3ds max超级渲染器焦散之王V-ray培训讲座

作者：  闫威编著

出版社：海洋出版社,2006

简介：　　这是一部专门介绍如何用3ds max 7配套的、美名“焦散之王’VRay对三维对象进行渲染的教科书。本书是应广大读者的迫切需求，用20章、近12个小时的个视频化讲解、再结合丰富的典型的实例，将VRay的基础知识、核心功能和具体操作技能进行了淋漓尽致的描述，充分展示了VRay三维渲染的强大功能。 　　本书由20章构成，内容包括VRay基础知识、VRay通用设置、VRay间接照明(GI)(全局光照)、发光贴图渲染引擎、Quasi—Monte Carlo光子贴图／准蒙特卡罗渲染引擎、LigtitCache灯光缓存渲染引擎、Caustics焦散、QMC Sampler准蒙特卡罗采样器、G—Buffer／ColorMappingG缓冲器／颜色贴图、Camera摄影机、DefaultDisplacemen默认置换、System系统，VRayught／VRayshadows灯光／阴影、VRaymtl材质、VRayLightMtlNRayMtlWrapper灯光材质／包裹材质，VRay程序贴图，VRay物体，VRayDisplacementMod置换修改器，VRayToon卡通效果。 　　本书配套光盘内容包括书中所有实例的场景以及贴图文件，片长700多分钟的视频教学,从VRay的安装、全局设置、间接照明渲染引擎的使用、焦散效果、到各种光影材质的运用以及修改器、卡通效果的制作，都无一例外的收集到本书和配套光盘中，相信能给各位读者极大帮助。 　　本书既是三维动画、室内效果图、建筑效果图和商业产品设计等广大从业人员优秀自学用书，又可作为高等院校室内装潢课程辅导用书。 　　书中文例题材广泛，涵盖商业产品设计、室内设果图设计及建筑效果图表现设计等诸多方面，_在介绍典型作品的同时，还提供了最前沿的技术与解决方案，真正做到技巧、秘技毫无保留，本书旨在帮助读者掌握一项新的演染技术，以提高读者的渲染水平，丰富读者的创业手段，使工作和生活更加精彩! 本书配套光盘内容包括书中所有实例的场景以及贴图文件，从VRay的安装、全局设置、间接照明渲染引擎的使用、焦散效果，到各种光影材质的运用以及修改器、卡通效果的制作等。 　　本书是从事室内装潢、三维动画、室内效果图、建筑效果图表现和商业产品设计等广大从业人员最佳工作伴侣。

Business Communication

作者：  (美)卡罗尔·M. 莱曼(Carlo M.Lehman)，(美)戴比·D. 达弗林(Debbie D. DuFene)著

出版社：东北财经大学出版社,2005,2010重印)

简介：　　《商务沟通（第14版）》以一种创新的方式向学生提供了进入职业生涯所必需的沟通知识和经验。它融合了商务沟通领域的传统理论和前沿课题，其所涵盖的内容包括沟通的基本原理，沟通分析，语音、电子和书面沟通，报告和商务讲演以及就业所涉及的沟通技能。这些新的内容借助于简单好用的学习工具、新颖实用的栏目设置得到了完美的阐述。此外，《商务沟通（第14版）》还包含大量来自现实世界的生动翔实的案例，这些案例可以帮助学生通过真实公司的经验学习，掌握商务沟通领域的关键概念和沟通技巧。

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简介："The long-awaited third edition of this standard text maintains the "cookbook" features and Excel dependence that have made the first and second editions so popular. It also offers significant new material, with new chapters covering such topics as bank valuation, the Black-Litterman approach to portfolio optimization, Monte Carlo methods and their applications to option pricing, and using array functions and formulas. Other chapters, including those on basic financial calculations, portfolio models, calculating the variance-covariance matrix, and generating random numbers, have been revised, with many offering substantially new and improved material. Other areas covered include financial statement modeling, leasing, standard portfolio problems, value at risk (VaR), real options, duration and immunization, and term structure modeling.Technical chapters treat such topics as data tables, matrices, the Gauss-Sidel method, and tips for using Excel. The last section of the text covers the Visual Basic for Applications (VBA) techniques needed for the book. The accompanying CD contains Excel worksheets and solutions to end-of-chapter exercises." -- Cover.

Introductory econometrics : using Monte Carlo simulation with Microsoft Excel /

作者：  Humberto Barreto, Frank M. Howland.

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简介：This highly accessible and innovative text and accompanying CD-ROM use Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The Excel add-ins allow students to draw histograms, to compute P-values and robust standard errors, and to construct their own MonteCarlo and bootstrap simulations. For more readers may visit the web site at www.wabash.edu/econometrics.

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简介：Summary: Publisher Summary 1 Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.   Publisher Summary 2 This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and indiviual investors who want to solve various problems encountered when investing and trading in stocks and stock options.  

