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Implementing Models in Quantitative Finance: Methods and Cases
ISBN: 9783642061073 / Angielski / Miękka / 607 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Introduction This book presents and develops major numerical methods currently used for solving problems arising in quantitative ?nance. Our presentation splits into two parts. Part I is methodological, and offers a comprehensive toolkit on numerical me- ods and algorithms. This includes Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula fu- tions, transform-based methods and quadrature techniques. Part II is practical, and features a number of self-contained cases. Each case introduces a concrete problem and offers a...
Introduction This book presents and develops major numerical methods currently used for solving problems arising in quantitative ?nance. Our presentat...
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407,25 |
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Algorithmic Composition: Paradigms of Automated Music Generation
ISBN: 9783211999158 / Angielski / Miękka / 287 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Algorithmic composition composing by means of formalizable methods has a century old tradition not only in occidental music history. This is the first book to provide a detailed overview of prominent procedures of algorithmic composition in a pragmatic way rather than by treating formalizable aspects in single works. In addition to an historic overview, each chapter presents a specific class of algorithm in a compositional context by providing a general introduction to its development and theoretical basis and describes different musical applications. Each chapter outlines the strengths,... Algorithmic composition composing by means of formalizable methods has a century old tradition not only in occidental music history. This is the fi... |
cena:
570,17 |
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Network Performance Analysis: Using the J Programming Language
ISBN: 9781849966559 / Angielski / Miękka / 216 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The purpose of network performance analysis is to investigate how traffic-management mechanisms deployed in the network affect the allocation of resources amongst its users and the performance they experience. This topic can be studied by the construction of models of traffic management mechanisms and observing how they perform by applying them to some flow of network traffic. This useful volume introduces concepts and principles of network performance analysis by example, using the J programming language. J is rich in mathematical functionality, which makes it an ideal tool... The purpose of network performance analysis is to investigate how traffic-management mechanisms deployed in the network affect the allocation of re... |
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407,25 |
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Mechanics of Microstructured Solids: Cellular Materials, Fibre Reinforced Solids and Soft Tissues
ISBN: 9783642101618 / Angielski / Miękka / 128 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This special volume of the series Lecture Notes in Applied and Computational Mechanics is a compendium of reviewed articles presented at the 11th EUROMECH-MECAMAT conference entitled Mechanics of microstructured solids: cellular materials, fibre reinforced solids and soft tissues, which took place in Torino (Italy) in March 10-14, 2008, at the Museo Regional delle Scienze. This EUROMECH-MECAMAT conference was jointly organized by the Dipartimento di Matematica dell Universita di Torino, Italy and the INPL Institute (LEMTA, Nancy-Universite, France). The conference covered most of the... This special volume of the series Lecture Notes in Applied and Computational Mechanics is a compendium of reviewed articles presented at the 11th E... |
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407,25 |
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Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000
ISBN: 9783642087295 / Angielski / Miękka / 521 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. a une y p tit e soleil L e la Chanc e le Hasar d b y en though only a scien ld o wn came existence in the disser of F h en de la in will d st deition options t that w traded Netherlands in the th p an y t whic h con the precise of the con tract w ell the mo del ev er formalized the sto c k price dynamics are b y a w from it price of the option A t Bac his no v analysis a sophisticated F h whic h w ere at the of the cen a t and main w orldwide for p e rp etual b w remained mostly wn to economists til w as v the s b y t w o brillian t Jimmie v w p o eral ld an y of a F h guy named helier had...
a une y p tit e soleil L e la Chanc e le Hasar d b y en though only a scien ld o wn came existence in the disser of F h en de la in will d st deition ...
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407,25 |
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Multifield Problems: State of the Art
ISBN: 9783642086939 / Angielski / Miękka / 278 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The simulation of engineering problems often involves an interaction of individual phenomena, which are related to separate fields of applied mechanics. Examples of these multifield problems are the thermo-mechanical analysis of solids with coupling between mechanical stress analysis and thermal heat transfer processes.
The simulation of engineering problems often involves an interaction of individual phenomena, which are related to separate fields of applied mechanic...
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cena:
610,90 |
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Singular Integral Equations: Linear and Non-Linear Theory and Its Applications in Science and Engineering
ISBN: 9783642086588 / Angielski / Miękka / 552 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The present book deals with the finite-part singular integral equations, the multidimensional singular integral equations and the non-linear singular integral equations, which are currently used in many fields of engineering mechanics with applied character, like elasticity, plasticity, thermoelastoplasticity, viscoelasticity, viscoplasticity, fracture mechanics, structural analysis, fluid mechanics, aerodynamics and elastodynamics. These types of singular integral equations form the latest high technology on the solution of very important problems of solid and fluid mechanics and therefore...
