Kamis, 31 Oktober 2013

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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability), by Marek Musiela, Marek Rutkowski

A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling

Includes a new chapter devoted to volatility risk

The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models

  • Sales Rank: #3597462 in Books
  • Published on: 2010-01-14
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.00" h x 1.67" w x 6.00" l, 2.10 pounds
  • Binding: Paperback
  • 638 pages

Review

From the reviews:

" …This book is an impressive work of scholarship in mathematical finance in the area of option pricing. …contains the latest results and references. …The presence of many explicit formulae, for various types of derivatives, will make this book attractive to practitioners; and its breadth of content will make it useful for anyone who considers research in mathematical finance." (The Australian and New Zealand Journal of Statistics)

" …On the whole, this book presents a very wide range of topics and will appeal to both practitioners and mathematicians. …the second part gives an excellent overview of the state of the art in term structure research and will set a clear standard for some time to come." (MathSciNet)

" ...The book contains a wealth of material expressed in a clear mathematical way. A definite bonus is the very extensive list of references which gives the reader a most welcome basis from which to explore further the realm of mathematical finance. …The book can be used ideally both as an introductory and as an advanced text on mathematical finance." (Short Book Reviews)

" …This book is a comprehensive and up-to-date presentation of the martingale approach for pricing and hedging derivative securities. …provides a wide range of topics and will appeal to both practitioners and mathematicians. When only special cases or models are provided, the authors give useful references that will help researchers to obtain even more insight in the topics." (ZentralblattMATH)

From the reviews of the second edition:

"The book starts at an elementary level of mathematics as well as of market and product knowledge. … In summary, the book gives a very broad insight into advanced modern financial mathematics, in particular fixed income models. … It will serve as a basic source of knowledge of the described topics in financial mathematics." (Ludger Overbeck, Mathematical Reviews, Issue 2005 m)

From the Back Cover

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model. The passage from discrete- to continuous-time models, done in the Black-Scholes model setting, assumes familiarity with basic ideas and results from stochastic calculus. However, an Appendix containing all the necessary results is included. This model setting is later generalized to cover standard and exotic options involving several assets and/or currencies. An outline of the general theory of arbitrage pricing is presented. The second part of the text is devoted to the term structure modelling and the pricing of interest-rate derivatives. The main emphasis is on models that can be made consistent with market pricing practice.

In the 2nd edition, some sections of the former Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk.

In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.

As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.

Part II of the book has been revised fundamentally. The theme of volatility risk appears systematically. Much more detailed analysis of the various interest-rate models is available. The authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions. In particular, it should concentrate on defining liquid primary and derivative assets and identifying the relevant sources of trading risk.

This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on the practical rather than the theoretical aspects of financial modelling.

About the Author

 .

Most helpful customer reviews

60 of 66 people found the following review helpful.
yes, but ...
By steve
I've been using this book on and off over the last year. At first I was very impressed with the level of detail in the mathematics, especially as it was the only book at the time focussing on risk-neutral methods and covering BGM. But I've become increasing disillusioned with it of late. It's difficult to explain, but although the whole book is written in traditional theorem-proof style, there are no real proofs! (I have a PhD in math and have done research for 10 years so I should know a little about proofs.) The only "proofs" provided are basically symbol shifting, but the heart of the math is strangely absent. This is especially strange given the Springer series in which it appears.
In short, if you want a catalogue of methods this book does the job, but if you want a deeper understanding try Lars Nielsens book.

20 of 20 people found the following review helpful.
At the Forefront of Modern Mathematical Finance
By Paul Thurston
This advanced text provides an excellent account of the current state-of-the art of options pricing/hedging models and interest rate term structure models. The book is accessible to both advanced practitioners of mathematical finance as well as to pure researchers in the field.

The book is in written in a mathematical style and contains rigorous proofs of many results. However, the main focus of the text is to describe the frontier of knowledge in the subject. Each section contains copious references to the literature and is so current that several references are to working papers. Many sections detail open problems and other areas suitable for scholarly research.

In their second edition, the authors provide an extremely useful critique of each modeling paradigm that they investigate. They also provide evidence for their position in the form of literature references which instruct the reader as to the shortcomings/limitations of a particular model. This information should prove quite valuable to model practitioners and implementers.

