Найти книгу: "Granny's Tails"


Granny's Tails Granny's Tails

Автор: Pam Bell

Год издания: 0000

For years Granny was a fixture at the veterinary clinic where Pam Bell works. As she watched this special little dog, Pam began to think about all the things that Granny had experienced, and how they would have appeared through her eyes. She decided to tell some of the stories that Granny had experienced during her time in the clinic. These stories are special and real. They are an authentic picture of what happens from day to day in a veterinary clinic. They are told from Granny's perspective.
Des Cosaques, ou Details historiques sur les moeurs, coutumes, vetemens, armes; et sur la manieredont ce peuple fait la guerre Des Cosaques, ou Details historiques sur les moeurs, coutumes, vetemens, armes; et sur la manieredont ce peuple fait la guerre

Автор: L.-J. Karr

Год издания: 

Полный вариант заголовка: «Des Cosaques, ou Details historiques sur les moeurs, coutumes, vetemens, armes; et sur la manieredont ce peuple fait la guerre; Recueillis de l'allemand par L.-J. Karr».

Granny's Wonderful Chair Granny's Wonderful Chair

Автор: Frances Browner

Год издания: 


Granny's Wonderful Chair Granny's Wonderful Chair

Автор: Frances Browner

Год издания: 


Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails

Автор: Malcolm Kemp

Год издания: 

Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm Kemp shows readers how to analyse market data to uncover fat-tailed behaviour, how to incorporate expert judgement in the handling of such information, and how to refine portfolio construction methodologies to make portfolios less vulnerable to extreme events or to benefit more from them. This is the only text that combines a comprehensive treatment of modern risk budgeting and portfolio construction techniques with the specific refinements needed for them to handle extreme events. It explains in a logical sequence what constitutes fat-tailed behaviour and why it arises, how we can analyse such behaviour, at aggregate, sector or instrument level, and how we can then take advantage of this analysis. Along the way, it provides a rigorous, comprehensive and clear development of traditional portfolio construction methodologies applicable if fat-tails are absent. It then explains how to refine these methodologies to accommodate real world behaviour. Throughout, the book highlights the importance of expert opinion, showing that even the most data-centric portfolio construction approaches ultimately depend on practitioner assumptions about how the world might behave. The book includes: Key concepts and methods involved in analysing extreme events A comprehensive treatment of mean-variance investing, Bayesian methods, market consistent approaches, risk budgeting, and their application to manager and instrument selection A systematic development of the refinements needed to traditional portfolio construction methodologies to cater for fat-tailed behaviour Latest developments in stress testing and back testing methodologies A strong focus on the practical implementation challenges that can arise at each step in the process and on how to overcome these challenges “Understanding how to model and analyse the risk of extreme events is a crucial part of the risk management process. This book provides a set of techniques that allow practitioners to do this comprehensively.” Paul Sweeting, Professor of Actuarial Science, University of Kent “How can the likeliness of crises affect the construction of portfolios? This question is highly topical in times where we still have to digest the last financial collapse. Malcolm Kemp gives the answer. His book is highly recommended to experts as well as to students in the financial field.” Christoph Krischanitz, President Actuarial Association of Austria, Chairman WG “Market Consistency” of Groupe Consultatif

Future Details of Architecture Future Details of Architecture

Автор: Mark Garcia

Год издания: 

Despite the exaggerated news of the untimely 'death of the detail' by Greg Lynn, the architectural detail is now more lifelike and active than ever before. In this era of digital design and production technologies, new materials, parametrics, building information modeling (BIM), augmented realities and the nano-bio-information-computation consilience, the detail is now an increasingly vital force in architecture. Though such digitally designed and produced details are diminishing in size to the molecular and nano levels, they are increasingly becoming more complex, multi-functional, high performance and self-replicating. Far from being a non-essential and final finish, this new type of highly evolved high-tech detail is rapidly becoming the indispensable and critical core, the (sometimes iconic) DNA of an innovative new species of built environmental form that is spawning in scale and prominence, across product, interior, urban and landscape design. This issue of AD re-examines the history, theories and design of the world’s most significant spatial details, and explores their innovative potentials and possibilities for the future of architecture. Contributors include: Rachel Armstrong, Nic Clear, Edward Ford, Dennis Shelden, Skylar Tibbits. Featured architects: Ben van Berkel, Hernan Diaz Alonso, Peter Macapia, Carlo Ratti, Philippe Rahm, Patrik Schumacher, Neil Spiller.