Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate student, professional quant and researcher will benefit. This book stands out from all other existing books in quantitative finance from the sheer impressive range of ready-to-use software and accessible theoretical tools that are provided as a complete package. By proceeding from simple to complex, the authors cover core topics in derivative pricing and risk management in a style that is engaging, accessible and self-instructional. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the books material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Masters program in mathematical finance. As a bonus to the reader, the book also gives a detailed exposition on new cutting-edge theoretical techniques with many results in pricing theory that are published here for the first time. *Includes easy-to-implement VB/VBA numerical software libraries *Proceeds from simple to complex in approaching pricing and risk management problems *Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives.

At some point in their careers, mental health professionals may face legal action from clients. Clients may be noncompliant regarding policies agreed upon at the outset of therapeutic services, not adhere to an individualized treatment plan, be inappropriately aggressive, and file unjustified ethics and licensing complaints and/or lawsuits. Unfortunately, many mental health practitioners are not prepared for such actions and suffer great distress that affects their professional and personal lives. This practical text, written by an author who is both a psychologist and an attorney, demonstrate.

Risk managers are under pressure to compete in a competitive environment while solidly honouring their obligations and navigating their business safely toward the future. This book provides many insightful ideas, concepts and methods to help shape or reshape value propositions.

The authors "show you how to identify and track the recurring issues leading to failure in IT projects, and [they] provide a proven, modern method for addressing them. By following the recommendations in this book, readers will significanctly reduce the risk of IT failures and increase the rate of success." [Back cover].

Written for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology required and IT systems and structures to support it according to Basel II. The book is consistent with the risk management certification process of GARP, as well as the accounting rules of IFRS, based on research the author conducted with IASB. The author provices an in-depth discussion of the types of risk, stress analysis and the use of scenarios, mathematical models, and IT systems and infrastructure requirements. * Written in clear, straightforward style for financial industry executives to provide necessary information for risk control decisionmaking * Consistent with GARP, IFRS and IASB risk management processes and procedures * Explains stress testing and its place in risk control.

Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control. This book will be of interest to physicists curious about finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance.

Many of us have endured a stint in food service, whether it was our first venture into the working world or served as a part-time job strictly for extra income. For the majority of us, there was never any intention of pursuing it as a career. However, the fast pace and interaction with a variety of people delights some, and they develop an enthusiastic attitude toward the business. These people often understand the sound fundamentals of food preparation, appreciate the value of personal service, and possess excellent people skills. But there is much more to the world of food service and food