Raffaele D'Ambrosio – författare
Visar alla böcker från författaren Raffaele D'Ambrosio. Handla med fri frakt och snabb leverans.
3 produkter
3 produkter
Inbunden, Engelska, 2026
2 172 kr
Kommande
The rapid expansion of EU financial agencies over the past decade reflects a broader transformation in the Union's system of governance toward increased agencification. Beginning with the establishment of the European System of Financial Supervision and followed by the creation of the Single Resolution Board, this development has fundamentally reshaped the EU's approach to financial market supervision.This edited volume offers a structured and systematic analysis of EU financial agencies. It examines the institutional rationale and legal foundations of this governance model, as well as key issues relating to delegation of powers, accountability, judicial review, and inter-agency cooperation. Particular attention is given to the Anti-Money Laundering Authority (AMLA), established in 2025 as the EU's newest financial agency. The volume explores the AMLA's governance design, powers, and practical operation, and critically assesses its capacity to address structural weaknesses in the EU's anti-money laundering framework.Combining doctrinal analysis with practical and policy-oriented perspectives, The Anti-Money Laundering Authority and EU Financial Agencies provides a timely and authoritative account of the evolution of EU financial governance.
Del 148 - UNITEXT
Numerical Approximation of Ordinary Differential Problems
From Deterministic to Stochastic Numerical Methods
Häftad, Engelska, 2023
758 kr
Skickas inom 10-15 vardagar
This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs.The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and ratherself-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, historical background, examples and a software programs, implemented in Matlab, that can be useful for the laboratory part of a course on numerical ODEs/SDEs.The book also contains the portraits of several pioneers in the numerical discretization of differential problems, useful to provide a framework to understand their contributes in the presented fields. Last, but not least, rigor joins readability in the book.
E-bok
Engelska, 2023950 kr
Läs direkt efter köp
This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs.The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and ratherself-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, historical background, examples and a software programs, implemented in Matlab, that can be useful for the laboratory part of a course on numerical ODEs/SDEs.The book also contains the portraits of several pioneers in the numerical discretization of differential problems, useful to provide a framework to understand their contributes in the presented fields. Last, but not least, rigor joins readability in the book.