The story of restoring an Elan +2 and Elan Sprint to concours edition. Advice on how to purchase a suitable car for restoration plus detailed practical information on preparing bodywork, trim, chassis, suspension, wheels, hydraulics, engine, electrics & wiring etc. 24 Chapters, plus appendices, give information on chassis changing, body restoration, including Elan +2 sills, rebuilding the Lotus/Ford Twin Cam engine, electrics including fitting a new loom, insight to tuning and running in, Elan developments, a remarkable Elan +2 Estate, rebirth of an accident damaged Sprint.
This is a do it ourself workshop manual, it was written for the owner who wishes to maintain his vehicle & carry out the bulk of his own servicing & repairs. Step by step instructions are given of most dismantling, overhauling & assembling operations. Covers Giulia 1300TI, GT Junior 1967-1972, Giulia 1600TI, Super 1962-1972, Giulia 1600 Sprint GT, GTV 1963-1968, Giulia 1600 Spider, Duetto 1962-1968, Giulia 1.6 Super 1972-1975, GT Junior 1.6 1972-1975, GT Junior 1600 1975-1976, 1750 GT Veloce 1968-1972, 1750 Spider Veloce 1968-1972, 2000 GT Veloce 1971-1975, 2000 Spider Veloce 1971-1978. A total of 168 fully illustrated pages. This do-it-yourself Workshop Manual has been specially written for the owner who wishes to maintain his vehicle in first class condition and to carry out the bulk of his own servicing and repairs. Considerable savings on garage charges can be made, and one can drive in safety and confidence knowing the work has been done properly. Comprehensive step-by-step instructions and illustrations are given on most dismantling, overhauling and assembling operations. Certain assemblies require the use of expensive special tools, the purchase of which would be unjustified. In these cases information is included but the reader is recommended to hand the unit to the agent for attention.
It is amazing to think that time has passed by and that the second BMW "3 Series" has achieved such status that it warrants this special book on its 21st anniversary. Maybe it is due to the sheer longevity of its design, its ability to satisfy the keen driver or its iconic status - but, whatever it is, there is no doubt that the E30 is one car from the past that will stay with us into the future. It is a pending classic and prices for well kept models have started to escalate; furthermore, there is a core of well cared for cars out there requiring basic attention by their dedicated owners. As a result, there has never been a better time for a book of this sort. By focusing on the common faults which crop up repeatedly and by giving detailed, simple instructions regarding repairs, this book will be uniquely invaluable for owners who wish to try their hand at their own maintenance, especially those who may previously have been prevented from doing so by a lack of technical know-how or specific knowledge.
A practical restoration manual written by journalist and E30 enthusiast Andrew Everett. Covers E30 models: 316, 316i, 318i, 320i, 323i, 325i, 325e, 324d and 324td, 318iS, M3 & Alpina in saloon, convertible & touring forms. Professional advice also is given on buying a good used model E30 for restoration.
Strengthen programs of family and community engagement to promote equity and increase student success! When schools, families, and communities collaborate and share responsibility for students′ education, more students succeed in school. Based on 30 years of research and fieldwork, the fourth edition of the bestseller School, Family, and Community Partnerships: Your Handbook for Action, presents tools and guidelines to help develop more effective and more equitable programs of family and community engagement. Written by a team of well-known experts, it provides a theory and framework of six types of involvement for action; up-to-date research on school, family, and community collaboration; and new materials for professional development and on-going technical assistance. Readers also will find: Examples of best practices on the six types of involvement from preschools, and elementary, middle, and high schools Checklists, templates, and evaluations to plan goal-linked partnership programs and assess progress CD-ROM with slides and notes for two presentations: A new awareness session to orient colleagues on the major components of a research-based partnership program, and a full One-Day Team Training Workshop to prepare school teams to develop their partnership programs. As a foundational text, this handbook demonstrates a proven approach to implement and sustain inclusive, goal-linked programs of partnership. It shows how a good partnership program is an essential component of good school organization and school improvement for student success. This book will help every district and all schools strengthen and continually improve their programs of family and community engagement.
In the wake of the demise of the MG Midget and MGB, there seemed little prospect for the MG badge beyond being used as a kind of 'GTi' badge for various Austins and Rovers. However, thanks to the determination of a few people - and an enduring affection in public hearts - the tale has had a happier ending. This is the story of that journey - from desolation to rebirth, just like the phoenix from which the project that created the MGF took its name. This book includes deeply researched text, detailed specifications and other data, and over 300 illustrations, mostly in full color.
