Friday, September 30, 2011

Design and Modeling for Computer Experiments (Chapman & Hall/CRC Computer Science & Data Analysis)

Design and Modeling for Computer Experiments (Chapman & Hall/CRC Computer Science & Data Analysis)

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Product Description

Computer simulations based on mathematical models have become ubiquitous across the engineering disciplines and throughout the physical sciences. Successful use of a simulation model, however, requires careful interrogation of the model through systematic computer experiments. While specific theoretical/mathematical examinations of computer experiment design are available, those interested in applying proposed methodologies need a practical presentation and straightforward guidance on analyzing and interpreting experiment results.

Written by authors with strong academic reputations and real-world practical experience, Design and Modeling for Computer Experiments is exactly the kind of treatment you need. The authors blend a sound, modern statistical approach with extensive engineering applications and clearly delineate the steps required to successfully model a problem and provide an analysis that will help find the solution. Part I introduces the design and modeling of computer experiments and the basic concepts used throughout the book. Part II focuses on the design of computer experiments. The authors present the most popular space-filling designs - like Latin hypercube sampling and its modifications and uniform design - including their definitions, properties, construction and related generating algorithms. Part III discusses the modeling of data from computer experiments. Here the authors present various modeling techniques and discuss model interpretation, including sensitivity analysis. An appendix reviews the statistics and mathematics concepts needed, and numerous examples clarify the techniques and their implementation.

The complexity of real physical systems means that there is usually no simple analytic formula that sufficiently describes the phenomena. Useful both as a textbook and professional reference, this book presents the techniques you need to design and model computer experiments for practical problem solving.

Design and Modeling for Computer Experiments (Chapman & Hall/CRC Computer Science & Data Analysis) Review

I came from an engineering background and found this book accessible. It works out good examples which illustrate the concepts at hand. This is one of the book's greatest assets and also one of its flaws. Some of the examples contain typos which can be confusing when you are trying to learn. However, the text is generally clear enough that you can figure out where mistakes were made. All in all I think this is a good book if you want to jump into DOA and modeling for computer experiments. It gives a nice overview with enough depth to be useful.

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Thursday, September 29, 2011

Heavenly Priesthood in the Apocalypse of Abraham

Heavenly Priesthood in the Apocalypse of Abraham

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The Apocalypse of Abraham is a vital source for understanding both Jewish apocalypticism and mysticism. Written anonymously soon after the destruction of the Second Jerusalem Temple, the text envisions heaven as the true place of worship and depicts Abraham as an initiate of celestial priesthood. Andrei A. Orlov focuses on the central rite of the Abraham story � the scapegoat ritual that receives a striking eschatological reinterpretation in the text. He demonstrates that the development of the sacerdotal traditions in the Apocalypse of Abraham, along with a cluster of Jewish mystical motifs, represents an important transition from Jewish apocalypticism to the symbols of early Jewish mysticism. In this way, Orlov offers unique insight into the complex world of the Jewish sacerdotal debates in the early centuries of the Common Era. The book will be of interest to scholars of early Judaism and Christianity, Old Testament studies, and Jewish mysticism and magic.

Heavenly Priesthood in the Apocalypse of Abraham Review

I'm sure this is a good read, as it is Mysticism, the much-neglected spiritual reality of scripture, both Middle Eastern and otherwise. But I'll wait until the price comes down. $63 for a Kindle? Really? There's no print run!

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Wednesday, September 28, 2011

How to Complete a Risk Assessment in 5 Days or Less

How to Complete a Risk Assessment in 5 Days or Less

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Product Description

Successful security professionals have had to modify the process of responding to new threats in the high-profile, ultra-connected business environment. But just because a threat exists does not mean that your organization is at risk. This is what risk assessment is all about. How to Complete a Risk Assessment in 5 Days or Less demonstrates how to identify threats your company faces and then determine if those threats pose a real risk to the organization. To help you determine the best way to mitigate risk levels in any given situation, How to Complete a Risk Assessment in 5 Days or Less includes more than 350 pages of user-friendly checklists, forms, questionnaires, and sample assessments. Presents Case Studies and Examples of all Risk Management Components Based on the seminars of information security expert Tom Peltier, this volume provides the processes that you can easily employ in your organization to assess risk. Answers such FAQs as: Why should a risk analysis be conducted? Who should review the results? How is the success measured? Always conscious of the bottom line, Peltier discusses the cost-benefit of risk mitigation and looks at specific ways to manage costs. He supports his conclusions with numerous case studies and diagrams that show you how to apply risk management skills in your organization � and it� s not limited to information security risk assessment. You can apply these techniques to any area of your business. This step-by-step guide to conducting risk assessments gives you the knowledgebase and the skill set you need to achieve a speedy and highly-effective risk analysis assessment in a matter of days.

