Simulating Security Returns

Author : Giovanni Barone Adesi
Publisher : Springer
Page : 183 pages
File Size : 45,5 Mb
Release : 2014-10-14
Category : Business & Economics
ISBN : 9781137465559

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Simulating Security Returns by Giovanni Barone Adesi Pdf

Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help simulate the returns of large portfolios of securities. While other simulation methods use the covariance matrix of security returns, which suffers the curse of dimensionality even for modest portfolios, Barone Adesi demonstrates how FHS can accurately adjust to current market conditions.

Author : Giovanni Barone Adesi
Publisher : Springer
Page : 111 pages
File Size : 44,7 Mb
Release : 2014-10-14
Category : Business & Economics
ISBN : 9781137465559

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Simulating Security Returns by Giovanni Barone Adesi Pdf

Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help simulate the returns of large portfolios of securities. While other simulation methods use the covariance matrix of security returns, which suffers the curse of dimensionality even for modest portfolios, Barone Adesi demonstrates how FHS can accurately adjust to current market conditions.

Author : World Bank
Publisher : World Bank Publications
Page : 278 pages
File Size : 46,5 Mb
Release : 2020-01-27
Category : Business & Economics
ISBN : 9781464814020

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The Mobility of Displaced Syrians by World Bank Pdf

The war in Syria, now in its eighth year, continues to take its toll on the Syrian people. More than half of the population of Syria remains displaced; 5.6 million persons are registered as refugees outside of the country and another 6.2 million are displaced within Syria's borders. The internally displaced persons include 2 million school-age children; of these, less than half attend school. Another 739,000 Syrian children are out of school in the five neighborhood countries that host Syria's refugees. The loss of human capital is staggering, and it will create permanent hardships for generations of Syrians going forward. Despite the tragic prospects for renewed fighting in certain parts of the country, an overall reduction in armed conflict is possible going forward. However, international experience shows that the absence of fighting is rarely a singular trigger for the return of displaced people. Numerous other factors—including improved security and socioeconomic conditions in origin states, access to property and assets, the availability of key services, and restitution in home areas—play important roles in shaping the scale and composition of the returns. Overall, refugees have their own calculus of return that considers all of these factors and assesses available options. The Mobility of Displaced Syrians: An Economic and Social Analysis sheds light on the 'mobility calculus' of Syrian refugees. While dismissing any policies that imply wrongful practices involving forced repatriation, the study analyzes factors that may be considered by refugees in their own decisions to relocate. It provides a conceptual framework, supported by data and analysis, to facilitate an impartial conversation about refugees and their mobility choices. It also explores the diversified policy toolkit that the international community has available—and the most effective ways in which the toolkit can be adapted—to maximize the well-being of refugees, host countries, and the people in Syria.

Author : Tony UcedaVelez,Marco M. Morana
Publisher : John Wiley & Sons
Page : 692 pages
File Size : 44,7 Mb
Release : 2015-05-26
Category : Political Science
ISBN : 9780470500965

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Risk Centric Threat Modeling by Tony UcedaVelez,Marco M. Morana Pdf

This book introduces the Process for Attack Simulation & Threat Analysis (PASTA) threat modeling methodology. It provides an introduction to various types of application threat modeling and introduces a risk-centric methodology aimed at applying security countermeasures that are commensurate to the possible impact that could be sustained from defined threat models, vulnerabilities, weaknesses, and attack patterns. This book describes how to apply application threat modeling as an advanced preventive form of security. The authors discuss the methodologies, tools, and case studies of successful application threat modeling techniques. Chapter 1 provides an overview of threat modeling, while Chapter 2 describes the objectives and benefits of threat modeling. Chapter 3 focuses on existing threat modeling approaches, and Chapter 4 discusses integrating threat modeling within the different types of Software Development Lifecycles (SDLCs). Threat modeling and risk management is the focus of Chapter 5. Chapter 6 and Chapter 7 examine Process for Attack Simulation and Threat Analysis (PASTA). Finally, Chapter 8 shows how to use the PASTA risk-centric threat modeling process to analyze the risks of specific threat agents targeting web applications. This chapter focuses specifically on the web application assets that include customer’s confidential data and business critical functionality that the web application provides. • Provides a detailed walkthrough of the PASTA methodology alongside software development activities, normally conducted via a standard SDLC process • Offers precise steps to take when combating threats to businesses • Examines real-life data breach incidents and lessons for risk management Risk Centric Threat Modeling: Process for Attack Simulation and Threat Analysis is a resource for software developers, architects, technical risk managers, and seasoned security professionals.

