Richard Olsen – författare

Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

H.H. Jasper, A.A. Ward, A. Pope and H.H. Merritt, chair of the Public Health Service Advisory Committee on the Epilepsies, National Institutes of Health, published the first volume on Basic Mechanisms of the Epilepsies (BME) in 1969. Their ultimate goal was to search for a "better understanding of the epilepsies and seek more rational methods of their prevention and treatment." Since then, basic and clinical researchers in epilepsy have gathered together every decade and a half with these goals in mind -- assessing where epilepsy research has been, what it has accomplished, and where it should go. In 1999, the third volume of BME was named in honor of H.H. Jasper. In line with the enormous expansion in the understanding of basic epilepsy mechanisms over the past four decades, this fourth edition of Jasper''s BME is the most ambitious yet. In 90 chapters, the book considers the role of interactions between neurons, synapses, and glia in the initiation, spread and arrest of seizures. It examines mechanisms of excitability, synchronization, seizure susceptibility, and ultimately epileptogenesis. It provides a framework for expanding the epilepsy genome and understanding the complex heredity responsible for common epilepsies as it explores disease mechanisms of ion channelopathies and developmental epilepsy genes. It considers the mechanisms of conditions of epilepsy comorbidities. And, for the first time, this 4th edition describes the current efforts to translate the discoveries in epilepsy disease mechanisms into new therapeutic strategies. This book, considered the ''bible'' of basic epilepsy research, is essential for the student, the clinician scientist and all research scientists who conduct laboratory-based experimental epilepsy research using cellular, brain slice and animal models, as well as for those interested in related disciplines of neuronal oscillations, network plasticity, and signaling in brain strucutres that include the cortex, hippocampus, and thalamus. In keeping with the 1969 goals, the book is now of practical importance to the clinical neurologist and epileptologist as the progress of research in molecular genetics and modern efforts to design antiepileptic drugs, cures and repairs in the epilepsies converge and impact clinical care.

This book reports on the first substantial UK study of parenting, disability and mental health. It examines the views of parents and children in 75 families. Covering a broad spectrum of issues facing disabled parents and their families, Parenting and disability:provides a comprehensive review of relevant policy issues;explores the barriers to full participation in parenting that disabled parents face;examines the complex ways in which broader social divisions, including gender and socioeconomic status, interact with disability;advocates measures to support disabled parents and their families by promoting and supporting relationships within the family.The book is aimed at a wide audience, including students and academics in social policy, social work, disability studies, sociology, education, and nursing, people working in the voluntary sector, disabled activists and their supporters, as well as policy makers and practitioners in a range of statutory agencies.