Goncu ahmet (30 risultati)

Taschenbuch. Condizione: Neu. Neuware - Silver is one of the most promising metals of the new era-essential to digitalization, artificial intelligence, robotics, and sustainable economic transformation. The sharp breakout in silver prices in 2025 has led investors to ask important questions: How much higher can silver go Is it too late to invest in silver To answer this, we must examine a deeper and more fundamental question: What is the true fair value of silver when viewed through global supply-demand dynamics What forces genuinely drive its price In this book, we address these questions comprehensively using a systematic methodology-one that will guide you through what may well become the Golden Age of Silver.In this book, we analyse the real forces behind silver prices, combining industrial demand with investor demand, and estimating silver's fair value using fundamental relative pricing against gold, copper, zinc, and lead. Because silver is produced largely as a by-product of other mining operations, its supply is technically constrained and closely linked to the output of other metals. This unique supply structure prevents silver production from increasing simply because demand rises.For example, higher demand for zinc leads to increased zinc production, which in turn yields more silver as a by-product. But when zinc demand is stable, silver supply cannot expand-even if silver demand surges-because only a tiny fraction of silver is extracted relative to the primary metal. In other words, you cannot mine zinc just to obtain more silver, which makes silver fundamentally scarce and structurally under-supplied.Smart investors will recognize that the analysis presented in this book is robust, data-driven, and designed to help you understand what to expect from the silver market over the next decade and beyond.As an investor, your goal is to protect and grow your wealth. Understanding the true supply and demand dynamics-combined with the practical technical analysis introduced in this book-can give you a meaningful edge. With the right knowledge, you can outperform even professional Wall Street portfolio managers with minimal effort and cost.…

Taschenbuch. Condizione: Neu. Neuware - Humanity is facing a profound health crisis. Industrial agriculture, monoculture farming, and ultra-processed foods have radically distorted the human diet. Genetically modified crops, chemical additives, and mass-produced artificial foods now dominate global nutrition-and the consequences are devastating. Metabolic disease is exploding. Diabetes, obesity, fatty liver, hormonal imbalance, chronic inflammation, and autoimmune disorders-conditions once rare-have become the norm. People feel tired, sick, and mentally foggy, yet most cannot identify the root cause.The truth is straightforward: Modern nutrition has completely broken away from the foods the human body was designed to eat.This book offers a way back, rooted in two extraordinary and complementary sources of truth: (1) 300,000 years of human biology and evolutionary adaptation (2) The timeless nutritional guidance of the Holy Qur'anWhen these two perspectives are combined-human evolution and divine revelation-a clear, powerful, and scientifically grounded lifestyle emerges. It is a way of living that can restore metabolic health, reverse disease, and reconnect us with the diet we were created to thrive on.…

Taschenbuch. Condizione: Neu. Neuware.

