molecular Origin of the Nonlinear Optical Response; 5.1. Nonlinear Susceptibilities Calculated Using Time-Independent Perturbation Theory; 5.2. Semiempirical Models of the Nonlinear Optical Susceptibility; 5.3. Nonlinear Optical Properties of Conjugated Polymers"]
[{"$nulls":4},"5.4. Bond-Charge Model of Nonlinear Optical Properties5.5. Nonlinear Optics of Chiral Media; 5.6. Nonlinear Optics of Liquid Crystals; 6. Nonlinear Optics in the Two-Level Approximation; 6.1. Introduction; 6.2. Density Matrix Equations of Motion for a Two-Level Atom; 6.3. Steady-State Response of a Two-Level Atom to a Monochromatic Field; 6.4. Optical Bloch Equations; 6.5. Rabi Oscillations and Dressed Atomic States; 6.6. Optical Wave Mixing in Two-Level Systems; 7. Processes Resulting from the Intensity- Dependent Refractive Index; 7.1. Self-Focusing of Light and Other Self-Action Effects"]
[{"$nulls":4},"7.2. Optical Phase Conjugation"]
[null,null,null,"Sommario/riassunto","The Optical Society of America (OSA) and SPIE - The International Society for Optical Engineering have awarded Robert Boyd with an honorable mention for the Joseph W. Goodman Book Writing Award for his work on Nonlinear Optics, 2nd edition.Nonlinear optics is essentially the study of the interaction of strong laser light with matter.  It lies at the basis of the field of photonics, the use of light fields to control other light fields and to perform logical operations.  Some of the topics of this book include the fundamentals and applications of optical systems based on the nonl"]
[null,"2.","Record Nr.",null,"UNINA9910830547203321"]
[null,null,"Autore",null,"FONG H."]
[null,null,"Titolo",null,"The credit market handbook [[electronic resource] ] : advanced modeling issues / / H. Gifford Fong, Editor"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J., : Wiley, c2006"]
[null,null,"ISBN",null,"1-119-20189-6"]
[{"$nulls":4},"1-280-31180-0"]
[{"$nulls":4},"9786610311804"]
[{"$nulls":4},"0-471-78719-1"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (254 p.)"]
[null,null,"Collana",null,"Wiley finance series"]
[null,null,"Disciplina",null,"332.7"]
[{"$nulls":4},"332.701"]
[null,null,"Soggetti",null,"Credit - Mathematical models"]
[{"$nulls":4},"Risk management - Mathematical models"]
[{"$nulls":4},"Default (Finance) - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"The Credit Market Handbook; Contents; Introduction; Executive Chapter Summaries; CHAPTER 1 ESTIMATING DEFAULT PROBABILITIES IMPLICIT IN EQUITY PRICES; CHAPTER 2 PREDICTIONS OF DEFAULT PROBABILITIES IN STRUCTURAL MODELS OF DEBT; CHAPTER 3 SURVEY OF THE RECENT LITERATURE: RECOVERY RISK; CHAPTER 4 NON-PARAMETRIC ANALYSIS OF RATING TRANSITION AND DEFAULT DATA; CHAPTER 5 VALUING HIGH-YIELD BONDS: A BUSINESS MODELING APPROACH; CHAPTER 6 STRUCTURAL VERSUS REDUCED-FORM MODELS: A NEW INFORMATION-BASED PERSPECTIVE"]
