Tabla de Contenidos: “…Intro -- PRESENTACIÓN -- Marina Aguilar Rubio y Carlos Vargas Vasserot -- ABREVIATURAS -- BLOQUE I. …”

Tabla de Contenidos: “…Estévez ; Luz Cenital / Elías Torres ; La cimbra y el arco / Carlos Martí Arís ; Arquitectura antituberculose / André Tavares ; Agora que está tudo a mudar / Jorge Figueira ; Arquitectura(s) / Nuno Portas ; La tarea ética de la arquitectura - realidad, sentido e idealización / Juhani Pallasmaa -- URV…”

Tabla de Contenidos: “…El ejemplo del corral o casa de comedias de Alcázar de San Juan / Concepción Moya García y Carlos Fernández-Pacheco Sánchez-Gil -- "Fineza, lealtad y zelo". …”
Acceso restringido con credenciales, usuarios UPSA

Tabla de Contenidos: “…GARROCHO SALCEDO, Doctora (C ) por la Universidad Carlos III de Madrid A propósito de la resolución de los concursos en derecho penal internacional. …”
Enlace del recurso

Tabla de Contenidos: “…DESARROLLO DE EXPERIMENTOS; 4.1 RESULTADOS ALCANZADOS; 4.2 PROCEDIMIENTO DE COMPARACIÓN; 4.3 RESUMEN DEL CAPÍTULO; CAPÍTULO 5; 5. EL MÉTODO MONTE CARLO APLICADO A CONFIGURACIONES JOB-SHOP; 5.1 MÉTODO MONTE CARLO; 5.2 PREPARACIÓN DEL MODELO DE SIMULACIÓN; 5.3 EXPERIENCIAS REALIZADAS; 5.4 RESUMEN DEL CAPÍTULO; CAPÍTULO 6…”

Tabla de Contenidos: “…EL MÉTODO DE LA SIMULACIÓN MONTE CARLO; 4.1. PLANTEAMIENTO GENERAL DEL PROBLEMA…”

Tabla de Contenidos: “…SALIDAS AL SILENCIO -- CONVERSACIÓN EN LA CARRETERA Y EL BURDEL: LA FUNCIÓN DEL ACTO COMUNICATIVO EN DOS NOVELAS PERUANAS DE INICIOS DEL SIGLO XXI -- POESÍA Y COMPROMISO EN LA MIRADA POSTMODERNA DE EDWIN MADRID -- LAS VIEJAS DIFÍCILES DE CARLOS MUÑIZ O CÓMO HABLAR SIN VOZ EN LOS TEATROS DEL FRANQUISMO -- «SÓ O CORAGÁO ... …”
Enlace del recurso

Tabla de Contenidos: “…Castillo de la Luz , Puerto de la Luz (Las Palmas de Gran Canaria) ; Guillermo Vázquez Consuegra : Museo del Mar de Génova ; Carlos Ferrater : Nueva sede de la multinacional Decaux en la antigua factoría Martini & Rossi, Madrid ; Mansilla + Tuñón Arquitectos : Centro Documental de la Comunidad de Madrid ; Estudio Ruiz-Larrea Arquitectos : COAA Gijón ; Martinez y Soler Arquitectos : Ayuntamiento de Órgiva (Granada) ; Antonio Cayuelas Porras : Rehabilitacion del Ayuntamiento de Minas de Riotinto (Huelva) ; César Portela : Plan director y proyecto de rehabilitación de las islas de San Simón y San Antonio , Redondela (Pontevedra) ; Carlos Puente : Hospedería de Fonseca - Universidad de Salamanca ; Miguel de Guzmán, Andrés Jaque, Enrique Krahe : Casa Sacerdotal Diocesana de Plasencia (Cáceres) ; Luís García-Ruiz, Jaime García-Ruiz, Ángel Sánchez-Cantalejo y Vicente Tomás : Es Baluard. …”

Tabla de Contenidos: “…Una visión del estado / Pilar Heras -- El programa Doñana-Entorno: actores, recursos y materiales para un proyecto comunitario de educación ambiental. Experiencia / Juan Carlos González Faraco -- Proyecto La Casa de l'Aigua de Trinitat Nova. …”
Accés restringit als usuaris de la UB, UAB, UdG, URV, URL, UVic-UCC

Tabla de Contenidos: “…Paulo Fierro -- Granja (Córdoba, Argentina), Arq. Carlos Barrado/Mónica Bertolino -- Crematorio Rituales (Guarne, Colombia), Arq. …”

