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The book begins with the fundamentals of light scattering, first by individual particles, then by small groups of particles, and finally by the trillions of particles present in a real-life paint film. From there, Dr. Diebold focuses on application of these fundamentals to paint formulation. The scope includes both theory and practice with an emphasis on application (from both performance and cost standpoints). The book gives a clear understanding of light scattering principles and application of these principles to paint formulation (with a focus on TiO2 - the strongest scattering...

The approach to connectedness proposed by the authors...

The book begins with the fundamentals of light scattering, first by individual particles, then by small groups of particles, and finally by the trillions of particles present in a real-life paint film. From there, Dr. Diebold focuses on application of these fundamentals to paint formulation. The scope includes both theory and practice with an emphasis on application (from both performance and cost standpoints). The book gives a clear understanding of light scattering principles and application of these principles to paint formulation (with a focus on TiO2 the strongest scattering material...

This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject, along with a detailed introduction that draws together the book's principal themes and findings.

Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether...

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically...

A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, and regulators. This book introduces a more realistic and holistic framework called
KuU
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nknowable--that enables one to conceptualize the different kinds...

The approach to connectedness proposed by the authors...