Author : Management Association, Information Resources
Publisher : IGI Global
Page : 578 pages
File Size : 55,7 Mb
Release : 2021-08-27
Category : Computers
ISBN : 9781668435557

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Research Anthology on Advancements in Cybersecurity Education by Management Association, Information Resources Pdf

Modern society has become dependent on technology, allowing personal information to be input and used across a variety of personal and professional systems. From banking to medical records to e-commerce, sensitive data has never before been at such a high risk of misuse. As such, organizations now have a greater responsibility than ever to ensure that their stakeholder data is secured, leading to the increased need for cybersecurity specialists and the development of more secure software and systems. To avoid issues such as hacking and create a safer online space, cybersecurity education is vital and not only for those seeking to make a career out of cybersecurity, but also for the general public who must become more aware of the information they are sharing and how they are using it. It is crucial people learn about cybersecurity in a comprehensive and accessible way in order to use the skills to better protect all data. The Research Anthology on Advancements in Cybersecurity Education discusses innovative concepts, theories, and developments for not only teaching cybersecurity, but also for driving awareness of efforts that can be achieved to further secure sensitive data. Providing information on a range of topics from cybersecurity education requirements, cyberspace security talents training systems, and insider threats, it is ideal for educators, IT developers, education professionals, education administrators, researchers, security analysts, systems engineers, software security engineers, security professionals, policymakers, and students.

Author : Don L. McLeish
Publisher : John Wiley & Sons
Page : 308 pages
File Size : 48,5 Mb
Release : 2011-09-13
Category : Business & Economics
ISBN : 9781118160947

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Monte Carlo Simulation and Finance by Don L. McLeish Pdf

Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.

Author : George Hatzivasilis,Sotiris Ioannidis
Publisher : Springer Nature
Page : 179 pages
File Size : 46,5 Mb
Release : 2020-11-06
Category : Computers
ISBN : 9783030624330

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Model-driven Simulation and Training Environments for Cybersecurity by George Hatzivasilis,Sotiris Ioannidis Pdf

This book constitutes the refereed post-conference proceedings of the Second International Workshop on Model-Driven Simulation and Training Environments for Cybersecurity, MSTEC 2020, held in Guildford, UK, in September 2020 in conjunction with the 24th European Symposium on Research in Computer Security, ESORICS 2020. The conference was held virtually due to the COVID-19 pandemic. The MSTEC Workshop received 20 submissions from which 10 full papers were selected for presentation. The papers are grouped in thematically on: cyber security training modelling; serious games; emulation & simulation studies; attacks; security policies.

Author : Bruce I. Jacobs,Kenneth N. Levy
Publisher : McGraw Hill Professional
Page : 960 pages
File Size : 47,6 Mb
Release : 2016-10-28
Category : Business & Economics
ISBN : 9781259835254

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Equity Management: The Art and Science of Modern Quantitative Investing, Second Edition by Bruce I. Jacobs,Kenneth N. Levy Pdf

