cyrus karuga and herbert oburra risk factors for early complications of tracheostomies at knh

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Sara Stanner Cardiovascular Disease. Diet, Nutrition and Emerging Risk Factors

A comprehensive, accessible summary of the latest research in heart disease risk factors Cardiovascular Disease (CVD) is a major cause of early death and disability across the world. The major markers of risk—including high blood cholesterol, smoking, and obesity—are well known, but studies show that such markers do not account for all cardiovascular risk. Written by a team of renowned experts in the field, this comprehensive and accessible book examines the evidence for emerging and novel risk factors, and their relationship with diet and nutrition. Fully updated throughout, Cardiovascular Disease: Diet, Nutrition and Emerging Risk Factors, 2nd Edition covers everything from the epidemiology of cardiovascular disease, to genetic factors, to inflammation and much more – offering invaluable advice on reducing risk factors and preventing CVD. This new edition: Authoritatively reports on the link between emerging aspects of diet, lifestyle and cardiovascular disease risk Focuses on novel risk factors of CVD, including the human gut microbiome and fetal and childhood origins, and how it can be prevented Features recommendations for interventions and future research Includes references, commonly asked questions that summarise the take-home messages, and an online glossary Cardiovascular Disease: Diet, Nutrition and Emerging Risk Factors, 2nd Edition is an important book for researchers and postgraduate students in nutrition, dietetics, food science, and medicine, as well as for cardiologists and cardiovascular specialists.

6714.11 рублей

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Anthony Saunders Credit Risk Measurement. New Approaches to Value at Risk and Other Paradigms

The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of the alternative approaches to credit risk measurement. This readable guide discusses the latest pricing, modeling, and management techniques available for dealing with credit risk. New chapters highlight the latest generation of credit risk measurement models, including a popular class known as intensity-based models. Credit Risk Measurement, Second Edition also analyzes significant changes in banking regulations that are impacting credit risk measurement at financial institutions. With fresh insights and updated information on the world of credit risk measurement, this book is a must-read reference for all credit risk professionals. Anthony Saunders (New York, NY) is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors as well as the Council of Research Advisors for the Federal National Mortgage Association. He is the editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments and Institutions. Linda Allen (New York, NY) is Professor of Finance at Baruch College and Adjunct Professor of Finance at the Stern School of Business at New York University. She also is author of Capital Markets and Institutions: A Global View (Wiley: 0471130494). Over the years, financial professionals around the world have looked to the Wiley Finance series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.

7233.71 рублей

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Abdelhalim Boussabaine Risk Pricing Strategies for Public-Private Partnership Projects

The complexity of public-private partnership project procurement requires an effective process for pricing, managing and appropriate allocation of risks. The level at which risk is priced and the magnitude of risks transferred to the private sector will have a significant impact on the cost of the PPP deals as well as on the value for money analysis and on the section of the optimum investment options. The construction industry tends to concentrate on the effectiveness of risk management strategies and to some extent ignores the price of risk and its impact on whole life cost of building assets. There is a pressing need for a universal framework for the determination of fair value of risks throughout the PPP procurement processes. Risk Pricing Strategies for Public-Private Partnership Projects addresses the issues of risk pricing and demonstrates the use of a coherent strategy to arrive at a fair risk price. The focus of the book is on providing risk pricing strategies to maximise return on risk retention and allocation in the procurement of PPP projects. With its up-to-date coverage of the latest developments in risk pricing and comprehensive treatment of the methodologies involved in designing and building risk pricing strategies, the book offers a simple model for pricing risks. The book follows a thematic structure: PPP processes map; Risk, uncertainty and bias; Risk pricing management strategies; Risk pricing measurement and modelling; Risk pricing at each of the project life cycle stages – and deals with all the important risk pricing issues, using relevant real-world situations through case study examples. It explains how the theory and strategies of risk pricing can be successfully applied to real PPP projects and reflects the broad understanding required by today’s project risk analysts, in their new and important role in PPP contract management.

