Search Results - (((((((ken OR akent) OR santis) OR when) OR cantor) OR anne) OR share) OR hints) algorithms.

Credit securitizations and derivatives : challenges for the global markets

Table of Contents: “…Market Credit Risk Pricing -- Regulation -- Developments in Structured Finance Markets -- Impairments of Asset-Backed Securities and Outstanding Ratings -- Issuance of Asset-backed Securities and Outstanding Volume -- Global CDO Issuance and Outstanding Volume -- PART II CREDIT PORTFOLIO RISK MEASUREMENT -- Mortgage Credit Risk -- Five C's of Credit and Mortgage Credit Risk -- Determinants of Mortgage Default, Loss Given Default and Exposure at Default -- Determinants of Mortgage Default -- Determinants of Mortgage LGD -- Determinants of Mortgage EAD -- Modeling Methods for Default, LGD and EAD -- Model Risk Management -- Credit Portfolio Correlations and Uncertainty -- Introduction -- Gaussian and Semi-Gaussian Single Risk Factor Model -- Individual and Simultaneous Confidence Bounds and Intervals -- Confidence Intervals for Asset Correlations -- Confidence Intervals for Default and Survival Time Correlations -- Confidence Intervals for Default Correlations -- Confidence Intervals for Survival Time Correlations -- Credit Portfolio Correlations with Dynamic Leverage Ratios -- The Hui et al. (2007) Model -- The Method of Images for Constant Coefficients -- The Method of Images for Time-Varying Coefficients -- Modelling Default Correlations in a Two-Firm Model -- Default Correlations -- A Two-Firm Model with Dynamic Leverage Ratios -- Method of Images for Constant Coefficients -- Method of Images for Time-Varying Coefficients -- Alternative Methodologies for General Values -- Numerical Results -- Accuracy -- The Impact of Correlation between Two Firms -- The Impact of Different Credit Quality Paired Firms -- The Impact of Volatilities -- The Impact of Drift Levels -- The Impact of Initial Value of Leverage Ratio Levels -- Impact of Correlation between Firms and Interest Rates -- The Price of Credit-Linked Notes -- A Hierarchical Model of Tail-Dependent Asset Returns -- The Variance Compound Gamma Model -- Multivariate Process for Logarithmic Asset Returns -- Dependence Structure -- Sampling -- Copula Properties -- An Application Example -- Portfolio Setup -- Test Portfolios -- Parameter Setup -- Simulation Results -- Importance Sampling Algorithm -- Conclusions -- Appendix A: The VCG Probability Distribution Function Appendix B: HAC Representation for the VCG Framework -- Monte Carlo Methods for Portfolio Credit Risk -- Modeling Credit Portfolio Losses -- Risk Measures -- Modeling Dependency -- Estimating Risk Measures via Monte Carlo -- Crude Monte Carlo Estimators -- Importance Sampling -- Specific Models -- The Bernoulli Mixture Model -- Factor Models -- Copula Models -- Intensity Models -- An Example Point Process Model -- Appendix A: A Primer on Rare-event Simulation -- Efficiency -- Importance Sampling -- The Choice of g -- Adaptive Importance Sampling -- Importance Sampling for Stochastic Processes -- Credit Portfolio Risk and Diversification -- Introduction -- Model Setup -- Independent Asset Values -- Correlated Asset Values -- Large Portfolio Limit -- Correlated Diffusion -- Correlated GARCH Process -- Applications of the Structural Recovery Rate -- Conclusions -- PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING -- Differences in Tranching Methods: Some Results and Implications -- Defining a Tranche -- The Mathematics of Tranching -- PD-based Tranching -- EL-based Tranching -- The EL of a Tranche Necessarily Increases When Either the Attachment Point or the Detachment Point is Decreased -- Upper Bound on Tranche Expected