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A Geometric View of the Term Structure of Interest Rates
ISBN: 9788876422416 / Angielski / Miękka / 68 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This set of lecture notes is the outcome of a lecture series, given in April 2000 by the author while holding the -Cattedra Galileiana- at Scuola Normale Superiore in Pisa. The purpose of the lectures was to give an overview of some recent work concerning structural properties of the evolution of the forward rate curve in an arbitrage free bond market.
This set of lecture notes is the outcome of a lecture series, given in April 2000 by the author while holding the -Cattedra Galileiana- at Scuola Norm...
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cena:
102,01 |
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Konfliktlösungen Mit Mathematica(r): Zweipersonenspiele
ISBN: 9783540658276 / Niemiecki / Mixed media product / 247 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Das Buch befasst sich mit der nichtkooperativen Spieltheorie unter Zuhilfenahme eines Computer-Algebra-Systems (Mathematica). Der Schwerpunkt des Buches liegt bei der Bestimmung von Techniken und Algorithmen fur die Losung von Zweipersonenspielen und deren Implementierung am Rechner. Die Ideen werden anhand von Standardbeispielen wie das Gefangenendilemma, Krieg der Geschlechter oder Falke-Taube-Spiel illustriert und erklart. Aber auch praktische Probleme, vor allem Inspektionssituationen, werden mittels Spieltheorie modelliert und mit Mathematica gelost. Durch den algorithmischen Ansatz, und...
Das Buch befasst sich mit der nichtkooperativen Spieltheorie unter Zuhilfenahme eines Computer-Algebra-Systems (Mathematica). Der Schwerpunkt des Buch...
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cena:
206,88 |
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Foundations of Game Theory: Noncooperative Games
ISBN: 9783764323783 / Angielski / Twarda / 496 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
201,24 |
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Optimal Control with a Worst-Case Performance Criterion and Applications
ISBN: 9783540528227 / Angielski / Miękka / 139 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph deals with optimal control problems in which the cost functional is a product of powers of definite integrals. In particular, it considers cost functionals of the form of a quotient of definite integrals and their relation to finite-interval H control, performance robustness and model reduction. The book is directed towards graduate students and researchers in modern control theory. It presents a general technique for the synthesis of controllers, and indicates several problems for further research.
This monograph deals with optimal control problems in which the cost functional is a product of powers of definite integrals. In particular, it consid...
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cena:
201,24 |
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Mathematical Systems Theory and Economics I/II: Proceeding of an International Summer School Held in Varenna, Italy, June 1-12, 1967
ISBN: 9783540046356 / Angielski / Miękka / 487 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The International Summer School on Mathematical Systems Theory and Economics was held at the Villa Monastero in Varenna, Italy, from June 1 through June 12, 1967. The objective of this Summer School was to review the state of the art and the prospects for the application of the mathematical theory of systems to the study and the solution of economic problems. Particular emphasis was given to the use of the mathematical theory of control for the solution of problems in economics. It was felt that the publication of a volume collecting most of the lectures given at the school would show the...
The International Summer School on Mathematical Systems Theory and Economics was held at the Villa Monastero in Varenna, Italy, from June 1 through Ju...
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cena:
201,24 |
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Optimization, Dynamics and Economic Analysis: Essays in Honor of Gustav Feichtinger
ISBN: 9783790812954 / Angielski / Twarda / 425 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book includes a collection of articles that present recent developments in the fields of optimization and dynamic game theory, economic dynamics, dynamic theory of the firm, and population dynamics and non standard applications of optimal control theory. The authors of the articles are well respected authorities in their fields and are known for their high quality research in the fields of optimization and economic dynamics.
This book includes a collection of articles that present recent developments in the fields of optimization and dynamic game theory, economic dynamics,...
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cena:
475,45 |
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Viability and Resilience of Complex Systems: Concepts, Methods and Case Studies from Ecology and Society
ISBN: 9783642204227 / Angielski / Twarda / 224 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. One common characteristics of a complex system is its ability to withstand major disturbances and the capacity to rebuild itself. Understanding how such systems demonstrate resilience by absorbing or recovering from major external perturbations requires both quantitative foundations and a multidisciplinary view on the topic. This book demonstrates how new methods can be used to identify the actions favouring the recovery from perturbations. Examples discussed include bacterial biofilms resisting detachment, grassland savannahs recovering from fire, the dynamics of language competition...One common characteristics of a complex system is its ability to withstand major disturbances and the capacity to rebuild itself. Understanding how... |
cena:
402,53 |
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Cooperation and Efficiency in Markets
ISBN: 9783642197628 / Angielski / Miękka / 102 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Cooperation and Efficiency in Markets deals with collusion between firms on both sides of a market that is immune to deviations by coalitions. The book studies this issue using an infinitely countably repeated game with discounting of future single period payoffs.
