[L669.Ebook] Free PDF A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Backgro

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A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Backgro

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This book covers linear algebra methods for financial engineering applications from a numerical point of view. The book contains many such applications, as well as pseudocodes, numerical examples, and questions often asked in interviews for quantitative positions.

Financial Applications

• The Arrow—Debreu one period market model

• One period index options arbitrage

• Covariance and correlation matrix estimation from time series data

• Ordinary least squares for implied volatility computation

• Minimum variance portfolios and maximum return portfolios

• Value at Risk and portfolio VaR

Linear Algebra Topics

• LU and Cholesky decompositions and linear solvers

• Optimal solvers for tridiagonal symmetric positive matrices

• Ordinary least squares and linear regression

• Linear Transformation Property

• Efficient cubic spline interpolation

• Multivariate normal random variables

The book is written in a similar spirit as the best selling ``A Primer for the Mathematics of Financial Engineering" by the same author, and should accordingly be useful to a similarly large audience:

• Prospective students for financial engineering or mathematical finance programs will be able to self-study material that will prove very important in their future studies

• Finance practitioners will find mathematical underpinnings for many methods used in practice, furthering the ability to expand upon these methods

• Academics teaching financial engineering courses will be able to use this book as textbook, or as reference book for numerical linear algebra methods with financial applications.

• Sales Rank: #454288 in Books
• Published on: 2014-07-07
• Original language: English
• Dimensions: 9.00" h x .77" w x 6.00" l,
• Binding: Paperback
• 340 pages

About the Author

Dan Stefanica has been the Director of the Baruch MFE Program since its inception in 2002, and is the author of the best-selling A Primer For The Mathematics Of Financial Engineering and A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more, and co-author of 150 Most Frequently Asked Questions on Quant Interviews. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. His research spans numerical analysis, graph theory, and geophysical fluid dynamics. He has a PhD in mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

Most helpful customer reviews

12 of 15 people found the following review helpful.
This book doesn't teach Linear Algebra but shows financial engineering applicatons of it.
By 2 cents worth
This book is not A Linear Algebra Primer for Financial Engineering...
It is a Primer on Applying Basic Linear Algebra in Financial Engineering...
That is the book doesn't teach much Linear Algebra...what it does is show how to apply
linear algebra to Financial Engineering...but you have to know Linear Algebra ( at the college undergrad linear algebra level)
to make much use of the book. But if you are comfortable with Linear Algebra there are some useful applications.

6 of 8 people found the following review helpful.
Comprehensive survey of linear algebra for finance professionals
By Ijon Tichy
This book, modestly titled as a "linear algebra primer", is, in fact, a well written comprehensive introduction to the uses of linear algebra techniques in finance. The emphasis lies on concrete, computer software implementable linear algebra with a wide range of specific applications to portfolio construction, market data analysis, and derivatives pricing. It will be a valuable resource not only for its targeted audience, namely graduate students in financial engineering, but also, more broadly, for business professionals whose work relies of quantitative techniques.

2 of 2 people found the following review helpful.
Unarguably the best Linear Algebra primer out there for applications to finance
By Amazon Customer
Unarguably the best Linear Algebra primer out there for applications to finance. Broad range of topics covered with great depth. I often use it as a quick reference guide.

See all 4 customer reviews...

A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Backgro PDF
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[O808.Ebook] PDF Download Stuff Happens: A Play, by David Hare

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"Stuff happens . . . And it's untidy, and freedom's untidy, and free people are free to make mistakes and commit crimes and do bad things."

Such was Donald Rumsfeld's response on April 11, 2003, following the infamous looting and pillaging of Baghdad. In David Hare's powerful new play chronicling the extraordinary process leading to the American invasion of Iraq, this statement provides entrée into the melee of diplomacy, political power, and terrorist vendetta still making headlines around the world. Using direct quotes meticulously culled from interviews and public appearances, combined with the playwright's nuanced reimagining of what went on behind closed doors, Hare has fashioned a historical narrative and human drama that presents the Iraqi conflict in all of its
haphazard notoriety. Stuff Happens uses a uniquely evenhanded approach to a deeply contested invasion--seen from the perspective of international leaders and journalists, as well as Iraqi refugees--and raises a series of provocative questions regarding the most heartfelt and manipulative machinations of domestic and international politik.