The authors assume an advanced background from the field of stochastic analysis, although they do provide an appendix which summarizes key results needed from the field. For the stochastic calculus prerequisites, I recommend Rogers & Williams Diffusions, Markov Processes, and Martingales: Volume 1, Foundations and Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus. Suitable prerequisites are also covered by Karatzas and Shreve in Brownian Motion and Stochastic Calculus. A good foundation in arbitrage pricing theory is also needed. I recommend the nice treatment by Bjork in Arbitrage Theory in Continuous Time.

The book is divided into two parts. The first part deals with options pricing in equity markets. Chapter 1 sets premlinaries required for the arbitrage theoretic framework, while Chapter 2 has a very nice treatment of discrete time models and finite financial markets.

In Chapter 3, the authors develop the Black-Scholes model along with the Bachelier model using arbitrage techniques. The models are compared and used as benchmark continuous time models and form the basis for all subsequent analysis.

Chapter 4 provides a nice survey of techniques used to price/hedge options in foreign equity and currency markets. The authors assume familarity of the basic workings of foriegn markets.

Chapter 5 is a terrific chapter on valuing American-style options. The American call option is thoroughly studied and approximation techniques for the American put option are introduced. The explicit derivations of the formulas are referenced to the literature.

Chapter 6 provides an introduction to exotic options, although the authors vary their use of the term 'exotic' to meaning 'not a standard European-style or American-style' in this chapter to meaning 'no readily available liquid market' in Chapter 7. The descriptions are quite accessible and the basic properties of the options are described along with pricing formulas (assuming the Black-Scholes framework).

Chapter 7 provides as complete an accounting as I have ever seen of the generalizations of the Black-Scholes model and motivates this from the point of view of volatility surfaces. Many of the well-known models are studied in detail, such as CEV, local volatility, and mixture models. The strengths and weaknesses of each model are analyzed. The stochastic volatility models of Wiggins (via Orenstien-Uhlenbeck processes), Hull-White, and Heston are studied, as is the SABR model. The chapter wraps up with a study of the SIV models, describes how the stochastic volatility models can be obtained via limits of GARCH models and surveys Jump-diffusion processes and Levy processes.

The second part of the book is concerned with term structure models and interest rate derivatives. The authors are quite well-know for their many contributions to this study and their treatment is authoritative.

11 of 14 people found the following review helpful.
Martingales & Finance
By Surf/Bike
I have used this book for two courses in my MSc degree in Financial Maths...well this book is hard to understand at first glance, but, once you are introduced with a good course on stochastic analysis and applied probability, this is an illuminating book...I particularly enjoyed the part on foreing equity derivatives and exotic derivatives.....Harmed with patience this is definitely the book by which you can effectively gain a sound a knowledge on modern mathematical finance theory....reading in conjunction with Bingham-Kiesel book, could help understanding the foundation of the subject.

See all 8 customer reviews...

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Senin, 28 Oktober 2013

[A183.Ebook] PDF Ebook Introduction to Nonlinear Optics, by Geoffrey New

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Introduction to Nonlinear Optics, by Geoffrey New

Since the early days of nonlinear optics in the 1960s, the field has expanded dramatically, and is now a vast and vibrant field with countless technological applications. Providing a gentle introduction to the principles of the subject, this textbook is ideal for graduate students starting their research in this exciting area. After basic ideas have been outlined, the book offers a thorough analysis of second harmonic generation and related second-order processes, before moving on to third-order effects, the nonlinear optics of short optical pulses and coherent effects such as electromagnetically-induced transparency. A simplified treatment of high harmonic generation is presented at the end. More advanced topics, such as the linear and nonlinear optics of crystals, the tensor nature of the nonlinear coefficients and their quantum mechanical representation, are confined to specialist chapters so that readers can focus on basic principles before tackling these more difficult aspects of the subject.

  • Sales Rank: #2663613 in Books
  • Published on: 2014-07-17
  • Released on: 2014-07-17
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.69" h x .59" w x 7.44" l, .0 pounds
  • Binding: Paperback
  • 274 pages

About the Author
Geoffrey New is Professor of Nonlinear Optics in the Quantum Optics and Laser Science Group in the Blackett Laboratory, Imperial College London. A highly-regarded laser physicist and a Fellow of the Optical Society of America, he has spent nearly half a century researching nonlinear optics and laser physics.

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Jumat, 25 Oktober 2013

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Arrow of the Blue- Skinned God, by Jonah Blank

The author recounts the story of the Ramayana as he retraces Rama's journey through the India of today. The 3,000-year-old epic chronicles Rama's physical journey from one end of the subcontinent to the other, and his spiritual voyage from man to God. The author's narrative stretches from the birth site of the blue-skinned god in Ayodhya to the epic battlefield of Lanka. Along the way he converses with the commander of a Ceylonese death squad, talks with terrorists in the Punjab and guerrillas in Trincomalee. There are stories of swamis and Brahmins, lepers and laundresses, teenagers and television actors in this account of contemporary India set against the framework of the ancient epic.