[{"$nulls":4},"CHAPTER 7 REDUCED FORM VERSUS STRUCTURAL MODELS OF CREDIT RISK: A CASE STUDY OF THREE MODELSCHAPTER 8 IMPLICATIONS OF CORRELATED DEFAULT FOR PORTFOLIO ALLOCATION TO CORPORATE BONDS; CHAPTER 9 CORRELATED DEFAULT PROCESSES: A CRITERION-BASED COPULA APPROACH; Chapter 1: Estimating Default Probabilities Implicit in Equity Prices; 1. INTRODUCTION; 2. THE MODEL STRUCTURE; 3. DESCRIPTION OF THE DATA; 4. ESTIMATION OF THE STATE VARIABLE PROCESS PARAMETERS; 5. EQUITY RETURN ESTIMATION; 6. ANALYSIS OF THE TIME SERIES PROPERTIES OF THE PARAMETERS"]
[{"$nulls":4},"7. ANALYSIS OF FAMA-FRENCH FOUR-FACTOR MODEL WITH NO DEFAULT8. ANALYSIS OF A BUBBLE COMPONENT (P/E RATIO) IN STOCK "]
[{"$nulls":4},"PRICES; 9. ANALYSIS OF THE DEFAULT INTENSITY; 10. RELATIVE PERFORMANCE OF THE EQUITY RETURN MODELS; 11. COMPARISON OF DEFAULT INTENSITIES BASED ON DEBT VERSUS EQUITY; 12. CONCLUSIONS; NOTES; REFERENCES; APPENDIX; Chapter 2: Predictions of Default Probabilities in Structural Models of Debt; 1. INTRODUCTION; 2. RECENT EMPIRICAL STUDIES; 3. STRUCTURAL MODELS AND DEFAULT RISK; 4. THE DEFAULT BOUNDARY IN EXOGENOUS AND ENDOGENOUS CASES"]
[{"$nulls":4},"5. THE DEFAULT PROBABILITY WITH CONSTANT DEFAULT BARRIER6. CALIBRATION OF MODELS: THE BASE CASE; 7. MATCHING EMPIRICAL DEFAULT FREQUENCIES WITH THE L-T MODEL; 8. MATCHING EMPIRICAL DPS WITH THE L-S MODEL; 9. THE MOODY'S-KMV APPROACH; 10. SOME PRELIMINARY THOUGHTS ON THE RELATIONSHIP BETWEEN THE KMV APPROACH AND L-S/L-T; 11. CONCLUSIONS; ACKNOWLEDGMENTS; POSTSCRIPT; APPENDIX; NOTES; REFERENCES; Chapter 3: Survey of the Recent Literature: Recovery Risk; 1. INTRODUCTION; 2. EMPIRICAL ATTRIBUTES; 3. RECOVERY CONVENTIONS; 4. RECOVERY IN STRUCTURAL MODELS; 5. RECOVERY IN REDUCED-FORM MODELS"]
[{"$nulls":4},"6. MEASURE TRANSFORMATIONS7. SUMMARY ANDSPECULATION; REFERENCES; Chapter 4: Non-Parametric Analysis of Rating Transition and Default Data; 1. INTRODUCTION; 2. DATA AND OUTLINE OF METHODOLOGY; 3. ESTIMATING TRANSITION INTENSITIES IN TWO DIMENSIONS; 4. ONE-DIMENSIONAL HAZARDS AND MARGINAL INTEGRATION; 5. CONFIDENCE INTERVALS; 6. TRANSITIONS: DEPENDENCE ON PREVIOUS MOVE AND DURATION; 7. MULTIPLICATIVE INTENSITIES; 8. CONCLUDING REMARKS; ACKNOWLEDGMENTS; NOTES; REFERENCES; Chapter 5: Valuing High-Yield Bonds: A Business Modeling Approach; 1. INTRODUCTION; 2. SPECIFICATION OF THE MODEL"]
[{"$nulls":4},"3. A NUMERICAL ILLUSTRATION"]
[null,null,null,"Sommario/riassunto","In The Credit Market Handbook, financial expert and Editor H. Gifford Fong has assembled a group of prominent professionals and academics familiar with the credit arena. In each chapter, a different expert analyzes a different issue related to today's dynamic credit market, including portfolio credit risk, valuation models, and the importance of modeling credit default.In bringing together these noted authors and their work, Fong provides you with a rich framework of research in the area of credit analysis. Some of the topics discussed within this comprehensive guide include:* Esti"]