LGD (LGDt) Assumption Given EL-based Tranches -- Skipping of Some Tranches in the EL-based Approach -- Global Structured Finance Rating -- Asset-Backed Securities -- The ABS Structure for the Experiment -- Cash Flow Modeling -- Modeling and Simulating Defaults -- Expected Loss Rating -- Global Sensitivity Analysis -- Elementary Effects -- Variance-based Method -- Global Sensitivity Analysis Results -- Uncertainty Analysis -- Sensitivity Analysis -- Global Rating -- PART IV CREDIT DERIVATIVES -- Analytic Dynamic Factor Copula Model -- Pricing Equations -- One-factor Copula Model -- Multi-period Factor Copula Models -- Calibration -- Dynamic Modeling of Credit Derivatives -- General Model Choice -- Modeling Option Prices -- Modeling Credit Risk -- Portfolio Credit Derivatives -- Modeling Asset Dynamics -- The Market Model -- The Asset-value Model -- Empirical Analysis -- Elementary Data -- Implied Dividends -- Market Dynamics -- Asset Value Model -- Tranche Pricing -- Out-of-time Application -- Pricing and Calibration in Market Models -- Basic notions -- The model -- Modeling Assumptions -- Absence of Arbitrage -- An affine specification -- Pricing -- Calibration -- Calibration Procedure -- Calibration Results -- Appendix A: Computations -- Counterparty Credit Risk and Clearing of Derivatives -- From the Perspective of an Industrial Corporate with a Focus on Commodity Markets -- Credit exposures in commodity business -- Settlement Exposure -- Performance Exposure -- Example of Fixed Price Deal with Performance Exposure -- Example of a Floating Price Deal with Performance Exposure -- General Remarks on Credit Exposure Concepts -- Ex Ante exposure-reducing techniques -- Payment Terms -- Material Adverse Change Clauses -- Master Agreements -- Netting -- Margining -- Close Out Exposure and Threshold -- Ex Ante risk-reducing techniques -- Credit Enhancements in General -- Parent Company Guarantees -- Letters of Credit -- Credit Insurance -- Clearing via a Central Counterparty -- Ex Post risk-reducing techniques -- Factoring -- Novation -- Risk-reducing Trades -- Hedging with CDS -- Hedging with Contingent-CDS -- Hedging with Puts on Equity -- Ex Post work out considerations -- Practical credit risk management and pricing Peculiarities of commodity markets -- Peculiarities of commodity related credit portfolios -- Credit Risk Capital for a commodity related portfolio measured with an extension of CreditMetrics -- CreditRisk+ study: applied to a commodity related credit portfolio -- CDS Industrial Sector Indices, Credit and Liquidity Risk -- The Data -- Methodology and Results -- Preliminary Analysis -- Common Factor Analysis -- Stability of Relations -- Risk Transfer and Pricing of Illiquid Assets with Loan CDS -- Shipping Market -- Loan Credit Default Swaps -- LCDS Pricing -- Modeling LCDS Under the Intensity-based Model -- Valuation Framework for LCDS -- The Structural Approach -- Credit Risk in Shipping Loans -- Valuation of LCDS on Shipping Loans -- Simulation Model -- Numerical Results -- Appendix A: Monte Carlo Parameterization PART V REGULATION -- Regulatory Capital Requirements for Securitizations -- Regulatory Approaches for Securitizations -- Ratings Based Approach (RBA) -- Supervisory Formula Approach (SFA) -- Standardized Approach (SA) -- Post-crisis Revisions to the Basel Framework -- Regulating OTC Derivatives -- The Wall Street Transparency and Accountability Part of the Dodd-Frank Act of 2010 -- Which Derivatives Will Be Affected? …”
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Big data : concepts, technology and architecture by Balusamy, Balamurugan, R, Nandhini Abirami, Kadry, Seifedine, 1977-, Gandomi, Amir Hossein

Table of Contents: “…<i>3</i>Big Data Analytics. 31</p> <p>1.7.4 Visualizing Big Data. 32</p> <p>1.8 Big Data Technology. 32</p> <p>1.8.1 Challenges faced by Big Data technology. 34</p> <p>1.8.1 Heterogeneity and incompleteness. 34</p> <p>1.8.2 Volume and velocity of the Data. 35</p> <p>1.8.3 Data Storage. 35</p> <p>1.8.4 Data Privacy. 36</p> <p>1.9 Big Data Applications. 36</p> <p>1.10 Big Data Use Cases. 37</p> <p>1.9. 1 Healthcare. 37</p> <p>1.9.2 Telecom.. 38</p> <p>1.9.3 Financial Services. 39</p> <p>Chapter 1 refresher: 40</p> <p>Conceptual short Questions with answers. 43</p> <p>Frequently asked Interview questions. 45</p> <p>Chapter Objective. 46</p> <p>Big Data Storage Concepts. 46</p> <p>2.1 Cluster computing. 47</p> <p>2.1.1 Types of cluster. 49</p> <p>2.1.1.1 High availability cluster. 50</p> <p>2.1.1.2 Load balancing cluster. 50</p> <p>2.1.2 Cluster structure. 51</p> <p>2.3 Distribution Models. 53</p> <p>2.3.1 Sharding. 54</p> <p>2.3.2 Data Replication. 56</p> <p>2.3.2.1 Master-Slave model 57</p> <p>2.3.2.2 Peer-to-Peer model 58</p> <p>2.3.3 Sharding and Replication. 59</p> <p>2.4 Distributed file system.. 60</p> <p>2.5 Relational and Non Relational Databases. 61</p> <p>CoursesOffered. 62</p> <p>Figure 2.12 Data divided across multiple related tables. 62</p> <p>2.4.2 RDBMS Databases. 63</p> <p>2.4.3 NoSQL Databases. 63</p> <p>2.4.4 NewSQL Databases. 64</p> <p>2.5 Scaling Up and Scaling Out Storage. 65</p> <p>Chapter 2 refresher. 67</p> <p>Conceptual short questions with answers. 69</p> <p>Chapter Objective. 72</p> <p>3.1 Introduction to NoSQL. 72</p> <p>3.2 Why NoSQL. 72</p> <p>3.3 CAP theorem.. 73</p> <p>3.4 ACID.. 75</p> <p>3.5 BASE. 76</p> <p>3.6 Schemaless Database. 77</p> <p>3.7 NoSQL (Not Only SQL) 77</p> <p>3.7.1 NoSQL Vs RDBMS. 78</p> <p>3.7.2Features of NoSQL database. 79</p> <p>3.7.3Types of NoSQL Technologies. 80</p> <p>3.7.3.1 Key-Value store database. 81</p> <p>3.7.3.2 Column-store database. 82</p> <p>3.7.3.3 Document Oriented Database. 84</p> <p>3.7.3.4 Graph-oriented Database. 86</p> <p>3.7.4 NoSQL Operations. 93</p> <p>3.9 Migrating from RDBMS to NoSQL. 98</p> <p>Chapter 3 refresher. 99</p> <p>Conceptual short questions with answers. 102</p> <p>Chapter Objective. 104</p> <p>4.1 Data Processing. 104</p> <p>4.2 Shared Everything Architecture. 106</p> <p>4.2.1 Symmetric multiprocessing architecture. 107</p> <p>4.2.2 Distributed Shared memory. 108</p> <p>4.3 Shared nothing architecture. 109</p> <p>4.4 Batch Processing. 110</p> <p>4.5 Real-Time Data Processing. 111</p> <p>4.6 Parallel Computing. 112</p> <p>4.7 Distributed Computing. 113</p> <p>4.8 Big Data Virtualization. 113</p> <p>4.8.1 Attributes of Virtualization. 114</p> <p>4.8.1.1 Encapsulation. 115</p> <p>4.8.1.2 Partitioning. 115</p> <p>4.8.1.3 Isolation. 115</p> <p>4.8.2Big Data Server Virtualization. 116</p> <p>4.9 Introduction. 116</p> <p>4.10 Cloud computing types. 118</p> <p>4.11Cloud Services. 120</p> <p>4.12 Cloud Storage. 121</p> <p>4.12.1 Architecture of GFS. 121</p> <p>4.12.1.1 Master. 123</p> <p>4.12.1.2 Client. 123</p> <p>4.13 Cloud Architecture. 127</p> <p>Cloud Challenges. 129</p> <p>Chapter 4 Refresher. 130</p> <p>Conceptual short questions with answers. 133</p> <p>Chapter Objective. 139</p> <p>5.1 Apache Hadoop. 139</p> <p>5.1.1 Architecture of Apache Hadoop. 140</p> <p>5.1.2Hadoop Ecosystem Components Overview.. 140</p> <p>5.2 Hadoop Storage. 142</p> <p>5.2.1HDFS (Hadoop Distributed File System). 142</p> <p>5.2.2Why HDFS?. …”
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Statistics for business by Mariappan, Perumal

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Disobedient Aesthetics : Surveillance, Bodies, Control by Stagliano, Anthony, 1973-

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Sigma-Delta Converters. by De la Rosa, José M.

Table of Contents: “…6.3.1 Hardware Emulation of CT-Ms on an FPGA 257 -- 6.3.2 GPU-accelerated Computing of CT-Ms 258 -- 6.4 Using Multi-objective Evolutionary Algorithms to Optimize Ms 259 -- 6.4.1 Combining MOEA with SIMSIDES 261 -- 6.4.2 Applying MOEA and SIMSIDES to the Synthesis of CT-Ms 262 -- 6.5 Summary 269 -- References 269 -- 7 Electrical Design of ??…”
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Qualitative computing : a computational journey into nonlinearity by Chaitin-Chatelin, Françoise

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Visual Inspection Technology in the Hard Disc Drive Industry. by Muneesawang, Paisarn

Table of Contents: “…Introduction / Suchart Yammen / Paisarn Muneesawang -- 1.2. Algorithm for corrosion detection / Suchart Yammen / Paisarn Muneesawang -- 1.2.1. …”
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Formal languages, automata and numeration systems. 1, Introduction to combinatorics on words by Rigo, Michel

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Spread spectrum systems for GNSS and wireless communications by Holmes, Jack K. (Jack Kenneth), 1936-

Table of Contents: “…4.3.1 Convolutional Code Encoder Characterization -- 4.3.2 The Transfer Function of a Convolutional Code and the Free Distance -- 4.3.3 Decoding of Convolutional Codes -- 4.3.4 The Viterbi Algorithm -- 4.3.5 Error Probabilities for Viterbi Decoding of Convolutional Codes -- 4.3.6 Sequential Decoding of Convolutional Codes -- 4.3.7 Threshold Decoding of Convolutional Codes -- 4.3.8 Nonbinary Convolutional Codes -- 4.4 ITERATIVELY DECODED CODES -- 4.4.1 Turbo Codes -- 4.4.2 A Serial Concatenated Convolutional Code -- 4.4.3 Serial Concatenated Block Codes -- 4.4.4 Parallel Concatenated Block Codes -- 4.4.5 Low-Density Parity Check Codes -- 4.5 SELECTED RESULTS FOR SOME ERROR CORRECTION CODES -- 4.5.1 Bose, Chaudhuri, and Hocquenghem Codes -- 4.5.2 Reed-Solomon Codes -- 4.5.3 Convolutional Codes with Maximum Free Distance -- 4.5.4 Hard- and Soft-Decision FFH/MFSK with Repeat Coding BER Performance -- 4.6 SHANNON'S CAPACITY THEOREM, THE CHANNEL CODING THEOREM, AND BANDWIDTH EFFICIENCY -- 4.6.1 Shannon's Capacity Theorem -- 4.6.2 Channel Coding Theorem -- 4.6.3 Bandwidth Efficiency -- 4.7 APPLICATIONS OF ERROR CONTROL CODING -- 4.8 SUMMARY -- References -- Selected Bibliography -- Problems -- CHAPTER 5 Carrier Tracking Loops and Frequency Synthesizers -- 5.0 INTRODUCTION -- 5.1 TRACKING OF RESIDUAL CARRIER SIGNALS -- 5.2 PLL FOR TRACKING A RESIDUAL CARRIER COMPONENT -- 5.2.1 The Likelihood Function for Phase Estimation -- 5.2.2 The Maximum-Likelihood Estimation of Carrier Phase -- 5.2.3 Long Loops and Short Loops -- 5.2.4 The Stochastic Differential Equation of Operation -- 5.2.5 The Linear Model of the PLL with Noise -- 5.2.6 The Various Loop Filter Types -- 5.2.7 Transient Response of a Second-Order Loop -- 5.2.8 Steady State Tracking Error When the Phase Error Is Small -- 5.2.9 The Variance of the Linearized PLL Phase Error Due to Thermal Noise.…”
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Liquid surfaces and interfaces : synchrotron X-ray methods by Pershan, Peter S., 1934-

