This article presents differential equations and solution methods for the functions of the form $Q(x) = F^{-1}(G(x))$, where $F$ and $G$ are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples from one distribution into samples from another. The...

We show how to reduce the problem of computing VaR and CVaR with Student T return distributions to evaluation of analytical functions of the moments. This allows an analysis of the risk properties of systems to be carefully attributed between choices of risk function (e.g. VaR vs CVaR); choice...

Intro -- Contents -- Preface -- Acknowledgements -- Introduction: Industrial Automation in the Aftermath of 9/11 -- Chapter 1. The technological evolution of scada systems -- The Early History of SCADA - Mainframes -- Minicomputers and Microprocessors -- Central Architectures -- Distributed...