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Early Development in Neurogenetic Disorders - 1st Edition - ISBN: 9780323163644, 9780080922690

Early Development in Neurogenetic Disorders, Volume 40

1st Edition

Serial Volume Editor: Deborah Fidler
eBook ISBN: 9780080922690
Paperback ISBN: 9780323163644
Hardcover ISBN: 9780123744784
Imprint: Academic Press
Published Date: 21st July 2011
Page Count: 334
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Table of Contents


1. Risk Management and Financial Returns

1. Chapter Outline

2. Learning Objectives

3. Risk Management and the Firm

4. A Brief Taxonomy of Risks

5. Asset Returns Definitions

6. Stylized Facts of Asset Returns

7. A Generic Model of Asset Returns

8. From Asset Prices to Portfolio Returns

9. Introducing the Value-at-Risk (VaR) Risk Measure

10. Overview of the Book

Appendix. Return VaR and $VaR

2. Historical Simulation, Value-at-Risk, and Expected Shortfall

1. Chapter Overview

2. Historical Simulation

3. Weighted Historical Simulation (WHS)

4. Evidence from the 2008–2009 Crisis

5. The True Probability of Breaching the HS VaR

6. VaR with Extreme Coverage Rates

7. Expected Shortfall

8. Summary

3. A Primer on Financial Time Series Analysis

1. Chapter Overview

2. Probability Distributions and Moments

3. The Linear Model

4. Univariate Time Series Models

5. Multivariate Time Series Models

6. Summary

4. Volatility Modeling Using Daily Data

1. Chapter Overview

2. Simple Variance Forecasting

3. The GARCH Variance Model

4. Maximum Likelihood Estimation

5. Extensions to the GARCH Model

6. Variance Model Evaluation

7. Summary

Appendix A. Component GARCH and GARCH(2,2)

Appendix B. The HYGARCH Long-Memory Model

5. Volatility Modeling Using Intraday Data

1. Chapter Overview

2. Realized Variance: Four Stylized Facts

3. Forecasting Realized Variance

4. Realized Variance Construction

5. Data Issues

6. Range-Based Volatility Modeling

7. GARCH Variance Forecast Evaluation Revisited

8. Summary

6. Nonnormal Distributions

1. Chapter Overview

2. Learning Objectives

3. Visualizing Nonnormality Using QQ Plots

4. The Filtered Historical Simulation Approach

5. The Cornish-Fisher Approximation to VaR

6. The Standardized t Distribution

7. The Asymmetric t Distribution

8. Extreme Value Theory (EVT)

9. Summary

Appendix A. ES for the Symmetric and Asymmetric t Distributions

Appendix B. Cornish-Fisher ES

Appendix C. Extreme Value Theory ES

7. Covariance and Correlation Models

1. Chapter Overview

2. Portfolio Variance and Covariance

3. Dynamic Conditional Correlation (DCC)

4. Estimating Daily Covariance from Intraday Data

8. Simulating the Term Structure of Risk

1. Chapter Overview

2. The Risk Term Structure in Univariate Models

3. The Risk Term Structure with Constant Correlations

4. The Risk Term Structure with Dynamic Correlations

5. Summary

9. Distributions and Copulas for Integrated Risk Management

1. Chapter Overview

2. Threshold Correlations

3. Multivariate Distributions

4. The Copula Modeling Approach

5. Risk Management Using Copula Models

6. Summary

10. Option Pricing

1. Chapter Overview

2. Basic Definitions

3. Option Pricing Using Binomial Trees

4. Option Pricing under the Normal Distribution

5. Allowing for Skewness and Kurtosis

6. Allowing for Dynamic Volatility

7. Implied Volatility Function (IVF) Models

8. Summary

Appendix. The CFG Option Pricing Formula

11. Option Risk Management

1. Chapter Overview

2. The Option Delta

3. Portfolio Risk Using Delta

4. The Option Gamma

5. Portfolio Risk Using Gamma

6. Portfolio Risk Using Full Valuation

7. A Simple Example

8. Pitfall in the Delta and Gamma Approaches

9. Summary

12. Credit Risk Management

1. Chapter Overview

2. A Brief History of Corporate Defaults

3. Modeling Corporate Default

4. Portfolio Credit Risk

5. Other Aspects of Credit Risk

6. Summary

13. Backtesting and Stress Testing

1. Chapter Overview

2. Backtesting VaRs

3. Increasing the Information Set

4. Backtesting Expected Shortfall

5. Backtesting the Entire Distribution

6. Stress Testing

7. Summary


This special issue is among the first volumes to examine the topic of early development in children with neurogenetic disorders associated with intellectual disability. It includes discussions of theoretical issues regarding the emergence of behavioural profiles during early development, as well as comprehensive accounts of early development in specific disorders such as Down syndrome, fragile X syndrome, Williams syndrome, and sex chromosome disorders. In addition, several contributions examine the latest clinical applications of this work for diagnosis, treatment, and education.

Key Features

  • The comprehensive nature of the reviews of early development in neurogenetic disorders provided by top researchers in the field of developmental disabilities research
  • Innovation in the application of new approaches to this population, such dynamic systems theory and the developmental trajectory approach to studying these populations place this volume on the cutting edge of theoretical work in this area
  • This volume also addresses the implications of emerging behavioural phenotypes in neurogenetic disorders from many angles—the biological issues related to diagnosis, psychiatric issues related to comorbid conditions such as autism and autism spectrum disorder, and educational issues related to targeted intervention


Academic researchers in developmental and cognitive psychology, as well as neuropsychology


No. of pages:
© Academic Press 2011
21st July 2011
Academic Press
eBook ISBN:
Paperback ISBN:
Hardcover ISBN:


"When and how do phenotypic profiles start during the developmental process, and can they be impacted by the environment and family? US researchers in child psychiatry, developmental disabilities, genomics, and neurodevelopment investigate these questions in this special issue of the International Review of Developmental Disabilities. Contributors describe the latest research on early development in children with neurogenetic disorders that cause intellectual disability and shed light on the relationship between genetic conditions and phenotypic expression, and the link between neurogenetic disorder and behavioral outcomes. Some specific subjects addressed include social-cognitive skills in young children with Williams Syndrome, early diagnosis of chromosomal disorders associated with intellectual disability, and diagnosing autism in those with known genetic syndromes. Fidler teaches human development and family studies at Colorado State University." --Reference and Research Book News, October 2012

Ratings and Reviews

About the Serial Volume Editor

Deborah Fidler

Deborah Fidler

Dr. Deborah Fidler is a Professor in the Department of Human Development and Family Studies at Colorado State University. Her research expertise is in the area of early development in individuals with neurogenetic syndromes, with a particular focus on the behavioral phenotype in Down syndrome and its implications for intervention and educational practice.

Affiliations and Expertise

Human Development and Family Studies, Colorado State University, USA