Paperback. Condizione: new. Paperback. Silver is one of the most promising metals of the new era-essential to digitalization, artificial intelligence, robotics, and sustainable economic transformation. The sharp breakout in silver prices in 2025 has led investors to ask important questions: How much higher can silver go? Is it too late to invest in silver? To answer this, we must examine a deeper and more fundamental question: What is the true fair value of silver when viewed through global supply-demand dynamics? What forces genuinely drive its price? In this book, we address these questions comprehensively using a systematic methodology-one that will guide you through what may well become the Golden Age of Silver.In this book, we analyse the real forces behind silver prices, combining industrial demand with investor demand, and estimating silver's fair value using fundamental relative pricing against gold, copper, zinc, and lead. Because silver is produced largely as a by-product of other mining operations, its supply is technically constrained and closely linked to the output of other metals. This unique supply structure prevents silver production from increasing simply because demand rises.For example, higher demand for zinc leads to increased zinc production, which in turn yields more silver as a by-product. But when zinc demand is stable, silver supply cannot expand-even if silver demand surges-because only a tiny fraction of silver is extracted relative to the primary metal. In other words, you cannot mine zinc just to obtain more silver, which makes silver fundamentally scarce and structurally under-supplied.Smart investors will recognize that the analysis presented in this book is robust, data-driven, and designed to help you understand what to expect from the silver market over the next decade and beyond.As an investor, your goal is to protect and grow your wealth. Understanding the true supply and demand dynamics-combined with the practical technical analysis introduced in this book-can give you a meaningful edge. With the right knowledge, you can outperform even professional Wall Street portfolio managers with minimal effort and cost. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Condizione: new. Paperback. Humanity is facing a profound health crisis. Industrial agriculture, monoculture farming, and ultra-processed foods have radically distorted the human diet. Genetically modified crops, chemical additives, and mass-produced artificial foods now dominate global nutrition-and the consequences are devastating. Metabolic disease is exploding. Diabetes, obesity, fatty liver, hormonal imbalance, chronic inflammation, and autoimmune disorders-conditions once rare-have become the norm. People feel tired, sick, and mentally foggy, yet most cannot identify the root cause.The truth is straightforward: Modern nutrition has completely broken away from the foods the human body was designed to eat.This book offers a way back, rooted in two extraordinary and complementary sources of truth: (1) 300,000 years of human biology and evolutionary adaptation (2) The timeless nutritional guidance of the Holy Qur'anWhen these two perspectives are combined-human evolution and divine revelation-a clear, powerful, and scientifically grounded lifestyle emerges. It is a way of living that can restore metabolic health, reverse disease, and reconnect us with the diet we were created to thrive on. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condizione: Neu. Neuware - This book emerged from a confluence of academic inquiry, policy urgency, and practical necessity. As carbon pricing mechanisms proliferate globally-from the European Union's Emissions Trading System to China's national carbon market-financial institutions, corporations, and policymakers increasingly confront a fundamental challenge: how to measure, price, and manage carbon-related risks within existing financial frameworks. Traditional finance textbooks address climate change, if at all, as an ancillary topic. Yet as carbon prices exceed 100 per tonne and climate regulations reshape entire industries, carbon has become central to credit assessment, investment strategy, and corporate valuation. The genesis of this work lies in my research at the intersection of environmental economics, financial risk management, and sustainable finance. Teaching graduate courses in carbon markets and climate finance revealed a persistent gap: while theoretical foundations exist in environmental economics and practical guidance abounds in sustainability reporting, few resources integrate rigorous quantitative methods with institutional detail and empirical application. Students preparing for careers in banking, asset management, corporate finance, and policy need frameworks that are theoretically sound yet implementable with available data-tools they can deploy on Monday morning, not merely contemplate in seminar discussions. This book attempts to fill that gap. It combines regulatory analysis (examining EU climate directives in granular detail), quantitative modeling (developing carbon-adjusted credit risk frame- works), and practical implementation (providing working Python code for carbon accounting). The approach is deliberately eclectic: Chapter 3 might satisfy a compliance officer navigating CSRD requirements, while Chapter 8 speaks to a credit risk analyst integrating carbon costs into Merton models. This reflects the reality that sustainable finance demands fluency across disciplines-law, economics, accounting, computer science, and finance-that traditionally operate in isolation Intended Audience>Corporate Sustainability Officers and environmental managers responsible for carbon accounting, emissions reporting, and climate strategy. Chapters 3-4 provide comprehensive guidance on measurement methodologies, while Chapters 6-7 analyze compliance obligations under the EU ETS and CBAM. Policymakers and Regulators designing or evaluating carbon pricing systems, border adjustments, or climate disclosure requirements. The book provides both theoretical frameworks (Chapter 5) and empirical analysis of existing systems (Chapters 6-7) to inform policy development. Researchers in environmental economics, climate finance, or sustainable development seeking rigorous analytical frameworks and comprehensive literature review. Each chapter includes extensive references to current research and identifies open questions for future investigation. …

Taschenbuch. Condizione: Neu. Neuware.

Paperback. Condizione: new. Paperback. In March 2024, I began writing this novel about a weaponized pandemic that would kill three billion people and be used as justification for global technocratic control.I started because the pieces were already visible: gain-of-function research on deadly viruses, billionaire- funded pandemic preparedness programs that looked remarkably like control systems, increasing surveillance infrastructure justified by public health, and a growing philosophical movement among tech elites that democracy was too slow and humanity needed "management."This is a work of fiction. The Council of Synthesis does not exist-at least not under that name. The specific pandemic timeline is invented. The characters are imaginary.But the technologies are real. The surveillance capabilities exist. The philosophical frameworks justifying technocratic control are published and advocated by real people with real power. The tension between individual liberty and collective security is not imaginary.I wrote this as entertainment-a thriller to keep you turning pages. But I also wrote it as a thought experiment: What happens when crisis becomes opportunity for those who believe freedom is a luxury humanity can't afford?The Nakamura family chooses freedom over safety, struggle over submission, the hard path over the easy one. They pay a terrible price for that choice.I hope we never face the choice they faced. But if we do, I hope we choose as they did. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Condizione: New. Print on Demand.

Condizione: New. Print on Demand.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Condizione: New. Print on Demand.

