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  • 1
    Online Resource
    Online Resource
    San Diego :Elsevier Science & Technology,
    Keywords: Nuclear energy -- Sweden. ; Electronic books.
    Type of Medium: Online Resource
    Pages: 1 online resource (187 pages)
    Edition: 1st ed.
    ISBN: 9781483279039
    Language: English
    Note: Front Cover -- Solar Versus Nuclear: Choosing Energy Futures -- Copyright Page -- Table of Contents -- Preface -- Introduction -- Summary of Contents -- Units of measurement -- Chapter 1. Energy - Some Viewpoints and General Approaches -- Energy - on the market and in nature -- Energy in society -- Energy in the economy -- Energy in the society of the future -- What is the real problem? -- Chapter 2. Energy and Societal Development in Interaction -- Introduction -- Change of energy sources - technology and organization -- The Swedish electricity system -- Some observations -- The development of energy consumption -- Energy in politics -- Conclusions -- Chapter 3. Sweden's Energy Supply from an International Perspective -- Introduction -- Global energy consumption -- Energy supplies - in industrialised and developing countries -- Oil -- Natural gas -- Coal -- Nuclear power -- Renewable energy sources -- Other energy sources -- Sweden in the future energy market -- Chapter 4. Two Energy Futures -- Nuclear Sweden -- Solar Sweden -- Similarities and dissimilarities between Nuclear and Solar Sweden -- Variants of Nuclear Sweden and Solar Sweden -- Chapter 5. Where are we going? -- Introduction -- The energy enterprises and the system of rules and regulations - a consideration of principles -- Technological change - the need for a driving force (entrepreneurship) -- Research, development, plans and expectations -- Tariffs and financing as conditions for competition -- Piecemeal decision-making - an intellectual experiment -- Chapter 6. The Transitional Period - on Energy Supply in the 80's -- Introduction -- Energy sources during a transitional period -- Energy utilisation during the transitional period -- Chapter 7. Organization of Energy Policy -- Introduction -- Who can take the responsibility? -- Local government energy planning. , The strategic aims of the state -- The financing of energy management -- The organization of the electricity sector -- Chapter 8. Choosing a Future - Uncertainties and Values -- Introduction -- Technology and societal structure -- Faith in the social system -- Energy and everyday life -- The society of the future and the alternatives -- Bibliography and Notes -- Energy - some methods of approach -- Energy and societal development in interaction -- Sweden's energy supply from an international perspective -- Two energy futures -- Where are we going? -- The Transitional period - on the energy supply in the 80's -- Organization of Energy Policy -- Choosing a Future - Uncertainties and Values -- The Secretariat for Futures Studies - Organization -- Background -- Projects -- Project Groups -- Index.
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  • 2
    Type of Medium: Book
    Pages: VIII, 114 Bl , Ill., graph. Darst
    Series Statement: Technical report / Woods Hole Oceanographic Institution 74-46
    Language: English
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  • 3
    Keywords: Aquatic invertebrates-Congresses. ; Electronic books.
    Description / Table of Contents: Proceedings of the VI International Symposium on Aquatic Oligachaetes, held in Strömstat, Sweden.
    Type of Medium: Online Resource
    Pages: 1 online resource (287 pages)
    Edition: 1st ed.
    ISBN: 9789401154529
    Series Statement: Developments in Hydrobiology Series ; v.115
    DDC: 592/.64176
    Language: English
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  • 4
    Online Resource
    Online Resource
    New York, NY :Springer,
    Keywords: Turbulence. ; Electronic books.
    Type of Medium: Online Resource
    Pages: 1 online resource (609 pages)
    Edition: 1st ed.
    ISBN: 9781461227922
    DDC: 532.0527
    Language: English
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  • 5
    Keywords: Report
    Type of Medium: Online Resource
    Pages: Online-Ressource (29 Seiten, 1,1 MB) , Diagramme
    Series Statement: Berichte aus dem Institut für Meereskunde an der Christian-Albrechts-Universität Kiel 30
    Language: English
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  • 6
    Online Resource
    Online Resource
    Oxford :Oxford University Press, Incorporated,
    Keywords: Turbulence -- Mathematical models.;Fluid dynamics. ; Electronic books.
