> Free PDF Cambridge Illustrated Handbook of Optoelectronics and Photonics, by Safa Kasap, Harry Ruda, Yann Boucher

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From fundamental concepts to cutting-edge applications, this is the first encyclopaedic reference of important terms and effects in optoelectronics and photonics. It contains broad coverage of terms and concepts from materials to optical devices and communications systems. Self-contained descriptions of common tools and phenomena are provided for undergraduate and graduate students, scientists, engineers and technicians in industry and laboratories. The book strikes a balance between materials and devices related coverage and systems level terms, and captures key nomenclature used in the field. Equations are used where necessary, and lengthy derivations are avoided. Over 600 clear and self-explanatory illustrations are used to help convey key concepts, and enable readers to quickly grasp important concepts.

• Sales Rank: #3124650 in eBooks
• Published on: 2009-06-11
• Released on: 2009-06-11
• Format: Kindle eBook

Review
"This book takes a unique, encyclopedic approach to optoelectronics and photonics. It covers the most important terms in the subject areas in alphabetical order, ranging from fundamental concepts to cutting-edge applications. The text includes more than 600 self-explanatory illustrations that enable readers to quickly grasp key concepts. Mathematical equations are used only when absolutely necessary, and lengthy derivations are avoided. Knowledge of standard university-level mathematics is sufficient for understanding the contents. The handbook is intended for a broad audience, from undergraduate and graduate students to scientists and engineers in academia and industry."
Darko Vasiljevic, University of Belgrade, Serbia for Optics & Photonics News

About the Author
Safa Kasap is currently a Professor and Canada Research Chair in Electronic Materials and Devices in the Electrical Engineering Department at the University of Saskatchewan, Canada. He obtained his BSc (1976), MSc (1978) and PhD (1983) degrees from the Imperial College of Science, Technology and Medicine, University of London, specializing in amorphous semiconductors and chalcogenide glasses. In 1996 he was awarded the DSc (Engineering) from London University for his research contributions to materials science in electrical engineering. He is a Fellow of the Institution of Electrical Engineers, the Institute of Physics and the Institute of Materials. His research interests are in amorphous semiconductors, glasses for photonics, photoconductors, electrical, optical and thermal properties of materials, and related topics, with more than one hundred refereed journal papers in these areas. He is the Deputy Editor of the Journal of Materials Science: Materials in Electronics (Springer), and a Series Editor for the Series on Materials in Electronic and Optoelectronics (Wiley).

Peter Capper has worked for the same company (through several name changes) for over 30 years in the area of II-VI compounds for infrared applications, latterly as a Materials Team Leader in charge of group of scientists working on the growth and characterisation of these compounds. This has been mainly in the area of cadmium mercury telluride and cadmium telluride, the premier infrared materials, by a range of bulk and epitaxial techniques. He has given several invited talks in Japan, USA and Europe, has coauthored over 100 Journal papers, holds one patent and has edited/written 5 books in the field since 1987.He is on the Editorial Board of the J. Mater. Sci.: Mater. Electron. (Springer) and is a Series Editor for Wiley on Materials for Electronics and Optoelectronics.

Yann Boucher is a Researcher at the Laboratoire RESO, ENIB (Brest National Engineering School), France. He has developed original tools for modeling optoelectronic devices, such as Extended Transfer Matrix Formalism including sources, or so-called Couplonics, a method based on exact coupled-wave equations for investigating periodic structures.

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# PDF Download Hadoop Real World Solutions Cookbook, by Jonathan R. Owens, Brian Femiano, Jon Lentz

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In Detail

Helping developers become more comfortable and proficient with solving problems in the Hadoop space. People will become more familiar with a wide variety of Hadoop related tools and best practices for implementation.

Hadoop Real World Solutions Cookbook will teach readers how to build solutions using tools such as Apache Hive, Pig, MapReduce, Mahout, Giraph, HDFS, Accumulo, Redis, and Ganglia.

Hadoop Real World Solutions Cookbook provides in depth explanations and code examples. Each chapter contains a set of recipes that pose, then solve, technical challenges, and can be completed in any order. A recipe breaks a single problem down into discrete steps that are easy to follow. The book covers (un)loading to and from HDFS, graph analytics with Giraph, batch data analysis using Hive, Pig, and MapReduce, machine learning approaches with Mahout, debugging and troubleshooting MapReduce, and columnar storage and retrieval of structured data using Apache Accumulo.

Hadoop Real World Solutions Cookbook will give readers the examples they need to apply Hadoop technology to their own problems.

Approach

Cookbook recipes demonstrate Hadoop in action and then explain the concepts behind the code.

Who this book is for

This book is ideal for developers who wish to have a better understanding of Hadoop application development and associated tools, and developers who understand Hadoop conceptually but want practical examples of real world applications.

