Presenting state-of-the-art methods in the area, this book examines weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.
Presenting state-of-the-art methods in the area, this book examines weak discrete time approximations of jump-diffusion stochastic differential equati...
Leon Ehrenpreis has been one of the leading mathematicians in the twentieth century. This volume collects writings in his honor by a cadre of distinguished mathematicians, many of which were his collaborators.
Leon Ehrenpreis has been one of the leading mathematicians in the twentieth century. This volume collects writings in his honor by a cadre of distingu...
This volume contains the Proceedings of the conference "Complex and Differential Geometry 2009", held at Leibniz Universitat Hannover, September 14 - 18, 2009. It was the aim of this conference to bring specialists from differential geometry and (complex) algebraic geometry together and to discuss new developments in and the interaction between these fields. Correspondingly, the articles in this book cover a wide area of topics, ranging from topics in (classical) algebraic geometry through complex geometry, including (holomorphic) symplectic and poisson geometry, to differential geometry...
This volume contains the Proceedings of the conference "Complex and Differential Geometry 2009", held at Leibniz Universitat Hannover, September 14 - ...
This book collects up-to-date papers from world experts in a broad variety of relevant applications of approximation theory, including dynamical systems, multiscale modelling of fluid flow, metrology, and geometric modelling to mention a few. The 14 papers in this volume document modern trends in approximation through recent theoretical developments, important computational aspects and multidisciplinary applications. The book is arranged in seven invited surveys, followed by seven contributed research papers. The surveys of the first seven chapters are addressing the following relevant...
This book collects up-to-date papers from world experts in a broad variety of relevant applications of approximation theory, including dynamical syste...
This is the Proceedings of the ICM 2010 Satellite Conference on "Buildings, Finite Geometries and Groups" organized at the Indian Statistical Institute, Bangalore, during August 29 - 31, 2010. This is a collection of articles by some of the currently very active research workers in several areas related to finite simple groups, Chevalley groups and their generalizations: theory of buildings, finite incidence geometries, modular representations, Lie theory, etc. These articles reflect the current major trends in research in the geometric and combinatorial aspects of the study of these...
This is the Proceedings of the ICM 2010 Satellite Conference on "Buildings, Finite Geometries and Groups" organized at the Indian Statistical Insti...
The text that comprises this volume is a collection of surveys and original works from experts in the fields of algebraic number theory, analytic number theory, harmonic analysis, and hyperbolic geometry. A portion of the collected contributions have been developed from lectures given at the "International Conference on the Occasion of the 60th Birthday of S. J. Patterson," held at the University Gottingen, July 27-29 2009. Many of the included chapters have been contributed by invited participants.
This volume presents and investigates the most recent developments in various key...
The text that comprises this volume is a collection of surveys and original works from experts in the fields of algebraic number theory, analytic n...
These proceedings were prepared in connection with the international conference Approximation Theory XIII, which was held March 7-10, 2010 in San Antonio, Texas. The conference was the thirteenth in a series of meetings in Approximation Theory held at various locations in the United States, and was attended by 144 participants. Previous conferences in the series were held in Austin, Texas (1973, 1976, 1980, 1992), College Station, Texas (1983, 1986, 1989, 1995), Nashville, Tennessee (1998), St. Louis, Missouri (2001), Gatlinburg, Tennessee (2004), and San Antonio, Texas (2007).
Along...
These proceedings were prepared in connection with the international conference Approximation Theory XIII, which was held March 7-10, 2010 in San A...
This book project was initiated at The Tribute Workshop in Honour of Gunnar Sparr and the follow-up workshop Inequalities, Interpolation, Non-commutative, Analysis, Non-commutative Geometry and Applications INANGA08, held at the Centre for Mathematical Sciences, Lund University in May and November of 2008.
The resulting book is dedicated in celebration of Gunnar Sparr's sixty-fifth anniversary and more than forty years of exceptional service to mathematics and its applications in engineering and technology, mathematics and engineering education, as well as...
This book project was initiated at The Tribute Workshop in Honour of Gunnar Sparr and the follow-up workshop Inequalities, Interpolation,...
Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research; some of them include review aspects and summarize the state-of-the-art on topical...
Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twe...
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an...
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presen...