• Sales Rank: #440332 in Books
• Brand: Faber & Faber
• Published on: 2005-10-01
• Released on: 2005-05-19
• Original language: English
• Number of items: 1
• Dimensions: 8.23" h x .32" w x 5.55" l, .30 pounds
• Binding: Paperback
• 128 pages

Features

• Great product!

Review

“His best political play yet . . . An exhilarating account of the genesis of the current war in Iraq.” ―John Lahr, The New Yorker

“The most significant theatrical artifact yet to grow from our catastrophic times.” ―Linda Winer, Newsday

“The most feverishly anticipated play in London in recent memory.” ―Ben Brantley, The New York Times

About the Author

David Hare is one of Britain's most renowned playwrights. His works--including Skylight (Faber, 1995), Amy's View (Faber, 1997), and Via Dolorosa (Faber, 1999)--are frequently performed on Broadway.

Most helpful customer reviews

1 of 1 people found the following review helpful.
More frightening than a monster movie
By C. Collins
David Hare's Stuff Happens is a profound literary work of historic and political significance. Hare is able to craft a drama from the historic record that not only reflects the complexity and subtle manipulations that occurred around the US's invasion of Iraq, but also is able to develop a compelling drama around the character of Colin Powell and his struggle to bring some glimpse of reality into a White House dominated by reactionary and rigid ideological dogma. Very few works of literature are able to fully capture the complexity of a historic or political event. Hilary Mantel is able to capture the reign of terror in A Place of Greater Safety and Gore Vidal is able to capture the character of a great president in Lincoln, but Hare must be added to the list of great writers who are able to capture complexity and yet retain a narrative thread.

In the short play, we see behind the scenes as President Bush makes poor decisions as he listens to the advice of Donald Rumsfeld and Dick Cheney. Cheney is probably the darkest character in the play. He is highly manipulative and Hare's narrative would indicate that Cheney knew much of the information fed to the US public was false information so as to be able to invade and maintain continued occupational forces in Iraq. There were many reasons to attack Iraq, such as their support for Palestinian suicide bombers, to protect Saudi Arabia, Egypt, and Jordan; or to protect Israel. Hare never tries t pull it all into a simple package for he recognizes the issues are multi-factorial in origin.

The character of Colin Powell is crucial to the drama for as Secretary of State he must deal with the world and world opinion and try to serve a President who is influenced by Rumsfeld and Chaney into unilateral action, as if he were ruling by divine right.

We see the tragedy unfolding gradually. It is not until Tony Blair asks for back up that we see that Rumsfeld and Cheney are total unilateralists with totally unrealistic views of American power.

I hope that the play is brought back to the stage or put on film for it is compelling entertainment that is more frightening than any monster movie ever could be.

7 of 7 people found the following review helpful.
fascinating play
By audrey frances
I enjoyed David Hare's documentary play very much. Though I found it unusually disjointed, it is probably much more palatable when it is performed, and what still compelled me to give it my highest rating is the content, being the many outrageous and surreal statements made by W, Rumsfeld, Cheney, Powell, Blair, et al, as well as depictions of meetings and events, all gathered together in one place, which really helps you appreciate the systematic deception presented to the American and British people. In the Author's Note, Hare states that most events and quotes are authentic, and he thanks his sources. My guess is that he received a great deal of help/material/insight from Colin Powell, whose recollection of events is of interest. A quick but chilling read.

15 of 15 people found the following review helpful.
"It is useless to attempt to reason a man out of a thing he was never reasoned into."
By Luan Gaines
The title of this decidedly anti-war play sets the stage for its theme: Asked about the looting of Baghdad, a glib Secretary of Defense, Donald Rumsfeld, remarks, "Stuff happens". In the play, a core group of presidential advisors gathers, discussing a strategy for unseating Iraq's Saddam Hussein, coupling this concept with the protection of America from further terrorist attacks, such as 9/11. Carefully weighing the advantages and disadvantages, paper warriors assemble behind closed doors in a series of clandestine meetings. The result will shock the world, the birth of the Doctrine of Preemptive Strike. Caught in the "lethal rhetoric of global wealth and privilege", the discussions yield a number of assumptions; right or wrong, these assumptions will remain a footnote to history, the cause taking on a life of its own.