    Type of Medium: Online Resource
    Pages: 1 online resource (329 pages)
    Edition: 1st ed.
    ISBN: 9781602561304
    Series Statement: ICASE/LaRC Series in Computational Science and Engineering Series
    DDC: 532/.0527
    Language: English
    Note: Intro -- PREFACE -- CONTENTS -- INTRODUCTION -- 1 FUNDAMENTAL ASPECTS OF INCOMPRESSIBLE AND COMPRESSIBLE TURBULENT FLOWS -- 1 INTRODUCTION -- 1.1 The Energy Cascade in the Spectrum in Equilibrium Flows -- 1.2 Kolmogorov Scales -- 1.3 Equilibrium Estimates for Dissipation -- 1.4 The Dynamics of Turbulence -- 2 EQUILIBRIUM AND NON-EQUILIBRIUM FLOWS -- 2.1 The Spectral Cascade in Non-Equilibrium Flows -- 2.2 Delay in Crossing the Spectrum -- 2.3 Negative Production -- 2.4 Mixing of Fluid with Different Histories -- 2.5 Deformation Work in Equilibrium and Non-Equilibrium Situations -- 2.6 Alignment of Eigenvectors -- 2.7 Dilatational Dissipation and Irrotational Dissipation -- 2.8 Eddy Shocklets -- 3 PROPER ORTHOGONAL DECOMPOSITION AND WAVELET REPRESENTATIONS -- 3.1 Coherent Structures -- 3.2 The Role of Coherent Structures in Turbulence Dynamics -- 3.3 The POD as a Representation of Coherent Structures -- 3.4 Low-Dimensional Models Constructed Using the POD -- 3.5 Comparison with the Wall Region -- 3.6 Generation of Eigenfunctions from Stability Arguments -- 3.7 Wavelet Representations -- 3.8 Dynamics with the Wavelet Representation in a Simple Equation -- 4 REFERENCES -- 2 DIRECT NUMERICAL SIMULATION OF TURBULENT FLOWS -- 1 INTRODUCTION -- 2 PROBLEM OF NUMERICAL SIMULATION -- 3 SIMULATION OF HOMOGENEOUS INCOMPRESSIBLE TURBULENCE -- 4 WALL-BOUNDED AND INHOMOGENEOUS FLOWS -- 5 FAST, VISCOUS VORTEX METHODS -- 6 SIMULATION OF COMPRESSIBLE TURBULENCE -- 7 REFERENCES -- 3 LARGE EDDY SIMULATION -- 1 INTRODUCTION -- 2 TURBULENCE AND ITS PREDICTION -- 2.1 The Nature of Turbulence -- 2.2 RANS Models -- 2.3 Direct Numerical Simulation (DNS) -- 3 FILTERING -- 4 SUBGRID SCALE MODELING -- 4.1 Physics of the Subgrid Scale Terms -- 4.2 Smagorinsky Model -- 4.3 A Priori Testing -- 4.4 Scale Similarity Model -- 4.5 Dynamic Procedure -- 4.6 Spectral Models. , 4.7 Effects of Other Strains -- 4.8 Other Models -- 5 WALL MODELS -- 6 NUMERICAL METHODS -- 7 ACCOMPLISHMENTS AND PROSPECTS -- 8 COHERENT STRUCTURE CAPTURING -- 8.1 The Concept -- 8.2 Modeling Issues -- 9 CONCLUSIONS AND RECOMMENDATIONS -- 10 REFERENCES -- 4 INTRODUCTION TO RENORMALIZATION GROUP MODELING OF TURBULENCE -- 1 INTRODUCTION -- 2 PERTURBATION THEORY FOR THE NAVIER-STOKES EQUATIONS -- 3 RENORMALIZATION GROUP METHOD FOR RESUMMATION OF DIVERGENT SERIES -- 4 TRANSPORT MODELING -- 5 REFERENCES -- 5 MODELING OF TURBULENT TRANSPORT EQUATIONS -- 1 INTRODUCTION -- 2 INCOMPRESSIBLE TURBULENT FLOWS -- 2.1 Reynolds Averages -- 2.2 Reynolds-Averaged Equations -- 2.3 The Closure Problem -- 2.4 Older Zero- and One-Equation Models -- 2.5 Transport Equations of Turbulence -- 2.6 Two-Equation Models -- 2.7 Full Second-Order Closures -- 3 COMPRESSIBLE TURBULENCE -- 3.1 Compressible Reynolds Averages -- 3.2 Compressible Reynolds-Averaged Equations -- 3.3 Compressible Reynolds Stress Transport Equation -- 3.4 Compressible Two-Equation Models -- 3.5 Illustrative Examples -- 4 CONCLUDING REMARKS -- 5 REFERENCES -- 6 AN INTRODUCTION TO SINGLE-POINT CLOSURE METHODOLOGY -- 1 INTRODUCTION -- 1.1 The Reynolds Equations -- 1.2 Mean Scalar Transport -- 1.3 The Modeling Framework -- 1.4 Second-Moment Equations -- 1.5 The WET Model of Turbulence -- 2 CLOSURE AND SIMPLIFICATION OF THE SECOND-MOMENT EQUATIONS -- 2.1 Some Basic Guidelines -- 2.2 The Dissipative Correlations -- 2.3 Non-Dispersive Pressure Interactions -- 2.4 Diffusive Transport d[sub(ij)], d[sub(i& -- #952 -- )] -- 2.5 Determining the Energy Dissipation Rate -- 2.6 Simplifications to Second-Moment Closures -- 2.7 Non-Linear Eddy Viscosity Models -- 3 LOW REYNOLDS NUMBER TURBULENCE NEAR WALLS -- 3.1 Introduction -- 3.2 Limiting Forms of Turbulence Correlations in the Viscous Sublayer. , 3.3 Low Reynolds Number Modelling -- 3.4 Applications -- 4 REFERENCES -- INDEX -- A -- B -- C -- D -- E -- F -- G -- H -- I -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- V -- W -- Z.
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  • 7
    Online Resource
    Online Resource
    Oxford :Elsevier Science & Technology,
    Keywords: Compressibility. ; Turbulence -- Mathematical models. ; Electronic books.
    Description / Table of Contents: This book introduces the reader to the field of compressible turbulence and compressible turbulent flows across a broad speed range through a unique complimentary treatment of both the theoretical foundations and the measurement and analysis tools currently used. For the computation of turbulent compressible flows, current methods of averaging and filtering are presented so that the reader is exposed to a consistent development of applicable equation sets for both the mean or resolved fields as well as the transport equations for the turbulent stress field. For the measurement of turbulent compressible flows, current techniques ranging from hot-wire anemometry to PIV are evaluated and limitations assessed. Characterizing dynamic features of free shear flows, including jets, mixing layers and wakes, and wall-bounded flows, including shock-turbulence and shock boundary-layer interactions, obtained from computations, experiments and simulations are discussed. Key features: * Describes prediction methodologies including the Reynolds-averaged Navier Stokes (RANS) method, scale filtered methods and direct numerical simulation (DNS) * Presents current measurement and data analysis techniques * Discusses the linkage between experimental and computational results necessary for validation of numerical predictions * Meshes the varied results of computational and experimental studies in both free and wall-bounded flows to provide an overall current view of the field Dr. Gatski has been involved in turbulent flow research for over 25 years, primarily in the development and application of turbulent models to aerodynamic flows. He has edited books and published extensively in the field, and now serves as an Editor-in-Chief for the International Journal of Heat and Fluid Flow. Dr. Bonnet has worked on experimental research in compressible turbulence in
    Type of Medium: Online Resource
    Pages: 1 online resource (296 pages)
    Edition: 1st ed.
