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Extreme Financial Risks And Asset Allocation
Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as “jumps”, play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.
Bulletin officiel
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Computational Physiology
This open access volume compiles student reports from the 2022 Simula Summer School in Computational Physiology. The reports provide an overview of some tools available to model physiology in excitable tissues across scales and scientific questions. In 2022, Simula held the eighth annual Summer School in Computational Physiology in collaboration with the University of Oslo (UiO) and the University of California, San Diego (UCSD). Each year, the course focuses on modeling excitable tissues, with a special interest in cardiac physiology and neuroscience. Group research projects conducted by graduate students from around the world result in reports addressing problems of physiological importance. Reports may not necessarily represent new scientific results; rather, they can reproduce or supplement earlier studies. Reports from seven of the summer projects are included as separate chapters. The topics represented include multiscale mechanics, electrophysiology, pharmacology, and machine learning.