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简介："This book presents all the computational techniques and tools needed to start doing scientific research using computer simulations. After working through this book, the reader will possess the necessary basic background knowledge, from program design, programming in C, fundamental algorithms and data structures, random numbers, and debugging, all the way to data analysis, presentation and publishing. In each of these fields, no preliminary knowledge is assumed. The reader will be equipped to successfully perform complete projects from the first idea until the final publication. All techniques are explained using many examples in C; these C codes, as well as the solutions to exercises, are readily available on the CD enclosed with this book. The techniques in this book are independent of the fields of research, and hence they are suitable for conducting research projects in physics, chemistry, computer science, biology and engineering. This also means that no problem-dependent algorithms are introduced; therefore, this book does not explain molecular dynamics, Monte Carlo, finite elements and other special-purpose techniques, which would be beyond the scope of a general-purpose book. There has been no similar comprehensive book written so far. Currently, one needs many different books to learn all the necessary elements. With this book, however, one basically needs only a second book on field-specific algorithms in order to be fully equipped to perform computer simulations research."--Publisher’s description.

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简介：Intended as a textbook for electromagnetics or a reference for practicing engineers, the book uses the computer software packages QuickField and MATLAB for visualizing electric and magnetic fields, and for calculating their resulting forces, charge, and current distributions. The concepts of electromagnetism come alive as the readers model real world problems and experiment with currents in biological tissue under electrical stimulation, for superconducting magnetic shielding, Monte Carlo methods, etc. The accompanying CD includes a fully functional version of QuickField (widely used in industry), as well as numerous demonstrations and simulations with MATLAB.

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简介：Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications.Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance.Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation.Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging.Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.

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简介：Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.

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简介：Summary: Publisher Summary 1 The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems. The book comes complete with a DVD filled with sample modeling videos, case studies, and software applications to help the reader get started immediately. The various trial software applications included allows the reader to quickly access the approximately 670 modeling functions, 250 analytical model templates, and powerful risk-based simulation software to help in the understanding and learning of the concepts covered in the book, and also to use the embedded functions and algorithms in their own models. In addition, the reader can get started quickly in running risk-based Monte Carlo simulations, run advanced forecasting methods, and perform optimization on a myriad of situations, as well as structure and solve customized real options and financial options problems. * Only book to show bankers step by step how to comply with Basel II regulations on credit risk * Over 150 hands-on software applications included on the DVD accompanying the book, including sample modeling videos * Provides all the latest quantitative tools  

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简介：Summary: Publisher Summary 1 Derivatives Models on Models聽takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives.The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.The book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include:Clive Granger, Nobel Prize winner in Economics 2003, on CointegrationNassim Taleb on Black SwansStephen Ross on Arbitrage Pricing TheoryEmanuel Derman the Wall Street QuantEdward Thorp on Gambling and TradingPeter Carr the Wall Street Wizard of Option Symmetry and VolatilityAaron Brown on Gambling, Poker and TradingDavid Bates on Crash and JumpsAndrei Khrennikov on Negative ProbabilitiesElie Ayache on Option Trading and ModelingPeter Jaeckel on Monte Carlo SimulationAlan Lewis on Stochastic Volatility and JumpsPaul Wilmott on Paul WilmottKnut Aase on Catastrophes and Financial EconomicsEduardo Schwartz the Yoga Master of Quantitative FinanceBruno Dupire on Local and Stochastic Volatility Models  

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简介："An updated guide to risk analysis and modeling. Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it. This Second Edition provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007. Book supported by author's proprietary risk analysis software found on the companion CD-ROM. Offers both a qualitative and quantitative description of risk. Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file"--

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简介："Computer graphics, and rendering in particular, is full of beautiful theory. The theory covers physical concepts, such as light fields and the interaction of light with different materials, and mathematical concepts, such as integral equations and Monte Carlo integration. The great thing about computers is that they allow us to build rendering systems based on the best theory. This book turns the theory of image-making into a practical method for creating images." from the foreword by Pat Hanrahan, Canon USA Professor, Stanford University From movies to video games, computer-rendered images are pervasive today.Physically Based Rendering introduces the concepts and theory of photorealistic rendering hand in hand with the source code for a sophisticated renderer. By coupling the discussion of rendering algorithms with their implementations, Matt Pharr and Greg Humphreys are able toreveal many of the details and subtleties of these algorithms. But this book goes further; it also describes the design strategies involved with building real systemsthere is much more to writing a good renderer than stringing together a set of fast algorithms. For example, techniques for high-quality antialiasing must be considered from the start, as they have implications throughout the system. The rendering system described in this book is itself highly readable, written in a style called literate programming that mixes text describing thesystem with the code that implements it. Literate programming gives a gentle introduction to working with programs of this size. This lucid pairing of text and codeoffers the most complete and in-depth book available for understanding, designing, and building physically realistic rendering systems. * Winner of an Honorable Mention in the Computer and Information Science category from The Professional and Scholarly Publishing Division (PSP) of the Association of American Publishers (AAP) * Finalist for the 15th Annual Jolt Awards * Companion CD-ROM includes the source code for a complete rendering system for Windows, Mac OS X, and Linuxwith many of the features found in high-quality commercial systems. * The system's plug-in architecture makes its basic structure transparent and allows for new features to be added easily. * The rendering system implements a number of newer or difficult-to-implement algorithms and techniques,including subdivision surfaces, Monte Carlo light transport, and volumetric scattering.