    ISBN: 9780080559124
    DDC: 532.0527015118
    Language: English
    Note: Front cover -- Half title page -- Title page -- Copyright page -- Dedication -- Contents -- Preface -- Chapter 1. Kinematics, thermodynamics and fluid transport properties -- 1.1 Kinematic preliminaries -- 1.2 Equilibrium thermodynamics -- 1.3 Compressible subsonic and supersonic flows -- 1.4 Turbulent flows and compressible turbulence -- Chapter 2. The dynamics of compressible flows -- 2.1 Mass conservation -- 2.2 Momentum conservation -- 2.3 Energy conservation -- 2.4 Solenoidal velocity fields and density changes -- 2.5 Two-dimensional flow and a Reynolds analogy -- Chapter 3. Compressible turbulent flow -- 3.1 Averaged and filtered variables -- 3.2 Density-weighted variables -- 3.3 Transport equations for the mean/resolved field -- 3.4 Fluctuation transport equations -- 3.5 Momentum and thermal flux relationships -- Chapter 4. Measurement and analysis strategies -- 4.1 Experimental constraints for supersonic flows -- 4.2 Measurement methods -- 4.3 Analysis using modal representations -- 4.4 Reynolds- and Favre-averaged correlations -- Chapter 5. Prediction strategies and closure models -- 5.1 Direct numerical simulations -- 5.2 Large eddy simulations and hybrid methods -- 5.3 Closure of the Reynolds-averaged Navier--Stokes equations -- Chapter 6. Compressible shear layers -- 6.1 Free shear flows -- 6.2 Wall-bounded flows -- Chapter 7. Shock and turbulence interactions -- 7.1 Homogeneous turbulence interactions -- 7.2 Inhomogeneous turbulence interaction -- References -- Index.
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  • 8
    Keywords: Image processing -- Digital techniques -- Congresses. ; Computer graphics -- Congresses. ; Computer vision -- Congresses. ; Electronic books.
    Type of Medium: Online Resource
    Pages: 1 online resource (305 pages)
    Edition: 1st ed.
    ISBN: 9783642315671
    Series Statement: Lecture Notes in Computer Science Series ; v.7378
    DDC: 006.6
    Language: English
    Note: Title -- Preface -- Organization -- Table of Contents -- User Identification and Object Recognition in Clutter Scenes Based on RGB-Depth Analysis -- Introduction -- Muti-modal User Identification and Object Recognition -- Environment Modeling -- User Detection and Identification -- Object Recognition -- User-Object Interaction -- Results -- Surveillance System Evaluation -- User Identification Comparative -- Object Recognition Comparative -- Conclusion -- References -- Compression Techniques for 3D Video Mesh Sequences -- Introduction -- Related Work -- Compression Techniques -- Principal Component Analysis (PCA) -- Laplacian Deformation -- Layered Articulated Representation -- Description of the Experiments -- PCA-Based Compression -- Deformation-Based Compression -- Statistical Error Measures -- Results and Discussion -- Conclusions -- References -- Spatial Measures between Human Poses for Classification and Understanding -- Modelling Human Poses -- Related Work -- The Space of Joint Positions -- Computing Geodesics and Distances -- Approximations and the Geometry of the Kinematic Manifold -- Experiments -- Quality of Geodesic Approximation -- Dimensionality Reduction -- Classification -- Clustering -- Discussion -- References -- Real-Time Pose Estimation Using Constrained Dynamics -- Introduction -- Related Work -- Approach -- Data Aquisition -- Skeletal Model -- Model Fitting -- Results -- Discussion and Future Work -- Concluding Remarks -- References -- An NVC Emotional Model for Conversational Virtual Humans in a 3D Chatting Environment -- Introduction -- Related Works -- Emotional Model -- Types of Emotions -- Facial Expressions: emoFaces -- Emotional Body Movements: emoMotions -- Short Term Emotions (STE) -- Parameterizations and Results -- Conclusion -- References. , An Event-Based Architecture to Manage Virtual Human Non-Verbal Communication in 3D Chatting Environment -- Introduction -- Related Works -- NVC Architecture -- Building a Context -- From