This text treats the Korteweg-de Vries (KdV) equation with periodic boundary conditions. This equation models waves in homogeneous, weakly nonlinear and weakly dispersive media in general. For the first time, these important results are comprehensively covered in book form, authored by internationally renowned experts in the field.

Communication is like a soul in life. Without communication there is no life. We need communication which is understandable and clear to the recipient. This book aims at making the readers experts in skilled and effective communication. It lays special emphasis on Noting and Drafting. Notes and Drafts are pieces of writing whose effectiveness depends on the writing skills of the writer. Follow the ways and tips to get equipped with the skill of effective writing. It is based on the knowledge and personal experience acquired by working in government and public organisations for decades.

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical and statistical discussion of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story. Through use of exhaustive practical examples and extensive code illustrations in the Python programming language, this work also explicitly shows the reader how these models are implemented. Bringing these complex approaches to life by combining the technical details with actual real-life Python code reduces the burden of model complexity and enhances accessibility to this decidedly specialized field of study. The entire work is also liberally supplemented with model-diagnostic, calibration, and parameter-estimation techniques to assist the quantitative analyst in day-to-day implementation as well as in mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference text for financial-risk practitioners and an excellent source for advanced undergraduate and graduate students seeking to acquire knowledge of the key elements of this discipline.