Paperback. Condizione: new. Paperback. This book emerged from a confluence of academic inquiry, policy urgency, and practical necessity. As carbon pricing mechanisms proliferate globally-from the European Union's Emissions Trading System to China's national carbon market-financial institutions, corporations, and policymakers increasingly confront a fundamental challenge: how to measure, price, and manage carbon-related risks within existing financial frameworks. Traditional finance textbooks address climate change, if at all, as an ancillary topic. Yet as carbon prices exceed 100 per tonne and climate regulations reshape entire industries, carbon has become central to credit assessment, investment strategy, and corporate valuation. The genesis of this work lies in my research at the intersection of environmental economics, financial risk management, and sustainable finance. Teaching graduate courses in carbon markets and climate finance revealed a persistent gap: while theoretical foundations exist in environmental economics and practical guidance abounds in sustainability reporting, few resources integrate rigorous quantitative methods with institutional detail and empirical application. Students preparing for careers in banking, asset management, corporate finance, and policy need frameworks that are theoretically sound yet implementable with available data-tools they can deploy on Monday morning, not merely contemplate in seminar discussions. This book attempts to fill that gap. It combines regulatory analysis (examining EU climate directives in granular detail), quantitative modeling (developing carbon-adjusted credit risk frame- works), and practical implementation (providing working Python code for carbon accounting). The approach is deliberately eclectic: Chapter 3 might satisfy a compliance officer navigating CSRD requirements, while Chapter 8 speaks to a credit risk analyst integrating carbon costs into Merton models. This reflects the reality that sustainable finance demands fluency across disciplines-law, economics, accounting, computer science, and finance-that traditionally operate in isolation Intended AudienceGraduate Students in finance, economics, environmental studies, and business pursuing careers in sustainable finance, climate policy, corporate sustainability, or environmental economics. The book is suitable for courses in carbon markets, climate finance, ESG investing, or environmental risk management. Finance Professionals including credit analysts, risk managers, portfolio managers, and investment bankers seeking to integrate climate considerations into their analysis. The carbon-adjusted credit risk frameworks (Chapter 8) and market analysis (Chapter 6) are particularly relevant for banking and asset management applications. Corporate Sustainability Officers and environmental managers responsible for carbon accounting, emissions reporting, and climate strategy. Chapters 3-4 provide comprehensive guidance on measurement methodologies, while Chapters 6-7 analyze compliance obligations under the EU ETS and CBAM. Policymakers and Regulators designing or evaluating carbon pricing systems, border adjustments, or climate disclosure requirements. The book provides both theoretical frameworks (Chapter 5) and empirical analysis of existing systems (Chapters 6-7) to inform policy development. Researchers in environmental economics, climate finance, or sustainable development seeking rigorous analytical frameworks and comprehensive literature review. Each chapter includes extensive references to current research and identifies open questions for future investigation. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Condizione: new. Paperback. Bridge the Gap Between Portfolio Theory and Practical Python CodeModern quantitative portfolio management sits at the intersection of rigorous mathematical theory and real-world execution. Yet, most financial literature forces a compromise: books either present heavy linear algebra without executable code, or offer code snippets stripped of theoretical derivations.Written by Dr. Ahmet Goncu, professor of finance and PhD in financial mathematics, Quantitative Portfolio Management with Python bridges this gap completely. From foundational mean-variance optimization to advanced machine learning and reinforcement learning algorithms, every equation is derived step-by-step and implemented from scratch in Python.What You Will Learn: Foundations of Portfolio Mathematics: Master matrix calculus, quadratic forms, and Lagrangian optimization applied to minimum-variance and tangency portfolios.Asset Pricing & Factor Models: Build, estimate, and evaluate the Capital Asset Pricing Model (CAPM) and Fama-French multi-factor regressions on real market data.Advanced Portfolio Construction: Address classical mean-variance estimation error using Ledoit-Wolf covariance shrinkage, Black-Litterman Bayesian inference, and Hierarchical Risk Parity (HRP).Machine Learning & Reinforcement Learning: Formulate state-space representations and train REINFORCE-based reinforcement learning agents for dynamic allocation.Walk-Forward Backtesting: Implement rigorous walk-forward backtesting frameworks to stress-test equity, bond, and commodity portfolios.Key Features: Self-Contained Python Code: All code listings use standard scientific libraries (numpy, pandas, scipy, scikit-learn, statsmodels, yfinance) and run out-of-the-box.No Black-Box Wrappers: Every key algorithm-from Black-Litterman posterior estimation to Hierarchical Risk Parity recursive bisection-is built from first principles.Preliminary Math Foundations: Includes a comprehensive linear algebra refresher and standalone appendices covering optimization, statistics, and setup.Whether you are a graduate student in financial engineering, a quantitative researcher, a risk manager, or a practitioner looking to modernize your backtesting stack, this textbook provides the mathematical foundation and pythonic tools required to excel in modern quantitative finance. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Condizione: New. Print on Demand.

