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Numerical Methods in Finance and Economics, Brandimarte, Paolo



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Цена: 16632р.
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Автор: Brandimarte, Paolo
Название:  Numerical Methods in Finance and Economics   (Числовые методы в финансах и экономике)
Издательство: Wiley
Классификация:
ЭКОНОМИКА
ФИНАНСЫ и БУХГАЛТЕРСКИЙ УЧЕТ
Исчисление и математический анализ

ISBN: 0471745030
ISBN-13(EAN): 9780471745037
ISBN: 0-471-74503-0
ISBN-13(EAN): 978-0-471-74503-7
Обложка/Формат: Hardback
Страницы: 696
Вес: 1.104 кг.
Дата издания: 31.10.2006
Серия: Statistics in practice
Язык: English
Издание: 2 rev ed
Иллюстрации: Illustrations
Размер: 237 x 166 x 39
Читательская аудитория: Professional & vocational
Подзаголовок: A matlab-based introduction
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. This book presents an introduction to the powerful mathematical and statistical tools used in the field of finance.



      Старое издание
Numerical Methods in Finance: A MATLAB-Based Introduction

Автор: Paolo Brandimarte
Название: Numerical Methods in Finance: A MATLAB-Based Introduction
ISBN: 0471396869 ISBN-13(EAN): 9780471396864
Издательство: Wiley
Цена: 8195 р.
Наличие на складе: Невозможна поставка.
Описание: This book integrates the topics of numerical methods, financial problem solving, and MATLAB programming into one balanced treatment. Its tutorial approach features MATLAB examples as a means of illustrating the concepts in practical, every day financial problems.


Numerical Methods for Conservation Laws

Автор: LeVeque Randall J.
Название: Numerical Methods for Conservation Laws
ISBN: 3764327235 ISBN-13(EAN): 9783764327231
Издательство: Springer
Рейтинг:
Цена: 3656 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: These notes were developed for a graduate-level course on the theory and numerical solution of nonlinear hyperbolic systems of conservation laws. Part I deals with the basic mathematical theory of the equations: the notion of weak solutions, entropy conditions, and a detailed description of the wave structure of solutions to the Riemann problem. The emphasis is on tools and techniques that are indispensable in developing good numerical methods for discontinuous solutions. Part II is devoted to the development of high resolution shock-capturing methods, including the theory of total variation diminishing (TVD) methods and the use of limiter functions. The book is intended for a wide audience, and will be of use both to numerical analysts and to computational researchers in a variety of applications.

Mathematical Analysis and Numerical Methods for Science and Technology

Автор: Dautray
Название: Mathematical Analysis and Numerical Methods for Science and Technology
ISBN: 3540660976 ISBN-13(EAN): 9783540660972
Издательство: Springer
Рейтинг:
Цена: 8355 р.
Наличие на складе: Поставка под заказ.

Описание: The advent of high-speed computers has made it possible to calculate values from models accurately and rapidly. This title compiles the mathematical knowledge required by researchers in mechanics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers.

Numerical Methods for Bifurcations of Dynamical Equilibria

Автор: Willy J. F. Govaerts
Название: Numerical Methods for Bifurcations of Dynamical Equilibria
ISBN: 0898714427 ISBN-13(EAN): 9780898714425
Издательство: Eurospan
Рейтинг:
Цена: 12066 р.
Наличие на складе: Поставка под заказ.

Описание: Dynamical systems arise in all fields of applied mathematics. The author focuses on the description of numerical methods for the detection, computation, and continuation of equilibria and bifurcation points of equilibria of dynamical systems. This subfield has the particular attraction of having links with the geometric theory of differential equations, numerical analysis, and linear algebra. Several features make this book unique. The first is the systematic use of bordered matrix methods in the numerical computation and continuation of various bifurcations. The second is a detailed treatment of bialternate matrix products and their Jordan structure. Govaerts discusses their use in the numerical methods for Hopf and related bifurcations. A third feature is a unified treatment of singularity theory, with and without a distinguished bifurcation parameter, from a numerical point of view. Finally, numerical methods for symmetry-breaking bifurcations are discussed in detail, up to fundamental cases covered by the equivariant branching lemma.

Numerical methods for exterior problems

Название: Numerical methods for exterior problems
ISBN: 9812705260 ISBN-13(EAN): 9789812705266
Издательство: World Scientific Publishing
Рейтинг:
Цена: 6212 р.
Наличие на складе: Поставка под заказ.

Описание: This book provides a comprehensive introduction to the numerical methods for the exterior problems in partial differential equations frequently encountered in science and engineering computing. The coverage includes both traditional and novel methods. A concise introduction to the well-posedness of the problems is given, establishing a solid foundation for the methods.

Numerical methods for exterior problems

Название: Numerical methods for exterior problems
ISBN: 9812702180 ISBN-13(EAN): 9789812702180
Издательство: World Scientific Publishing
Рейтинг:
Цена: 14150 р.
Наличие на складе: Поставка под заказ.

Описание: This book provides a comprehensive introduction to the numerical methods for the exterior problems in partial differential equations frequently encountered in science and engineering computing. The coverage includes both traditional and novel methods. A concise introduction to the well-posedness of the problems is given, establishing a solid foundation for the methods.