The present book deals with the finite-part singular integral equations, the multidimensional singular integral equations and the non-linear singular ...
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cena:
814,55 |
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Nonlinear Mhd Waves and Turbulence: Proceedings of the Workshop Held in Nice, France, 1-4 December 1998
ISBN: 9783642085987 / Angielski / Miękka / 385 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The workshop "Nonhnear MHD Waves and Turbulence" was held at the - servatoire de Nice, December 1-4, 1998 and brought together an international group of experts in plasma physics, fluid dynamics and applied mathematics. The aim of the meeting was to survey the current knowledge on two main topics: (i) propagation of plasma waves (like Alfven, whistler or ion-acoustic waves), their instabilities and the development of a nonlinear dynamics lea ding to solitonic structures, wave collapse or weak turbulence; (ii) turbulence in magnetohydrodynamic flows and its reduced description in the presence...
The workshop "Nonhnear MHD Waves and Turbulence" was held at the - servatoire de Nice, December 1-4, 1998 and brought together an international group ...
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203,61 |
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Soliton Theory and Its Applications
ISBN: 9783642081774 / Angielski / Miękka / 403 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Soliton theory is an important branch of applied mathematics and mathematical physics. An active and productive field of research, it has important applications in fluid mechanics, nonlinear optics, classical and quantum fields theories etc. This book presents a broad view of soliton theory. It gives an expository survey of the most basic ideas and methods, such as physical background, inverse scattering, Backlund transformations, finite-dimensional completely integrable systems, symmetry, Kac-moody algebra, solitons and differential geometry, numerical analysis for nonlinear waves, and...
Soliton theory is an important branch of applied mathematics and mathematical physics. An active and productive field of research, it has important ap...
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407,25 |
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Numerical Solution of Stochastic Differential Equations
ISBN: 9783642081071 / Angielski / Miękka / 636 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de- velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the...
The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic...
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529,44 |
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Semi-Markov Risk Models for Finance, Insurance and Reliability
ISBN: 9781441943576 / Angielski / Miękka / 430 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader...
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life probl...
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407,25 |
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Constructal Theory of Social Dynamics
ISBN: 9781441942951 / Angielski / Miękka / 350 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Constructal Theory of Social Dynamics brings together for the first time social scientists and engineers to develop a predictive theory of social organization, as a conglomerate of mating flows that morph in time to flow more easily (people, goods, money, energy, information). These flows have objectives (e.g., minimization of effort, travel time, cost), and the objectives clash with global constraints (space, time, resources). The result is organization (flow architecture) derived from one principle of configuration evolution in time (the constructal law): "for a... Constructal Theory of Social Dynamics brings together for the first time social scientists and engineers to develop a pre... |
cena:
814,55 |
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Multilevel Block Factorization Preconditioners: Matrix-Based Analysis and Algorithms for Solving Finite Element Equations
ISBN: 9781441924483 / Angielski / Miękka / 530 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph is the first to provide a comprehensive, self-contained and rigorous presentation of some of the most powerful preconditioning methods for solving finite element equations in a common block-matrix factorization framework. The book covers both algorithms and analysis using a common block-matrix factorization approach which emphasizes its unique feature. Topics covered include the classical incomplete block-factorization preconditioners, the most efficient methods such as the multigrid, algebraic multigrid, and domain decomposition. This text can... This monograph is the first to provide a comprehensive, self-contained and rigorous presentation of some of the most powerful preconditioning metho... |
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407,25 |
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Defect Correction Methods: Theory and Applications
ISBN: 9783211818329 / Angielski / Miękka / 246 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Ten years ago, the term "defect correction" was introduced to characterize a class of methods for the improvement of an approximate solution of an operator equation. This class includes many well-known techniques (e.g. Newton's method) but also some novel approaches which have turned out to be quite efficient. Meanwhile a large number of papers and reports, scattered over many journals and institutions, have appeared in this area. Therefore, a working conference on "Error Asymptotics and Defect Corrections" was organized by K. Bohmer, V. Pereyra and H. J. Stetter at the Mathematisches...
Ten years ago, the term "defect correction" was introduced to characterize a class of methods for the improvement of an approximate solution of an ope...