  • Sales Rank: #9051843 in Books
  • Published on: 1998-06
  • Original language: English
  • Number of items: 1
  • Dimensions: .0" h x .0" w x .0" l, .0 pounds
  • Binding: Paperback
  • 350 pages

Most helpful customer reviews

10 of 10 people found the following review helpful.
Amazing book.
By Lee Durkee
Jonah Blank's book deserves to be in print. I can't find it anywhere. I read it years ago and it spurred a great love for the Ramayana, and for India, but then I gave away my copy little suspecting it would be lost forever. Arrow of the Blue-skinned God is a classic. It is a book I will always remember, and hopefully someday I'll get to read it again.

7 of 7 people found the following review helpful.
Just beautiful
By Sharon in France
I love India and have been there many times but this book taught me a lot I don't know. The book has an original format which was risky but works. You really get both caught up in the story and then feel like you've visiting the countries he's talking about.

As travel writing, it doesn't get better than this. So refreshing to not be talked down to and he avoids the horrible snobbishness often encountered in the gendre.

I just wanted to savor each page. It's not a book you flip through. I was sorry when I finished it. I just wish I could give it six stars.

6 of 6 people found the following review helpful.
remarkably nuanced reflection on a cross-cultural exchange
By Robert Reid
I was first tuned into Jonah Blank through the Travelers' Tales of India anthology. Reading his hilarious account of discovering that a poorly functioning Delhi airport clock was in fact manually operated, I expected more of the same in this book. While there are more of these entertaining cross-cultural discoveries throughout, this overly ambitious book addresses what you'd expect from a naïve twenty-something writer, covering the broadest of all philosophical topics- with chapter titles including "Rites," "Fate," "Caste," "War," and "Love." The scary thing is that he succeeds, displaying a remarkable ability to grasp complex issues.

This work is held together with a strong narrative thread. Beginning each chapter by retelling a passage from the Ramayana, he then applies this theme to modern Indian culture, and compares this with life in America. Despite a reflexive defensiveness of American culture and government, he portrays a deeply nuanced understanding of the complexities of Indian traditions as they clash with modernity. For example, he dispels any notion that Hindu fatalism is the same thing as passivity. Unlike Christianity, you can't just pray for salvation in Hinduism; you have to earn it and change yourself to adapt to an unchanging world. In a later chapter, he credits Hinduism's adaptability to the well-educated elite's acceptance of metaphorical (rather than literal) interpretation of the Vedas, and credits Sikhism's sustainability to its openness that the Gods of all religions are really different manifestations of the same entity.

In his chapter on love, he respects the value of an arranged marriage in offering stability in a hard peasant life, acknowledges the potential rewards of society's increasing acceptance of the risk of marriage for love, but listens to an individual who swears the happiest people he knows are the ones who arranged marriage through a matchmaker.

Traveling to India is a life-changing experience in itself. This book is one of the most articulate reflections I've seen on what that experience can be like.

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Rabu, 23 Oktober 2013

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The Vulture Investors, by Hilary Rosenberg

"What kinds of investors actually choose to make their living by seeking out troubled companies and becoming mired in the complexities and contentiousness of a bankruptcy or out-of-court workout?" - Hilary Rosenberg (from The Vulture Investors)

Welcome to the big-time, big-stress-and big-profit-world of vulture investing. From the eleventh-hour save of Donald Trump's casinos, to the tempestuous history of Wheeling-Pittsburgh Steel, to the rocky restructuring of the massive Revco discount drugstore chain, Hilary Rosenberg takes us on a fast-moving journey through some of the major bankruptcies of the 1980s and 1990s-and brings to life the infamous, talented arbiters at the heart of their recovery. Meet the so-called "vulture investors" who cast their sights on distressed concerns, buy out debt, and skillfully forge their way to rich returns. Quietly upstaging the flashier corporate tycoons and raiders of the previous decade, men like Leon Black, Ronald LaBow, Sam Zell, Talton Embry, and Martin Whitman have helped to make a more efficient market in this obscure sector of investment, and their success may even inspire the quickly evolving business cultures of Asia and Latin America.