Numerical Partial Differential Equations: Finite Difference Methods

Автор: Thomas
Название: Numerical Partial Differential Equations: Finite Difference Methods
ISBN: 0387979999 ISBN-13(EAN): 9780387979991
Издательство: Springer
Рейтинг:
Цена: 6791 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Stressing the use of technology, this book emphasizes the use of graphics for both illustration and analysis. Algebraic manipulators are used when convenient. Prerequisites are suggested, but not required, for using this book in a course include at least one semester of partial differential equations and some programming capability.

Numerical Methods for the Solution of Ill-Posed Problems

Автор: Tikhonov
Название: Numerical Methods for the Solution of Ill-Posed Problems
ISBN: 079233583X ISBN-13(EAN): 9780792335832
Издательство: Springer
Рейтинг:
Цена: 9926 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Considers linear ill-posed problems with or without a priori constraints. This book contains a FORTRAN program library. It is suitable for postgraduate students of physics, mathematics, chemistry, economics, engineering. It is also suitable for engineers and scientists interested in data processing and the theory of ill-posed problems.

Mathematical Analysis and Numerical Methods for Science and Technology

Автор: Dautray
Название: Mathematical Analysis and Numerical Methods for Science and Technology
ISBN: 3540660984 ISBN-13(EAN): 9783540660989
Издательство: Springer
Рейтинг:
Цена: 8355 р.
Наличие на складе: Поставка под заказ.

Описание: Compiles the mathematical knowledge required by researchers in mechanics, physics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers.

Mathematical Analysis and Numerical Methods for Science and Technology

Автор: Dautray
Название: Mathematical Analysis and Numerical Methods for Science and Technology
ISBN: 3540660992 ISBN-13(EAN): 9783540660996
Издательство: Springer
Рейтинг:
Цена: 8355 р.
Наличие на складе: Поставка под заказ.

Описание: The advent of high-speed computers has made it possible for the first time to calculate values from models accurately and rapidly. Researchers and engineers thus have a crucial means of using numerical results to modify and adapt arguments and experiments along the way. Every facet of technical and industrial activity has been affected by these developments.

The objective of the present work is to compile the mathematical knowledge required by researchers in mechanics, physics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers. Since the publication in 1924 of the "Methoden der mathematischen Ph sik" by Courant and Hilbert, there has been no other comprehensive and up-to-date publication presenting the mathematical tools needed in applications of mathematics in directly implementable form.

Mathematical Analysis and Numerical Methods for Science and Technology

Автор: Dautray
Название: Mathematical Analysis and Numerical Methods for Science and Technology
ISBN: 354066100X ISBN-13(EAN): 9783540661009
Издательство: Springer
Рейтинг:
Цена: 8355 р.
Наличие на складе: Поставка под заказ.

Описание: This is the fourth of six volumes which compile the mathematical knowledge required by researchers in mechanics, physics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers.

Mathematical Analysis and Numerical Methods for Science and Technology

Автор: Dautray
Название: Mathematical Analysis and Numerical Methods for Science and Technology
ISBN: 3540661018 ISBN-13(EAN): 9783540661016
Издательство: Springer
Цена: 8355 р.
Наличие на складе: Поставка под заказ.

Описание: These 6 volumes - the result of a 10 year collaboration between the authors, two of France's leading scientists and both distinguished international figures - compile the mathematical knowledge req ired by researchers in mechanics, physics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers. Since the publication in 1924 of the "Methoden der mathematischen Physik" by Courant and Hilbert, there has been no other comprehensive and up-to-date publication presenting the mathematical tools needed in applications of mathematics in directly implementable form.The advent of large computers has in the meantime revolutionised methods of computation and made this gap in the literature intolerable: the objective of the present work is to fill just this gap. Many phenomena in physical mathematics may be modeled by a system of partial differential equations in distributed systems: a model here means a set of equations, which together with given boundary data and, if the phenomenon is evolving in time, initial data, defines the system.

The advent of high-speed computers has made it possible for the first time to calculate values from models accurately and rapidly. Researchers and engineers thus have a crucial means of using numerical results to modify and adapt arguments and experiments along the way.Every facet of technical and industrial activity has been affected by these developments. Modeling by distributed systems now also supports work in many areas of physics (plasmas, new materials, astrophysics, geophysics), chemistry and mechanics and is finding increasing use in the life sciences.

Numerical methods in scientific computing

Автор: Dahlquist, Germund Bjorck, Ake
Название: Numerical methods in scientific computing
ISBN: 0898716446 ISBN-13(EAN): 9780898716443
Издательство: Eurospan
Рейтинг:
Цена: 13600 р.
Наличие на складе: Поставка под заказ.

Описание: This new book from the authors of the classic book Numerical Methods addresses the increasingly important role of numerical methods in science and engineering. More cohesive and comprehensive than any other modern textbook in the field, it combines traditional and well-developed topics with other material that is rarely found in numerical analysis texts, such as interval arithmetic, elementary functions, operator series, convergence acceleration, and continued fractions. Although this volume is self-contained, more comprehensive treatments of matrix computations will be given in a forthcoming volume. A supplementary Website contains three appendices: an introduction to matrix computations; a description of Mulprec, a MATLAB® multiple precision package; and a guide to literature, algorithms, and software in numerical analysis. Review questions, problems, and computer exercises are also included. For use in an introductory graduate course in numerical analysis and for researchers who use numerical methods in science and engineering.


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