8190.63 рублей

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Christian Szylar Handbook of Market Risk

A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk. Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features: An introduction to financial markets The historical perspective from market events and diverse mathematics to the value-at-risk Return and volatility estimates Diversification, portfolio risk, and efficient frontier The Capital Asset Pricing Model and the Arbitrage Pricing Theory The use of a fundamental multi-factors model Financial derivatives instruments Fixed income and interest rate risk Liquidity risk Alternative investments Stress testing and back testing Banks and Basel II/III The Handbook of Market Risk is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

12183.09 рублей

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Terje Aven Foundations of Risk Analysis

Foundations of Risk Analysis presents the issues core to risk analysis – understanding what risk means, expressing risk, building risk models, addressing uncertainty, and applying probability models to real problems. The author provides the readers with the knowledge and basic thinking they require to successfully manage risk and uncertainty to support decision making. This updated edition reflects recent developments on risk and uncertainty concepts, representations and treatment. New material in Foundations of Risk Analysis includes: An up to date presentation of how to understand, define and describe risk based on research carried out in recent years. A new definition of the concept of vulnerability consistent with the understanding of risk. Reflections on the need for seeing beyond probabilities to measure/describe uncertainties. A presentation and discussion of a method for assessing the importance of assumptions (uncertainty factors) in the background knowledge that the subjective probabilities are based on A brief introduction to approaches that produce interval (imprecise) probabilities instead of exact probabilities. In addition the new version provides a number of other improvements, for example, concerning the use of cost-benefit analyses and the As Low As Reasonably Practicable (ALARP) principle. Foundations of Risk Analysis provides a framework for understanding, conducting and using risk analysis suitable for advanced undergraduates, graduates, analysts and researchers from statistics, engineering, finance, medicine and the physical sciences, as well as for managers facing decision making problems involving risk and uncertainty.

6548.41 рублей

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Gunter Obe Cancer Risk Evaluation. Methods and Trends

An overview of the different approaches to cancer risk assessment of environmental factors – including «-omics» technologies, discussing the strengths and weaknesses of the methods in different fields. The main focus is on the carcinogenic effects of ionizing and non-ionizing radiation, demonstrating the difficulties in accurately assessing those factors that may or may not pose a significant cancer risk. The book extends the view to a broader context of risk assessment, highlighting various aspects of risk management. Written by leading experts in the field, this is a resource for policy makers and professionals in health risk assessment, and public health workers, as well as oncologists and researchers in academia. This title is also available as a mobile App from MedHand Mobile Libraries. Buy it now from Google Play or the MedHand Store.

8984.24 рублей

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Stuart Lieblich Anesthesia Complications in the Dental Office

Anesthetic complications, which range from simple annoyances to patient mortality, are inevitable, given the many and complex interactions of doctor, patient, personnel, and facility. Anesthesia Complications in the Dental Office helps dentists minimize the frequency and severity of adverse events by providing concise and clinically relevant information that can be put to everyday use. Anesthesia Complications in the Dental Office presents the most up-to-date information on treating anesthesia complications and medical emergencies. Drs. Bosack and Lieblich and a team of expert contributors discuss patient risk assessment; considerations for special needs and medically compromised patients; routinely administered anesthetic agents; adversities that can arise before, during, and after administration of anesthesia; and emergency drugs and equipment. A must-have reference for every dental office.

7248.46 рублей

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Wei Chen Financial Risk Management. Applications in Market, Credit, Asset and Liability Management and Firmwide Risk

A global banking risk management guide geared toward the practitioner Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. Chapters devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas. Risk management is one of the fastest growing segments of the banking industry, fueled by banks' fundamental intermediary role in the global economy and the industry's profit-driven increase in risk-seeking behavior. This book is the product of the authors' experience in developing and implementing risk analytics in banks around the globe, giving you a comprehensive, quantitative-oriented risk management guide specifically for the practitioner. Compute and manage market, credit, asset, and liability risk Perform macroeconomic stress testing and act on the results Get up to date on regulatory practices and model risk management Examine the structure and construction of financial risk systems Delve into funds transfer pricing, profitability analysis, and more Quantitative capability is increasing with lightning speed, both methodologically and technologically. Risk professionals must keep pace with the changes, and exploit every tool at their disposal. Financial Risk Management is the practitioner's guide to anticipating, mitigating, and preventing risk in the modern banking industry.