The vulture investors made their way to the forefront of American business during the troubled period when declaring bankruptcy became commonplace among debt-heavy companies. Buying out debt and seeing through the rehabilitation of companies as well-known as Sunbeam and Bloomingdale's, these unique players have changed the face of the distressed securities market. In her own animated, absorbing, and original style, Hilary Rosenberg creates thoroughly researched reenactments of the vultures' greatest exploits to offer an intriguing examination of their methods and their madness-and reveals the important role of these controversial characters in aiding worldwide economic recovery.

Praise for The Vulture Investors

"A lively account of the hardy band of investors who look for-and find-gold in capitalism's junk pile. Rosenberg not only tells their stories with captivating relish but weighs the overall economic impact of their exploits. This book is a valuable introduction to 1990s-style deal-making." - Chris Welles, Senior Editor, Business Week

"In a tour de force of punchy business writing, Rosenberg dissects a little-known but increasingly common high-stakes financial game: preying on companies in distress. . . . The author relates these intricate, suspenseful narratives in a clear, lively style that always instructs and often amuses." - Publishers Weekly

"Reads like a good suspense novel." - Library Journal

  • Sales Rank: #811709 in eBooks
  • Published on: 2008-05-02
  • Released on: 2008-05-02
  • Format: Kindle eBook

From Publishers Weekly
In a tour de force of punchy business writing, Institutional Investor senior editor Rosenberg dissects a little-known but increasingly common high-stakes financial game: preying on companies in distress. Operating in a $400 billion "debt market," financiers like Paul Kazarian and Marty Whitman snap up an ailing firm's bonds and bank loans at a discount, then participate in the ensuing bankruptcy or other reorganization process, which usually results in their holdings substantially increasing in value. Case histories illuminate the investors' methods, introduce the field's key players and give blow-by-blow accounts of major corporate upheavals at Wheeling-Pittsburgh Steel, Coleco Toys, New Hampshire's Seabrook atomic power plant, Donald Trump's casinos and Allegheny International. The author relates these intricate, suspenseful narratives in a clear, lively style that always instructs and often amuses.
Copyright 1992 Reed Business Information, Inc.

From Library Journal
At last, a book on bankruptcy that explains basic concepts before beginning the broader discussion of deals and dealmakers. The author anticipated all the questions this reviewer had and answered them where they were raised. Rosenberg has written about an arcane area of finance, and the book reads like a good suspense novel. The "winners" of the subtitle are the investors themselves, the "losers" the shareholders (and usually management) of the original company and, more often than not, the American taxpayer. Recommended for academic and public libraries holding James B. Stewart's Den of Thieves ( LJ 10/1/91) and for readers of Stewart's book, as a glimpse into the aftermath of poor management decisions or of gorging at the financial trough.
- Alex Hartmann, Bloomsburg Univ. Lib., Pa.
Copyright 1992 Reed Business Information, Inc.

From Kirkus Reviews
A blue-chip rundown on the predatory Wall Streeters who incur sizable risks in hope of realizing handsome rewards--by taking big positions at a discount in the distressed debt securities of Chapter 11 casualties. A senior editor at Institutional Investor, Rosenberg chronicles the latter-day emergence of a new breed of opportunist as the takeover wars of the 80's have given way to the restructuring battles of the 90's. By her informed and instructive account, many of the high-profile enterprises that borrowed substantial amounts (e.g., in the junk-bond market and from banks) in aid of leveraged buyouts or other dubious deals soon found themselves unable to meet their debt-service obligations. Many wound up in federal bankruptcy court, where they became fair game for the money men (no women of note as yet) whom the author characterizes as ``vulture investors.'' Lineal descendants of the gentlemanly souls who patiently searched for value among the fiscal wreckage of Depression-era railroads, vulture investors are, on the anecdotal evidence of Rosenberg's text, a hard-nosed, unsentimental lot. Backed to a surprising extent by public pension money (a mainstay of the prior decade's merger mania), the loan-arrangers don't hesitate to throw their weight around and antagonize creditor committees or, if need be, judges. Rosenberg offers an accessible, frequently entertaining guide to the role played by these scavengers in more than a dozen reorganizations, including those involving Southland (of 7-Eleven fame), Donald Trump's Atlantic City casinos, and Allegheny International (Oster-Sunbeam). She also profiles major players, few of whom (save Carl Icahn) are household names. An evenhanded introduction to as unlovable and consequential a crew as ever pounded a boardroom's conference table. -- Copyright ©1992, Kirkus Associates, LP. All rights reserved.

