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Topics in Numerical Methods for Finance
ISBN: 9781461434320 / Angielski / Twarda / 204 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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...
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cena:
402,53 |
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Games and Decision Making
ISBN: 9780195300222 / Angielski / Twarda / 480 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Games and Decision Making, Second Edition, is a unique blend of decision theory and game theory. From classical optimization to modern game theory, authors Charalambos D. Aliprantis and Subir K. Chakrabarti show the importance of mathematical knowledge in understanding and analyzing issues in decision making. Through an imaginative selection of topics, Aliprantis and Chakrabarti treat decision and game theory as part of one body of knowledge. They move from problems involving the individual decision-maker to progressively more complex problems such as sequential rationality,...
Games and Decision Making, Second Edition, is a unique blend of decision theory and game theory. From classical optimization to modern game t...
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cena:
957,44 |
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Multicriteria Portfolio Management
ISBN: 9781461436690 / Angielski / Twarda / 130 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes. A fundamental principle of modern portfolio theory is that comparisons between portfolios are generally made using two criteria; the expected return and portfolio variance. According to most of the portfolio models derived from the stochastic dominance...
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portf...
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cena:
402,53 |
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Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma
ISBN: 9780817683368 / Angielski / Twarda / 309 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all... This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the ra... |
cena:
201,24 |
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Approximation of Set-Valued Functions: Adaptation of Classical Approximation Operators
ISBN: 9781783263028 / Angielski / Twarda / 168 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is aimed at the approximation of set-valued functions with compact sets in an Euclidean space as values. The interest in set-valued functions is rather new. Such functions arise in various modern areas such as control theory, dynamical systems and optimization. The authors' motivation also comes from the newer field of geometric modeling, in particular from the problem of reconstruction of 3D objects from 2D cross-sections. This is reflected in the focus of this book, which is the approximation of set-valued functions with general (not necessarily convex) sets as values,...
This book is aimed at the approximation of set-valued functions with compact sets in an Euclidean space as values. The interest in set-valued function...
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cena:
347,74 |
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Evolutionary Game Theory, Natural Selection, and Darwinian Dynamics
ISBN: 9781107406513 / Angielski / Miękka / 402 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. All of life is a game, and evolution by natural selection is no exception. The evolutionary game theory developed in this 2005 book provides the tools necessary for understanding many of nature's mysteries, including co-evolution, speciation, extinction and the major biological questions regarding fit of form and function, diversity, procession, and the distribution and abundance of life. Mathematics for the evolutionary game are developed based on Darwin's postulates leading to the concept of a fitness generating function (G-function). G-function is a tool that simplifies notation and plays...
All of life is a game, and evolution by natural selection is no exception. The evolutionary game theory developed in this 2005 book provides the tools...
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cena:
321,00 |
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An Introduction to Inverse Limits with Set-Valued Functions
ISBN: 9781461444862 / Angielski / Miękka / 86 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Inverse limits with set-valued functions are quickly becoming a popular topic of research due to their potential applications in dynamical systems and economics. This brief provides a concise introduction dedicated specifically to such inverse limits. The theory is presented along with detailed examples which form the distinguishing feature of this work. The major differences between the theory of inverse limits with mappings and the theory with set-valued functions are featured prominently in this book in a positive light. The reader is assumed to have taken a senior level course... Inverse limits with set-valued functions are quickly becoming a popular topic of research due to their potential applications in dynamical systems ... |
cena:
201,09 |
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Analytically Tractable Stochastic Stock Price Models
ISBN: 9783642312137 / Angielski / Twarda / 362 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic analysis and probability theory.
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volat...
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cena:
322,01 |
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Advances in Mathematical Economics Volume 13
ISBN: 9784431540793 / Angielski / Miękka / 208 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research. The scope of Advances in Mathematical Economics includes, but is... Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an internationa... |
cena:
402,53 |
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State Space Grids: Depicting Dynamics Across Development
ISBN: 9781461450061 / Angielski / Twarda / 130 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Human development from birth through adulthood is a complex interplay of many interacting forces. Children's internal processes are manifest in behaviors that are sculpted by their experiences, most notably with primary caregivers. Because the discipline of psychology explores human behavior and cognition, the techniques employed for developmental analysis must be able to describe, depict, and quantify these complex processes. State Space Grids provides the framework, basic method, rationale, and advanced techniques for translating the behavior of children, adolescents, and... Human development from birth through adulthood is a complex interplay of many interacting forces. Children's internal processes are manifest in beh... |
cena:
442,79 |
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Trading Systems: Theory and Immediate Practice
ISBN: 9788847027053 / Angielski / Twarda / 232 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them can be skipped. What makes the miracle of guaranteed trading success possible are the worksheets and the codes for... For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limite... |
cena:
201,24 |
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Convexity Methods in Hamiltonian Mechanics
ISBN: 9783642743337 / Angielski / Miękka / 247 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In the case of completely integrable systems, periodic solutions are found by inspection. For nonintegrable systems, such as the three-body problem in celestial mechanics, they are found by perturbation theory: there is a small parameter in the problem, the mass of the perturbing body for instance, and for = 0 the system becomes completely integrable. One then tries to show that its periodic solutions will subsist for -# 0 small enough. Poincare also introduced global methods, relying on the topological properties of the flow, and the fact that it preserves the 2-form L =l dPi 1 dqi' The most...