The Craft and Science of Coffee follows the coffee plant from its origins in East Africa to its current role as a global product that influences millions of lives though sustainable development, economics, and consumer desire.For most, coffee is a beloved beverage. However, for some it is also an object of scientifically study, and for others it is approached as a craft, both building on skills and experience. By combining the research and insights of the scientific community and expertise of the crafts people, this unique book brings readers into a sustained and inclusive conversation, one where academic and industrial thought leaders, coffee farmers, and baristas are quoted, each informing and enriching each other.This unusual approach guides the reader on a journey from coffee farmer to roaster, market analyst to barista, in a style that is both rigorous and experience based, universally relevant and personally engaging. From on-farming processes to consumer benefits, the reader is given a deeper appreciation and understanding of coffee's complexity and is invited to form their own educated opinions on the ever changing situation, including potential routes to further shape the coffee future in a responsible manner. - Presents a novel synthesis of coffee research and real-world experience that aids understanding, appreciation, and potential action - Includes contributions from a multitude of experts who address complex subjects with a conversational approach - Provides expert discourse on the coffee calue chain, from agricultural and production practices, sustainability, post-harvest processing, and quality aspects to the economic analysis of the consumer value proposition - Engages with the key challenges of future coffee production and potential solutions
Includes a foreword by Major General David A. Rubenstein. From the editor: "71F, or "71 Foxtrot," is the AOC (area of concentration) code assigned by the U.S. Army to the specialty of Research Psychology. Qualifying as an Army research psychologist requires, first of all, a Ph.D. from a research (not clinical) intensive graduate psychology program. Due to their advanced education, research psychologists receive a direct commission as Army officers in the Medical Service Corps at the rank of captain. In terms of numbers, the 71F AOC is a small one, with only 25 to 30 officers serving in any given year. However, the 71F impact is much bigger than this small cadre suggests. Army research psychologists apply their extensive training and expertise in the science of psychology and social behavior toward understanding, preserving, and enhancing the health, well being, morale, and performance of Soldiers and military families. As is clear throughout the pages of this book, they do this in many ways and in many areas, but always with a scientific approach. This is the 71F advantage: applying the science of psychology to understand the human dimension, and developing programs, policies, and products to benefit the person in military operations. This book grew out of the April 2008 biennial conference of U.S. Army Research Psychologists, held in Bethesda, Maryland. This meeting was to be my last as Consultant to the Surgeon General for Research Psychology, and I thought it would be a good idea to publish proceedings, which had not been done before. As Consultant, I'd often wished for such a document to help explain to people what it is that Army Research Psychologists "do for a living." In addition to our core group of 71Fs, at the Bethesda 2008 meeting we had several brand-new members, and a number of distinguished retirees, the "grey-beards" of the 71F clan. Together with longtime 71F colleagues Ross Pastel and Mark Vaitkus, I also saw an unusual opportunity to capture some of the history of the Army Research Psychology specialty while providing a representative sample of current 71F research and activities. It seemed to us especially important to do this at a time when the operational demands on the Army and the total force were reaching unprecedented levels, with no sign of easing, and with the Army in turn relying more heavily on research psychology to inform its programs for protecting the health, well being, and performance of Soldiers and their families."
The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. The credit market primarily consists of the bond market, which links investors to companies, institutions, and governments with borrowing needs. This dissertation takes an optimization perspective upon modeling both these areas of the fixed-income market. Legislators on the national markets require financial actors to value their financial assets in accordance with market prices. Thus, prices of many assets, which are not publicly traded, must be determined mathematically. The financial quantities needed for pricing are not directly observable but must be measured through solving inverse optimization problems. These measurements are based on the available market prices, which are observed with various degrees of measurement noise. For the interbank market, the relevant financial quantities consist of term structures of interest rates, which are curves displaying the market rates for different maturities. For the bond market, credit risk is an additional factor that can be modeled through default intensity curves and term structures of recovery rates in case of default. By formulating suitable optimization models, the different underlying financial quantities can be measured in accordance with observable market prices, while conditions for economic realism are imposed. Measuring and managing risk is closely connected to the measurement of the underlying financial quantities. Through a data-driven method, we can show that six systematic risk factors can be used to explain almost all variance in the interest rate curves. By modeling the dynamics of these six risk factors, possible outcomes can be simulated in the form of term structure scenarios. For short-term simulation horizons, this results in a representation of the portfolio value distribution that is consistent with the realized outcomes from historically observed term structures. This enables more accurate measurements of interest rate risk, where our proposed method exhibits both lower risk and lower pricing errors compared to traditional models. We propose a method for decomposing changes in portfolio values for an arbitrary portfolio into the risk factors that affect the value of each instrument. By demonstrating