The classic guide to quantitative investing—expanded and updated for today’s increasingly complex markets From Bruce Jacobs and Ken Levy—two pioneers of quantitative equity management— the go-to guide to stock selection has been substantially updated to help you build portfolios in today’s transformed investing landscape. A powerful combination of in-depth research and expert insights gained from decades of experience, Equity Management, Second Edition includes 24 new peer-reviewed articles that help leveraged long-short investors and leverage-averse investors navigate today’s complex and unpredictable markets. Retaining all the content that made an instant classic of the first edition—including the authors’ innovative approach to disentangling the many factors that influence stock returns, unifying the investment process, and integrating long and short portfolio positions—this new edition addresses critical issues. Among them-- • What’s the best leverage level for long-short and leveraged long-only portfolios? • Which behavioral characteristics explain the recent financial meltdown and previous crises? • What is smart beta—and why should you think twice about using it? • How do option-pricing theory and arbitrage strategies lead to market instability? • Why are factor-based strategies on the rise? Equity Management provides the most comprehensive treatment of the subject to date. More than a mere compilation of articles, this collection provides a carefully structured view of modern quantitative investing. You’ll come away with levels of insight and understanding that will give you an edge in increasingly complex and unpredictable markets. Well-established as two of today’s most innovative thinkers, Jacobs and Levy take you to the next level of investing. Read Equity Management and design the perfect portfolio for your investing goals.

Author : Yehuda Lindell
Publisher : Springer
Page : 450 pages
File Size : 50,8 Mb
Release : 2017-04-05
Category : Computers
ISBN : 9783319570488

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Tutorials on the Foundations of Cryptography by Yehuda Lindell Pdf

This is a graduate textbook of advanced tutorials on the theory of cryptography and computational complexity. In particular, the chapters explain aspects of garbled circuits, public-key cryptography, pseudorandom functions, one-way functions, homomorphic encryption, the simulation proof technique, and the complexity of differential privacy. Most chapters progress methodically through motivations, foundations, definitions, major results, issues surrounding feasibility, surveys of recent developments, and suggestions for further study. This book honors Professor Oded Goldreich, a pioneering scientist, educator, and mentor. Oded was instrumental in laying down the foundations of cryptography, and he inspired the contributing authors, Benny Applebaum, Boaz Barak, Andrej Bogdanov, Iftach Haitner, Shai Halevi, Yehuda Lindell, Alon Rosen, and Salil Vadhan, themselves leading researchers on the theory of cryptography and computational complexity. The book is appropriate for graduate tutorials and seminars, and for self-study by experienced researchers, assuming prior knowledge of the theory of cryptography.

Author : Christopher Watts,Nigel Gilbert
Publisher : Edward Elgar Publishing
Page : 303 pages
File Size : 42,7 Mb
Release : 2014-01-31
Category : Computers
ISBN : 9781849801607

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Simulating Innovation by Christopher Watts,Nigel Gilbert Pdf

Christopher Watts and Nigel Gilbert explore the generation, diffusion and impact of innovations, which can now be studied using computer simulations. ø Agent-based simulation models can be used to explain the innovation that emerges from interact

Author : James Robert Evans,David Louis Olson
Publisher : Unknown
Page : 416 pages
File Size : 50,5 Mb
Release : 2002
Category : Business
ISBN : CORNELL:31924090138342

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Introduction to Simulation and Risk Analysis by James Robert Evans,David Louis Olson Pdf

Simulation fundamentals : Introduction to Simulation - Simulation Using Excel - Probability and Statistics in Simulation - Simulation in risk analysis : Risk Analysis Using Crystal Ball - Applications of Risk Analysis - Building System Simulation Models - Systems simulation : Output Analysis and Experimentation for Systems Simulation - Systems Simulation Using ProcessModel - Applications of Systems Simulation - Extensions of simulation : Simulation in Forecasting and Optimization.

Author : Al-Sakib Khan Pathan,Muhammad Mostafa Monowar,Shafiullah Khan
Publisher : CRC Press
Page : 638 pages
File Size : 51,7 Mb
Release : 2014-11-06
Category : Computers
ISBN : 9781482225501

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Simulation Technologies in Networking and Communications by Al-Sakib Khan Pathan,Muhammad Mostafa Monowar,Shafiullah Khan Pdf

Simulation is a widely used mechanism for validating the theoretical model of networking or communication systems. Although the claims made based on simulations are considered to be reliable, how reliable they really are is best determined with real-world implementation trials. This book addresses various issues covering different mechanisms related to simulation technologies in networking and communications fields. Focusing on the practice of simulation testing instead of the theory, it reviews and evaluates popular simulation modeling tools and recommends the best tools for specific tests.

