Manufacturing Processes Reference Guide

Manufacturing Processes Reference Guide
By:"Robert H. Todd","Dell K. Allen","Leo Alting"
Published on 1994 by Industrial Press Inc.

Breaks down the treatment of each process into three categories: Knowledge, Application, and Development and organizes each process family based on common characteristics. Comprehensively illustrates, defines, and explains each process to provide the reader with an unequaled understanding of the process and its applications. Encourages an appreciation of the integration of design and manufacturing engineering activities that results in more practical, less expensive, and better designed products for the consumer. This item replaces 978-0-8311-3049-7. It is now a paperback/print-on-demand edition. Written by a team of educators with unmatched experience, in collaboration with a consortium of industrial representatives from Black and Decker, Boeing, Caterpillar, General Motors, Grumman, Tektronix, Texas Instruments, Westinghouse, and Xerox, Manufacturing Processes Reference Guide provides thorough descriptions of over 125 of the most important processes available to industry today. This important resource encompasses the entire spectrum of manufacturing, from \

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" Used with Fundamental Principles of Manufacturing Processes, the two books provide all the information needed to identify the ideal process for a specific manufacturing requirement.

Financial Modelling with Jump Processes

Financial Modelling with Jump Processes
By:"Peter Tankov"
Published on 2003-12-30 by CRC Press

WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Lévy processes are beyond their reach. Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Lévy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.

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