Most helpful customer reviews

15 of 15 people found the following review helpful.
Excellent
By Rick Spell
I found this book to be exactly what I hoped for. I like to read business stories. The author's goal was to teach the reader about investing in bankrupt companies and the method used was with detailed narratives of past deals. This was perfect for what I wanted.
The book went into great detail about the hierarchy of security claims and how they work in bankruptcy. The examples showed how the investor classes work with and against each other in bankruptcy and the roles the b/k judge and attorneys played. With many different narratives the reader is able to see different outcomes and the extreme risks and rewards involved in this type investing.
The book's main focus was on the personalities involved in buying distressed debt and then trying to influence the b/k process mainly through the courts but sometimes in prepackaged b/ks.
In summary, I learned a lot and enjoyed the stories also. The only caveat I would have is that the book was originally written in the early 90s so there are not new examples although the author did give summary updates on the companies and investors up through 1998.

10 of 10 people found the following review helpful.
Not for the faint of heart
By Frank DeRose
The book covers the practice of investing in the securities of distressed/bankrupt companies. Topics include: investing in distressed debt; the reorganization process under Chapter 11; the contests for control between conflicting classes/interests in the reorganization process.
But, the book doesn't cover these topics in mere textbook fashion. Rather, it introduces us to some of the most famous vulture investors of all time and provides exciting narratives of their significant investment successes and failures. The cast of characters is fascinating. One ends up with a very good feel for the type of personality needed to work in this field: financial/legal wizard who combines the ferocity and tenacity of a wolverine with the haggling skills of a hat merchant from the garment district.
One of the most famous of the vulture investors is Marty Whitman, whose book "Value Investing: A Balanced Approach" forms an invaluable companion text to this book. "Value Investing" provides the theoretical underpinnings; "Vulture Investors" shows the theories in action.

3 of 4 people found the following review helpful.
Excellent Read
By A Customer
This book provides the reader with an excellent introduction into the various strategies and techniques that "special situation" investors apply when seeking to profit from distrssed companies.
The author engages the reader in a story book fashion with actual bankruptcy stories, the cast of characters, investment philosophies/strategies and lessons to be learned.
The author also sprinkles in bankruptcy laws and procedures for those who are not as conversant in the field.
Overall, I highly recommend this book to anyone who is interested in profiting from distressed companies.

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Senin, 14 Oktober 2013

[P625.Ebook] Fee Download GILBERT TOYS. AMERICAN FLYER TRAINS. 1950., by Unknown.

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GILBERT TOYS. AMERICAN FLYER TRAINS. 1950., by Unknown.

1950 catalog for Gilbert American Flyer model trains and accessories. Black and white illustrations through out. Nice vintage catalog.

  • Sales Rank: #7040818 in Books
  • Published on: 1950
  • Binding: Paperback

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Kamis, 10 Oktober 2013

[B706.Ebook] Download Ebook Pusheen Coloring Book, by Claire Belton

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Pusheen Coloring Book, by Claire Belton

Pusheen returns in a delightful coloring book perfect for fans of I Am Pusheen the Cat.

The Internet’s favorite chubby, tubby tabby is back in a purr-fectly cute coloring book featuring adorable kitty drawings that will charm cat lovers and coloring book fans everywhere!

  • Sales Rank: #247 in Books
  • Published on: 2016-10-25
  • Released on: 2016-10-25
  • Original language: English
  • Dimensions: 10.00" h x .30" w x 10.00" l,
  • Binding: Paperback
  • 96 pages

About the Author
Claire Belton is an artist and entrepreneur based in Chicago. She spends her time petting cats, drawing cats, and pursuing cat-related endeavors.

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43 of 44 people found the following review helpful.
94 Cute Pusheen Designs – printed on both sides of the page
By iiiireader
[[VIDEOID:d6ac10dfcf06cd02c426f39f2dc7819c]]This is a cute coloring book for any fan of Pusheen. The adorable kitty is up to all sorts of fun activities in this book. There are designs which are easy to color (especially good for children or anyone with vision or fine motor issues) as well as more detailed designs. There is nothing too intricate and you won't need specialty tip pencils or pens to work with this book.

I like many of the designs in the book. There are lots of mandalas and themed pages. My favorites are the seasonal mandalas – extremely cute!

The book is printed on both sides of white medium weight, slightly rough paper, non-perforated paper. The designs do not spread across two pages but the design elements do merge into the binding on most of them. The binding is glued, so you will have to cut pages out if you want to remove them.