• Sales Rank: #911752 in eBooks
• Published on: 2013-02-07
• Released on: 2013-02-07
• Format: Kindle eBook

About the Author

Jonathan R. Owens

Jonathan R. Owens has a background in Java and C++, and has worked in both the private and public sectors as a software engineer. Most recently, he has been working with Hadoop, and related distributing processing technologies.

Currently, Jonathan R. Owens works for comScore, Inc, a widely regarded digital measurement and analytics company. At comScore, he is a member of the core-processing team, which uses Hadoop and other custom distributed systems to aggregate, analyze, and manage over 40+ billion transactions per day.

Brian Femiano

Brian Femiano has a B.S in Computer Science and has been programming professionally for over 6 years, the last 2 of which have been spent building advanced analytics and big data capabilities using Apache Hadoop. He has worked for the commercial sector in the past, but the majority of his experience comes from the government contracting space. He currently works for Potomac Fusion in the DC/Virginia area, where they develop scalable algorithms to study and enhance some of the most advanced and complex datasets in the government space. Within Potomac Fusion, he has taught courses and training sessions to help teach Apache Hadoop and related cloud-scale technology.

Jon Lentz

Jon Lentz is a software engineer on the Core Processing team at comScore, an online audience measurement and analytics company. He prefers to do most of his coding in Pig. Before working at comScore he wrote software to optimize supply chains and to allocate fixed income securities.

Most helpful customer reviews

5 of 5 people found the following review helpful.
Author assumes to much and doesn't expound on anything
By Kevin Weber
This book makes a lot of assumptions and doesn't give a lot of setup instruction. For instance, you don't find out that the author is assuming you are using CDH3 until chapter 2. Or, the author makes the assumption that you have a Microsoft SQL Server instance living on a seperate box from your own. Or worse, the assumption that the reader is utilizing a cluster that has at least 4 machines and is setup with 2 namenodes. Outside of this glaring problem with assumptions, the subject matter that is present is top notch if you can work through the short-comings

3 of 4 people found the following review helpful.
Helping you solve your Hadoop problems
By Doug Duncan
'Hadoop Real-World Solutions Cookbook' by Jonathon R. Owens, Brian Femiano and Jon Lentz is another fine cookbook serving up recipes for working with Hadoop. The book has 10 different chapters dealing with the basics such as setting up Hadoop, getting data into and out of Hadoop and working with HDFS and then moving on to more advanced topics such as joining data, using Pig and Hive and analyzing large amounts of data.

You not only given lessons solely about Hadoop, but you also get introduced to other packages such as Giraph, Mahout and Accumulo and how to integrate these with Hadoop.

This is definitely a book that will be within easy reach and used heavily for reference for quite some time. If you're working with Hadoop for anything and you want quick answers on how to do things, give this book a close look.

8 of 11 people found the following review helpful.
This book serves an important purpose
By Yashar John Asbaghi
This book serves an important purpose that's often overlooked by most other publishers. Programming is not a science. Programming is a craft. For people to learn programming, they need to work on real projects. This book helps the programmer to get up and running without having to go through a lengthy documentation or highfalutin book. You don't have to look like a Hadoop pro to be a good programmer, even on big data projects that leverage Hadoop. You have to start coding and tinkering and this book helps you do that.

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!! Free PDF Discovering the Human Connectome (MIT Press), by Olaf Sporns

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Crucial to understanding how the brain works is connectivity, and the centerpiece of brain connectivity is the connectome, a comprehensive description of how neurons and brain regions are connected. In this book, Olaf Sporns surveys current efforts to chart these connections -- to map the human connectome. He argues that the nascent field of connectomics has already begun to influence the way many neuroscientists collect, analyze, and think about their data. Moreover, the idea of mapping the connections of the human brain in their entirety has captured the imaginations of researchers across several disciplines including human cognition, brain and mental disorders, and complex systems and networks. Discovering the Human Connectome offers the first comprehensive overview of current empirical and computational approaches in this rapidly developing field.

• Sales Rank: #748128 in eBooks
• Published on: 2012-09-07
• Released on: 2012-09-07
• Format: Kindle eBook

Review

This is a wonderful book on a timely and important issue. Olaf Sporns takes us on an insightful, yet quite readable, journey on the promises and challenges offered by seeing the human brain through the lens of its own connectional architecture. He convincingly argues that understanding the structural and functional organization of brain connections, a.k.a the human connectome, while not enough to uncover how we feel, think, and move, is a first fundamental step in that direction. This book should be of great interest to researchers and clinicians interested in the basic organization of the healthy brain as well as the pathogenesis of brain disorders.