Author : Jerry M. Couretas
Publisher : John Wiley & Sons
Page : 192 pages
File Size : 53,9 Mb
Release : 2018-09-19
Category : Technology & Engineering
ISBN : 9781119420811

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An Introduction to Cyber Modeling and Simulation by Jerry M. Couretas Pdf

Introduces readers to the field of cyber modeling and simulation and examines current developments in the US and internationally This book provides an overview of cyber modeling and simulation (M&S) developments. Using scenarios, courses of action (COAs), and current M&S and simulation environments, the author presents the overall information assurance process, incorporating the people, policies, processes, and technologies currently available in the field. The author ties up the various threads that currently compose cyber M&S into a coherent view of what is measurable, simulative, and usable in order to evaluate systems for assured operation. An Introduction to Cyber Modeling and Simulation provides the reader with examples of tools and technologies currently available for performing cyber modeling and simulation. It examines how decision-making processes may benefit from M&S in cyber defense. It also examines example emulators, simulators and their potential combination. The book also takes a look at corresponding verification and validation (V&V) processes, which provide the operational community with confidence in knowing that cyber models represent the real world. This book: Explores the role of cyber M&S in decision making Provides a method for contextualizing and understanding cyber risk Shows how concepts such the Risk Management Framework (RMF) leverage multiple processes and policies into a coherent whole Evaluates standards for pure IT operations, "cyber for cyber," and operational/mission cyber evaluations—"cyber for others" Develops a method for estimating both the vulnerability of the system (i.e., time to exploit) and provides an approach for mitigating risk via policy, training, and technology alternatives Uses a model-based approach An Introduction to Cyber Modeling and Simulation is a must read for all technical professionals and students wishing to expand their knowledge of cyber M&S for future professional work.

Author : Sargent,Robin Ward
Publisher : Unknown
Page : 128 pages
File Size : 55,8 Mb
Release : 1986
Category : Electronic
ISBN : 0538273690

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Security First Bank by Sargent,Robin Ward Pdf

Author : Gabriel A. Wainer,Pieter J. Mosterman
Publisher : CRC Press
Page : 520 pages
File Size : 52,6 Mb
Release : 2018-09-03
Category : Technology & Engineering
ISBN : 9781420072341

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Discrete-Event Modeling and Simulation by Gabriel A. Wainer,Pieter J. Mosterman Pdf

Collecting the work of the foremost scientists in the field, Discrete-Event Modeling and Simulation: Theory and Applications presents the state of the art in modeling discrete-event systems using the discrete-event system specification (DEVS) approach. It introduces the latest advances, recent extensions of formal techniques, and real-world examples of various applications. The book covers many topics that pertain to several layers of the modeling and simulation architecture. It discusses DEVS model development support and the interaction of DEVS with other methodologies. It describes different forms of simulation supported by DEVS, the use of real-time DEVS simulation, the relationship between DEVS and graph transformation, the influence of DEVS variants on simulation performance, and interoperability and composability with emphasis on DEVS standardization. The text also examines extensions to DEVS, new formalisms, and abstractions of DEVS models as well as the theory and analysis behind real-world system identification and control. To support the generation and search of optimal models of a system, a framework is developed based on the system entity structure and its transformation to DEVS simulation models. In addition, the book explores numerous interesting examples that illustrate the use of DEVS to build successful applications, including optical network-on-chip, construction/building design, process control, workflow systems, and environmental models. A one-stop resource on advances in DEVS theory, applications, and methodology, this volume offers a sampling of the best research in the area, a broad picture of the DEVS landscape, and trend-setting applications enabled by the DEVS approach. It provides the basis for future research discoveries and encourages the development of new applications.