Tabla de Contenidos: “….); 3.1. EL REINADO DE CARLOS V (1516-1556); 3.1.1. ANTONIO DE MENDOZA, EL PRIMER VIRREY (...); 3.1.2. …”
Accés restringit als usuaris de la UAB
Accés restringit als usuaris de la UPC via Unebook
Accés restringit als usuaris de la UdG

Tabla de Contenidos: “…Half Title; Title Page; Copyright; Dedication; Contents; Preface; 1 Introduction; 1.1 The purpose of this book; 1.2 The Design Process; 1.3 A First Example; 1.4 Algorithms for Hard Problems; 1.4.1 Complexity classes; 1.4.2 Showing problem hardness; 1.5 Models and Algorithms; 1.5.1 Classification of algorithms; 1.5.2 Randomization; 1.5.3 Monte Carlo Techniques; 1.6 Organization of this book; 1.7 Summary; 2 Networks and Flows; 2.1 Preliminaries; 2.1.1 Basic flow concepts; 2.1.2 Graph flow problems; 2.2 Network Representations; 2.3 Graph Connectivity; 2.3.1 Depth-first search…”

Tabla de Contenidos: “…Cartas y documentos del emperador Carlos V (1517-1558), números 5562 al 7745 ; Tomo V. …”

Tabla de Contenidos: “…Machine generated contents note: Preface xxi Acronyms xxv 1 OpRisk in Perspective 1 1.1 Brief History 1 1.2 Risk-Based Capital Ratios for Banks 5 1.3 The Basic Indicator and Standardized Approaches for OpRisk 9 1.4 The Advanced Measurement Approach 11 1.5 General Remarks and Book Structure 16 2 OpRisk Data and Governance 17 2.1 Introduction 17 2.2 OpRisk Taxonomy 18 2.3 The Elements of the OpRisk Framework 25 2.4 Business Environment and Internal Control Environment Factors (BEICFs) 29 2.5 External Databases 32 2.6 Scenario Analysis 33 2.7 OpRisk Profile in Different Financial Sectors 36 2.8 Risk Organization and Governance 43 3 Using OpRisk Data for Business Analysis 49 3.1 Cost Reduction Programs at Financial Firms 50 3.2 Using OpRisk Data to Perform Business Analysis 54 3.3 The Risk of Losing Key Talents: OpRisk in Human Resources 55 3.4 Systems Risks: OpRisk in Systems Development and Transaction Processing 56 3.5 Conclusions 59 4 Stress Testing OpRisk Capital and CCAR 61 4.1 The Need for Stressing OpRisk Capital Even Beyond the 99.9% 61 4.2 Comprehensive Capital Review and Analysis (CCAR) 62 4.3 OpRisk and Stress Tests 68 4.4 OpRisk in CCAR in Practice 69 4.5 Reverse Stress Test 75 4.6 Stressing OpRisk Multivariate Models 75 5 Basic Probability Concepts in Loss Distribution Approach 79 5.1 Loss Distribution Approach 79 5.2 Quantiles and Moments 84 5.3 Frequency Distributions 87 5.4 Severity Distributions 88 5.5 Convolutions and Characteristic Functions 93 5.6 Extreme Value Theory 95 6 Risk Measures and Capital Allocation 101 6.1 Development of Capital Accords Base I, II and III 102 6.2 Measures of Risk 105 6.3 Capital Allocation 130 7 Estimation of Frequency and Severity Models 143 7.1 Frequentist Estimation 143 7.2 Bayesian Inference Approach 155 7.3 Mean Square Error of Prediction 160 7.4 Standard Markov Chain Monte Carlo Methods. 161 7.5 Standard MCMC Guidelines for Implementation 174 7.6 Advanced Markov chain Monte Carlo Methods 182 7.7 Sequential Monte Carlo Samplers and Importance Sampling 194 7.8 Approximate Bayesian Computation (ABC) Methods 212 7.9 Modelling Truncated Data 215 8 Model Selection and Goodness of Fit Testing 231 8.1 Qualitative Model Diagnostic Tools 231 8.2 Information Criterion for Model Selection 235 8.3 Goodness of Fit Testing for Model Choice (How to Account for Heavy Tails!) …”