An impressive cast of characters assembles: the Neo-cons, Paul Wolfowitz, Dick Cheney, Condoleezza Rice; the Brits: Tony Blair, Jack Straw, David Manning; the French, Jacques Chirac, Dominique de Villepin, Jean-David Levitte; the temporary voice of reason, Colin Powell; and the bit players, Hans Blix, Kofi Annan, Mohammed ElBaradei. The dialog goes on, endless ruminations broken only by short breaks for refreshment. Though nothing specific is articulated at this point in the play, events are set in motion, the majority of characters of the same mind. Adamant that military action is the method of last resort, the players perform a shadow dance, Kabuki Theater, their silence impregnable. Deals are made, Tony Blair mollified.

Secretary of State Powell is the singular voice of reason, given to practicality where the others imagine a more ambitious goal. But Powell capitulates and the great experiment grinds into high gear. The public demands action, reaction, desperate for a salve to heal a bleeding and humiliated psyche. America signs on for a war that promises quick, deadly efficiency, convinced we are in an untenable situation that can be alleviated by the invasion of Baghdad, that only a battle joined on foreign soil will forestall another domestic attack. Public debate is nominal and weighted in favor of a preventive strike, the media virtually silent; obscured by sturm and drang, the confident counselors of a war president wax eloquent in defense of their position.

David Hale brilliantly structures this great debacle, arrogant assumptions in pursuit of an idea, an ideal opportunity to change the face of the Arab world or "throw a match into the tinderbox and see what happens". Hare's characters prove that there are neither checks nor balances, the single voice of dissent importuned until even he assumes the cloak of expediency. All is achieved with a few key characters and a supporting cast, much of the language quoted verbatim. Rumsfeld and Cheney are avidly supported by a caustic Wolfowitz and fawning Rice, speaking for the President, who remains taciturn, if vigilant. Bush's quietude carries a weight of its own, as fearsome in his lack of participation as the apologists for war. History will ultimately judge this war, the country awakened by unimaginable violence, trusting its government for protection in a time of crisis. Mission accomplished. Luan Gaines/ 2005.

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This award-winning collection of adapted classic literature and original stories develops reading skills for low-beginning through advanced students.

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• Sales Rank: #417238 in Books
• Published on: 2008-03-15
• Original language: English
• Number of items: 1
• Dimensions: 4.90" h x .20" w x 7.60" l, .0 pounds
• Binding: Paperback
• 112 pages

About the Author
Arguably one of the greatest writers of the Victorian era, Charles Dickens is the author of such literary masterpieces as A Tale of Two Cities (1859), A Christmas Carol (1843), David Copperfield (1850), and The Adventures of Oliver Twist (1839), among many others. Dickens' s indelible characters and timeless stories continue to resonate with readers around the world more than 130 years after his death. Dickens was born in 1812 and died in 1870.

fm.author_biographical_note1

Most helpful customer reviews

7 of 7 people found the following review helpful.
Book is abridged
By Amazon Customer
This book is abridged, but NOTHING in the description makes this clear. Don't order.

Be clear in the description please.

6 of 6 people found the following review helpful.
ABRIDGED edition!
By Rykel
According to Amazon customer service staff, this edition is a copy of an ABRIDGED hardcopy edition. It should state so clearly in the title so as not to MISLEAD the purchasers.

4 of 4 people found the following review helpful.
Beautiful but fragile.
By Brian in Utah
If you need a recommendation for the story here it is: read this book. It is a wonderful exploration of relationships with character's you'll love and feel like you know personally. Five stars for this engaging masterpiece.

But, chances are, you are more interested in this particular edition. It is beautiful but fragile. A barcode sticker placed on the back removed some of the paint/dye/coloring on the back--not what you want when you are looking to purchase a nice copy of a book for your library. Not sure how it will hold up over time but the indication is that it won't be very good--at least not the images on the cover.

As an additional piece of information, this edition includes illustrations.

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• Sales Rank: #8381418 in Books
• Binding: Paperback

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[W843.Ebook] Ebook Free Tart Cards: London's Illicit Advertising Art, by Caroline Archer

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In London, more money is spent on sex than going the cinema. Tart cards are the means by which prostitutes advertise, and they have become as ubiquitous a symbol of that city as the red telephone booths in which they are found. Since the early 1980s these advertising cards, posted in public phone booths around London, have evolved with printing technology into a sophisticated graphic and sociological form. While illegal, about 13 million cards are distributed each year. More than 350 contemporary and historic tart cards are illustrated in color in this book.

In addition, every page of text, including the wittily-designed chapter openers, contains a riot of colorful detail from the cards. The book also contains an eye-opening, comprehensive glossary of the suggestive and coded language they use. Some people find the cards offensive, other amusing; but for the prostitutes and their customers they are a commercial necessity.

