wyszukanych pozycji: 10
Recent Developments in Computational Finance: Foundations, Algorithms and Applications
ISBN: 9789814436427 / Angielski / Twarda / 2013 / 480 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as posible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of...
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to ...
|
|
cena:
788,53 zł |
Dissipative Lattice Dynamical Systems
ISBN: 9789811267758 / Angielski / Twarda / 2023 Termin realizacji zamówienia: ok. 22 dni roboczych. There is an extensive literature in the form of papers (but no books) on lattice dynamical systems. The book focuses on dissipative lattice dynamical systems and their attractors of various forms such as autonomous, nonautonomous and random. The existence of such attractors is established by showing that the corresponding dynamical system has an appropriate kind of absorbing set and is asymptotically compact in some way.There is now a very large literature on lattice dynamical systems, especially on attractors of all kinds in such systems. We cannot hope to do justice to all of them here....
There is an extensive literature in the form of papers (but no books) on lattice dynamical systems. The book focuses on dissipative lattice dynamical ...
|
|
cena:
657,10 zł |
Numerical Solution of Sde Through Computer Experiments
ISBN: 9783540570745 / Angielski / Miękka / 1993 / 294 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The numerical solution of stochastic differential equations is becoming an in- dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical schemes for stochastic dif- ferential equations. Many hitherto intractable problems can now be tackled successfully and more realistic modelling with...
The numerical solution of stochastic differential equations is becoming an in- dispensible worktool in a multitude of disciplines, bridging a long-sta...
|
|
cena:
254,64 zł |
Attractors Under Discretisation
ISBN: 9783319619330 / Angielski / Miękka / 2017 / 122 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This work focuses on the preservation of attractors and saddle points of ordinary differential equations under discretisation. In the 1980s, key results for autonomous ordinary differential equations were obtained - by Beyn for saddle points and by Kloeden & Lorenz for attractors. One-step numerical schemes with a constant step size were considered, so the resulting discrete time dynamical system was also autonomous. One of the aims of this book is to present new findings on the discretisation of dissipative nonautonomous dynamical systems that have been obtained in recent years, and in... This work focuses on the preservation of attractors and saddle points of ordinary differential equations under discretisation. In the 1980s, key re... |
|
cena:
195,87 zł |
Random Ordinary Differential Equations and Their Numerical Solution
ISBN: 9789811348433 / Angielski / Miękka / 2018 / 250 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
|
cena:
548,49 zł |
Random Ordinary Differential Equations and Their Numerical Solution
ISBN: 9789811062643 / Angielski / Twarda / 2017 / 250 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems.
This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) av...
|
|
cena:
548,49 zł |
Numerical Solution of Stochastic Differential Equations
ISBN: 9783642081071 / Angielski / Miękka / 2010 / 636 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de- velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the...
The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic...
|
|
cena:
509,31 zł |
Numerical Solution of Stochastic Differential Equations
ISBN: 9783540540625 / Angielski / Twarda / 1992 / 636 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de- velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the...
The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic...
|
|
cena:
509,31 zł |
An Introduction to Nonautonomous Dynamical Systems and Their Attractors
ISBN: 9789811228650 / Angielski / Twarda / 2020 / 156 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
|
cena:
289,13 zł |
Nonautonomous Dynamical Systems in the Life Sciences
ISBN: 9783319030791 / Angielski / Miękka / 2014 / 314 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Nonautonomous dynamics describes the qualitative behavior of evolutionary differential and difference equations, whose right-hand side is explicitly time dependent. Over recent years, the theory of such systems has developed into a highly active field related to, yet recognizably distinct from that of classical autonomous dynamical systems. This development was motivated by problems of applied mathematics, in particular in the life sciences where genuinely nonautonomous systems abound. The purpose of this monograph is to indicate through selected, representative examples how often...
Nonautonomous dynamics describes the qualitative behavior of evolutionary differential and difference equations, whose right-hand side is explicitly t...
|
|
cena:
195,87 zł |