Tabla de Contenidos: “…Machine generated contents note: Preface 1 I Introduction to Volatility and Variance 3 1 Derivatives, Volatility and Variance 5 1.1 Option Pricing and Hedging 5 1.2 Notions of Volatility and Variance 7 1.3 Listed Volatility and Variance Derivatives 8 1.3.1 The US History 8 1.3.2 The European History 10 1.3.3 Volatility of Volatility Indexes 11 1.3.4 Products Covered in this Book 12 1.4 Volatility and Variance Trading 12 1.4.1 Volatility Trading 13 1.4.2 Variance Trading 14 1.5 Python as Our Tool of Choice 15 1.6 Quick Guide Through Rest of the Book 15 2 Introduction to Python 19 2.1 Python Basics 19 2.1.1 Data Types 19 2.1.2 Data Structures 21 2.1.3 Control Structures 23 2.1.4 Special Python Idioms 24 2.2 NumPy 27 2.3 matplotlib 32 2.4 pandas 36 2.4.1 pandas Data Frame class 36 2.4.2 Input-Output Operations 40 2.4.3 Financial Analytics Examples 43 2.5 Conclusions 48 3 Model-Free Replication of Variance 49 3.1 Introduction 49 3.2 Spanning with Options 49 3.3 Log Contracts 50 3.4 Static Replication of Realized Variance and Variance Swaps 51 3.5 Constant Dollar Gamma Derivatives and Portfolios 51 3.6 Practical Replication of Realized Variance 52 3.7 VSTOXX as Volatility Index 57 3.8 Conclusions 59 II Listed Volatility Derivatives 61 4 Data Analysis and Strategies 63 4.1 Introduction 63 4.2 Retrieving Base Data 63 4.2.1 EURO STOXX 50 Data 63 4.2.2 VSTOXX Data 65 4.2.3 Combining the Data Sets 67 4.2.4 Saving the Data 68 4.3 Basic Data Analysis 69 4.4 Correlation Analysis 72 4.5 Constant Proportion Investment Strategies 77 4.6 Conclusions 82 5 VSTOXX Index 83 5.1 Introduction 83 5.2 Collecting Option Data 84 5.3 Calculating the Sub-Indexes 91 5.3.1 The Algorithm 91 5.4 Calculating the VSTOXX Index 98 5.5 Conclusions 101 5.6 Python Scripts 103 5.6.1 index_collect_option_data.py 103 5.6.2 index_subindex_calculation.py 107 5.6.3 index_vstoxx_calculation.py 110 6 Valuing Volatility Derivatives 113 6.1 Introduction 113 6.2 The Valuation Framework 113 6.3 The Futures Pricing Formula 114 6.4 The Option Pricing Formula 115 6.5 Monte Carlo Simulation 118 6.6 Automated Monte Carlo Tests 123 6.6.1 The Automated Testing 123 6.6.2 The Storage Functions 126 6.6.3 The Results 128 6.7 Model Calibration 133 6.7.1 The Option Quotes 133 6.7.2 The Calibration Procedure 134 6.7.3 The Calibration Results 138 6.8 Conclusions 141 6.9 Python Scripts 141 6.9.1 srd_functions.py 141 6.9.2 srd_simulation_analysis.py 145 6.9.3 srd_simulation_results.py 148 6.9.4 srd_model_calibration.py 151 7 Advanced Modeling of the VSTOXX Index 155 7.1 Introduction 155 7.2 Market Quotes for Call Options 155 7.3 The SRJD Model 158 7.4 Term Structure Calibration 159 7.4.1 Futures Term Structure 159 7.4.2 Shifted Volatility Process 163 7.5 Option Valuation by Monte Carlo Simulation 164 7.5.1 Monte Carlo Valuation 165 7.5.2 Technical Implementation 165 7.6 Model Calibration 169 7.6.1 The Python Code 169 7.6.2 Short Maturity 171 7.6.3 Two Maturities 173 7.6.4 Four Maturities 175 7.6.5 All Maturities 176 7.7 Conclusions 181 7.8 Python Scripts 181 7.8.1 srjd_fwd_calibration.py 181 7.8.2 srjd_simulation.py 183 7.8.3 srjd_model_calibration.py 185 8 Terms of the VSTOXX and its Derivatives 191 8.1 The EURO STOXX 50 Index 191 8.2 The VSTOXX Index 192 8.3 VSTOXX Futures Contracts 192 8.4 VSTOXX Options Contracts 193 8.5 Conclusions 195 III Listed Variance Derivatives 197 9 Realized Variance and Variance Swaps 199 9.1 Introdution 199 9.2 Realized Variance 199 9.3 Variance Swaps 204 9.3.1 Definition of a Variance Swap 204 9.3.2 Numerical Example 205 9.3.3 Mark-to-Market 208 9.3.4 Vega Sensitivity 209 9.3.5 Variance Swap on the EURO STOXX 50 211 9.4 Variance vs. …”