(Maurizio Corbetta, Washington University School of Medicine)

As the sophistication of structural and functional human brain imaging continues to progress, the field is growing increasingly interested in how brain networks function. The science of connectomics, of which Olaf Sporns has been an early pioneer, is one of the answers to this problem. This book tells its tale, illustrates it with many examples, and conveys the details of what is involved in an exhaustive manner to those interested in what has been discovered, and how. Thoroughly recommended to all who want to study connectomics and also those seeking to understand how human brain imaging with MRI has become the cience of in vivo functional and structural neuroanatomy at the mesoscopic spatial level of description.

(Richard Frackowiak, Department of Clinical Neurosciences, Université de Lausanne (UNIL))

Olaf Sporns, in his book Discovering the Human Connectome, provides an excellent and concise primer of this monumental neuroscience endeavor.

(Robert Perna and Ashlee Loughan PsycCritiques)

Anybody curious about the cutting edge of cognitive science will enjoy Sporn's book. Discovering the Human Connectome is clear, wide-ranging, intellectually serious, and often thought-provoking. It introduces readers to aspects of the brain and cognition that are either newly important, or whose importance has only recently become clear

(Matteo Colombo Minds and Machines)

About the Author
Olaf Sporns is Distinguished Professor in the Department of Psychological and Brain Sciences, Adjunct Professor in the School of Informatics and Computing, Codirector of the Indiana University Network Science Institute, a member of the programs in Neuroscience and Cognitive Science, and Head of the Computational Cognitive Neuroscience Laboratory at Indiana University Bloomington.

Most helpful customer reviews

9 of 10 people found the following review helpful.
publisher skimps on color in ebook
By Dianne K. Patterson
Olaf Sporns is a very clear writer and his treatment is excellent. I was disappointed, however, in the kindle ebook version for two reasons:

1) Figures only appear in greyscale. This is important when color is the distinguishing feature of objects in the figures. The failure to make the colored figures available in such a case cripples the effectiveness of the ebook version. People at least deserve to know what they are buying.

2) This "Print replica" version is like reading a pdf...we don't have any control over the size of the font and cannot alter the background or reverse the black and white. This means you have to individually zoom each page to read (unless you have excellent eyesight). This makes paging rather tedious.

4 of 6 people found the following review helpful.
An excellent book on brain function by a the master of connectomics discipline
By Dr. Shmuel Miron
This book takes the reader by hand and introduce him into this new and exciting field of the brain. Reading the book opens the readers mind to a new way of understanding how the brain is organized.

2 of 5 people found the following review helpful.
Exciting new concept
By Wayne
I have indicated the degree to which I have appreciated this purchase and how it his been of value to me. Hope you have the same experience that I did and that it will be beneficial to you.

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HMD 287 gibt einen Überblick über wichtige Teilgebiete wie User Generated Content, Web Collaboration, Öffentlichkeitsarbeit, Markenpräsenz im Web, Online-Reputation, Community-Marketing sowie Social Web Monitoring. EinGrundlagenbericht sowie Beiträge aus Forschung und Praxis geben der HMD-Leserschaft einen State-of-the-Art von Social Media und ermöglichenes, Chancen und Risiken zu erkennen.

• Published on: 2012-12-01
• Released on: 2012-12-01
• Format: Kindle eBook

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* Free Ebook Advances in Dairy Ingredients (Institute of Food Technologists Series)From Wiley-Blackwell

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Advances in Dairy Ingredients provides an international perspective on recent developments in the area of dairy ingredients and dairy technology. Market and manufacturing trends and opportunities are aligned with the latest science tools that provide the foundation to successfully and rapidly capture these opportunities. Functional foods are emerging as key drivers of the global food economy and dairy ingredients and technology are at the forefront in these developments. Advances in Dairy Ingredients brings together food scientists, industry specialists, and marketers from around the world to provide unique insight into the scientific basis for the success of dairy ingredients in modern food products, and a glimpse into the future of new dairy ingredients and foods on the horizon.

• Sales Rank: #3699034 in eBooks
• Published on: 2012-11-30
• Released on: 2012-11-30
• Format: Kindle eBook

Review

“This book provides an international perspective on recent developments in the area of dairy ingredients and dairy technology. It brings together experts from around the world to provide insights into the scientific basis for the success of dairy ingredients in modern food products and a glimpse into the future of new dairy ingredients and foods on the horizon.”  (South African Food Science and Technology, 1 November 2015)

“The book is generally an excellent addition to pertinent literature in dairy sciences; it is a necessary reference for students, researchers and dairy manufacturers interested in developing and expanding the markets of their products.”  (Science Progress, 1 March 2014)

 

About the Author
Geoffrey W Smithers, PhD is the Director of International Business for Food Science Australia, Melbourne, Victoria, Australia. He is responsible for setting the strategic framework for relationship and business development in international markets, and directing and coordinating activities in these markets. Dr Smithers has a background in both fundamental and applied R&D in the areas of advanced processing and ingredient functionality, together with hands-on experience in food business practice. He has more than 18 years experience in dairy food R&D, both in Australia and in the United States. Dr Smithers has been closely involved in the development and commercialization of high-value dairy foods and ingredients, particularly those based on fractionated proteins, and in the development of nutriceuticals, based on dairy protein or peptide isolates, with specific and targeted physiological function.

