Tabla de Contenidos: “…Cover -- Title Page -- Copyright and Credits -- Contributors -- About the reviewer -- Table of Contents -- Preface -- Part 1: Testing MVP -- Chapter 1: Desired Test Declaration -- Technical requirements -- What do we want tests to do for us? -- What should a test look like? -- What information does a test need? …”

Tabla de Contenidos: “…-- The evolving policy context -- International discussions on digital trade are picking up -- Brazil is already actively engaged in these discussions -- Trade is an important share of Brazil's economic activity -- Brazil's trade in goods is largely natural resource based -- A large share of Brazil's services trade is digitally deliverable -- Brazil is an active participant in GVCs although mainly as a seller -- What does this tell us about the potential for digital trade in Brazil? …”

“…On the supply side, this Report's forecast reflects not just lower price assumptions, but also the high price-sensitivity of US li…”

Tabla de Contenidos: “…Intro -- Copyright -- Table of Contents -- Preface -- Who This Book Is For -- Who This Book Isn't For -- A Brief History of Unix -- Versions of Unix -- Interfaces to Unix -- How This Book Is Organized -- Conventions Used in This Book -- Using Code Examples -- Safari® Books Online -- How to Contact Us -- The Evolution of This Book -- Acknowledgments -- Chapter 1. …”

“…Outlines the latest technologies being used to secure infrastructures Leverages game theory to express the strategic interactions of government and business Covers the latest U.S. regulations and provides analytical tools to help make sense of these regulations Incorporates the latest theories and techniques of industrial organization, economics, and security…”

“…Proven over a decade’s use in significant banks and financial services firms in Europe and the US, the Exposure, Occurrence, Impact (XOI) method of operational risk modelling played an instrumental role in reshaping their oprisk modelling approaches; in this book, the expert team that developed this methodology offers practical, in-depth guidance on XOI use and applications for a variety of major risks. …”

“…Socket.IO is event-driven and primarily uses the WebSocket protocol that allows us to emit data bi-directionally from the server and the client. …”

Tabla de Contenidos: “…Oil and gas companies slash spending across the board -- The extent of spending cutbacks varies widely across regions -- North America leads cuts in upstream spending -- Middle East investment holds up for now -- A weaker ruble and lower taxes helps maintain Russian spending -- Sub-Saharan African producers scale back their deepwater plans -- Upstream oil and gas costs down 30% since 2014 -- US shale costs plummet -- Lower costs are the biggest contributors to lower investment -- Investments in oil midstream infrastructure -- Oil transport and storage investment prove to be sticky -- North America sees a boom in oil infrastructure building -- Oil storage attracts financing globally -- Demand growth drives investment in the emerging economies -- Investment in oil refining -- Asia dominates refining investment -- Financing in the oil and gas sector -- Upstream -- Majors and Independents -- National oil companies -- Financing midstream and refinery projects -- LNG chains -- Spending on liquefaction falls back as projects reach completion -- Regasification capacity rises steadily -- Coal -- References -- 4. …”

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. …”

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“…Fogg reveals how Web sites, software applications, and mobile devices can be us…”

Tabla de Contenidos: “…-- Business is business, regardless of scale -- A multiplicity of factors -- Economic growth -- Inflation and interest rates -- Export potential and currency shifts -- Change in the industry -- Government actions -- Social trends -- The anticipation machine -- Don't do the following -- Chapter 10: Assessing a company -- Investors versus speculators -- Assessing an industry -- Competitive resource analysis -- The TRRACK system -- Quality of management -- Chapter 11: Profits and balance sheets -- The future is the focus, the past gives us clues -- Profit and loss account -- Balance sheet -- Chairman's statement -- Chief executive's review -- Directors' report and business review -- Auditors' report -- Five-year summary -- Trading statements -- Chapter 12: Cash flow and key ratios -- Cash flow statement -- Key ratios and measures -- Chapter 13: Measuring risk -- The greatest risk of all -- Diversification - the nearest thing to a free lunch in investing -- Volatility -- Correlation -- Beta and alpha -- Some more types of risk -- Great investors' views on risk -- Chapter 14: Companies selling shares to outsiders -- Can be good, but be cautious -- The sponsor -- The prospectus -- Finding out about new issues -- Underwriting -- The role of the corporate broker -- Methods of flotation -- How does an AIM flotation differ from one on the Official List? …”

“… The history of science is all around us, if you know where to look. With this unique traveler's guide, you'll learn about 128 destinations around the world where discoveries in science, mathematics, or technology occurred or is happening now. …”

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