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简介：Computational Geosciences with Mathematica is the only book written by a geologist specifically to show geologists and geoscientists how to use Mathematica to formulate and solve problems. Its topics span a broad range of geologic and mathematical topics, which are drawn from the author's extensive experience in research, consulting, and teaching. The reference and text leads readers step-by-step through geologic applications such as custom graphics programming, data input and output, linear and differential equations, linear and nonlinear regression, Monte Carlo simulation, time series and image analysis, and the visualization and analysis of geologic surfaces. It is packed with actual Mathematica ouput and includes boxed Computer Notes with tips and exploration suggestions. The accompanying CD-ROM contains notebooks of all text and graphics, plus an appendix on color graphics and specialized functions.

Credit Derivatives: Trading, Investing, and Risk Management

作者：  Geoff Chaplin

出版社：JOHNWILEY & SONSINC 2010

简介：The credit derivatives industry has come under close scrutiny over the past 2 years, with the Credit Crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, from traders, structurers, quants and investors. This book covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Credit Derivatives: Risk Management, Trading and Investing provides: A description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring Analysis of the industry standard 'default and recovery' and Copula models including many examples, and a description of the models' shortcomings Tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management A thorough analysis of counterparty risk An intuitive understanding of credit correlation in reality and in the Copula model The book has been thoroughly updated to reflect the changes the industry has seen over the past 5 years, notably with an analysis of the lead up and causes of the credit crisis. It will contain 50% new material, which will include copula valuation and hedging, portfolio optimisation, portfolio products and correlation risk management, pricing in illiquid environments, chapters on the evolution of credit management systems, the credit meltdown and the mathematics of the credit bubble. The book is accompanied by a CD ROM which will illustrate the models used in the book and also provide an advanced valuation toolkit. Contents Foreword] Preface Disclaimer Acknowledgements Part I: Credit Background and Credit Derivatives 1. Credit Debt and other traditional credit instruments 2. Pricing Methods 3. Default and Recovery Data; Transition Matrices; Historical Pricing 4.The Credit Event for Debt 5. Asset Swaps and Asset Swap Spread; z-spread 6. Liquidity 7. Credit portfolios and portfolio risk Software examples: Transition matrix based pricing; historical and implied transition matrices Asset swap, z-spread, maturity spread calculations Portfolio correlation and VaR Part II: Credit Default Swaps and other Single Name Products 8. Credit Default Swaps: Product Description, and Simple Applications - 9. Valuation and Risk: Basic Concepts - 10. CDS Deal Examples 11. CDS/Bond Basis Trading 12. Sensitivities; Hedging Issues 13. Credit Linked Notes 14. Digital CDS 15. Basket CDS and Index CDS structures 16. Spread Options, Callable/Putable Bonds, Callable Asset Swaps, Callable Default Swaps 17. Total Return Swaps 18. Single Name Book management 19. CDS Pricing by Simulation Software examples: Deterministic model Excel and MathCad] Debt valuation Excel and MathCad] CDS valuation Excel and MathCad] Sensitivity calculation examples Excel and MathCad] Part III: Portfolio Products - Correlated stochastic recovery models, Semi-closed form solutions, Structure pricing Correlation in structures. CDOs and structured credit products - synthetic - static and standard index products - synthetic - bespoke, static and managed - cashflow CDOs - securitisations - rating (update), SPV, applications - product risks (bubble related to enhanced sales opportunities) - pricing at 0 and 100% correl - other portfolio products (contributed) Copula valuation and hedging (method) Correlation - in the real world and further section on correlation in normal and abnormal environments - e.g. correlation of life policy values. - matrix and tag - factor/tranche/compound - base - correlated stochastic recovery - Monte Carlo pricing - Semi closed form pricing Application of Copula valuation - Synthetics: 21.6 to 21.8 rewritten - Cashflow CDO - Structures Portfolio Optimisation (contributed) Other Copulae Portfolio Products and Correlation Risk management Pricing methodologies in illiquid environments Part IV: Default Swaps including Counterparty Risk - CDS as a portfolio product Vanilla CDS Counterparty ("Double trigger") CDS Part V: - NEW The Evolution of Credit Management Systems The Credit Meltdown and rebirth of CDS The Mathematics of the Bubble Mathematical Appendix: List of Abbreviations Glossary References Index