Mary Ann Augustin, PhD is a Professor in Chemistry at Monash University, Melbourne, Victoria, Australia. She is currently on assignment to the University from Food Science Australia. Previously, she held several science leadership positions at Food Science Australia/CSIRO including Group Manager – Ingredients; Director, Science Forum, Food Science Australia; Section Leader - Ingredient Functionality; Team Leader – Milk Powders. Prof. Augustin is inventor/co-inventor on a number of patents and innovations (proprietary) in the area of ingredients, milk powders and microencapsulated products.

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? PDF Ebook An Introduction to Mathematical Reasoning, by Peter J. Eccles

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The purpose of this book is to introduce the basic ideas of mathematical proof to students embarking on university mathematics. The emphasis is on helping the reader in understanding and constructing proofs and writing clear mathematics. This is achieved by exploring set theory, combinatorics and number theory, topics which include many fundamental ideas which are part of the tool kit of any mathematician. This material illustrates how familiar ideas can be formulated rigorously, provides examples demonstrating a wide range of basic methods of proof, and includes some of the classic proofs. The book presents mathematics as a continually developing subject. Material meeting the needs of readers from a wide range of backgrounds is included. Over 250 problems include questions to interest and challenge the most able student as well as plenty of routine exercises to help familiarize the reader with the basic ideas.

• Sales Rank: #724456 in eBooks
• Published on: 1997-12-11
• Released on: 1997-12-11
• Format: Kindle eBook

Review
"A student planning to study advanced mathematics would be well served by first mastering the material in this book...a rigorous study of sevearl fundamental topics pervasive in mathematics, including sets, functions, cardinality, combinatorics, and modular arithmetic." D.S. Larson, Choice

About the Author
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51 of 53 people found the following review helpful.
Just buy this
By Elliot Kleiman
I needed a book that covered fundamental background information behind mathematical proof techniques for an undergraduate univeristy level linear algebra class.
With this book, I was able to truly learn and understand the major concepts behind mathematical logic and proof. This text brings a whole new meaning to teaching the reader about being precise; and I mean the author does an extremely terrific job of doing just that. Wow!
Seriously, the focus here is on content so you won't find any sexy graphs or anything. The content is so good that I often felt that just by reading it I was propelled into a quasi- pseudo-lecture meeting.
After following this text, I can say that I now appreciate the act of being precise to the point that is required for mathematical proof. If you want to extend the knowledge of your 'white board' then just buy this thing. I am so glad I did.
BTW, I only needed the content from the first five chapters, I can't say much about the rest of the text. However, taking an inductive approach, I must assume that the other chapters are also very excellent. Yess, see it worked!

29 of 29 people found the following review helpful.
Fabulous So Far.
By Alex Chaney
I'm at the end of my first discrete mathematics course and have struggled to find clear explainations of how to write a proof, meaning how to choose what method and how to choose what the next statement should be to lead to the desired conclusion. I'm only on chapter five and it is a breath of fresh air to read this. Rather than just showing the completed proof Eccles shows the "scratch" work that goes into making the proof, discusses the reasoning and alternative paths, and then has the final proof that is easily understood.
An excellent supplement for a typical college text.

29 of 31 people found the following review helpful.
Very well written book
By B. Robidoux
I have a mathematics degree. Like most math majors, I struggled with proofs all through college. This book really has help me understand the art of writing proofs. The book is very well written and easy to read. This is just an awesome book!!!

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* Ebook Download And the Waters Turned to Blood, by Rodney Barker

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In this account, Rodney Barker tells the full and terrifying story of a microorganism popping up along the Eastern seaboard—far closer to home than the Ebola virus and equally frightening. In the coastal waters of North Carolina—and now extending as far north as the Chesapeake Bay area—a mysterious and deadly aquatic organism named Pfiesteria piscicida threatens to unleash an environmental nightmare and human tragedy of catastrophic proportions. At the very center of this narrative is the heroic effort of Dr. JoAnn Burkholder and her colleagues, embattled and dedicated scientists confronting medical, political, and corporate powers to understand and conquer this new scourge before it claims more victims.