Condizione: New. Print on Demand.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Condizione: new. Paperback. Silver is one of the most promising metals of the new era-essential to digitalization, artificial intelligence, robotics, and sustainable economic transformation. The sharp breakout in silver prices in 2025 has led investors to ask important questions: How much higher can silver go? Is it too late to invest in silver? To answer this, we must examine a deeper and more fundamental question: What is the true fair value of silver when viewed through global supply-demand dynamics? What forces genuinely drive its price? In this book, we address these questions comprehensively using a systematic methodology-one that will guide you through what may well become the Golden Age of Silver.In this book, we analyse the real forces behind silver prices, combining industrial demand with investor demand, and estimating silver's fair value using fundamental relative pricing against gold, copper, zinc, and lead. Because silver is produced largely as a by-product of other mining operations, its supply is technically constrained and closely linked to the output of other metals. This unique supply structure prevents silver production from increasing simply because demand rises.For example, higher demand for zinc leads to increased zinc production, which in turn yields more silver as a by-product. But when zinc demand is stable, silver supply cannot expand-even if silver demand surges-because only a tiny fraction of silver is extracted relative to the primary metal. In other words, you cannot mine zinc just to obtain more silver, which makes silver fundamentally scarce and structurally under-supplied.Smart investors will recognize that the analysis presented in this book is robust, data-driven, and designed to help you understand what to expect from the silver market over the next decade and beyond.As an investor, your goal is to protect and grow your wealth. Understanding the true supply and demand dynamics-combined with the practical technical analysis introduced in this book-can give you a meaningful edge. With the right knowledge, you can outperform even professional Wall Street portfolio managers with minimal effort and cost. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Condizione: new. Paperback. Humanity is facing a profound health crisis. Industrial agriculture, monoculture farming, and ultra-processed foods have radically distorted the human diet. Genetically modified crops, chemical additives, and mass-produced artificial foods now dominate global nutrition-and the consequences are devastating. Metabolic disease is exploding. Diabetes, obesity, fatty liver, hormonal imbalance, chronic inflammation, and autoimmune disorders-conditions once rare-have become the norm. People feel tired, sick, and mentally foggy, yet most cannot identify the root cause.The truth is straightforward: Modern nutrition has completely broken away from the foods the human body was designed to eat.This book offers a way back, rooted in two extraordinary and complementary sources of truth: (1) 300,000 years of human biology and evolutionary adaptation (2) The timeless nutritional guidance of the Holy Qur'anWhen these two perspectives are combined-human evolution and divine revelation-a clear, powerful, and scientifically grounded lifestyle emerges. It is a way of living that can restore metabolic health, reverse disease, and reconnect us with the diet we were created to thrive on. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Condizione: new. Paperback. In March 2024, I began writing this novel about a weaponized pandemic that would kill three billion people and be used as justification for global technocratic control.I started because the pieces were already visible: gain-of-function research on deadly viruses, billionaire- funded pandemic preparedness programs that looked remarkably like control systems, increasing surveillance infrastructure justified by public health, and a growing philosophical movement among tech elites that democracy was too slow and humanity needed "management."This is a work of fiction. The Council of Synthesis does not exist-at least not under that name. The specific pandemic timeline is invented. The characters are imaginary.But the technologies are real. The surveillance capabilities exist. The philosophical frameworks justifying technocratic control are published and advocated by real people with real power. The tension between individual liberty and collective security is not imaginary.I wrote this as entertainment-a thriller to keep you turning pages. But I also wrote it as a thought experiment: What happens when crisis becomes opportunity for those who believe freedom is a luxury humanity can't afford?The Nakamura family chooses freedom over safety, struggle over submission, the hard path over the easy one. They pay a terrible price for that choice.I hope we never face the choice they faced. But if we do, I hope we choose as they did. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Condizione: new. Paperback. This book emerged from a confluence of academic inquiry, policy urgency, and practical necessity. As carbon pricing mechanisms proliferate globally-from the European Union's Emissions Trading System to China's national carbon market-financial institutions, corporations, and policymakers increasingly confront a fundamental challenge: how to measure, price, and manage carbon-related risks within existing financial frameworks. Traditional finance textbooks address climate change, if at all, as an ancillary topic. Yet as carbon prices exceed 100 per tonne and climate regulations reshape entire industries, carbon has become central to credit assessment, investment strategy, and corporate valuation. The genesis of this work lies in my research at the intersection of environmental economics, financial risk management, and sustainable finance. Teaching graduate courses in carbon markets and climate finance revealed a persistent gap: while theoretical foundations exist in environmental economics and practical guidance abounds in sustainability reporting, few resources integrate rigorous quantitative methods with institutional detail and empirical application. Students preparing for careers in banking, asset management, corporate finance, and policy need frameworks that are theoretically sound yet implementable with available data-tools they can deploy on Monday morning, not merely contemplate in seminar discussions. This book attempts to fill that gap. It combines regulatory analysis (examining EU climate directives in granular detail), quantitative modeling (developing carbon-adjusted credit risk frame- works), and practical implementation (providing working Python code for carbon accounting). The approach is deliberately eclectic: Chapter 3 might satisfy a compliance officer navigating CSRD requirements, while Chapter 8 speaks to a credit risk analyst integrating carbon costs into Merton models. This reflects the reality that sustainable finance demands fluency across disciplines-law, economics, accounting, computer science, and finance-that traditionally operate in isolation Intended AudienceGraduate Students in finance, economics, environmental studies, and business pursuing careers in sustainable finance, climate policy, corporate sustainability, or environmental economics. The book is suitable for courses in carbon markets, climate finance, ESG investing, or environmental risk management. Finance Professionals including credit analysts, risk managers, portfolio managers, and investment bankers seeking to integrate climate considerations into their analysis. The carbon-adjusted credit risk frameworks (Chapter 8) and market analysis (Chapter 6) are particularly relevant for banking and asset management applications. Corporate Sustainability Officers and environmental managers responsible for carbon accounting, emissions reporting, and climate strategy. Chapters 3-4 provide comprehensive guidance on measurement methodologies, while Chapters 6-7 analyze compliance obligations under the EU ETS and CBAM. Policymakers and Regulators designing or evaluating carbon pricing systems, border adjustments, or climate disclosure requirements. The book provides both theoretical frameworks (Chapter 5) and empirical analysis of existing systems (Chapters 6-7) to inform policy development. Researchers in environmental economics, climate finance, or sustainable development seeking rigorous analytical frameworks and comprehensive literature review. Each chapter includes extensive references to current research and identifies open questions for future investigation. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …

Paperback. Condizione: new. Paperback. Bridge the Gap Between Portfolio Theory and Practical Python CodeModern quantitative portfolio management sits at the intersection of rigorous mathematical theory and real-world execution. Yet, most financial literature forces a compromise: books either present heavy linear algebra without executable code, or offer code snippets stripped of theoretical derivations.Written by Dr. Ahmet Goncu, professor of finance and PhD in financial mathematics, Quantitative Portfolio Management with Python bridges this gap completely. From foundational mean-variance optimization to advanced machine learning and reinforcement learning algorithms, every equation is derived step-by-step and implemented from scratch in Python.What You Will Learn: Foundations of Portfolio Mathematics: Master matrix calculus, quadratic forms, and Lagrangian optimization applied to minimum-variance and tangency portfolios.Asset Pricing & Factor Models: Build, estimate, and evaluate the Capital Asset Pricing Model (CAPM) and Fama-French multi-factor regressions on real market data.Advanced Portfolio Construction: Address classical mean-variance estimation error using Ledoit-Wolf covariance shrinkage, Black-Litterman Bayesian inference, and Hierarchical Risk Parity (HRP).Machine Learning & Reinforcement Learning: Formulate state-space representations and train REINFORCE-based reinforcement learning agents for dynamic allocation.Walk-Forward Backtesting: Implement rigorous walk-forward backtesting frameworks to stress-test equity, bond, and commodity portfolios.Key Features: Self-Contained Python Code: All code listings use standard scientific libraries (numpy, pandas, scipy, scikit-learn, statsmodels, yfinance) and run out-of-the-box.No Black-Box Wrappers: Every key algorithm-from Black-Litterman posterior estimation to Hierarchical Risk Parity recursive bisection-is built from first principles.Preliminary Math Foundations: Includes a comprehensive linear algebra refresher and standalone appendices covering optimization, statistics, and setup.Whether you are a graduate student in financial engineering, a quantitative researcher, a risk manager, or a practitioner looking to modernize your backtesting stack, this textbook provides the mathematical foundation and pythonic tools required to excel in modern quantitative finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…