This text represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010.
This text represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computi...
Based on presentations given at the NordForsk Network Closing Conference "Operator Algebra and Dynamics," held in Gjaargarour, Faroe Islands, in May 2012, this book features high quality research contributions and review articles by researchers associated with the NordForsk network and leading experts that explore the fundamental role of operator algebras and dynamical systems in mathematics with possible applications to physics, engineering and computer science.
It covers the following topics: von Neumann algebras arising from discrete measured groupoids, purely infinite...
Based on presentations given at the NordForsk Network Closing Conference "Operator Algebra and Dynamics," held in Gjaargarour, Faroe Islands, in Ma...
The first volume of the proceedings of the 7th conference on "Finite Volumes for Complex Applications" (Berlin, June 2014) covers topics that include convergence and stability analysis, as well as investigations of these methods from the point of view of compatibility with physical principles. It collects together the focused invited papers, as well as the reviewed contributions from internationally leading researchers in the field of analysis of finite volume and related methods. Altogether, a rather comprehensive overview is given of the state of the art in the field. The methods considered...
The first volume of the proceedings of the 7th conference on "Finite Volumes for Complex Applications" (Berlin, June 2014) covers topics that include ...
This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field are collated here in two parts, dealing first with optimization and control theory and then with techniques and applications.
Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependent inclusion and linear programming complexity theory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman...
This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control an...
Quantitative models are omnipresent - but often controversially discussed - in today s risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well.
The KPMG Center of Excellence in Risk...
Quantitative models are omnipresent - but often controversially discussed - in today s risk management practice. New regulations, innovative financ...
This volume contains the proceedings of the 19th International Conference on Difference Equations and Applications, held at Sultan Qaboos University, Muscat, Oman in May 2013. The conference brought together experts and novices in the theory and applications of difference equations and discrete dynamical systems.
The volume features papers in difference equations and discrete time dynamical systems with applications to mathematical sciences and, in particular, mathematical biology, ecology, and epidemiology. It includes four invited papers and eight contributed papers.
Topics...
This volume contains the proceedings of the 19th International Conference on Difference Equations and Applications, held at Sultan Qaboos Universit...
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were...
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of fin...