For anyone interested in graphic design the cards form a microcosm of evolving style, taste and technique in design. Tart cards are now a recognized art form and are collected by institutions and individuals worldwide. Love them or loath then, tart cards are an intriguing slice of the social and commercial history of sex.

• Sales Rank: #971801 in Books
• Brand: Brand: Mark Batty Publisher
• Published on: 2003-06-01
• Original language: English
• Number of items: 1
• Dimensions: 10.00" h x .38" w x 7.72" l, .98 pounds
• Binding: Paperback
• 128 pages

Features

• Used Book in Good Condition

Excerpt. © Reprinted by permission. All rights reserved.
The practice of placing prostitutes' cards in phone boxes is known as 'carding'. It is a particularly English phenomenon specific to London and the seaside resorts of Brighton and Hove where they serve a flourishing tourist trade. There have also been small outcrops of cards on the coast of North Lincolnshire that cater for a transient maritime population. Elsewhere in the UK, prostitutes still hold to the older methods of notices in shop windows although advertising in local newspapers is also used.

Behind the cards there is a vibrant and well-organised industry that comprises prostitutes, punters [clients], pimps and printers. It is an illicit business, but one that is thriving and persistent and where money changes hands swiftly and inconspicuously. Carding started as a kitchen table industry with a handful of prostitutes and their maids cutting out images, drawing their own illustrations, rubbing down lettering and then passing it all over to a trusted printer. It has developed into an extensive, professional, well-organised and highly technical production process that utilises the latest manufacturing systems. -Caroline Archer, from "Foreplay" the introduction to Tart Cards.

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1 of 3 people found the following review helpful.
Got my 1 cents worth to the 33d power!
By Jack Hawkins
The best 1 cent I ever paid for a book (plus $3.95 s/h). A funny look at the foibles of our English cousins, who aren't quite as Puritanical as advertised. Just hide it where the kids won't find it, 'cause you won;t get it back!

13 of 14 people found the following review helpful.
A Curious Volume Proves It Pays to Advertise
By Rob Hardy
Marshall McLuhan wrote that advertising was the cave art of the twentieth century. He wasn't around to see a particularly interesting manifestation of the cave art in London starting in 1984. At that time, because of a loophole in the law, London prostitutes started advertising in phone boxes. The practice became so prominent that now a book reproducing hundreds of the cards, along with a brief documentation of the history and sociology of the practice, has been produced: _Tart Cards: London's Illicit Advertising Art_ (Mark Batty Publisher), by Caroline Archer, is a surprising and good-looking examination of the legal, social, commercial, and advertising issues involved in the cards, as well as an amusing collection of cards offering many different sexual practices. If you can't spend time in a London phone box, this book will take you there.
Advertising in phone boxes, which belonged to the Post Office and thus the government, was illegal until 1984, when British Telecom was privatized. Enterprising prostitutes saw the loophole and moved their cards from news agents to phone boxes; after all, each card sported a telephone number, and it made sense to advertise where potential clients could use it immediately. Sometimes the women place their own cards, but they more often subcontract this work to "carders," often students or unemployed. Placing 600 cards a day might get a carder 200 pounds; thus mere card distribution is a trade of millions of pounds per year. Catherine Archer has her doctorate in typography, and is especially interested in the typefaces of the cards. A historic typeface from the nineteenth century tends to be used for cards offering mock schoolgirl services or flagellation. Massage services often have whimsical and feminine scripts. Domination cards can have "stern words set in Gothic letters."
Archer is not the only person enthusiastic about the cards in their own right. Cards are traded, like Pokemon cards, and sometimes children do the trading. Some collectors are quite serious in appreciation of the cards' artistic merit or social significance. There have even been parodies of cards, used to promote tours of musical acts or to protest aspects of the use of public spaces. Archer has produced a very interesting examination of the phenomenon, but the best parts of the book are the pages and pages of reproductions of cards, all in full color and unexpurgated. "Have you been a naughty boy?" enquires a professorial-looking woman with a cane. "If you're feeling rather randy, always keep this number handy!" exults one, or "Sticks and stones may break my bones, but whips and chains excite me." There are even variants for Christmas: "Have a Cruel Yule." This is an amusing and handsome book, on an esoteric subject which the author has made interesting and pertinent. Try it on your coffee table.

0 of 0 people found the following review helpful.
review
By cdn
I found it is a great compilation! I will highly recommend it to others.
Just what I was looking for.

