Java Methods for Financial Engineering / Applications in Finance and Investment, Barker Philip
Автор: Ross Stephen Название: Core principles and applications of Corporate Finance, global edition ISBN: 0071221166 ISBN-13(EAN): 9780071221160 Издательство: McGraw-Hill Рейтинг: Цена: 3657 р. 5224.00-30% Наличие на складе: Есть (1 шт.) Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.
Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 6544 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."
Описание: The book covers recent developments in the construction and the analysis of numerical algorithms for the solution of nonlinear problems with emphasis on the automatic calculation of guaranteed errorbounds by machine interval operations.The bulk of the presented algorithms deal with problems from various fields in the applied sciences.
Описание: This book examines computational methods and analytical models in financial engineering that rely on computation. It features the work of leading researchers in portfolio optimization and option pricing; banking; risk and macroeconomic modeling.
Описание: This book covers the impact of noise on models that are widely used in science and engineering applications. It applies perturbed methods which assume
noise changes on a faster time or space scale than the system being studied. The book is written in two parts.
first part presents a careful development of mathematical methods needed to study random perturbations of dynamical systems. The second part presents non-random problems in a
variety of important applications. Such problems are reformulated to account for both external and system random noise.
Finally, the results from Part I are applied to analyze,
simulate, and visualize the same problems now perturbed by noise. Applications from mechanical, electrical, and biological problems are discussed. In addition, numerous computer
simulations and examples are included.
Researchers and graduate students in mathematics and engineering will find this book useful.
Описание: There is a resurgence of applications in which the calculus of variations has direct relevance. In addition to application to solid mechanics and dynamics, it is now being applied in a variety of numerical methods, numerical grid generation, modern physics, various optimization settings and fluid dynamics. Many applications, such as nonlinear optimal control theory applied to continuous systems, have only recently become tractable computationally, with the advent of advanced algorithms and large computer systems. This book reflects the strong connection between calculus of variations and the applications for which variational methods form the fundamental foundation. The mathematical fundamentals of calculus of variations (at least those necessary to pursue applications) is rather compact and is contained in a single chapter of the book. The majority of the text consists of applications of variational calculus for a variety of fields.
Описание: Dynamic Fuzzy Pattern Recognition with Applications to Finance and Engineering focuses on fuzzy clustering methods which have proven to be very powerful in pattern recognition and considers the entire process of dynamic pattern recognition. This book sets a general framework for Dynamic Pattern Recognition, describing in detail the monitoring process using fuzzy tools and the adaptation process in which the classifiers have to be adapted, using the observations of the dynamic process. It then focuses on the problem of a changing cluster structure (new clusters, merging of clusters, splitting of clusters and the detection of gradual changes in the cluster structure). Finally, the book integrates these parts into a complete algorithm for dynamic fuzzy classifier design and classification.
Описание: Differential equations, especially nonlinear, present the most effective way for describing complex physical processes. Methods for constructing exact solutions of differential equations play an important role in applied mathematics and mechanics. This book aims to provide scientists, engineers and students with an easy-to-follow, but comprehensive, description of the methods for constructing exact solutions of differential equations.
Описание: Step-by-step Big Data strategy with practical hands-on tools Big Data in Banking demonstrates how to build and execute an effective Big Data strategy in the context of finance data analytics.
Описание: This book constitutes the thoroughly refereed postproceedings of the International Workshop on Scientific Engineering for Distributed Java Applications, FIDJI 2002, held in Luxembourg-Kirchberg, Luxembourg in November 2002.The 16 revised full papers presented together with a keynote paper and 3 abstracts were carefully selected from 33 submissions during two rounds of reviewing and improvement. Among the topics addressed are Java coordination, Web service architectures, transaction models, CORBA-based distributed systems, mobile objects, Java group toolkits, distributed process management systems, active objects in J2EE, Java frameworks, Jini, component-based distributed applications, Java middleware, fault-tolerant mobile systems.
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible.
Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers:
Extremes in samples of random size
Methods of estimating extreme quantiles and tail probabilities
Self-normalized sums of random variables
Measures of market risk
Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text.
A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.
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