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cena:
203,61 |
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Visualisierung in Mathematik und Naturwissenschaften: Bremer Computergraphik-Tage 1988
ISBN: 9783540512240 / Niemiecki / Miękka / 139 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Das Buch gibt einen Querschnitt durch das Spektrum der Anwendungen der Computergraphik in Mathematik und Naturwissenschaften. Dabei werden auch neue computergraphische Algorithmen, komplexe Anwenderpakete und sogar HardwarelAsungen diskutiert. Die BeitrAge in diesem Band, die auf VortrAgen der ersten Bremer Computer-Graphik-Tage vom Juli 1988 basieren, sind entsprechend vielfAltig: Sie reichen von der Berechnung und Visualisierung mathematischer Objekte und Fraktale A1/4ber Probleme des Medical Imaging bei der Darstellung volumetrischer Daten, Untersuchungen von OberflAchentexturen fA1/4r...
Das Buch gibt einen Querschnitt durch das Spektrum der Anwendungen der Computergraphik in Mathematik und Naturwissenschaften. Dabei werden auch neue c...
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cena:
209,31 |
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Finite Elemente Programme Für Platten Und Schalen
ISBN: 9783540515463 / Niemiecki / Miękka / 368 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Das Buch geht uber die Beschreibung der Methode oder spezieller Programme weit hinaus: Es bietet einen relativ einfachen Zugang, indem lediglich geringe mathematische Vorkenntnisse (Differentialgleichungen und Matrizenrechnung) erwartet und die Voraussetzungen der schubweichen Plattentheorie und einer speziellen Schalentheorie so weit dargestellt werden, wie man sie zum Aufstellen der finiten Gleichungen benotigt. Die hergeleiteten Bezeichnungen sind nicht nur relativ leicht nachvollziehbar, sondern werden in Form von Programmen praktisch vermittelt; die Umsetzung wird an praxisorientierten...
Das Buch geht uber die Beschreibung der Methode oder spezieller Programme weit hinaus: Es bietet einen relativ einfachen Zugang, indem lediglich gerin...
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cena:
209,31 |
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Matrizen Und Ihre Anwendungen 1: Grundlagen Für Ingenieure, Physiker Und Angewandte Mathematiker
ISBN: 9783642175428 / Niemiecki / Twarda / 496 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Das Buch enthalt Abschnitte uber Matrizengleichungen und -funktionen, eine computergerechte Darstellung und Losung der Bewegungsgleichungen von linearen ungedampften Schwingungssystemen mit endlich vielen Freiheitsgraden, sowie eine Einfuhrung in die Naherungsmethoden von Rayleigh und Ritz. Das fur Theorie und Praxis gleichermassen bedeutsame Eigenwertproblem wird anders als in der Literatur sonst ublich dem Leser von einem allgemeineren Standpunkt aus nahegebracht, wodurch die Darstellung an Verstandlichkeit wie an Anwendungsbreite gewinnt. Beibehalten wurde die in der Tradition von Rudolf...
Das Buch enthalt Abschnitte uber Matrizengleichungen und -funktionen, eine computergerechte Darstellung und Losung der Bewegungsgleichungen von linear...
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cena:
837,40 |
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Mixed Finite Element Method
ISBN: 9783540549161 / Angielski / Miękka / 345 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In this book, based on 16 years of work on the finite element method, the author presents the essence of a new, direct approach to the FEM. The work is focused on the mixed method and shows how reliable results may be obtained with fewer equations than usual. The basic principles, the fundamentals and the essence of the FEM are presented, then the method is applied to the analysis of one, two, and three-dimensional problems. It is shown that mixed elements offer superior accuracy compared with stiffness elements. Finally, some new achievements and perspectives for further development are...
In this book, based on 16 years of work on the finite element method, the author presents the essence of a new, direct approach to the FEM. The work i...
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cena:
407,25 |
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The Linearization Method for Constrained Optimization
ISBN: 9783540570370 / Angielski / Twarda / 147 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Techniques of optimization are applied in many problems in economics, automatic control, engineering, etc. and a wealth of literature is devoted to this subject. The first computer applications involved linear programming problems with simp- le structure and comparatively uncomplicated nonlinear pro- blems: These could be solved readily with the computational power of existing machines, more than 20 years ago. Problems of increasing size and nonlinear complexity made it necessa- ry to develop a complete new arsenal of methods for obtai- ning numerical results in a reasonable time. The...
Techniques of optimization are applied in many problems in economics, automatic control, engineering, etc. and a wealth of literature is devoted to th...
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cena:
487,23 |
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The Boundary Element Method for Groundwater Flow
ISBN: 9783540544074 / Angielski / Miękka / 120 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph examines the application of the boundary element method to the solution of the Laplace equation, with specific reference to its importance in engineering and science. Focusing on groundwater flow applications, the text also covers infiltration problems and steady flow.
This monograph examines the application of the boundary element method to the solution of the Laplace equation, with specific reference to its importa...
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cena:
407,25 |
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