I found that alcohol-based markers bled through the page quickly. Water-based markers and India ink pens left slight shadows on the back of the page. Some colors of gel pens also left extremely light, indistinct shadows. What I found that worked best was colored pencils. Both oil and wax-based pencils worked equally well. I was able to layer the same color for deeper pigment, layer multiple colors, and to easily blend using a pencil style blender stick.

21 of 21 people found the following review helpful.
Super cute Coloring for relaxing!
By M. Carter
Adorable Pusheen pictures. I wish the pages were perforated so they were easier to remove from the book. Also, it would be nice if the paper was thicker or if images were not double sided. We will probably only be able to color 50% of the pictures due to marker bleeding. However, gel pens also work well and do not bleed through. See my images for an example- I colored autumn Pusheen but summer Pusheen was sadly ruined.

7 of 7 people found the following review helpful.
Great for everyone who love Pusheen
By CherryExtract
So adorable! I preordered this coloring book and it arrived the morning of the release. While I ordered it for my Pusheen loving kids, I may need to get a second for myself.

There are a variety of larger simpler designs and smaller more intricate designs. Great for all ages of Pusheen lovers.

Only bummer is that the pages are not perforated so they are not easily torn out. Which is what I usually do for my kids to make them easier to color flat and they always want to display their masterpieces.

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Jumat, 04 Oktober 2013

[F809.Ebook] Fee Download Business Data Communications- Infrastructure, Networking and Security, by William Stallings

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This is the eBook of the printed book and may not include any media, website access codes, or print supplements that may come packaged with the bound book.

For Business Data Communications, Data Communications, and introductory Networking for Business courses. T he content is also appropriate for the Introduction to Networking course in a MBA program.


Business Data Communications: Infrastructure, Networking and Security covers the fundamentals of data communications, networking, distributed applications, and network management and security. These concepts are presented in a way that relates specifically to the business environment and the concerns of business management and staff. While making liberal use of real-world case studies and charts and graphs to provide a business perspective, the book also provides the student with a solid grasp of the technical foundation of business data communications.


The diverse set of projects and student exercises enables the instructor to use the book as a component in a rich and varied learning experience and to tailor a course plan to meet the specific needs of the instructor and students.

The Seventh edition features a new co-author, Dr. Thomas L. Case, Professor and Chair of the Department of Information Systems at Georgia Southern University. New coverage of security-related issues is included in relevant places throughout the book to meet the needs of the IT/IS schools using this book and the growing emphasis on network security. Additionally, the Seventh edition now aligns with the ACM/AIS IS 2010 curriculum model.

  • Sales Rank: #188451 in eBooks
  • Published on: 2012-09-12
  • Released on: 2012-09-12
  • Format: Kindle eBook

About the Author
William Stallings has made a unique contribution to understanding the broad sweep of technical developments in computer networking and computer architecture. He has authored 17 titles, and counting revised editions, a total of 41 books on various aspects of these subjects. In over 20 years in the field, he has been a technical contributor, technical manager, and an executive with several high-technology firms. Currently he is an independent consultant whose clients have included computer and networking manufacturers and customers, software development firms, and leading-edge government research institutions. He is a member of the editorial board of Cryptologia, a scholarly journal devoted to all aspects of cryptology. He is a frequent lecturer and author of numerous technical papers. His books include "Data and Computer Communications, Eighth Edition" (Prentice Hall, 2007), which has become the standard in the field. Dr. Stallings holds a PhD from M.I.T. in Computer Science and a B.S. from Notre Dame in electrical engineering.

Most helpful customer reviews

0 of 0 people found the following review helpful.
I like that the chapters are not ridiculously long like other ...
By Amazon Customer
I like that the chapters are not ridiculously long like other text books. They are consistently in the 20 page range, so you can easily commit a chapter a night even when you are busy with other things. Reads very easy too, I don't get lost in the details.

0 of 0 people found the following review helpful.
Five Stars
By Amazon Customer
its a book i needed for school, nuff said

0 of 0 people found the following review helpful.
Good content, very hard to read as a kindle edition.
By Kristen L. Skinner
The content is just fine however the kindle edition on a Mac or iPad doesn't allow flipping the background color around, so the cyan headers and text blocks are basically illegible. Not having a kindle device, couldn't say how it displays there. It also doesn't support text-flow resizing so you're stuck zooming and scrolling left to right, up and down. Overall an epic fail as a kindle publication. Guess the publisher isn't as tech savvy as the authors!

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