Chaos — The Interplay Between Stochastic and Deterministic Behaviour, Piotr Garbaczewski; Marek Wolf; Aleksander Weron
Автор: Calin Ovidiu Название: Deterministic And Stochastic Topics In Computational Finance ISBN: 9813203080 ISBN-13(EAN): 9789813203082 Издательство: World Scientific Publishing Цена: 8870.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.
The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.
A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.
The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.
Описание: Nowadays approximately 6 billion people use a mobile phone and they now take a central position within our daily lives. The 1990s saw a tremendous increase in the use of wireless systems and the democratization of this means of communication.
Автор: Panos M. Pardalos; Anatoly Zhigljavsky; Julius ?il Название: Advances in Stochastic and Deterministic Global Optimization ISBN: 3319299735 ISBN-13(EAN): 9783319299730 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book.
This volume is dedicated to the 70th birthday of Antanas ?ilinskas who is a leading world expert in global optimization. Professor ?ilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and multiple objectives, and application of algorithms for solving real-world practical problems.
Автор: Calin Ovidiu Название: Deterministic And Stochastic Topics In Computational Finance ISBN: 9813203072 ISBN-13(EAN): 9789813203075 Издательство: World Scientific Publishing Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.
The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.
A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.
The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.
Автор: David Hobill; Adrian Burd; A.A. Coley Название: Deterministic Chaos in General Relativity ISBN: 1475799950 ISBN-13(EAN): 9781475799958 Издательство: Springer Рейтинг: Цена: 28734.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Awrejcewicz Jan Et Al Название: Deterministic Chaos In One Dimensional Continuous Systems ISBN: 9814719692 ISBN-13(EAN): 9789814719698 Издательство: World Scientific Publishing Рейтинг: Цена: 28512.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the computational analysis of nonlinear vibrations of structural members (beams, plates, panels, shells), where the studied dynamical problems can be reduced to the consideration of one spatial variable and time.
Автор: G?bor Lente Название: Deterministic Kinetics in Chemistry and Systems Biology ISBN: 3319154818 ISBN-13(EAN): 9783319154817 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gives a concise overview of the mathematical foundations of kinetics used in chemistry and systems biology. The analytical and numerical methods used to solve complex rate equations with the widely used deterministic approach will be described, with primary focus on practical aspects important in designing experimental studies and the evaluation of data. The introduction of personal computers transformed scientific attitudes in the last two decades considerably as computational power ceased to be a limiting factor. Despite this improvement, certain time-honored approximations in solving rate equations such as the pre-equilibrium or the steady-state approach are still valid and necessary as they concern the information content of measured kinetic traces. The book shows the role of these approximations in modern kinetics and will also describe some common misconceptions in this field.
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