Автор: Brandimarte P Название: Handbook in Monte Carlo Simulation ISBN: 0470531118 ISBN-13(EAN): 9780470531112 Издательство: Wiley Рейтинг: Цена: 14207 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics.
Описание: This second edition of G. Winkler's successful book on random field approaches to image analysis, related Markov Chain Monte Carlo methods, and statistical inference with emphasis on Bayesian image analysis concentrates more on general principles and models and less on details of concrete applications. Addressed to students and scientists from mathematics, statistics, physics, engineering, and computer science, it will serve as an introduction to the mathematical aspects rather than a survey. Basically no prior knowledge of mathematics or statistics is required.The second edition is in many parts completely rewritten and improved, and most figures are new. The topics of exact sampling and global optimization of likelihood functions have been added. This second edition comes with a CD-ROM by F. Friedrich,containing a host of (live) illustrations for each chapter. In an interactive environment, readers can perform their own experiments to consolidate the subject.
Автор: Niederreiter Harald, Talay Denis Название: Monte Carlo and Quasi-Monte Carlo Methods 2004 ISBN: 3540255419 ISBN-13(EAN): 9783540255413 Издательство: Springer Рейтинг: Цена: 19854 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
Описание: This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Автор: Christiane Lemieux Название: Monte Carlo and Quasi-Monte Carlo Sampling ISBN: 0387781641 ISBN-13(EAN): 9780387781648 Издательство: Springer Рейтинг: Цена: 12539 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the years. This book presents essential tools for using quasi-Monte Carlo sampling in practice. It is suitable for graduate students in statistics, management science, operations research, engineering, and applied mathematics.
Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 7314 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: Toroidal groups are the connecting link between torus groups and any complex Lie groups. Many properties of complex Lie groups such as the pseudoconvexity and cohomology are determined by their maximal toroidal subgroups. Quasi-Abelian varieties are meromorphically separable toroidal groups. They are the natural generalisation of the Abelian varieties. Nevertheless, their behavior can be completely different as the wild groups show.
Описание: Existence and nonexistence of roots of functions involving one or more parameters has been the subject of numerous investigations. This book presents a formal theory of the Cheng-Lin envelope method. It is suitable for college students who want to see immediate applications of what they learn in Calculus.
Описание: The present volume is self-contained and introduces to the treatment of linear and nonlinear (quasi-linear) abstract evolution equations by methods from the theory of strongly continuous semigroups. The theoretical part is accessible to graduate students with basic knowledge in functional analysis. Only some examples require more specialized knowledge from the spectral theory of linear, self-adjoint operators in Hilbert spaces. Particular stress is on equations of the hyperbolic type since considerably less often treated in the literature. Also, evolution equations from fundamental physics need to be compatible with the theory of special relativity and therefore are of hyperbolic type. Throughout, detailed applications are given to hyperbolic partial differential equations occurring in problems of current theoretical physics, in particular to Hermitian hyperbolic systems. This volume is thus also of interest to readers from theoretical physics.
Автор: Collet Название: Quasi-Stationary Distributions ISBN: 3642331300 ISBN-13(EAN): 9783642331305 Издательство: Springer Рейтинг: Цена: 9922 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the main concepts of quasi-stationary distributions (QSDs) for killed processes. The authors offer numerous examples, and provide a basis for applications in mathematical ecology, statistical physics, computer sciences and economics.
Описание: This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model. The approximations are derived separately in three different parameter regions, and then combined into a uniform approximation across all three regions. Subsequently, the results are used to derive thresholds as functions of the population size N.
Автор: Heyde Название: Quasi-Likelihood and Its Application ISBN: 0387982256 ISBN-13(EAN): 9780387982250 Издательство: Springer Рейтинг: Цена: 14629 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quasi-likelihood is a generally applicable estimating function based methodology for optimally estimating model parameters in systems subject to random effects. This book gives an account of the essential features of quasi-likelihood methodology, and stresses its value as a general purpose inferential tool.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru