PDF - Amsterdam University Press

Amsterdam Universit y Press / S P R I N G 2017
S C I E N C E , T E C H N O LO G Y, E N G I N E E R I N G
A N D M AT H E M AT I C S
1
AT L A N T I S S T U D I E S I N CO M P U TAT I O N A L F I N A N C E A N D F I N A N C I A L E N G I N E E R I N G
AT L A N T I S S T U D I E S I N
AT L A N T I S S T U D I E S I N CO M P U TAT I O N A L FI N A N C E
AND FINANCIAL ENGINEERING
CO M P U TAT I O N A L F I N A N C E
Jacobsson & Lindblom
AND FINANCIAL ENGINEERING
This book ser ies aims at
expanding our k nowledge of
statistical methods,
mathematical tools, engineer ing
methodologies and algor ithms
applied to finance. I t covers
Jaume Belles-Sampers, Montserrat Guillén and Miguel Santolino
topics such as time ser ies
Risk Quantification
and Allocation Methods
for Practitioners
analysis, models of financial
algor ithmic trading, highfrequenc y trading, por tfolio
optimization, r isk management,
machine lear ning and data
analysis in financial applications.
Animal Rights Activism
assets and forecasting,
Jaume Belles-Sampera, Montserrat
Guillén and Miguel Santolino
Risk Quantification and
Allocation Methods for
Practitioners
Risk Quantification and Allocation Methods for
Practitioners offers a practical approach to risk
management in the financial industry.
This in-depth study provides quantitative
tools to better describe qualitative issues, as well
as clear explanations of how to transform recent
theoretical developments into computational
practice, and key tools for dealing with the issues
of risk measurement and capital allocation.
Jaume Belles-Sampera is assistant professor in the Department
of Econometrics, Statistics, and Applied Economics at the University
of Barcelona, where Montserrat Guillén is professor in the same
department and Miguel Santolino is associate professor.
ATLANTIS STUDIES IN COMPUTATIONAL
FINANCE AND FINANCIAL ENGINEERING
March
ISBN 978 94 6298 405 9
e-ISBN 978 90 4853 458 6
HB, 156 x 234 mm
180 pages, 5 colour illustrations, 20 b/w
illustrations, 40 line art
€79.00 / £64.00
AT L A N T I S A D VA N C E S I N N A N OT E C H N O LO G Y, M AT E R I A L S C I E N C E A N D E N E R G Y T E C H N O LO G I E S AT L A N T I S A D VA N C E S I N
AT L A N T I S A D VA N C E S I N N A N O T E C H N O L O G Y,
M AT E R I A L S C I E N C E A N D E N E R G Y T E C H N O LO G I E S
N A N OT E C H N O LO G Y, M AT E R I A L
T E C H N O LO G I E S
The aim of this ser ies is
to publish high qualit y
manuscr ipts, giving an up -to -
Jacobsson & Lindblom
SCIENCE AND ENERGY
date and clear presentation
at different le vels of
understanding, ranging from
general interest to specialist
three following fields:
Nanotechnology, M ater ial
science and Energy technology.
Joseph B. Natowitz and Christian
Ngô
Animal Rights Activism
research monographs in the
Our Nanotechnology
Future
This book explores nanotechnology, a rapidly
evolving and growing field with applications
in a large number of areas. The concepts and
physics are highlighted through topics such as
nanoscience, quantum effects, nanostructures,
and new forms of carbon. Applications and
potential health and safety implications of
nanomaterials are discussed for healthcare,
food production, electronics, defence and more.
Accessible and timely, this introduction to
nanotechnology will interest students, teachers,
politicians, and everyone else eager to learn more
about this dynamic field.
Joseph B. Natowitz is the former holder of the Bright Chair in Nuclear
Science at Texas A&M University.
Christian Ngô is the founder of the consulting company Edmonium
Conseil and the author of many books. Together, they are the authors of
Our Energy Future: Resources, Alternatives, and the Environment.
J.B. Natowitz and C. Ngô
Our Nanotechnology Future
ATLANTIS ADVANCES IN NANOTECHNOLOGY,
MATERIAL SCIENCE AND ENERGY
TECHNOLOGIES
March
ISBN 978 94 6298 412 7
e-ISBN 978 90 4853 462 3
HB, 156 x 234 mm
240 pages, 50 colour illustrations, 190 b/w
illustrations
€89.00 / £70.00
2
SAL E S AN D O R D ER IN FO R M AT I O N
For a complete stocklist of all Amsterdam University Press titles, please visit www.aup.nl.
Customers in the European Union are requested to state clearly their VAT number on all orders.
Amsterdam University Press
Nieuwe Prinsengracht 89
1018 VR Amsterdam
Tel: +31 (0)20 420 0050
Fax: +31 (0)20 420 3214
Email: [email protected]
www.aup.nl
Find us on
Sales Representation
North America
The University of Chicago Press
1427 East 60th Street
Chicago, IL 60637
USA
Tel.: +1 (0)773 702 7700
Email: [email protected]
Sales and Marketing
Vanessa de Bueger
Email: [email protected]
Michiel van der Drift
Email: [email protected]
China and Hong Kong
China Publishers Services
Room 718
Fortune Commercial Building
362 Sha Tsui Road
Tsuen Wan
N.T.
Hong Kong
Distribution in the Netherlands
Centraal Boekhuis
Postbus 125
4100 AC Culemborg
The Netherlands
Tel.: +31 (0)345 475 800
Fax: +31 (0)345 475 884
Distribution in Europe (excluding the Netherlands
and Belgium), Australia, Asia and the Middle East
NBN International Ltd
Estover Road
Plymouth
PL6 7PY
United Kingdom
Tel.: +44 (0)1752 202300
www.nbninternational.com
Email: [email protected]
Japan
Tim Burland
Sangenjaya 2-38-12
Setagaya Ward,
Tokyo 154-0024
Japan
Tel/Fax: +81 (0)3-3424-8977
E-mail: [email protected]
India
MAYA Publishers PVT Ltd
4821 Parwana Bhawan (3rd Floor)
24 Ansari Road, Darya Ganj
Delhi – 110002
India
Tel.: +(91) 9811 555 197
Cover image
© 2010 James Coleman
Design
André van de Waal
Coordesign