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  • 1
    Call number: PIK B 160-09-0275
    Description / Table of Contents: Contents: Chapter 1: Introduction. ; PART ONE: Probability and Statistics. ; Chapter 2: Discrete Probability Distributions. ; Chapter 3: Continuous Probability Distributions. ; Chapter 4: Describing a Probability Distribution Function: Statistical Moments and Quantiles. ; Chapter 5: Joint Probability Distributions. ; Chapter 6: Copulas. ; Chapter 7: Stable Distributions. ; Chapter 8: Estimation Methodologies.PART TWO: Stochastic Processes. ; Chapter 9: Stochastic Processes in Discrete Time and Time Series Analysis. ; Chapter 10: Stochastic Processes in Continuous Time. ; PART THREE: Portfolio Selection. ; Chapter 11: Equity and Bond Return Distributions. ; Chapter 12: Risk Measures and Portfolio Selection. ; Chapter 13: Risk Measures in Portfolio Optimization and Performance Measures. ; PART FOUR: Risk Management. ; Chapter 14: Market Risk. ; Chapter 15: Credit Risk. ; Chapter 16: Operational Risk.PART FIVE: Option Pricing. ; Chapter 17: Introduction to Option Pricing and the Binomial Model. ; Chapter 18: Black-Scholes Option Pricing Model. ; Chapter 19: Extension of the Black-Scholes Model and Alternative Approaches. ; INDEX.
    Type of Medium: Monograph available for loan
    Pages: XIII, 369 S. : zahlr. graph. Darst.
    ISBN: 0471718866 , 978-0-471-71886-4
    Series Statement: The Frank J. Fabozzi series
    Location: A 18 - must be ordered
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  • 2
    Call number: PIK B 160-09-0276
    Description / Table of Contents: Contents: CHAPTER 1. Introduction ; PART ONE. Portfolio Allocation: Classical Theory and Extensions ; CHAPTER 2. Mean-Variance Analysis and Modern Portfolio Theory ; CHAPTER 3. Advances in the Theory of Portfolio Risk Measures ; CHAPTER 4. Portfolio Selection in Practice ; PART TWO. Robust Parameter Estimation ; CHAPTER 5. Classical Asset Pricing ; CHAPTER 6. Forecasting Expected Return and Risk ; CHAPTER 7. Robust Estimation ; CHAPTER 8. Robust Frameworks for Estimation: Shrinkage, Bayesian Approaches, and the Black-Litterman Model ; PART THREE. Optimization Techniques ; CHAPTER 9. Mathematical and Numerical Optimization ; CHAPTER 10. Optimization under Uncertainty ; CHAPTER 11. Implementing and Solving Optimization Problems in Practice ; PART FOUR. Robust Portfolio Optimization ; CHAPTER 12. Robust Modeling of Uncertain Parameters in Classical Mean-Variance Portfolio Optimization ; CHAPTER 13. The Practice of Robust Portfolio Management: Recent Trends and New Directions ; CHAPTER 14. Quantitative Investment Management Today and Tomorrow ; APPENDIX A. Data Description: The MSCI World Index ; INDEX
    Type of Medium: Monograph available for loan
    Pages: XVI, 495 S. : graph. Darst.
    ISBN: 047192122X , 978-0-471-92122-6
    Series Statement: Frank J. Fabozzi series
    Location: A 18 - must be ordered
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  • 3
    Monograph available for loan
    Monograph available for loan
    Karlsruhe : Selbstverlag der Universität Karlsruhe
    Associated volumes
    Call number: PIK N 456-03-0059
    In: Wissenschaftliche Berichte des Instituts für Meteorologie und Klimaforschung der Universität Karlsruhe
    Type of Medium: Monograph available for loan
    Pages: Online-Ressource (231 p., 2,47 Mb.) , graphs
    Edition: [Elektronische Ressource]
    ISSN: 0179-5619
    Series Statement: Wissenschaftliche Berichte des Instituts für Meteorologie und Klimaforschung der Universität Karlsruhe FZKA 6784
    Note: Auch u.d.T.:Also: Wissenschaftliche Berichte des Instituts für Meteorologie und Klimaforschung der Universität Karlsruhe ; 30 , Auch u.d.T.:Also available as printed version , Zugl.: Karlsruhe, Univ., Diss., 2002
    Location: A 18 - must be ordered
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  • 4
    Call number: SR 90.0001(1085-B)
    In: U.S. Geological Survey bulletin
    Type of Medium: Series available for loan
    Pages: III S., S. 51-84 + 1 pl.
    Series Statement: U.S. Geological Survey bulletin 1085-B
    Language: English
    Location: Lower compact magazine
    Branch Library: GFZ Library
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  • 5
    Series available for loan
    Series available for loan
    Washington, DC : United States Gov. Print. Off.