the method for the six systematic risk factors identified for the interbank market, we show that almost all changes in portfolio value and portfolio variance can be attributed to these risk factors. Additional risk factors and approximation errors are gathered into two terms, which can be studied to ensure the quality of the performance attribution, and possibly improve it. To eliminate undesired risk within trading books, banks use hedging. Traditional methods do not take transaction costs into account. We, therefore, propose a method for managing the risks in the interbank market through a stochastic optimization model that considers transaction costs. This method is based on a scenario approximation of the optimization problem where the six systematic risk factors are simulated, and the portfolio variance is weighted against the transaction costs. This results in a method that is preferred over the traditional methods for all risk-averse investors. For the credit market, we use data from the bond market in combination with the interbank market to make accurate measurements of the financial quantities. We address the notoriously difficult problem of separating default risk from recovery risk. In addition to the previous identified six systematic risk factors for risk-free interests, we identify four risk factors that explain almost all variance in default intensities, while a single risk factor seems sufficient to model the recovery risk. Overall, this is a higher number of risk factors than is usually found in the literature. Through a simple model, we can measure the variance in bond prices in terms of these systematic risk factors, and through performance attribution, we relate these values to the empirically realized variances from the quoted bond prices. De globala ränte- och kreditmarknaderna är enorma finansiella marknader vars sammanlagda värden vida överstiger de publika aktiemarknadernas. Räntemarknaden består av räntederivat vars främsta användningsområde är hantering av ränterisker. Kreditmarknaden utgörs i första hand av obligationsmarknaden som syftar till att förmedla pengar från investerare till företag, institutioner och stater med upplåningsbehov. Denna avhandling fokuserar på att utifrån ett optimeringsperspektiv modellera både ränte- och obligationsmarknaden. Lagstiftarna på de nationella marknaderna kräver att de finansiella aktörerna värderar sina finansiella tillgångar i enlighet med marknadspriser. Därmed måste priserna på många instrument, som inte handlas publikt, beräknas matematiskt. De finansiella storheter som krävs för denna prissättning är inte direkt observerbara, utan måste mätas genom att lösa inversa optimeringsproblem. Dessa mätningar görs utifrån tillgängliga marknadspriser, som observeras med varierande grad av mätbrus. För räntemarknaden utgörs de relevanta finansiella storheterna av räntekurvor som åskådliggör marknadsräntorna för olika löptider. För obligationsmarknaden utgör kreditrisken en ytterligare faktor som modelleras via fallissemangsintensitetskurvor och kurvor kopplade till förväntat återvunnet kapital vid eventuellt fallissemang. Genom att formulera lämpliga optimeringsmodeller kan de olika underliggande finansiella storheterna mätas i enlighet med observerbara marknadspriser samtidigt som ekonomisk realism eftersträvas. Mätning och hantering av risker är nära kopplat till mätningen av de underliggande finansiella storheterna. Genom en datadriven metod kan vi visa att sex systematiska riskfaktorer kan användas för att förklara nästan all varians i räntekurvorna. Genom att modellera dynamiken i dessa sex riskfaktorer kan tänkbara utfall för räntekurvor simuleras. För kortsiktiga simuleringshorisonter resulterar detta i en representation av fördelningen av portföljvärden som väl överensstämmer med de realiserade utfallen från historiskt observerade räntekurvor. Detta möjliggör noggrannare mätningar av ränterisk där vår föreslagna metod uppvisar såväl lägre risk som mindre prissättningsfel jämfört med traditionella modeller. Vi föreslår en metod för att dekomponera portföljutvecklingen för en godtycklig portfölj till de riskfaktorer som påverkar värdet för respektive instrument. Genom att demonstrera metoden för de sex systematiska riskfaktorerna som identifierats för räntemarknaden visar vi att nästan all portföljutveckling och portföljvarians kan härledas till dessa riskfaktorer. Övriga riskfaktorer och approximationsfel samlas i två termer, vilka kan användas för att säkerställa och eventuellt förbättra kvaliteten i prestationshärledningen. För att eliminera oönskad risk i sina tradingböcker använder banker sig av hedging. Traditionella metoder tar ingen hänsyn till transaktionskostnader. Vi föreslår därför en metod för att hantera riskerna på räntemarknaden genom en stokastisk optimeringsmodell som också tar hänsyn till transaktionskostnader. Denna metod bygger på en scenarioapproximation av optimeringsproblemet där de sex systematiska riskfaktorerna simuleras och portföljvariansen vägs mot transaktionskostnaderna. Detta resulterar i en metod som, för alla riskaverta investerare, är att föredra framför de traditionella metoderna. På kreditmarknaden använder vi data från obligationsmarknaden i kombination räntemarknaden för att göra noggranna mätningar av de finansiella storheterna. Vi angriper det erkänt svåra problemet att separera fallissemangsrisk från återvinningsrisk. Förutom de tidigare sex systematiska riskfaktorerna för riskfri ränta, identifierar vi fyra riskfaktorer som förklarar nästan all varians i fallissemangsintensiteter, medan en enda riskfaktor tycks räcka för att modellera återvinningsrisken. Sammanlagt är detta ett större antal riskfaktorer än vad som brukar användas i litteraturen. Via en enkel modell kan vi mäta variansen i obligationspriser i termer av dessa systematiska riskfaktorer och genom prestationshärledningen relatera dessa värden till de empiriskt realiserade varianserna från kvoterade obligationspriser.
This paper reviews the coordinated portfolio investment survey (CPIS) guide. The objectives of CPIS are to collect comprehensive information, with geographical detail on the country of residence of the issuer, on the stock of cross-border equities, long-term bonds and notes, and short-term debt instruments for use in the compilation or improvement of international investment position statistics on portfolio investment capital. This paper discusses the scope and modalities of the CPIS. It also presents key findings of the 1997 CPIS and 2001 CPIS.