6028.09 рублей

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Christopher Culp L. Risk Transfer. Derivatives in Theory and Practice

Based on an enormously popular «derivative instruments and applications» course taught by risk expert Christopher Culp at the University of Chicago, Risk Transfer will prepare both current practitioners and students alike for many of the issues and problems they will face in derivative markets. Filled with in-depth insight and practical advice, this book is an essential resource for those who want a comprehensive education and working knowledge of this major field in finance, as well as professionals studying to pass the GARP FRM exam. Christopher L. Culp, PhD (Chicago, IL), is a Principal at CP Risk Management LLC and is also Adjunct Professor of Finance at the University of Chicago. He is the author of Corporate Aftershock (0-471-43002-1) and The ART of Risk Management (0-471-12495-8).

7538.29 рублей

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Lawrence David Herbert A Fragment of Stained Glass and Other Stories

David Herbert Lawrence (1885-1930) was an English novelist, poet, playwright and literary critic, one of the key writers of the early twentieth century, most famous for his criticism of rationalism and industrialization. "A Fragment of Stained Glass and Other Stories" is a delightful collection of author's early short stories like "The Thorn in the Flesh", "Daughters of the Vicar", "The Shadow in the Rose Garden", and "Goose Fair".

651 рублей

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Alexander Carol An Introduction to Value-at-Risk

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry’s benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole. Topics covered include: Defining value-at-risk Variance-covariance methodology Portfolio VaR Credit risk and credit VaR Stressed VaR Critique and VaR during crisis Topics are illustrated with Bloomberg screens, worked examples and exercises. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and risk measurement techniques. Foreword by Carol Alexander, Professor of Finance, University of Sussex.

5710.82 рублей

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Stuart Froum Dental Implant Complications. Etiology, Prevention, and Treatment

Dental implants have become one of the most popular and rapidly growing techniques for replacing missing teeth. While their predictability, functionality, and durability make them an attractive option for patients and clinicians alike, complications can arise at any stage from patient assessment to maintenance therapy. Dental Implant Complications: Etiology, Prevention, and Treatment, Second Edition, updates and expands the hallmark first edition, which was the first comprehensive reference designed to provide clinicians of all skill levels with practical instruction grounded in evidence-based research. Featuring cases from a variety of dental specialties, the book covers the most commonly occurring implant complications as well as the unique. Dental Implant Complications: Etiology, Prevention, and Treatment, Second Edition, is organized sequentially, guiding the reader through complications associated with the diagnosis, treatment planning, placement, restoration, and maintenance of implants at any stage. Complications associated with various bone augmentation and sinus lift procedures are also discussed in detail with emphasis on their etiology and prevention. Each chapter utilizes a highly illustrated and user-friendly format to showcase key pedagogical features, including a list of “take home tips” summarizing the fundamental points of each chapter. New chapters include discussions of complications from drug prescribing, implant naturalization, cemented restorations, loose implant restoration syndrome, and craniofacial growth. Readers will also find more case presentations to see how complications have been managed in real-world situations. Dental Implant Complications: Etiology, Prevention, and Treatment, Second Edition, brings together contributions from leading experts in the field under the superior editorship of Dr. Stuart Froum. With its pragmatic approach to preventing and managing implant complications, this expertly crafted text continues to serve as an indispensable clinical reference and guide for all dentists placing or restoring implants.

14496.24 рублей

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Richard Apostolik Foundations of Financial Risk. An Overview of Financial Risk and Risk-based Financial Regulation

Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk Professionals (GARP), this book represents an update to GARP's original publication, Foundations of Banking Risk. You'll learn the terminology and basic concepts surrounding global financial risk and regulation, and develop an understanding of the methods used to measure and manage market, credit, and operational risk. Coverage includes traded market risk and regulation, treasury risk and regulation, and much more, including brand new coverage of risk management for insurance companies. Clear explanations, focused discussion, and comprehensive relevancy make this book an ideal resource for an introduction to risk management. The textbook provides an understanding of risk management methodologies, governance structures for risk management in financial institutions and the regulatory requirements dictated by the Basel Committee on Banking Supervision. It provides thorough coverage of the issues surrounding financial risk, giving you a solid knowledgebase and a practical, applicable understanding. Understand risk measurement and management Learn how minimum capital requirements are regulated Explore all aspects of financial institution regulation and disclosure Master the terminology of global risk and regulation Financial institutions and supervisors around the world are increasingly recognizing how vital sound risk management practices are to both individual firms and the capital markets system as a whole. Savvy professionals recognize the need for authoritative and comprehensive training, and Foundations of Financial Risk delivers with expert-led education for those new to risk management.