Dialog to NVC Motions -- VR Event Manager -- VR Client-Server Tasks -- Results -- Conclusion -- References -- Improving Gestural Communication in Virtual Characters -- Introduction -- Type of Hand Gestures -- Iconic Gestures -- Metaphoric Gestures -- Deictic Gestures -- Beats -- Related Work -- Architecture -- Cognitive Module -- TextToSpeech (TTS) Module -- Databases -- Animation Engine Module -- Applications That Validate the Architecture -- Natural Behaviour in e-Learning -- Virtual Sign Language Interpreter -- Evaluation and Results -- Conclusions -- References -- Multi-view Body Tracking with a Detector-Driven Hierarchical Particle Filter -- Introduction -- Layered Particle Filters -- DD-HPF in Multiple Views -- Multi-view Body Parts Detection -- Detector-Driven Hierarchical Particle Filter -- Experimental Results -- Conclusions and Future Work -- References -- Real-Time Multi-view Human Motion Tracking Using Particle Swarm Optimization with Resampling -- Introduction -- Annealed PSO with Resampling -- Experimental Results -- Conclusions -- References -- A Comparative Study of Surface Representations Used in Statistical Human Models -- Introduction -- Statistical Models of Human Body Shape and Pose -- Comparative Framework -- Surface Representations -- Separate Models of Shape and Pose -- Human Shape and Pose Reconstruction from Silhouette -- Results and Discussion -- Shape-Only Models -- Shape and Pose Models -- Conclusion and Future Work -- References -- Combining Skeletal Pose with Local Motion for Human Activity Recognition -- Introduction -- Dynamic Pose for Human Activity Recognition -- Dynamic Pose -- Codebook-Based Dynamic Pose for Activity Recognition. , Experimental Evaluation -- Conclusion and Future Work -- References -- A New Marker-Less 3D Kinect-Based System for Facial Anthropometric Measurements -- Introduction -- The Proposed Measurement Method -- Selected Landmarks -- Description of the System and of the Algorithms -- Population and Methodologies -- Study Population -- Data Collection -- Experimental Results and Discussion -- Conclusion and Future Works -- References -- Automatic Detection of Unconscious Reactions to Illuminance Changes in Illumination -- Introduction -- Problems Addressed -- Extraction of Expressive Facial Reactions -- Experimental Method -- Experimental Results and Discussion -- Automatic Recognition of Expressive Reactions -- Recognition Method -- Experimental Results and Discussion -- Conclusion -- References -- Deformation Measurement of a Human Chest Experiencing Global Motion -- Introduction -- Motion Compensation -- Consistent Volume Measurement -- Results -- Future -- Conclusions -- References -- Automatic Estimation of Movement Statistics of People -- Introduction -- Tracking -- Detection -- Data Association -- Updating the Trackers -- Scene Estimation -- Scene Model -- Scene Model Estimation -- Statistics and Visualization -- Evaluation -- Discussion -- References -- Granular Material Deposition for Simulation and Texturing -- Introduction -- Related Work -- Granule Deposition -- Scattering Granules -- Resolving Penetrations -- Deleting Out-of-Bound Granules -- Settling Granules -- Particle Shaders -- Scattering Shader Particles -- Penetration Resolution -- Results -- Conclusion -- References -- Fast 3D Structure From Motion with Missing Points from Registration of Partial Reconstructions -- Introduction and Related Work -- Method Overview -- Sub-matrix Selection for Fast Surface Reconstruction -- Matrix Re-organization -- Selection of Sub-matrices. , Texture Pipeline -- Triangulation -- Texture Mapping -- Results -- Experiment Set Up -- Results of Reconstruction and Time Computation -- Conclusion and Future Work -- References -- Evaluation of the Reproducibility of Non-verbal Facial Animations -- Introduction -- Video Stereo Photogrammetry System -- Recording Facial Animations -- Reproducibility Study of the Facial Animations -- Head Movement Elimination -- Spatial Motion Alignment -- Temporal Motion Curve Alignment -- Results and Discussion -- Conclusions -- References -- Continuous Level of Detail for Large Scale Rendering of 3D Animated Polygonal Models -- Introduction -- Related Work -- Level of Detail -- Animated Characters -- Our Method -- Sliding-Tris -- Pre-processing Step -- Rendering -- Results -- Memory Cost -- Performance -- Conclusions and Future Work -- References -- A New Image Dataset on Human Interactions -- Introduction -- Rules for Collecting Images -- Dataset -- Future Work -- References -- Experimental Results on Fingerprint Liveness Detection -- Introduction -- Investigated Algorithms -- Experimental Results -- The LivDet 2011 Data Sets -- Results -- Conclusions -- References -- Modeling Deformable Filament Bundles by Means of Mass-Spring Systems for the Design of Carbon Reinforced Materials -- Introduction -- Mass-Spring-Systems for the Simulation of the Tows -- Simulation of Three-Point Flexural Test for a Carbon Tow Specimen -- Dynamic Evolution of the Simulation and Damping -- Collision Detection and Solving -- Results of the Experiments -- Conclusions -- References -- An Avatar Acceptance Study for Home Automation Scenarios -- Introduction -- Interactive System Design -- Experimental Test -- Test 1 -- Test 2 -- Conclusions -- References -- A Tennis Training Application Using 3D Gesture Recognition -- Introduction -- Related Work -- Gesture Recognition. , Gesture Description -- Gestures Comparison -- System Description -- System Architecture -- Experiments and Results -- Conclusions and Future Work -- References -- Real-Time 4D Reconstruction of Human Motion -- Introduction -- 4D Reconstruction Studio at SZTAKI -- Geometry Processing -- Appearance Processing -- Performance of the GPU Implementation -- Conclusion -- References -- Human Context: Modeling Human-Human Interactions for Monocular 3D Pose Estimation -- Introduction and Related Work -- Method -- Person Detections and Grouping -- 2D Pose Estimation -- 3D Pose Estimation -- Experiments -- Conclusions -- References -- Motion Capture for Clinical Purposes, an Approach Using PrimeSense Sensors -- Introduction -- Experimental Design -- Motion Capture -- First Approach -- Problems with This Approach -- Second Approach -- PrimeSense Technology -- Camshift -- Conclusion -- References -- Human Behavior Analysis from Depth Maps -- Introduction -- Pose Recovery Using Depth Maps -- Conclusion -- References -- Author Index.
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  • 9
    Online Resource
    Online Resource
    San Rafael :Morgan & Claypool Publishers,
    Keywords: Lissajous' curves. ; Electronic books.
    Type of Medium: Online Resource
    Pages: 1 online resource (76 pages)
    Edition: 1st ed.
    ISBN: 9781643270104
    Series Statement: IOP Concise Physics Series
    DDC: 781.2
    Language: English
    Note: Intro -- Preface -- Acknowledgments -- Author biography -- Thomas B Greenslade Jr -- Chapter 1 Preliminaries -- 1.1 Some mathematics -- 1.2 How Lissajous figures are formed -- Chapter 2 History -- 2.1 Nathaniel Bowditch and the Y-shaped pendulum -- 2.1.1 James Dean -- 2.1.2 Hugh Blackburn -- 2.2 Jules Lissajous and his tuning forks -- 2.2.1 Beats -- 2.3 Hubert Airy's harmonographs -- Chapter 3 Harmonographs of all sorts -- 3.1 Oscillating mirrors -- 3.2 The kaleidophone -- 3.3 Oscillating blades -- 3.4 Pendulum harmonographs -- 3.5 The Y-shaped pendulum -- 3.6 The two-speaker apparatus -- 3.7 Other harmonographs of unusual design -- 3.8 The oscilloscope -- 3.9 The animated harmonograph -- 3.10 Harmonograph 'toys' -- Chapter 4 Lovely Lissajous figures -- Blank Page.
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  • 10
    Online Resource
    Online Resource
    Bingley :Emerald Publishing Limited,
    Keywords: Risk management -- Mathematical models -- Congresses. ; Electronic books.
    Description / Table of Contents: Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.
    Type of Medium: Online Resource
    Pages: 1 online resource (302 pages)
    Edition: 1st ed.
