Mathematics Course for Political and Social Research, Moore Will H

Автор: Delbaen
Название: The Mathematics of Arbitrage
ISBN: 3540219927 ISBN-13(EAN): 9783540219927
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

Автор: Straub
Название: Non-Life Insurance Mathematics
ISBN: 3540187871 ISBN-13(EAN): 9783540187875
Издательство: Springer
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Цена: 9357.00 р.
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Описание: The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of the main actuarial problems to be solved in non-life practice.

Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with - now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical knowledge, and secondly insurance practitioners who remember mathematics only from some distance.

Prerequisites are basic calculus and probability theory.

Автор: Co
Название: Methods of Applied Mathematics for Engineers and Scientists
ISBN: 1107004128 ISBN-13(EAN): 9781107004122
Издательство: Cambridge Academ
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Цена: 14571.00 р.
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Описание: Based on course notes from over twenty years of teaching engineering and physical sciences at Michigan Technological University, Tomas Co's engineering mathematics textbook is rich with examples, applications and exercises. Professor Co uses analytical approaches to solve smaller problems to provide mathematical insight and understanding, and numerical methods for large and complex problems. The book emphasises applying matrices with strong attention to matrix structure and computational issues such as sparsity and efficiency. Chapters on vector calculus and integral theorems are used to build coordinate-free physical models with special emphasis on orthogonal co-ordinates. Chapters on ODEs and PDEs cover both analytical and numerical approaches. Topics on analytical solutions include similarity transform methods, direct formulas for series solutions, bifurcation analysis, Lagrange–Charpit formulas, shocks/rarefaction and others. Topics on numerical methods include stability analysis, DAEs, high-order finite-difference formulas, Delaunay meshes, and others. MATLAB® implementations of the methods and concepts are fully integrated.

Автор: Campolieti
Название: Financial Mathematics
ISBN: 1439892423 ISBN-13(EAN): 9781439892428
Издательство: Taylor&Francis
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Цена: 16843.00 р.
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Описание: Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.

Автор: Wallis WD
Название: Mathematics in the Real World
ISBN: 1461485282 ISBN-13(EAN): 9781461485285
Издательство: Springer
Цена: 6986.00 р.
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Описание: ​Preface.- Part I Introduction.- Math is Everywhere.- Numbers and Sets.- Counting.- Part II Statistical Ideas.- Collecting Data.- Measuring Data.- Normal.- Sampling, Predicting.- Multivariate Situations.- Probability.- Part III Graph Models.- Euler.- Hamilton.- Trees.- Scheduling, Critical Paths.- Coloring, Handshakes.- Part IV Data.- Identification Numbers.- Data Transmission.- Encryption; The Hat Game.- Part V Voting.- Voting Systems.- Messing with Systems.- Electing a President.- Part VI The Exponential World.- Finance.- Populations and Radioactivity.

Автор: Tretyakov M V
Название: Introductory Course on Financial Mathematics
ISBN: 1908977388 ISBN-13(EAN): 9781908977380
Издательство: World Scientific Publishing
Цена: 7603.00 р.
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Описание: This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a 'sandwich' structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance -- 'no arbitrage pricing'. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.

Автор: Bird John
Название: Higher Engineering Mathematics
ISBN: 0415662826 ISBN-13(EAN): 9780415662826
Издательство: Taylor&Francis
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Цена: 4752.00 р.
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Описание: A practical introduction to the core mathematics principles required at higher engineering level John Bird’s approach to mathematics, based on numerous worked examples and interactive problems, is ideal for vocational students that require an advanced textbook. Theory is kept to a minimum, with the emphasis firmly placed on problem-solving skills, making this a thoroughly practical introduction to the advanced mathematics engineering that students need to master. The extensive and thorough topic coverage makes this an ideal text for upper level vocational courses. Now in its seventh edition, Engineering Mathematics has helped thousands of students to succeed in their exams. The new edition includes a section at the start of each chapter to explain why the content is important and how it relates to real life. It is also supported by a fully updated companion website with resources for both students and lecturers. It has full solutions to all 1900 further questions contained in the 269 practice exercises.

Автор: Ali Hirsa
Название: An Introduction to the Mathematics of Financial Derivatives,
ISBN: 012384682X ISBN-13(EAN): 9780123846822
Издательство: Elsevier Science
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Цена: 13304.00 р.
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Описание: A text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. It encourages use of discrete chapters as complementary readings on different topics.