How to Complete a Risk Assessment in 5 Days or Less Review

Imagine a patient bleeding to death in an emergency room while doctors tell his family that they will run tests on him in a week or so. Similarly, many organizations operate amid critical IT security risks, absent without any clear knowledge about them because those answers often take far too long to obtain.

How to Complete a Risk Assessment in 5 Days or Less is a valuable reference guide that can help readers identify the myriad threats that their organizations face. Once they are identified, the book shows how you can make the right triage decisions about whether those threats pose a real risk to your company or are innocuous.

The book is built around the concept of a Facilitated Risk Analysis and Assessment Process (FRAAP). The process is designed to be implemented by organizations without outside help. The book's five chapters take the reader through the process from prescreening and performing a business impact analysis to the last step, the gap analysis.

The majority of the book--roughly three quarters of it--consists of appendices to be used during the FRAAP. They cover every aspect of the process from listing the team members and developing a project scope statement to completing various checklists and questionnaires.

Unfortunately, the book does not include a CD-ROM containing its various appendices and checklists, nor is it available online. The book's planned second edition, however, is supposed to include such a disc.

Other than that, this work is a critical resource that can help an organization get up to speed with its risk management program. Readers looking to get their organizations out of the risk management "emergency room" will find this an indispensible and valuable guide.

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Tuesday, September 27, 2011

Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)

Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)

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This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:
  • C++ fundamentals and object-oriented thinking in QF
  • Advanced object-oriented features such as inheritance and polymorphism
  • Template programming and the Standard Template Library (STL)
  • An introduction to GOF design patterns and their applications in QF Applications

The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.

This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF.

This book is the perfect companion to Daniel J. Duffy� �s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)

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Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series) Review

The motivation and objective of the book are quite appealing, teaching C++ to people who want to move to quant finance. However, the job is not well implemented. I read through most of the book and were quite surprised on the number of chapters and how few contents each chapter contains. Each chapter just gently touches the surface of the subject and it hardly covers much useful knowledge of C++ compared to C++ primer and effective C++ books. If one is new to C++, do not expect to learn much from the book. If one is quite familar to C++ but has not much experience on applying C++ to quant finance, the use of this book is quite limited. Although some example codes are printed in the book, there are really few further explanation on the design and syntax of the codes.

Moreover, the book is way overpriced given its limited value. I still regret much spending 70 bucks on it.
In conclusion, it has an attractive title but is not well designed and written.

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Monday, September 26, 2011

Modern Algebra and the Rise of Mathematical Structures

Modern Algebra and the Rise of Mathematical Structures

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This book describes two stages in the historical development of the notion of mathematical structures: first, it traces its rise in the context of algebra from the mid-1800s to 1930, and then considers attempts to formulate elaborate theories after 1930 aimed at elucidating, from a purely mathematical perspective, the precise meaning of this idea.

Modern Algebra and the Rise of Mathematical Structures Review

Corry's work is a truly amazing piece of scholarship. As appreciative as I normally am for histories of mathematics, I was utterly clueless about the techtonic shift in attitudes toward algegraic and structural/relational thinking which has become the hallmark or contemporary mathematics that occurred in the late 19th, early 20th Centuries.

This is an exceptionally careful bit of scholarship that should be of substantial interest to anyone with even a casual interest in mathematics, algebra, and logic. It does not bog the reader down with excessive mathematical detail -- it is, after all, a work in history rather than mathematics 'simpliciter.' Corry develops his argument with a meticulous attention to detail coupled with a well-crafted prose style that makes this book a "MUST HAVE" for anyone with even a tangential concern for the history &/or philosophy of mathematics, or any of the fields related to those.

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