The book has been developed in conjunction with NERS 462, a course offered every year to seniors and graduate students in the University of Michigan NERS program. 
The first half of the book covers the principles of risk analysis, the techniques used to develop and update a reliability data base, the reliability of multi-component systems, Markov methods used to analyze the unavailability of systems with repairs, fault trees and event trees used in probabilistic risk assessments (PRAs), and failure modes of systems. All of this material is general enough that it could be used in non-nuclear applications, although there is an emphasis placed on the analysis of nuclear systems. The second half of the book covers the safety analysis of nuclear energy systems, an analysis of major accidents and incidents that occurred in commercial nuclear plants, applications of PRA techniques to the safety analysis of nuclear power plants (focusing on a major PRA study for five nuclear power plants), practical PRA examples, and emerging techniques in the structure of dynamic event trees and fault trees that can provide a more realistic representation of complex sequences of events. The book concludes with a discussion on passive safety features of advanced nuclear energy systems under development and approaches taken for risk-informed regulations for nuclear plants.

Risk and Safety Analysis of Nuclear Systems

Science & Math

Lee, John C.

McCormick, Norman J.

Technology

wiley

An introductory text for broad areas of nuclear reactor physics Nuclear Reactor Physics and Engineering offers information on analysis, design, control, and operation of nuclear reactors. The author--a noted expert on the topic--explores the fundamentals and presents the mathematical formulations that are grounded in differential equations and linear algebra. The book puts the focus on the use of neutron diffusion theory for the development of techniques for lattice physics and global reactor system analysis. The author also includes recent developments in numerical algorithms, including the Krylov subspace method, and the MATLAB software, including the Simulink toolbox, for efficient studies of steady-state and transient reactor configurations. In addition, nuclear fuel cycle and associated economics analysis are presented, together with the application of modern control theory to reactor operation. This important book: <ul> <li>Provides a comprehensive introduction to the fundamental concepts of nuclear reactor physics and engineering</li> <li>Contains information on nuclear reactor kinetics and reactor design analysis</li> <li>Presents illustrative examples to enhance understanding</li> <li>Offers self-contained derivation of &#64258;uid conservation equations&nbsp;</li> </ul> Written for undergraduate and graduate students in nuclear engineering and practicing engineers, Nuclear Reactor Physics and Engineering covers the fundamental concepts and tools of nuclear reactor physics and analysis.

Nuclear Reactor: Physics and Engineering (Wiley - IEEE)

Engineering & Transportation

Engineering

Nuclear Reactor Physics and Engineering

Physics

Statistics for Business and Financial Economics, 3rd edition is the definitive Business Statistics book to use Finance, Economics, and Accounting data throughout the entire book. Therefore, this book gives students an understanding of how to apply the methodology of statistics to real world situations. In particular, this book shows how descriptive statistics, probability, statistical distributions, statistical inference, regression methods, and statistical decision theory can be used to analyze individual stock price, stock index, stock rate of return, market rate of return, and decision making. In addition, this book also shows how time-series analysis and the statistical decision theory method can be used to analyze accounting and financial data. In this fully-revised edition, the real world examples have been reconfigured and sections have been edited for better understanding of the topics. 
On the Springer page for the book, the solution manual, test bank and powerpoints are available for download.

Statistics for Business and Financial Economics

Business & Money

LEE, ALICE C

LEE, CHENG-FEW

Economics

Springer

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).This is an extensively revised edition of a popular statistics textbook for business and economics students. The first edition has been adopted by universities and colleges worldwide, including New York University, Carnegie Mellon University and UCLA.Designed for upper-level undergraduates, MBA and other graduate students, this book closely integrates various statistical techniques with concepts from business, economics and finance and clearly demonstrates the power of statistical methods in the real world of business. While maintaining the essence of the first edition, the new edition places more emphasis on finance, economics and accounting concepts with updated sample data. Students will find this book very accessible with its straightforward language, ample cases, examples, illustrations and real-life applications. The book is also useful for financial analysts and portfolio managers.

STATISTICS FOR BUSINESS AND FINANCIAL ECONOMICS (SECOND EDITION)

World Scientific Publishing Company

The personal computer has made statistical analysis easier and cheaper. Previously, statistical analysis was difficult for many reasons. Two of the reasons were: (1) statistical analysis was slow and tedious because calculations were done by hand; (2) it was costly because it was done on mainframes and mainframe time was expensive.This book discusses statistical analysis using two personal computer software packages, Minitab 12 and Microsoft Excel 97. Minitab was chosen because it is powerful and is one of the more user-friendly statistical software packages. Microsoft Excel 97 was selected because it is one of the most important software packages to learn and most companies use Microsoft Excel. Excel is a software package that is not dedicated to statistical analysis like Minitab, but it has many statistical features and a very powerful development environment for writing customized statistical analysis.The book is organized in a textbook format. Each chapter discusses statistical concepts and illustrates the use of Minitab and/or Excel. Often it becomes necessary to write macros (programs) in order to do specific statistical analysis. This books prints the codes of the macros for the reader to use and study. This is valuable because usually the difficult part is how to write the code.What the reader will find after studying this book is that statistical analysis will become more fun because he will have more time doing statistical analysis and make less statistical calculations.

BUSINESS AND FINANCIAL STATISTICS USING MINITAB 12 AND MICROSOFT EXCEL 97

Intermediate Futures and Options: An Active Learning Approach

Finance

World Scientific Pub Co Inc

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Based on the authors' extensive teaching, research and business experiences, this book reviews, discusses and integrates both theoretical and practical aspects of financial planning and forecasting. The book is divided into six parts: Information and Methodology for Financial Analysis, Alternative Finance Theories and Their Application, Capital Budgeting and Leasing Decisions, Corporate Policies and Their Interrelationships, Short-term Financial Decisions, Financial Planning and Forecasting, and Overview.The theories used in this book are pre-Modigliani-Miller Theorem, Modigliani-Miller Theorem, Capital Asset Pricing Model and Arbitrage Pricing Theory, and Option Pricing Theory. The interrelationships among these theories are carefully analyzed. Meaningful real-world examples of using these theories are discussed step-by-step, with relevant data and methodology. Alternative planning and forecasting models are also used to show how the interdisciplinary approach is helpful in making meaningful financial management decisions.

FINANCIAL ANALYSIS, PLANNING AND FORECASTING: THEORY AND APPLICATION (2ND EDITION)

Security Analysis, Portfolio Management, and Financial Derivatives integrates the many topics of modern investment analysis. It provides a balanced presentation of theories, institutions, markets, academic research, and practical applications, and presents both basic concepts and advanced principles. Topic coverage is especially broad: in analyzing securities, the authors look at stocks and bonds, options, futures, foreign exchange, and international securities. The discussion of financial derivatives includes detailed analyses of options, futures, option pricing models, and hedging strategies. A unique chapter on market indices teaches students the basics of index information, calculation, and usage and illustrates the important roles that these indices play in model formation, performance evaluation, investment strategy, and hedging techniques. Complete sections on program trading, portfolio insurance, duration and bond immunization, performance measurements, and the timing of stock selection provide real-world applications of investment theory. In addition, special topics, including equity risk premia, simultaneous-equation approach for security valuation, and Itô's calculus, are also included for advanced students and researchers.

SECURITY ANALYSIS, PORTFOLIO MANAGEMENT, AND FINANCIAL DERIVATIVES

Finnerty, Joseph

Wort, Donald

International

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