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First Published in 1998. Routledge is an imprint of Taylor & Francis, an informa company.

An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management

In Financial Models with Levy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it.

The book's framework includes the...

The future of information technology requires ultra-high speed processing and large data storage capacity. Since the electronics technology using semi-cond- tors and inorganic materials is about to reach its limits, much current research is focused on utilizing much faster photons than electrons, namely photonics. To achieve any significant effect on the actual use of the science of photonics, dev- opments of more efficient photonics materials, better optical property evaluations, manufacture of devices for system applications, etc. are the subjects which need to be explored. In particular,...

This book constitutes the refereed proceedings of six workshops of the 14th International Conference on Web-Age Information Management, WAIM 2013, held in Beidaihe, China, June 2013. The 37 revised full papers are organized in topical sections on the six following workshops: The International Workshop on Big Data Management on Emerging Hardware (HardBD 2013), the Second International Workshop on Massive Data Storage and Processing (MDSP 2013), the First International Workshop on Emergency Management in Big Data Age (BigEM 2013), the International Workshop on Trajectory Mining in Social...

This book aims towards the introduction of nanobiosensor technology and its extensive application in the biomedical detection of clinically important analytes such as; cancer cells, anticancer drugs, proteins etc. The fabrication of the biosensor system is described using various conducting polymers and nanomaterial composites. The content of the book also describes the step by step characterization of biosensor surface using various analytical techniques such as; x-ray photon spectroscopy, quartz crystal microbalance, scanning electron microscopy, transmission electron microscopy etc. The...