    ISBN: 9781848551978
    Series Statement: Advances in Econometrics Series ; v.22
    DDC: 330.015195
    Language: English
    Note: Front Cover -- Econometrics and Risk Management -- Copyright Page -- Contents -- List of Contributors -- Introduction -- Chapter 1. Fast Solution of the Gaussian Copula Model -- 1. Introduction -- 2. The Synthetic CDO Structure -- 3. Valuation Assumptions -- 4. The Model -- 5. Pricing -- 6. A Decomposition -- 7. Intrinsic Simplicity of the Intrinsic Value -- 8. Time Stability of the Time Value -- 9. The Time Value Computation -- References -- Chapter 2. An Empirical Study of Pricing and Hedging Collateralized Debt Obligation (CDO) -- 1. Introduction to Collateralized Debt Obligation -- 2. Methodology of Pricing CDO -- 3. Methodology of Calculating Default Delta Sensitivity -- 4. Empirical Results -- 5. Conclusions -- Note -- References -- Chapter 3. The Skewed t Distribution for Portfolio Credit Risk -- 1. Introduction -- 2. Skewed t Distributions and the EM Algorithm -- 3. Copulas -- 4. Measures of Dependence -- 5. Single Name Credit Risk -- 6. Portfolio Credit Risk -- 7. Pricing of Basket Credit Default Swaps: Elliptical Copulas Versus the Skewed t Distribution -- 8. Summary and Concluding Remarks -- References -- Chapter 4. Credit Risk Dependence Modeling with Dynamic Copula: An Application to CDO Tranches -- 1. Introduction -- 2. Dynamic Archimedean Copula Processes -- 3. Specific Dynamic Archimedean Copula Process -- 4. Pricing of a Correlation Product: CDO -- 5. Conclusions -- Notes -- References -- Chapter 5. Perturbed Gaussian Copula -- 1. Asymptotics -- 2. Density of the Perturbed Copula -- 3. Conclusion -- References -- Appendix. Explicit Formulas -- Chapter 6. The Determinants of Default Correlations -- 1. Introduction -- 2. A Brief Digression on Measures of Dependence -- 3. Default Risk and Correlations -- 4. Data and Methodology -- 5. Empirical Evidence -- 6. Conclusion -- Notes -- Acknowledgment -- References. , Appendix A. Structural Models -- Appendix B. Factor Analysis -- Chapter 7. Data Mining Procedures in Generalized Cox Regressions -- 1. Introduction -- 2. Part I: Generalized Cox Regression with Time-Independent Covariates -- 3. Part II: Generalized Cox Regression with Time-Dependent and Hidden Covariates -- 4. Concluding Remarks -- Notes -- Acknowledgments -- References -- Appendix A. Counting and Intensity Processes -- Appendix B. Gamma and Variance Gamma Processes -- Chapter 8. Jump Diffusion in Credit Barrier Modeling: A Partial Integro-Differential Equation Approach -- 1. Introduction -- 2. Modeling Credit Index with Lévy Processes -- 3. Credit Rating Migration Model -- 4. Calibration to Historical Rating Transition Matrices -- 5. Change to the Risk-Neutral Measure -- 6. Conclusion -- Acknowledgments -- References -- Chapter 9. Bond Markets with Stochastic Volatility -- 1. Introduction -- 2. Pricing Bonds -- 3. Affine Models -- 4. The Vasicek Model with Stochastic Volatility -- 5. The Bond Price with Stochastic Volatility -- 6. Group Parameter Reduction -- 7. Calibration of the Model -- 8. Connection to Default Able Bonds -- References -- Chapter 10. Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss -- 1. Introduction -- 2. The Model -- 3. Calibration -- 4. Dynamic Applications -- 5. Conclusions -- Notes -- Acknowledgments -- References -- Appendix A. Single Tranche CDO -- Appendix B. Local Volatility and Local Intensity -- Appendix C. Discretization of Intensity -- Chapter 11. Credit Derivatives and Risk Aversion -- 1. Introduction -- 2. Indifference Valuation for Defaultable Bonds -- 3. The Yield Spread -- 4. Conclusions -- Acknowledgments -- References.
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