6028.09 рублей

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Michael Toma The Risk of Trading. Mastering the Most Important Element in Financial Speculation

Develop the skills to manage risk in the high-stakes world of financial speculation The Risk of Trading is a practical resource that takes an in-depth look at one of the most challenging factors of trading—risk management. The book puts a magnifying glass on the issue of risk, something that every trader needs to understand in order to be successful. Most traders look at risk in terms of a «stop-loss» that enables them to exit a losing trade quickly. In The Risk of Trading, Michael Toma explains that risk is ever-present in every aspect of trading and advocates that traders adopt a more comprehensive view of risk that encompasses the strategic trading plan, account size, drawdowns, maximum possible losses, psychological capital, and crisis management. Shows how to conduct a detailed statistical analysis of an individual's trading methodology through back-testing and real-time results so as to identify when the methodology may be breaking down in actual trading Reveals why traders should think of themselves as project managers who are strategically managing risk The book is based on the author's unique 'focus on the risk' approach to trading using data-driven risk statistical analytics Using this book as a guide, traders can operate more as business managers and learn how to avoid market-busting losses while achieving consistently good results.

4759.02 рублей

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David Capuzzi Youth at Risk. A Prevention Resource for Counselors, Teachers, and Parents

In the latest edition of this best-selling text, David Capuzzi and Douglas Gross, along with 24 experts in the field provide a prevention–intervention paradigm to address contemporary issues facing today’s youth. Written from a systemic perspective, this book offers guidance in helping teens who are struggling with the complex challenges that can be brought on by peers, family members, and difficult social environments. Part 1 presents information on at-risk population identification, causal factors of problematic behaviors, and promotion of resiliency in youth. Part 2 examines the development of at-risk behaviors relating to dysfunctional family dynamics, low self-esteem, depression, mood disorders, and stress and trauma. Part 3 explores the behaviors most often identified as placing youth at risk, such as eating disorders, suicidal preoccupation, teen sexuality, gang membership, school violence, substance abuse, homelessness, school dropout, and bullying, as well as the unique strengths of and stressors faced by multiracial and LGBTQ youth. Case studies illustrate prevention ef­forts from individual, family, school, and community perspectives, and text sidebars create greater reader self-awareness and en­hance the understanding of the concepts, skills, and applications of the chapter material. A complimentary test manual and PowerPoint slides for instructors’ use are available by written request to ACA. *Requests for digital versions from the ACA can be found on wiley.com. *To request print copies, please visit the ACA website.

5432.91 рублей

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Allan Malz M. Financial Risk Management. Models, History, and Institutions

Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today. Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include: Market risk, from Value-at-Risk (VaR) to risk models for options Credit risk, from portfolio credit risk to structured credit products Model risk and validation Risk capital and stress testing Liquidity risk, leverage, systemic risk, and the forms they take Financial crises, historical and current, their causes and characteristics Financial regulation and its evolution in the wake of the global crisis And much more Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.

6028.09 рублей

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The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of the alternative approaches to credit risk measurement. This readable guide discusses the latest pricing, modeling, and management techniques available for dealing with credit risk. New chapters highlight the latest generation of credit risk measurement models, including a popular class known as intensity-based models. Credit Risk Measurement, Second Edition also analyzes significant changes in banking regulations that are impacting credit risk measurement at financial institutions. With fresh insights and updated information on the world of credit risk measurement, this book is a must-read reference for all credit risk professionals. Anthony Saunders (New York, NY) is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors as well as the Council of Research Advisors for the Federal National Mortgage Association. He is the editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments and Institutions. Linda Allen (New York, NY) is Professor of Finance at Baruch College and Adjunct Professor of Finance at the Stern School of Business at New York University. She also is author of Capital Markets and Institutions: A Global View (Wiley: 0471130494). Over the years, financial professionals around the world have looked to the Wiley Finance series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.

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