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[H605.Ebook] Download Designer's Guide to Furniture Styles (3rd Edition) (Fashion Series), by Treena M. Crochet

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This image-rich text introduces significant movements in the evolution of the decorative arts, including furniture, design motifs, and accessories related to interior design and architectural settings from the Neolithic Age to the 21st century. DESIGNER'S GUIDE TO FURNITURE STYLES, 3/e augments the study of art and architectural history by discussing the function and aesthetic purpose of furniture, pottery, glassware, lighting, textiles, mirrors, metalworking, clocks, and wallcoverings; as well as their integration into interior design. The author presents crucial contextual information on political and social events and the technological advances that influenced each period’s design trends, and compares objects from different periods, demonstrating how ideas and concepts progress through their stylistic development. Descriptions of period room settings show how the decorative arts complement architecture and interior design. Valuable websites and bibliographic information are provided for further exploration, and a glossary highlights key vocabulary.

• Sales Rank: #199153 in Books
• Brand: Brand: Prentice Hall
• Published on: 2012-03-17
• Original language: English
• Number of items: 1
• Dimensions: 10.70" h x .60" w x 9.00" l, 1.50 pounds
• Binding: Paperback
• 250 pages

Features

• Used Book in Good Condition

About the Author
This book is for homeowners who appreciate the historic character of their old house, whether Colonial, Cape Cod, or Saltbox style. The numerous examples are from actual homeowners who updated their 17th or 18th century homes with a sense of the past without sacrificing modern amenities or luxuries. It is meant to inspire homeowners to learn about the inherent qualities of these older homes while making it loveable and liveable for themselves in the 21st century.

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3 of 3 people found the following review helpful.
Color Photographs and Detailed
By Rebeka Kibby
I bought this for my Interior Design class (History of Furniture) and thought it was great. There's a ton of color photographs and very detailed information. I definitely recommend this one.

1 of 2 people found the following review helpful.
Useful
By Mrs. Pink Tulip
This book was a required text book for two of my Interior Design courses. It has quite a bit if useful information and will hang on to it for the future.

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Arabians, Pintos, Morgans and Clydesdales: jumping, bucking, rearing, grazing and kicking -- all are in this collection of 50 drawings.


From the Trade Paperback edition.

• Sales Rank: #4786810 in Books
• Published on: 1984-08-14
• Released on: 1984-08-14
• Ingredients: Example Ingredients
• Original language: English
• Number of items: 1
• Binding: Hardcover

From the Publisher
Arabians, Pintos, Morgans and Clydesdales: jumping, bucking, rearing, grazing and kicking -- all are in this collection of 50 drawings.

From the Inside Flap
Arabians, Pintos, Morgans and Clydesdales: jumping, bucking, rearing, grazing and kicking -- all are in this collection of 50 drawings.


From the Trade Paperback edition.

About the Author
Lee Judah Ames (January 8, 1921 – June 3, 2011 ) was an American artist noted for his Draw 50... learn-to-draw books. He was born in Manhattan, New York. His first job at age eighteen was at Walt Disney Studios. He has since led a career as an advertising artist, fine artist, cartoonist, designer, animation in-betweener, illustrator, and as an artist-in residence at Doubleday. His series of 26 Draw 50... books take a friendly and minimalist approach to teaching drawing while the books often contain no instructional text. He enlisted in the military and served as a second lieutenant during World War II. He and his wife Jocelyn resided in Mission Viejo, California.

Most helpful customer reviews

0 of 0 people found the following review helpful.
Beware of "good" rating on used items.
By Artfully Minded
Though the content of the book is fine, the condition, described as "good," I feel was not an honest evaluation of a book with significant wear and grease staining. It's usable for my purposes, but poorly rated.

0 of 0 people found the following review helpful.
Five Stars
By Laurie
Great techniques, and easy.

1 of 2 people found the following review helpful.
Great for those interested in drawing
By E. Karl
At first I just borrowed this book but I found that it was so helpful that we needed to own it! It's got good views of horses in a variety of poses. Our children were able to use the step by step method with barely any help at all. Ages 5 and 7, they have been drawing since about 2 years old or so, and may be slightly more advanced in drawing skills than average. They also like horses a lot, but have sort of run dry on ideas for new ways to draw them. Now, instead of asking Daddy to draw horses running or rearing or jumping, they have a whole variety of examples to learn from in one book. Very nice.

See all 34 customer reviews...

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