Скачать книгу - Modeling Derivatives in C++

Decision making by the aircrafts services of the international airport, which provides for intensive traffic of aircraft and their ground handling, becomes a very topical issue. If earlier it was believed that the intensity is provided only by the number of runways, nowadays a large accumulation of aircraft on the airport platform-field creates equally complex difficulties in comparison with aircraft take-offs and landings. Solving such problems with the use of «crisp methods» of queuing theory gives little. This article deals with modern «fuzzy methods» based on simulation modeling and fuzzy logic.

An original approach to trend discovery and trade entry Initial forays into day trading stock index futures reveal a starkly different decision environment. There is no time to dwell on technical conditions. Intraday volatility in the stock indices is far more exaggerated than the daily bar charts of other markets, partly due to the extreme leverage, partly due to the intense attention. And positioning techniques that prove reliable in the action of the long-term trends in other instruments tend to fail in the countertrend reactions of the highly leveraged S&P futures contract within the short-term. For the informed trader, tremendous opportunities in these intraday trend swings can be captured. This book will show you how. Filled with detailed technical models, this reliable resource skillfully utilizes innovative methodologies for trend discovery and trade entry in mini-stock index futures markets. It offers a fresh approach to understanding and capitalizing on market volatility, allowing you to sort out the apparent chaos of the day trading environment through codified and recognizable trade entry setups. Highlights trading techniques that are anything but mechanical scalping Explores conceptual event models and their accompanying rules Contains tools by which major intraday swing trends can be identified quickly and often at the very turning points where they begin Explains the underlying order and structure to the markets based on the repetitive nature of human behavior Engaging and informative, this reliable resource will put you in a better position to excel in today's dynamic markets.

A clear and comprehensive guide to financial modeling and valuation with extensive case studies and practice exercises Corporate and Project Finance Modeling takes a clear, coherent approach to a complex and technical topic. Written by a globally-recognized financial and economic consultant, this book provides a thorough explanation of financial modeling and analysis while describing the practical application of newly-developed techniques. Theoretical discussion, case studies and step-by-step guides allow readers to master many difficult modeling problems and also explain how to build highly structured models from the ground up. The companion website includes downloadable examples, templates, and hundreds of exercises that allow readers to immediately apply the complex ideas discussed. Financial valuation is an in-depth process, involving both objective and subjective parameters. Precise modeling is critical, and thorough, accurate analysis is what bridges the gap from model to value. This book allows readers to gain a true mastery of the principles underlying financial modeling and valuation by helping them to: Develop flexible and accurate valuation analysis incorporating cash flow waterfalls, depreciation and retirements, updates for new historic periods, and dynamic presentation of scenario and sensitivity analysis; Build customized spreadsheet functions that solve circular logic arising in project and corporate valuation without cumbersome copy and paste macros; Derive accurate measures of normalized cash flow and implied valuation multiples that account for asset life, changing growth, taxes, varying returns and cost of capital; Incorporate stochastic analysis with alternative time series equations and Monte Carlo simulation without add-ins; Understand valuation effects of debt sizing, sculpting, project funding, re-financing, holding periods and credit enhancements. Corporate and Project Finance Modeling provides comprehensive guidance and extensive explanation, making it essential reading for anyone in the field.

Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry's most influential credit practitioners. With up-to-date information on the latest regulations imposed after the global financial crisis, this book covers the mechanics of the clearing process and analyses the resulting consequences. Detailed discussion explains the ways in which the very significant clearing and margining rules will affect the OTC derivatives market and the financial markets in general, with practical guidance toward implementation and how to handle the potential consequences. Over-the-counter derivatives were blamed by many for playing a major role in the 2007 financial crisis, resulting in a significant attention and dramatic action by policymakers, politicians, and regulators to reduce counterparty credit risk which was seen as a major issue in the crisis. The two most important regulatory changes are the mandatory clearing of standardised OTC derivatives, and the requirements for bilateral margin posting in non-standard OTC contracts. Central Counterparties is a complete reference guide to navigating these changes, providing clarification and practical advice. Review the mitigation of counterparty credit risk with the historical development of central clearing Clarify the latest regulatory requirements imposed by Dodd-Frank, EMIR, Basel III and more Learn the mechanics of central clearing, with special attention to complex issues such as margin calculations, the loss waterfall, client clearing and regulatory capital rules Gain insight into the advantages and disadvantages of clearing and bilateral margin requirements, and the potential issues that arise As the clearing and margining mandates are phased in, the associated costs will be severe enough to dramatically shift the topology of the financial markets and transform the nature of risk. Central Counterparties provides the information, clarification and expert insight market practitioners need to get up to speed quickly.

Go beyond the basics: making SketchUp work for you Architectural Design with SketchUp, Second Edition, is the leading guide to this incredibly useful tool for architects, interior designers, construction professionals, and makers. With easy to follow tutorials that first brush up on the basics of the program and then cover many advanced processes, this resource offers both informative text and full-color illustrations to clearly convey the techniques and features you need to excel. The updated second edition has a new chapter that explains how to make things with SketchUp, and covers 3D printing, design to fabrication, CNC milling, and laser cutting. Other chapters also now cover Building Information Modeling (BIM) and 3D web content generation. Additionally, the revised text offers insight into the latest products and plugin extensions, navigation methods, import/export options, and 3D model creation features to ensure you have an up to date understanding of how to make SketchUp help you meet your project goals. A leading 3D modeling application, SketchUp features documentation capabilities through photorealistic renderings and construction drawings. Because of its ease of use and ability to be enhanced with many plugin extensions for project-specific applications, SketchUp is considered the tool of choice for professionals in the architecture, interior design, construction, and fabrication fields. Access thoroughly updated information in an easy to understand writing style Increase your efficiency and accuracy when using SketchUp and refresh and supplement your understanding of SketchUp's basics Explore component-based modeling for assembly, scheduling, collaborative design, and modeling with a BIM approach Find the right plugin extensions and understand how to best work with them See how easy it is to generate presentation-ready renderings from your 3D models Learn how you can use 3D printing, CNC milling, and laser cutting to make things with SketchUp Use cookbook-style Ruby coding to create amazing 3D objects Supplement your knowledge with video tutorials, sample files, and Ruby scripts via a robust companion website Architectural Design with SketchUp, Second Edition, is an integral resource for both students and professionals working in the architecture, interior design, construction, and fabrication industries.