Cooperation and Efficiency in Markets deals with collusion between firms on both sides of a market that is immune to deviations by coalitions. The boo...
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cena:
201,24 |
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Portfolio Optimizations in Incomplete Financial Markets
ISBN: 9788876421419 / Angielski / Miękka / 65 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. These Lecture Notes are based on a course given in June 2001 at the Cattedra Galileiana of Scuola Normale Superiore di Pisa. The course consisted of a short introduction into the basic concepts of Mathematical Finance, focusing on the notion of ???no arbitrage???, and subsequently applying these concepts to portfolio optimization. To avoid technical difficulties I mainly dealt with the situation where the underlying probability space is finite and only sketched the difficulties arising in the general case. We then pass to the scheme of utility optimisation for general semi-martingale...
These Lecture Notes are based on a course given in June 2001 at the Cattedra Galileiana of Scuola Normale Superiore di Pisa. The course consisted of&n...
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cena:
137,73 |
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Credit Risk Modeling with Affine Processes
ISBN: 9788876421389 / Angielski / Miękka / 58 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. The objective is to combine an orientation to credit-risk modeling (emphasizing the valuation of corporate debt and credit derivatives) with an introduction to the analytical tractability and richness of affine state processes. This is not a general survey of either topic, but rather is designed to introduce researchers with some background in mathematics to a useful set of modeling techniques and an interesting set of applications.
This is a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. The objective is to combine an orienta...
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cena:
81,60 |
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Optimal Control of Complex Structures
ISBN: 9783764366827 / Angielski / Twarda / 286 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Interest in the area of control of systems defined by partial differential Equations has increased strongly in recent years. A major reason has been the requirement of these systems for sensible continuum mechanical modelling and optimization or control techniques which account for typical physical phenomena. Particular examples of problems on which substantial progress has been made are the control and stabilization of mechatronic structures, the control of growth of thin films and crystals, the control of Laser and semi-conductor devices, and shape optimization problems for turbomachine...
Interest in the area of control of systems defined by partial differential Equations has increased strongly in recent years. A major reason has been t...
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cena:
475,45 |
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Evolutionary Algorithms
ISBN: 9780387988269 / Angielski / Twarda / 293 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The IMA Workshop on Evolutionary Algorithms brought together many researchers in the area of evolutionary computation for a week of interaction. The field of evolutionary computation has developed since the 1960s and in the late 1990s consists of a variety of subfields such as genetic algorithms, evolution strategies, evolutionary programming, and genetic programming, each with its own algorithmic perspectives and goals. The workshop did a great deal to clarify the state of the theory of evolutionary algorithms. The existing theory might be characterized as deriving from two principal...
The IMA Workshop on Evolutionary Algorithms brought together many researchers in the area of evolutionary computation for a week of interaction. The f...
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cena:
475,45 |
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Focal Points in Framed Games: Breaking the Symmetry
ISBN: 9783540414063 / Angielski / Miękka / 131 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Go to, let us go down, and there confound their language, that they may not understand one another's speech. So the LORD scattered them abroad from thence upon the face of all the earth: and they left off to built the city. (Genesis 11.7-8) 1.1 Static Focal Points 1.1.1 Coordination In real life, people quite often face situations in which they prefer to act in the same way, but they are not particular about the concrete way of acting. Some examples are given below: Credit cards: Buyers want to possess the credit cards potential sellers do accept. Also, sellers wish to have contracted the...
Go to, let us go down, and there confound their language, that they may not understand one another's speech. So the LORD scattered them abroad from th...
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cena:
201,24 |
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Decision Modeling and Behavior in Complex and Uncertain Environments
ISBN: 9781441926463 / Angielski / Miękka / 364 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. On February 27 and 28 of 2006, the University of Arizona held a workshop entitled, "Decision Modeling and Behavior in Uncertain and Complex En- ronments," sponsored by the Air Force O?ce of Scienti?c Research under a Multidisciplinary University Research Initiative (MURI) grant. The purpose of the workshop was to assemble preeminent researchers studying problems at the interface of behavioral and cognitive science, decision analysis, and operations research. This book is a compilation of 14 chapters based on the presentations given during the workshop. These contributions are grouped into...