• Sales Rank: #909486 in eBooks
• Published on: 2013-12-03
• Released on: 2013-12-03
• Format: Kindle eBook

From the Back Cover
In this account, Rodney Barker tells the full and terrifying story of a microorganism popping up along the Eastern seaboard - far closer to home than the Ebola virus and equally frightening. In the coastal waters of North Carolina - and now extending as far north as the Chesapeake Bay area - a mysterious and deadly aquatic organism named Pfiesteria piscicida threatens to unleash an environmental nightmare and human tragedy of catastrophic proportions. At the very center of this narrative is the heroic effort of Dr. JoAnn Burkholder and her colleagues, embattled and dedicated scientists confronting medical, political, and corporate powers to understand and conquer this new scourge before it claims more victims.

About the Author
Rodney Barker is the bestselling author of The Broken Circle, And the Waters Turned to Blood, and The Trail of the Painted Ponies. He lives in Santa Fe, New Mexico.

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12 of 12 people found the following review helpful.
A perfect example of how far the bureaucracy can go to
By George Washington
This was a book that I just could not put down for the life of me. I had a test a school but instead of studying, I read this book. Shocking!!!!
A compelling book that portrays the gauntlet of bureaucracy that Dr. JoAnn Burkholder had to ordeal when she discovered something in the waters off of the Eastern Seaboard. The leaders of N.C.'s DEM, and the DEHNR showed their obvious distaste for her and her work when this information proved to be threatening "the machine" of business as usual.
What's most shocking about the whole things is 1. The lengths that the health department officials will go to cover this up, and truly not deal with an obvious health crisis; and 2. THIS IS A TRUE STORY that is still unfolding today off the East Coast.
Well written and with courage. 5 - stars!
"Get into the fight before it's too late"

11 of 11 people found the following review helpful.
Here's the book I've been waiting for
By A. McFarland
Here's the book I've been waiting for, about pfiesteria piscicida (feast-eer-ee-ah pis-ki-seed-ah), the microscopic animal that is terrorizing the waters up and down the east coast of the U.S. (and perhaps coming soon to a waterway near you).
The main focus of the book is top researcher JoAnn Burkholder, and her struggle to get beyond the politics and bureaucracy of various agencies in North Carolina, in order to obtain funding to continue her research on the organism. The increased water pollution in recent years, in the form of livestock-manure runoff, and dumpings from industry, have created an environment that favors the flourishing of pfiesteria. It has at least 24 stages of life cycle, remaining in a dormant cyst stage until it senses the presence of fish. Then it comes to life, zapping the fish with a kind of neurotoxin and then eating holes in the fish. Humans who come into contact with water in which pfiesteria (in its toxic stage) is present, often suffer skin lesions that won't heal, memory loss, and disorientation. Chronic exposure can lead to personality changes and loss of cognitive function that emulates brain damage, which is what happened to lab worker Howard Glasgow, whose story is discussed in detail in this book.
It is a tale that seems familiar: a strong-willed scientist makes a major discovery about what is killing fish in North Carolina's waterways. Then she has to deal with greedy and jealous scientists who wish they had been the ones to make the discovery, and who try to ruin her career. Then she must face the media attention, and finds herself becoming an advocate for the citizens, who simply want to know if that thing that is harming the fish can harm humans too. There is plenty of anecdotal evidence to say YES. But the stuffed shirts in the government agencies don't want to hear it: swayed by money, rather than truth and justice, it's business as usual. Then there is the classic conflict between jobs vs. environment. When fishermen are getting too sick to function, an! d all the fish are dead, anybody with a brain would choose "environment" over "job". Wouldn't they?
Next time I'm near a body of water where dead fish covered with bloody lesions are floating, I plan to run fast in the opposite direction.

11 of 11 people found the following review helpful.
Be scared. Be very scared.
By A Customer
Barker's AND THE WATERS TURNED TO BLOOD is a whooping good, well-told true story of thoughtful, good-natured people being screwed by egomanical, backside-covering bureaucrats and scientists who certain reviewers on-line would rather believe aren't really such bad guys. I, for one, am wholly convinced by Barker's careful investigation and analysis and am wholly sympathetic to the obvious Good Guys in this book.
To what degree were everyday Germans responsible for the Nazi Holocaust? Similarly, to what degree are the recalcitrant American media responsible for not covering wildly important stories such as the Pfiesteria plague, wholly preventable if greedy industries were forced to comply with precepts of human decency by being fined heavily for polluting? (Only a self-interested beaureacratic bimbo would deny the link between industrial pollution and the explosion of Pfiesteria blooms.)
Last week the Chesapeake Bay area was decimated by fishkills and Pfiesteria. Next week it will be some place else. Meanwhile, the media largely ignores the topic to avoid "mass hysteria" and to keep the profits flowing. To what degree are you, dear reader, responsible for not learning more about Pfiesteria by reading this book and then by making some irate phone calls and writing some irate letters because you'd enjoy a healthy America for future generations?
Our greatest living novelist, Kurt Vonnegut, suggests in an essay that carved on a Grand Canyon wall in great big letters for the flying-saucer people who arrive in a hundred years and find a dead planet with no people should be these messages: "WE PROBABLY COULD HAVE SAVED OURSELVES BUT WERE TOO DAMNED LAZY TO TRY VERY HARD. AND TOO DAMNED CHEAP." Rodney Barker's superlative book certainly supports this idea.
Richard Rhodes' DEADLY FEASTS, about the American Med-Cow disease cover-up, also supports Vonnegut's idea: we are too lazy and cheap to save ourselves

