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Частный детектив берется за необычное дело – найти девушку, скрывшуюся в компьютерной игре. У  него есть ее имя, фотография, настойчивость и странное ощущение, что этот поиск будет непростой задачей. Но виртуальность превзойдет все его ожидания.

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.

Expert guidance for those programming today’s dual-core processors PCs As PC processors explode from one or two to now eight processors, there is an urgent need for programmers to master concurrent programming. This book dives deep into the latest technologies available to programmers for creating professional parallel applications using C#, .NET 4, and Visual Studio 2010. The book covers task-based programming, coordination data structures, PLINQ, thread pools, asynchronous programming model, and more. It also teaches other parallel programming techniques, such as SIMD and vectorization. Teaches programmers professional-level, task-based, parallel programming with C#, .NET 4, and Visual Studio 2010 Covers concurrent collections, coordinated data structures, PLINQ, thread pools, asynchronous programming model, Visual Studio 2010 debugging, and parallel testing and tuning Explores vectorization, SIMD instructions, and additional parallel libraries Master the tools and technology you need to develop thread-safe concurrent applications for multi-core systems, with Professional Parallel Programming with C#.

Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.

The only single-source–now completely updated and revised–to offer a unified treatment of the theory, methodology, and applications of the EM algorithm Complete with updates that capture developments from the past decade, The EM Algorithm and Extensions, Second Edition successfully provides a basic understanding of the EM algorithm by describing its inception, implementation, and applicability in numerous statistical contexts. In conjunction with the fundamentals of the topic, the authors discuss convergence issues and computation of standard errors, and, in addition, unveil many parallels and connections between the EM algorithm and Markov chain Monte Carlo algorithms. Thorough discussions on the complexities and drawbacks that arise from the basic EM algorithm, such as slow convergence and lack of an in-built procedure to compute the covariance matrix of parameter estimates, are also presented. While the general philosophy of the First Edition has been maintained, this timely new edition has been updated, revised, and expanded to include: New chapters on Monte Carlo versions of the EM algorithm and generalizations of the EM algorithm New results on convergence, including convergence of the EM algorithm in constrained parameter spaces Expanded discussion of standard error computation methods, such as methods for categorical data and methods based on numerical differentiation Coverage of the interval EM, which locates all stationary points in a designated region of the parameter space Exploration of the EM algorithm's relationship with the Gibbs sampler and other Markov chain Monte Carlo methods Plentiful pedagogical elements—chapter introductions, lists of examples, author and subject indices, computer-drawn graphics, and a related Web site The EM Algorithm and Extensions, Second Edition serves as an excellent text for graduate-level statistics students and is also a comprehensive resource for theoreticians, practitioners, and researchers in the social and physical sciences who would like to extend their knowledge of the EM algorithm.