Mathematics for Modeling and Scientific Computing, Goudon
Автор: Tretyakov M V Название: Introductory Course on Financial Mathematics ISBN: 1908977388 ISBN-13(EAN): 9781908977380 Издательство: World Scientific Publishing Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Описание: Focuses on the identification of the organising concepts of some physical and biological phenomena, by means of an analysis of the foundations of mathematics and of physics.
Описание: The goal of the book is to technologically enhance the preparation of mathematics schoolteachers using an electronic spreadsheet integrated with Maple and Wolfram Alpha - digital tools capable of sophisticated symbolic computations.
Автор: Quarteroni Alfio Название: Scientific Computing with MATLAB and Octave ISBN: 3642124291 ISBN-13(EAN): 9783642124297 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Поставка под заказ.
Автор: Bullett Shaun Et Al Название: Advanced Techniques In Applied Mathematics ISBN: 1786340216 ISBN-13(EAN): 9781786340214 Издательство: World Scientific Publishing Рейтинг: Цена: 9821.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book is a guide to advanced techniques used widely in applied mathematical sciences research. Chapter by chapter, readers will be led from a foundation level understanding to advanced level understanding. This is the perfect text for graduate or PhD mathematical-science students looking for support in techniques such as practical analytical methods, finite elements and symmetry methods for differential equations.
Advanced Techniques in Applied Mathematics is the first volume of the LTCC Advanced Mathematics Series. This series is the first to provide advanced introductions to mathematical science topics to advanced students of mathematics. Edited by the three joint heads of the London Taught Course Centre for PhD Students in the Mathematical Sciences (LTCC), each book supports readers in broadening their mathematical knowledge outside of their immediate research disciplines while also covering specialized key areas.
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.
We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.
The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.
The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Описание: Mathemusical Conversations celebrates the understanding of music through mathematics, and vice versa.
Автор: Bullett Shaun Et Al Название: Advanced Techniques In Applied Mathematics ISBN: 1786340224 ISBN-13(EAN): 9781786340221 Издательство: World Scientific Publishing Рейтинг: Цена: 5069.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book is a guide to advanced techniques used widely in applied mathematical sciences research. Chapter by chapter, readers will be led from a foundation level understanding to advanced level understanding. This is the perfect text for graduate or PhD mathematical-science students looking for support in techniques such as practical analytical methods, finite elements and symmetry methods for differential equations.
Advanced Techniques in Applied Mathematics is the first volume of the LTCC Advanced Mathematics Series. This series is the first to provide advanced introductions to mathematical science topics to advanced students of mathematics. Edited by the three joint heads of the London Taught Course Centre for PhD Students in the Mathematical Sciences (LTCC), each book supports readers in broadening their mathematical knowledge outside of their immediate research disciplines while also covering specialized key areas.
Описание: This book presents a concise exposition of modern mathematical concepts, models and methods with applications in computer graphics, vision and machine learning. The compendium is organized in four parts - Algebra, Geometry, Topology, and Applications. One of the features is a unique treatment of tensor and manifold topics to make them easier for the students. All proofs are omitted to give an emphasis on the exposition of the concepts. Effort is made to help students to build intuition and avoid parrot-like learning.There is minimal inter-chapter dependency. Each chapter can be used as an independent crash course and the reader can start reading from any chapter - almost. This book is intended for upper level undergraduate students, graduate students and researchers in computer graphics, geometric modeling, computer vision, pattern recognition and machine learning. It can be used as a reference book, or a textbook for a selected topics course with the instructor's choice of any of the topics.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