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The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

• Sales Rank: #665063 in eBooks
• Published on: 1996-09-19
• Released on: 1996-09-19
• Format: Kindle eBook

Review
"...a rigorous and accessible account of the probabilistic structure behind the pricing, construction, and hedging of derivative securities....Real examples from stock, currency, and interest rate markets are used. The text also gives a clear view and introduction to modern mathematical finance for probabilists and statisticians."
The Journal of the American Statistical Association

"This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering."
riskbook.com

Most helpful customer reviews

69 of 70 people found the following review helpful.
Nice, compact book on financial engineering
By Dr. Lee D. Carlson
This book is an introduction to financial engineering from the standpoint of martingales, and assumes the reader knows only elementary calculus and probability theory. After giving a motivating example entitled "the parable of the bookmaker" the authors clarify in the introduction the difference between pricing derivatives by expected value versus using the concept of arbitrage. Vowing then never to use the strong law of large numbers to price derivatives, discrete processes are take up in the next chapter. The authors do an excellent job of discussing the binomial tree model using only elementary mathematics. Interestingly, they introduce the concept of a filtration in constructing the binomial tree model for pricing. Filtrations are usually introduced formally in other books as a measure theory concept. They then define a martingale using a filtration and a choice of measure. The use of martingales pretty much dominates the rest of the book. They emphasize that a martingale can be a martingale with respect to one measure but not to another. Continuous models are the subject of the next chapter, where the ubiquitous Brownian motion is introduced. The discussion is very lucid and easy to understand, and they explain why the conditions in the definition of Brownian motion make its use nontrivial; namely, one must pay attention to all the marginals conditioned on all the filtrations (or histories). The Ito calculus is then appropriately introduced along with stochastic differential equations. The authors do a good job of discussing the difference between stochastic calculus and Newtonian calculus. Recognizing that the Brownian motion they have defined is with respect to a given measure, they then ask the reader to consider the effect of changing the measure, thus motivating the idea of a Radon-Nikodym derivative. Their discussion is very intuitive and promotes a clear understanding rather than giving a mere formal measure-theoretic definition. Many interesting examples of changes are given. Portfolio construction and the Black-Scholes model follows. Basing their treatment of the Black-Scholes model of martingales gives an interesting and enlightening alternative to the usual ones based on partial differential equations (they do however later show how to obtain the usual equations). The next chapter discusses how to use the Black-Scholes equations to price market securities and how to assess the market price of risk. The discussion is very understandable but not enough exercises are given. Modeling interest rates is the subject of the next chapter. The mathematical treatiment is somewhat more involved than the rest of the the book. Several models of interest rate dynamics are discussed here very clearly, including the Ho/Lee, Vasicek, Cox-Ingersoll-Ross, Black-Karasinski, and Brace-Gatarek-Musiela models. A few of these models were unfamliar to me so I appreciated the author's detailed discussion. The book ends with a discussion of extensions to the Black-Scholes model. The emphasis is on multiple stock and foreign currency interest-rate models. A brief discussion of the Harrison/Pliska theorem is given with references indicated for the proof. An excellent book and recommended for beginning students or mathematicians interested in entering the field. My sole objection is the paucity of exercises in the last few chapters.

45 of 48 people found the following review helpful.
Absolutely top-notch
By A Customer
This is an elegant book for students of financial mathematics. You won't see the tedious Theorem/Proof format so common in other similar textbooks. But what it lacks in rigor it more than makes up for in other more important areas: superb writing, clear explanations and brilliant insight into the most popular valuation models. For instance, the concise but very clear derivation of the Black-Scholes formula should impress anyone who has studied the PDE-based derivation covered by Hull and others.
There is little discussion of empirical issues. This, in my opinion, was a wise choice by the authors. Any such discussion would severely dilute the strength of the book -- namely, the fundamentals of stochastic calculus applied to arbitrage pricing. For those interested in empirical features of the markets, I'd suggest "Econometrics of Financial Markets" (Andy Lo, et al).
I find it ironic that the punchline for the whole book -- a chapter on exotic option valuation where probabilistic techniques such as the reflection principle naturally come into play -- did not make it to production. But this excellent chapter is available on the errata Web page under [...]
This book is a great place to begin study for quantitative MBA students or math students with an interest in option valuation. Supplement this book with Oksendal or Karatzas / Shreve, perhaps, for more in-depth material on stochastic calculus.

