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This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore add...
This textbook augments the first edition through the inclusion of a set of reseach and review papers selected by the authors to supplement the contents of each chapter by providing a discussion of research issues and detailed investigation of individual cases. One or two papers supplement each chapter. A short introduction to each set makes clear the nature of their contribution and how they relate to each chapter's contents. Some of the papers are short reviews of theoretical contributions; others are case studies in the tradition of cognitive neuropsychology. At least three of the main trends discernible in cognitive neuropsychology in the 1990s are represented in the chosen papers. The first is the use of connectionist models to simulate patterns of impairment in brain-injured patients. The second is the growing convergence between cognitive neuropsychology and neuroscience: cognitive neuropsychologists are becoming increasingly interested in the brain processes that underlie the preserved and damaged psychological processes they study. The third trend is the involvement of cognitive neuropsychologists in work on therapy and rehabilitation.
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This entertaining cookbook from Angela Lansbury and the cast and crew of the popular television series "Murder, She Wrote" contains more than 350 recipes from the primary cast members and stars, plus recipes culled from the many famous actors who made cameo appearances on the show.