    Associated volumes
    Call number: SR 90.0001(1085-D)
    In: U.S. Geological Survey bulletin
    Type of Medium: Series available for loan
    Pages: V S., S. 105-188 + 1 pl.
    Series Statement: U.S. Geological Survey bulletin 1085-D
    Language: English
    Location: Lower compact magazine
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  • 6
    Series available for loan
    Series available for loan
    Washington, DC : United States Gov. Print. Off.
    Associated volumes
    Call number: SR 90.0001(1085-C)
    In: U.S. Geological Survey bulletin
    Type of Medium: Series available for loan
    Pages: III S., S. 85-104 + 1 pl.
    Series Statement: U.S. Geological Survey bulletin 1085-C
    Language: English
    Location: Lower compact magazine
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  • 7
    Call number: SR 90.0002(454-J)
    In: Professional paper
    Type of Medium: Series available for loan
    Pages: IV, J-25 S. + 10 pl.
    Series Statement: U.S. Geological Survey professional paper 454-J
    Language: English
    Location: Lower compact magazine
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  • 8
    Call number: PIK B 160-10-0056
    Description / Table of Contents: Contents: 1. Introduction ; 2. Origins and development of the EU ETS ; 3. Allowance allocation ; 4. Effects of free allocation ; 5. Market development ; 6. Emissions abatement ; 7. Industrial competitiveness ; 8. Costs ; 9. Linkage and global implications ; 10. Conclusions ; Annex: The interaction between the EU ETS and European electricity markets
    Type of Medium: Monograph available for loan
    Pages: XXI, 368 S. : graph. Darst.
    ISBN: 9780521196475
    Location: A 18 - must be ordered
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  • 9
    Monograph available for loan
    Monograph available for loan
    Chantilly, Va. : Mineralogical Society of America
    Associated volumes
    Call number: 11/M 08.0443
    In: Reviews in mineralogy & geochemistry
    Description / Table of Contents: Minerals are intrinsically resistant to the processes that homogenize silicate liquids—their compositions thus yield an archive of volcanic and magmatic processes that are invisible at the whole rock scale. New experiments, and recent advances in micro-analytical techniques open a new realm of detail regarding the mineralogical record; this volume summarizes some of this progress. The alliance of the sub-fields reviewed in this volume bear upon fundamental issues of volcanology: At what depths are eruptions triggered, and over what time scales? Where and why do magmas coalesce before ascent? If magmas stagnate for thousands of years, what forces are responsible for initiating final ascent, or the degassing processes that accelerate upward motion? To the extent that we can answer these questions, we move towards formulating tests of mechanistic models of volcanic eruptions (e.g., Wilson, 1980; Slezin, 2003; Scandone et al., 2007), and hypotheses of the tectonic controls on magma transport (e.g., ten Brink and Brocher, 1987; Takada, 1994; Putirka and Busby, 2007). Our goal, in part, is to review how minerals can be used to understand volcanic systems and the processes that shape them; we also hope that this work will spur new and integrated studies of volcanic systems. Our review begins by tracing the origins of mineral grains, and methods to estimate pressures (P) and temperatures (T) of crystallization. Hammer shows how "dynamic" experiments (conducted with varying P or T) yield important insights into crystal growth. Chapters by Putirka, Anderson, and Blundy and Cashman review various igneous geothermometers and geobarometers and introduce new calibrations. Among these chapters are many familiar models involving olivine, amphibole, feldspar, pyroxene, and spinel. Blundy and Cashman introduce new methods based on phase equilibria, and in another chapter, Hansteen and Klügel review P estimation based on densities of entrapped fluids and appropriate equations of state. Rutherford's chapter returns to the issue of disequilibrium, with a review of methods to estimate magma ascent rates, and a summary of results. Our volume then moves to a review of melt inclusions. Kent shows how pre-mixed magma compositions can be preserved as inclusions, providing a window into pre-eruptive conditions. Métrich and Wallace review the volatile contents in basaltic melt inclusions and "magma degassing paths". Such methods rely upon vapor saturation pressures, which are derived from experimentally calibrated models. Chapters by Moore and Blundy and Cashman test two of the most important models, by Newman and Lowenstern (2002) (VolatileCalc) and Papale et al. (2006). Moore provides a guide to the appropriate use of these models, and their respective errors. The next four chapters document insights obtained from isotopic studies and diffusion profiles. Ramos and Tepley review developments of micro-analytical isotope measurements, which now have the potential to elucidate even the most cryptic of open system behaviors. Cooper and Reid examine the time scales for such processes through U-series age dating techniques, and Bindeman reviews oxygen isotopes and their uses as tracers of both magmas and crystals. Costa then reviews yet another means to estimate the rates of magmatic processes, using mineral diffusion profiles, with important implications for magma processing. In the next two chapters, Streck reviews an array of imaging methods and mineral textures, and their potential for disentangling mixed magmas, and Armienti takes a new look at the analysis of crystal size distributions (CSD), with applications to Mt. Etna. Our volume concludes with a chapter by Bachmann and Bergantz summarizing compositional zonations and a review of the thermal and compositional forces that drive open system behavior. Finally, descriptions of many of the most common analytical approaches are also reviewed within these chapters. Analytical topics include: secondary ion mass spectrometry (Blundy and Cashman; Kent); electron microprobe (Blundy and Cashman; Kent; Métrich and Wallace; laser ablation ICP-MS (Kent; Ramos and Tepley); Fourier transform infrared spectroscopy (Moore; Métrich and Wallace); microsampling and isotope mass spectrometry (Ramos and Tepley); U-series measurement techniques (Cooper and Reid); Nomarski differential interference contrasts (Streck); micro-Raman spectroscopy (Métrich and Wallace); back-scattered electron microscopy, and cathodoluminescence (Blundy and Cashman). As noted, our hope is that integrated studies can bring us closer to understanding how volcanic systems evolve and why eruptions occur. Our primary goal is to review how minerals can be used to understand volcanic systems; we also hope that this review might spur new and integrated studies of volcanic systems.