27 of 28 people found the following review helpful.
A Necessary Book for (aspiring) Financial Engineers
By longhorn24
Baxter/Rennie deserves its reputation as the best introductory book to modern financial engineering because of its terse, elegant description of the martingale approach to asset pricing. The basic machinery of financial engineering comes from fields in applied analysis such as stochastic calculus and martingale theory, whose presentation is often weighed down with overbearing technical considerations. While necessary from a mathematician's perspective (and often relevant even in many real-world cases), a reader with mathematical maturity but without formal training in measure theory or probability can nonetheless appreciate and understand the basic tools used over and over again in Black-Scholes, and more generally, in martingale methods for pricing.

The quantitative analyst often needs to thorougly understand both the theory and the techical aspects of implementation of these models, and often studies these subjects in graduate programs. Many participants in quantitative fields such as fixed income and derivative trading/pricing often want an intuitive notion of what these "quants" are doing. Baxter/Rennie serves as a good book that is far more advanced than the excellent book by Hull; the latter is a wonderful introduction to quantitative fields, but Baxter/Rennie is the first book that truly introduces the math in a unified presentation that encompasses the three most important tools of mathematical finance (assuming, of course, the Ito-Doeblin calculus driven by Brownian motion); the Cameron-Martin-Girsanov (CMG) Theorem that permits changes of measure, the Feynman-Kac formula and the Martingale Representation Theorem.

Like most books on the subject, Baxter/Rennie attempts (but actually succeeds unlike many competing texts) to give a relatively harmless, intuitive introduction to the Ito-Doeblin calculus and martingales; the two are linked through the martingale properties of Brownian motion, which later permits martingale pricing under a risk-neutral measure.

Chapter 3, the core of the book, introudces Black-Scholes-Merton theory as a simple, special case of martingale pricing. For those who are sick of reading PDE proofs of the Black-Scholes formula that are technically correct but don't actually teach anything about finance, this chapter is for you.

Chapter 5, which introduces the market models of modern fixed income pricing, provides a presentation different from most other books by introducing the general methods (Heath-Jarrow-Morton, or HJM) models first, and giving the short-rate models as a special case of the HJM model. While this is chronologically out-of-order and arguably gives the "harder" case first, it is consistent with the no-arbitrage (or martingale) approach to asset pricing and emphasizes the approach that now dominates the feld.

The final chapter provides an extension of the models in the previous chapter, i.e. by generalizing to the multidimensional cases, etc. These are intuitively similar (although technically more complex) to the cases presented in the earlier chapters, and in keeping with the simple, elegant presentation of the book, are treated appropriately as relatively basic extensions.

Baxter/Rennie emphasizes the models, not the pricing of individual securities; the elegance and economic meaning are stressed at the expense of practical considerations in many cases. For this reason, the book would be a good text for a motivated undergradate studying math/"hard" sciences or an MBA student, quantitative traders or other practitioners responsible for using, but not building models.

For those learning quantitative analysis more seriously, this book would be a good complement to Shreve's Stochastic Calculus in Finance Vol II (not to be confused with the MUCH more technical monograph by the same author). The latter covers many more mathematical topics and their applications in pricing actual instruments, and has an exhaustive list of excellent problems; nonetheless, the book is meant for a full-year sequence in mathematical finance at the Masters' level and by the very nature of being so complete it lacks the elegance of Baxter/Rennie.

My recommendation for those learning mathematical finance is to buy both Baxter/Rennie and Shreve Vol. II. Work through the problems in the latter text and you'll know a little bit of everything from stochastic volatility to jump proceses. Review the former before and interview and you'll be able to quickly answer basic questions in simple English (or whatever language you speak other than math). While it doesn't have many good problems (and they are relatively basic compared to Shreve, for example), that's not the point of the book - it's meant to develop intuition, not technical skill or theoretical abstraction. Buy both - if you're entering this field or are already studying/working in it, you can afford both of them.

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# Ebook Download Flies (Lannan Literary Selections), by Michael Dickman

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Flies (Lannan Literary Selections), by Michael Dickman

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"Hilarity transfiguring all that dread, manic overflow of powerful feeling, zero at the bone—Flies renders its desolation with singular invention and focus and figuration: the making of these poems makes them exhilarating."—James Laughlin Award citation

"Reading Michael [Dickman] is like stepping out of an overheated apartment building to be met, unexpectedly, by an exhilaratingly chill gust of wind."—The New Yorker

"These are lithe, seemingly effortless poems, poems whose strange affective power remains even after several readings."—The Believer

Winner of the James Laughlin Award for the best second book by an American poet, Flies presents an uncompromising vision of joy and devastating loss through a strict economy of language and an exuberant surrealism. Michael Dickman's poems bring us back to the wonder and violence of childhood, and the desire to connect with a power greater than ourselves.