On February 27 and 28 of 2006, the University of Arizona held a workshop entitled, "Decision Modeling and Behavior in Uncertain and Complex En- ronmen...
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cena:
402,53 |
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Cooperative Game Theory and Applications: Cooperative Games Arising from Combinatorial Optimization Problems
ISBN: 9781441947758 / Angielski / Miękka / 194 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In this book applications of cooperative game theory that arise from combinatorial optimization problems are described. It is well known that the mathematical modeling of various real-world decision-making situations gives rise to combinatorial optimization problems. For situations where more than one decision-maker is involved classical combinatorial optimization theory does not suffice and it is here that cooperative game theory can make an important contribution. If a group of decision-makers decide to undertake a project together in order to increase the total revenue or decrease the...
In this book applications of cooperative game theory that arise from combinatorial optimization problems are described. It is well known that the math...
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cena:
402,53 |
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Multicriteria Optimization
ISBN: 9783642059759 / Angielski / Miękka / 323 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Decision makers in many areas, from industry to engineering and the social sector, face an increasing need to consider multiple, conflicting objectives in their decision processes. In many cases these real world decision problems can be formulated as multicriteria mathematical optimization models. The solution of such models requires appropriate techniques to compute so called efficient, or Pareto optimal, or compromise solutions that - unlike traditional mathematical programming methods - take the contradictory nature of the criteria into account. This book provides the necessary... Decision makers in many areas, from industry to engineering and the social sector, face an increasing need to consider multiple, conflicting object... |
cena:
684,33 |
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Attractors, Bifurcations, & Chaos: Nonlinear Phenomena in Economics
ISBN: 9783642072963 / Angielski / Miękka / 549 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The present book relies on various editions of my earlier book "Nonlinear Economic Dynamics," first published in 1989 in the Springer series "Lecture Notes in Economics and Mathematical Systems," and republished in three more, successively revised and expanded editions, as a Springer monograph, in 1991, 1993, and 1997, and in a Russian translation as "Nelineynaia Economicheskaia Dinamica." The first three editions were focused on applications. The last was differ ent, as it also included some chapters with mathematical background mate rial -ordinary differential equations and iterated maps...
The present book relies on various editions of my earlier book "Nonlinear Economic Dynamics," first published in 1989 in the Springer series "Lecture ...
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cena:
603,81 |
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Methoden Der Statistik: Lehr- Und Arbeitsbuch
ISBN: 9783835101548 / Niemiecki / Miękka Termin realizacji zamówienia: ok. 5-8 dni roboczych. Anhand vieler Anwendungsbeispiele aus den Wirtschafts- und Sozialwissenschaften
bietet dieses Buch eine praxisorientierte Einfuhrung in die deskriptive und induktive Statistik sowie in die Grundlagen der Wahrscheinlichkeitsrechnung. Es verzichtet weitgehend auf formale Beweise und ist so konzipiert, dass seine Inhalte auch in einer einsemestrigen Veranstaltung behandelt werden konnen. Knapp 100 klausurtypische Aufgaben mit ausfuhrlichen Losungen helfen bei der gezielten Prufungsvorbereitung. Anhand vieler Anwendungsbeispiele aus den Wirtschafts- und Sozialwissenschaften
bietet dieses Buch eine praxisorientierte Einfuhrung in die deskri... |
cena:
105,32 |
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Econometrics of Financial High-Frequency Data
ISBN: 9783642219245 / Angielski / Twarda / 374 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications.
This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequ...
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cena:
684,33 |
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Uncertainty and Risk: Mental, Formal, Experimental Representations
ISBN: 9783642080296 / Angielski / Miękka / 308 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book tries to sort out the different meanings of uncertainty and to discover their foundations. It shows that uncertainty can be represented using various tools and mental guidelines. Coverage also examines alternative ways to deal with risk and risk attitude concepts. Behavior under uncertainty emerges from this book as something to base more on inquiry and reflection rather than on mere intuition. This book tries to sort out the different meanings of uncertainty and to discover their foundations. It shows that uncertainty can be represented u... |
cena:
402,53 |
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