Описание: the complete guide to adjusting for measurement error—expanded and updated
no measurement is ever exact. Adjustment Computations updates a classic, definitive text on surveying with the latest methodologies and tools for analyzing and adjusting errors with a focus on least squares adjustments, the most rigorous methodology available and the one on which accuracy standards for surveys are based.
This extensively updated Fifth Edition shares new information on advances in modern software and GNSS-acquired data. Expanded sections offer a greater amount of computable problems and their worked solutions, while new screenshots guide readers through the exercises. Continuing its legacy as a reliable primer, Adjustment Computations covers the basic terms and fundamentals of errors and methods of analyzing them and progresses to specific adjustment computations and spatial information analysis. Current and comprehensive, the book features:
•Easy-to-understand language and an emphasis on real-world applications
•Analyzing data in three dimensions, confidence intervals, statistical testing, and more
•An updated support web page containing a 150-page solutions manual, software (STATS, ADJUST, and MATRIX for Windows computers), MathCAD worksheets, and more at http://www.wiley.com/college/ghilani
•The latest information on advanced topics such as the tau criterion used in post-adjustment statistical blunder detection
Adjustment Computations, Fifth Edition is an invaluable reference and self-study resource for working surveyors, photogrammetrists, and professionals who use GNSS and GIS for data collection and analysis, including oceanographers, urban planners, foresters, geographers, and transportation planners. It's also an indispensable resource for students preparing for licensing exams and the ideal textbook for courses in surveying, civil engineering, forestry, cartography, and geology.
Описание: The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a CVA desk is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA.
Автор: Enrique Alba Название: Parallel Evolutionary Computations ISBN: 3642069398 ISBN-13(EAN): 9783642069390 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the aspects related to the parallelization of evolutionary computations, such as parallel genetic operators, parallel fitness evaluation, distributed genetic algorithms, and parallel hardware implementations, as well as on their impact on several applications.
Описание: Starting from governing differential equations, a unique and consistently weighted residual approach is used to present advanced topics in finite element analysis of structures, such as mixed and hybrid formulations, material and geometric nonlinearities, and contact problems.
Описание: This book focuses on the study of heavy quarkonium production at high-energy colliders as a useful tool to explain both the perturbative and non-perturbative aspects of quantum choromodynamics. It provides the first comprehensive comparison between the theory and recent experiments and clarifies some longstanding puzzles in the heavy quarkonium production mechanism. In addition, it describes in detail a new framework for implementing precise computations of the physical observables in quantum field theories based on recently developed techniques. It can be used to simulate the complicated collider environment of the Large Hadron Collider at the Conseil Europ?en pour la Recherche Nucl?aire (CERN). Its accomplishment implies that the Monte Carlo simulations for high-energy physics experiments have reached the limits of precision. It offers readers a wealth of valuable information on the relevant techniques.
Автор: Graham Название: Markov Chains - Analytic and Monte Carlo Computations ISBN: 1118517075 ISBN-13(EAN): 9781118517079 Издательство: Wiley Рейтинг: Цена: 13456.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them.
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