    Type of Medium: Monograph available for loan
    Pages: xiv, 674 S. , Ill., graph. Darst.
    ISBN: 0-939950-83-9 , 978-0-939950-83-6
    ISSN: 1529-6466
    Series Statement: Reviews in mineralogy & geochemistry 69
    Classification:
    Petrology, Petrography
    Note: Chapter 1. Introduction to Minerals, Inclusions and Volcanic Processes by Keith D. Putirka, p. 1 - 8 Chapter 2. Experimental Studies of the Kinetics and Energetics of Magma Crystallization by Julia E. Hammer, p. 9 - 60 Chapter 3. Thermometers and Barometers for Volcanic Systems by Keith D. Putirka, p. 61 - 120 Chapter 4. Thermometers and Thermobarometers in Granitic Systems by J. Lawford Anderson, Andrew P. Barth, Jospeh L. Wooden, and Frank Mazdab, p. 121 - 142 Chapter 5. Fluid Inclusion Thermobarometry as a Tracer for Magmatic Processes by Thor H. Hansteen and Andreas Klügel, p. 143 - 178 Chapter 6. Petrologic Reconstruction of Magmatic System Variables and Processes by Jon Blundy and Kathy Cashman, p. 179 - 240 Chapter 7. Magma Ascent Rates by Malcolm J. Rutherford, p. 241 - 272 Chapter 8. Melt Inclusions in Basaltic and Related Volcanic Rocks by Adam J.R. Kent, p. 273 - 332 Chapter 9. Interpreting H2O and CO2 Contents in Melt Inclusions: Constraints from Solubility Experiments and Modeling by Gordon Moore, p. 333 - 362 Chapter 10. Volatile Abundances in Basaltic Magmas and Their Degassing Paths Tracked by Melt Inclusions by Nicole Métrich and Paul J. Wallace, p. 363 - 402 Chapter 11. Inter- and Intracrystalline Isotopic Disequilibria: Techniques and Applications by Frank C. Ramos and Frank J. Tepley III, p. 403 - 444 Chapter 12. Oxygen Isotopes in Mantle and Crustal Magmas as Revealed by Single Crystal Analysis by Ilya Bindeman, p. 445 - 478 Chapter 13. Uranium-series Crystal Ages by Kari M. Cooper, Mary R. Reid, p. 479 - 544 Chapter 14. Time Scales of Magmatic Processes from Modeling the Zoning Patterns of Crystals by Fidel Costa, Ralf Dohmen, and Sumit Chakraborty, p. 545 - 594 Chapter 15. Mineral Textures and Zoning as Evidence for Open System Processes by Martin J. Streck, p. 595 - 622 Chapter 16. Decryption of Igneous Rock Textures: Crystal Size Distribution Tools by Pietro Armienti, p. 623 - 650 Chapter 17. Deciphering Magma Chamber Dynamics from Styles of Compositional Zoning in Large Silicic Ash Flow Sheets by Olivier Bachmann and George W. Bergantz, p. 651 - 674
    Location: Reading room
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  • 10
    Monograph available for loan
    Monograph available for loan
    Oxford : Oxford University Press
    Call number: PIK E 220-19-93119
    Type of Medium: Monograph available for loan
    Pages: XX, 706 Seiten , Illustrationen, Diagramme , 24 cm
    Edition: Reprinted
    ISBN: 0192821474 , 9780192821478
    Language: Undetermined
    Location: A 18 - must be ordered
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