The past decade has witnessed a considerable upsurge of clinical and research interest in the problems of developmentally and physically the fields of psychology, disabled persons. Indeed, professionals from special education, rehabilitation, psychiatry, and social work have all directed attention to the development and implementation of evaluation and remedial programs. The heightened activity in this area is in part a result of early assessment research with these popUlations, which provided preliminary evidence of difficulties in social and emotional adjustment in many disabled...
The past decade has witnessed a considerable upsurge of clinical and research interest in the problems of developmentally and physically the fields of...
Our motivation for writing this book is twofold: First, the theory of waves propagating in randomly layered media has been studied extensively during the last thirty years but the results are scattered in many di?erent papers. This theory is now in a mature state, especially in the very interesting regime of separation of scales as introduced by G. Papanicolaou and his coauthors and described in 8], which is a building block for this book. Second, we were motivatedbythe time-reversalexperimentsofM. Finkandhis groupinParis. They were done with ultrasonic waves and have attracted considerable...
Our motivation for writing this book is twofold: First, the theory of waves propagating in randomly layered media has been studied extensively during ...
Jean-Pierre Fouque George Papanicolaou K. Ronnie Sircar
This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate...
This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changi...
The NATO Advanced Study Institute on Diffuse Waves in Complex Media was held at the "Centre de Physique des Houches" in France from March 17 to 27, 1998. The Schools' scientific content, wave propagation in heterogeneous me- dia, has covered many areas of fundamental and applied research. On the one hand, the understanding of wave propagation has considerably improved during the last thirty years. New developments and concepts such as, speckle correlations, weak and strong localization, time reversal, near-field propagation are under active research. On the other hand, wave propagation in...
The NATO Advanced Study Institute on Diffuse Waves in Complex Media was held at the "Centre de Physique des Houches" in France from March 17 to 27, 19...
Jean-Pierre Fouque George Papanicolaou Ronnie Sircar
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered...
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing ...
There is a great deal of research into wave propagation in random media, in such fields as applied mathematics, acoustics, optics, materials science, atomic physics and geophysics. This book provides theoretical and practical introductions at research level to topics such as localization of waves, band gap materials, random matrices, dielectric media, laser cooled atoms, wave scattering from rough surfaces, randomly layered media, seismic waves and imaging the earth.
There is a great deal of research into wave propagation in random media, in such fields as applied mathematics, acoustics, optics, materials science, ...
Jean-Pierre Fouque Josselin Garnier G. Papanicolaou
Our motivation for writing this book is twofold: First, the theory of waves propagating in randomly layered media has been studied extensively during the last thirty years but the results are scattered in many di?erent papers. This theory is now in a mature state, especially in the very interesting regime of separation of scales as introduced by G. Papanicolaou and his coauthors and described in 8], which is a building block for this book. Second, we were motivatedbythe time-reversalexperimentsofM. Finkandhis groupinParis. They were done with ultrasonic waves and have attracted considerable...
Our motivation for writing this book is twofold: First, the theory of waves propagating in randomly layered media has been studied extensively during ...
The past decade has witnessed a considerable upsurge of clinical and research interest in the problems of developmentally and physically the fields of psychology, disabled persons. Indeed, professionals from special education, rehabilitation, psychiatry, and social work have all directed attention to the development and implementation of evaluation and remedial programs. The heightened activity in this area is in part a result of early assessment research with these popUlations, which provided preliminary evidence of difficulties in social and emotional adjustment in many disabled...
The past decade has witnessed a considerable upsurge of clinical and research interest in the problems of developmentally and physically the fields of...