What you want to remember
of the earth
and what you end up
remembering
are often two
different things

Michael Dickman was born and raised in Portland, Oregon. His first book of poems, The End of the West, appeared in 2009 and became the best-selling debut in the history of Copper Canyon Press. His poems appear frequently in The New Yorker, and he teaches poetry at Princeton University.

• Sales Rank: #1493874 in eBooks
• Published on: 2012-12-11
• Released on: 2012-12-11
• Format: Kindle eBook

From Publishers Weekly
Few poetry debuts found more attention than Dickman's The End of the West: the difficult working-class childhood he shared with his twin brother, Matthew (also a poet), and the twins' memorable early acting careers prompted a long profile in the New Yorker. Fortunately, the verse itself did measure up: the nightmarish intensities of his terse and fractured lines, their zigzags between religious transcendence and confessional shame, won Dickman a great deal of admiration. This second collection may not surprise, but it won't disappoint. Scarily clipped or deliberately awkward to reflect the extremes he feels, Dickman looks into the depths of his psyche, remembering his dead older brother, other dead relatives, and the omnipresent fact of death: "At the end of one of the billion light years of loneliness// I stuff my mom and dad into a little red wagon and drag them out into the ocean// Waves the color of their eyelids." The poems at their best might frighten their author, and their reader too: "You're going to die anyway and not just because it's natural but because they want you to," Dickman exclaims: no wonder he says, elsewhere, "I want to burn down the forest/ that's been growing/ all night/ in my brain." (May)
(c) Copyright PWxyz, LLC. All rights reserved.

Review
"This is only [Michael] Dickman’s second book...he already seems a major American talent."—New York Times Book Review

About the Author
Michael Dickman: Michael Dickman was born and raised in Portland, Oregon. His debut volume of poetry, The End of the West, appeared in 2009. He has received fellowships from the Michener Center for Writers, the Fine Arts Work Center, and the Vermont Studio Center. His poems appear frequently in The New Yorker, and he teaches poetry at Princeton University.

Most helpful customer reviews

6 of 6 people found the following review helpful.
Writing Toward Resolution, and Grace
By Glynn Young
A death too soon is always a tragedy. A death too soon in the family changes the family forever. And what if that death too soon is a suicide?

The suicide of an older brother is one the primary themes of Michael Dickmann's "Flies," a collection of spare, sparse, concisely worded poems that create the ravaging of one's memory and soul in the face of a brother's death. The poems become a narrative means of resolution, and one means Dickmann employs to do that is the language and imagery of faith and religion.

In the very first poem, "Dead Brother Superhero," he evokes both a typical childhood memory - playing a superhero - and the need for salvation:

You don't have to be
afraid

anymore

His super-outfit is made from handfuls of oil and garbage blood and
pinned together by stars

Flying
around the room
like a

mosquito

Drinking all the blood
or whatever we
have

to save us
who

need to be saved.

The poems move forward - and there's a definite motion forward, toward some yet undefined moment or goal or idea - until reaching a series of 14 poems entitled "Stations," a poetic rendering of the Stations of the Cross. It is in this series that a kind of confrontation happens, for the poems combine the sacred and profane, anger with hope, frustration with resistance with surrender. Consider the fifth poem in the series:

What does the little cross want with us anyway?

To grind us into diamonds

To make us dance

To tear our arms off and throw them out into the yard like sticks

I need help carrying these sticks

The diamonds

Dancing

The little cross hunches in the corner and stares and drools
coughing up white petals

It never takes its hundred eyes off us

When we feint to the left the little cross feints to the left

To the right to the right

When we call to our mothers

The little cross answers.

Dickmann moves ultimately to resolution, and achieves grace, the grace of coming home and achieving peace with one's own soul. Yes, a death too soon changes everything, but survivors can work their way home.

"Flies" is a remarkable collection of poetry. It won the James Laughlin Award of the Academy of American Poets, which is given to support and commend a poet's second book. (His first collection, "The End of the West," was published in 2009.) His poem "Returning to Church," not in this collection, was selected by Narrative Magazine for the 2008 Narrative Prize.

5 of 6 people found the following review helpful.
Flies
By P.H.
These poems are surreal but tediously so; random fragments with an occasional emergent theme (primarily the suicide of the author's brother), but not particularly moving or impressive as poetry, alas.

0 of 0 people found the following review helpful.
Smart and incredibly evocative while superbly understated
By Kyrux Macist
Smart and incredibly evocative while superbly understated. Similar in tone but polar opposite in style of his brother, Matthew Dickman. These two have quickly become two of my favorite working poets.

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