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Penetration testing : a hands-on introduction to hacking by Weidman, Georgia

Table of Contents: “…Metasploit Payloads / Peter Van Eeckhoutte -- Meterpreter / Peter Van Eeckhoutte -- Exploiting WebDAV Default Credentials / Peter Van Eeckhoutte -- Running a Script on the Target Web Server / Peter Van Eeckhoutte -- Uploading a Msfvenom Payload / Peter Van Eeckhoutte -- Exploiting Open phpMyAdmin / Peter Van Eeckhoutte -- Downloading a File with TFTP / Peter Van Eeckhoutte -- Downloading Sensitive Files / Peter Van Eeckhoutte -- Downloading a Configuration File / Peter Van Eeckhoutte -- Downloading the Windows SAM / Peter Van Eeckhoutte -- Exploiting a Buffer Overflow in Third-Party Software / Peter Van Eeckhoutte -- Exploiting Third-Party Web Applications / Peter Van Eeckhoutte -- Exploiting a Compromised Service / Peter Van Eeckhoutte -- Exploiting Open NFS Shares / Peter Van Eeckhoutte -- Summary / Peter Van Eeckhoutte -- 9. …”
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Public safety networks from LTE to 5G by Yarali, Abdulrahman

Table of Contents: “…9.2.5 Flexibility 164 -- 9.3 Starting Public Safety Implementation Versus Waiting for 5G 165 -- 9.4 5GVersus 4G Public Safety Services 166 -- 9.4.1 Video Surveillance 167 -- 9.4.2 Computer-Driven Augmented Reality (AR) Helmet 167 -- 9.5 How 5GWill Shape Emergency Services 167 -- 9.6 4G LTE Defined Public Safety Content in 5G 168 -- 9.7 The Linkage Between 4G-5G Evolution and the Spectrum for Public Safety 168 -- 9.8 Conclusion 168 -- References 168 -- 10 Fifth Generation (5G) Cellular Technology 171 -- 10.1 Introduction 171 -- 10.2 Background Information on Cellular Network Generations 172 -- 10.2.1 Evolution of Mobile Technologies 172 -- 10.2.1.1 First Generation (1G) 172 -- 10.2.1.2 Second Generation (2G) Mobile Network 172 -- 10.2.1.3 Third Generation (3G) Mobile Network 172 -- 10.2.1.4 Fourth Generation (4G) Mobile Network 173 -- 10.2.1.5 Fifth Generation (5G) 173 -- 10.3 Fifth Generation (5G) and the Network of Tomorrow 174 -- 10.3.1 5G Network Architecture 176 -- 10.3.2 Wireless Communication Technologies for 5G 177 -- 10.3.2.1 Massive MIMO 177 -- 10.3.2.2 Spatial Modulation 179 -- 10.3.2.3 Machine to Machine Communication (M2M) 179 -- 10.3.2.4 Visible Light Communication (VLC) 180 -- 10.3.2.5 Green Communications 180 -- 10.3.3 5G System Environment 180 -- 10.3.4 Devices Used in 5G Technology 181 -- 10.3.5 Market Standardization and Adoption of 5G Technology 181 -- 10.3.6 Security Standardization of Cloud Applications 183 -- 10.3.7 The Global ICT Standardization Forum for India (GISFI) 184 -- 10.3.8 Energy Efficiency Enhancements 184 -- 10.3.9 Virtualization in the 5G Cellular Network 185 -- 10.3.10 Key Issues in the Development Process 185 -- 10.3.10.1 Challenges of Heterogeneous Networks 186 -- 10.3.10.2 Challenges Caused by Massive MIMO Technology 186 -- 10.3.10.3 Big Data Problem 186 -- 10.3.10.4 Shared Spectrum 186 -- 10.4 Conclusion 187 -- References 187 -- 11 Issues and Challenges of 4G and 5G for PS 189 -- 11.1 Introduction 189 -- 11.2 4G and 5GWireless Connections 190.…”
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Optimal learning by Powell, Warren B., 1955-

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Power system monitoring and control by Bevrani, Hassan

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The language of mathematics education : an expanded glossary of key terms and concepts in mathematics teaching and learning by Dingman, Shannon W., 1977-

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