In the case of completely integrable systems, periodic solutions are found by inspection. For nonintegrable systems, such as the three-body problem in...
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cena:
201,24 |
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Predictability of Complex Dynamical Systems
ISBN: 9783642802560 / Angielski / Miękka / 234 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book was originally conceived as a continuation in theme of the collec tive monograph Limits of Predictability (Yu. A. Kravtsov, Ed., Springer Series in Synergetics, Vol. 60, Springer-Verlag, Heidelberg, 1993). The main thrust of that book was to examine the various effects and factors (system non stationarity, measurement noise, predictive model accuracy, and so on) that may limit, in a fundamental fashion, our ability to mathematically predict physical and man-made phenomena and events. Particularly interesting was the diversity of fields from which the papers and examples were drawn,...
This book was originally conceived as a continuation in theme of the collec tive monograph Limits of Predictability (Yu. A. Kravtsov, Ed., Springer Se...
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cena:
201,24 |
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The Ethology of Predation
ISBN: 9783642810305 / Angielski / Miękka / 250 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Predation is an ecological factor of almost universal importance for the biol ogist who aims at an understanding of the habits and structures of animals. Despite its pervasive nature opinions differ as to what predation really is. So far it has been defined only in negative terms; it is thought not to be par asitism, the other great process by which one organism harms another, nor filter-feeding, carrion-eating, or browsing. Accordingly, one could define predation as a process by which an animal spends some effort to locate a live prey and, in addition, spends another effort to mutilate or...
Predation is an ecological factor of almost universal importance for the biol ogist who aims at an understanding of the habits and structures of anima...
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cena:
402,53 |
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Essentials of Risk Theory
ISBN: 9789400754546 / Angielski / Miękka / 148 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Risk has become one of the main topics in fields as diverse as engineering, medicine and economics, and it is also studied by social scientists, psychologists and legal scholars. This Springer Essentials version offers an overview of the in-depth handbook and highlights some of the main points covered in the Handbook of Risk Theory. The topic of risk also leads to more fundamental questions such as: What is risk? What can decision theory contribute to the analysis of risk? What does the human perception of risk mean for society? How should we judge whether a risk is morally acceptable or not?...
Risk has become one of the main topics in fields as diverse as engineering, medicine and economics, and it is also studied by social scientists, psych...
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cena:
221,37 |
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Cooperation: Game-Theoretic Approaches
ISBN: 9783642644139 / Angielski / Miękka / 328 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Issues relating to the emergence, persistence, and stability of cooperation among social agents of every type are widely recognized to be of paramount importance. They are also analytically difficult and intellectually challenging. This book, arising from a NATO Advanced Study Institute held at SUNY in 1994, is an up-to-date presentation of the contribution of game theory to the subject. The contributors are leading specialists who focus on the problem from the many different angles of game theory, including axiomatic bargaining theory, the Nash program of non-cooperative foundations, game...
Issues relating to the emergence, persistence, and stability of cooperation among social agents of every type are widely recognized to be of paramount...
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cena:
402,53 |
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Investment Strategies Optimization Based on a Sax-Ga Methodology
ISBN: 9783642331091 / Angielski / Miękka / 81 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.
This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based...
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cena:
201,24 |
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Mathematics of Fuzzy Sets and Fuzzy Logic
ISBN: 9783642352201 / Angielski / Twarda / 276 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents a mathematically-based introduction into the fascinating topic of Fuzzy Sets and Fuzzy Logic and might be used as textbook at both undergraduate and graduate levels and also as reference guide for mathematician, scientists or engineers who would like to get an insight into Fuzzy Logic.
Fuzzy Sets have been introduced by Lotfi Zadeh in 1965 and since then, they have been used in many applications. As a consequence, there is a vast literature on the practical applications of fuzzy sets, while theory has a more modest coverage. The main purpose of the present... This book presents a mathematically-based introduction into the fascinating topic of Fuzzy Sets and Fuzzy Logic and might be used as textbook at bo... |
cena:
644,07 |
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Networks Against Time: Supply Chain Analytics for Perishable Products
ISBN: 9781461462767 / Angielski / Miękka / 142 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Despite significant achievements, the discipline of supply chain management is still unable to satisfactorily handle many practical real-world challenges. The authors of Networks Against Time claim that a unified supply chain network analytics framework is needed which should be able to handle optimization and competitive behavior while also maintain relevance to many industrial sectors in which perishable products are prominent, from healthcare to food and from fashion apparel to technology. This Brief provides a wide range of critical supply chain problems which are modeled as generalized...
Despite significant achievements, the discipline of supply chain management is still unable to satisfactorily handle many practical real-world challen...
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cena:
201,24 |
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Risk Management in Credit Portfolios: Concentration Risk and Basel II
ISBN: 9783790828269 / Angielski / Miękka / 248 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is...
Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important ...
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cena:
402,53 |