Qualitative and Quantitative Analysis of Nonlinear Systems, Michael Z. Zgurovsky; Pavlo O. Kasyanov
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 27562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Описание: Quantitative Feedback Design of Linear and Nonlinear Control Systems is a self-contained book dealing with the theory and practice of Quantitative Feedback Theory (QFT).
Автор: Jean Levine Название: Analysis and Control of Nonlinear Systems ISBN: 3642101593 ISBN-13(EAN): 9783642101595 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines control of nonlinear systems. Coverage ranges from mathematical system theory to practical industrial control applications. The author offers web-based videos illustrating some dynamical aspects and case studies in simulation.
Описание: Presents a grounding in modern nonlinear integrable dynamics theory and applications in mathematical physics, and an introduction to the developments in the field. This book begins with an introduction modern integrable dynamical systems theory, treating such topics as Liouville-Arnold and Mischenko-Fomenko integrability.
Описание: This book is a systematic summary of some new advances in the area of nonlinear analysis and design in the frequency domain, focusing on the application oriented theory and methods based on the GFRF concept, which is mainly done by the author in the past 8 years.
Автор: Gaetan Kerschen Название: Modal Analysis of Nonlinear Mechanical Systems ISBN: 3709117909 ISBN-13(EAN): 9783709117903 Издательство: Springer Рейтинг: Цена: 22203.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book first introduces the concept of nonlinear normal modes (NNMs) and their two main definitions. The fundamental differences between classical linear normal modes (LNMs) and NNMs are explained and illustrated using simple examples. Different methods for computing NNMs from a mathematical model are presented.
Автор: Vangipuram Lakshmikantham; Srinivasa Leela; Anatol Название: Stability Analysis of Nonlinear Systems ISBN: 3319271997 ISBN-13(EAN): 9783319271996 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book investigates stability theory in terms of two different measure, exhibiting the advantage of employing families of Lyapunov functions and treats the theory of a variety of inequalities, clearly bringing out the underlying theme.
Описание: This book is a systematic summary of some new advances in the area of nonlinear analysis and design in the frequency domain, focusing on the application oriented theory and methods based on the GFRF concept, which is mainly done by the author in the past 8 years.
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Автор: Ignacy Kaliszewski Название: Quantitative Pareto Analysis by Cone Separation Technique ISBN: 0792394925 ISBN-13(EAN): 9780792394921 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents interactive mathematics within a self-contained framework, the cone separation technique. This work interprets elements of interactive, multiple-objective decision making in terms of cone separation. It treats the topic formally, but the mathematics is subordinate to the technique of seeking results to assist decision making.
Автор: Alessandro Astolfi; Lorenzo Marconi Название: Analysis and Design of Nonlinear Control Systems ISBN: 3642093787 ISBN-13(EAN): 9783642093784 Издательство: Springer Рейтинг: Цена: 33401.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: System Analysis.- Smooth Distributions Are Globally Finitely Spanned.- Uniformly Universal Inputs.- System Interconnection.- Reduced Order Modeling of Nonlinear Control Systems.- Optimization Methods.- Nonholonomic Trajectory Optimization and the Existence of Twisted Matrix Logarithms.- The Hamilton-Jacobi Type Equations for Nonlinear Target Control and Their Approximation.- Causal Coding of Markov Sources with Continuous Alphabets.- Pseudospectral Optimal Control and Its Convergence Theorems.- Feedback Design.- Event Based Control.- Zero Dynamics and Tracking Performance Limits in Nonlinear Feedback Systems.- A Nonlinear Model for Combustion Instability: Analysis and Quenching of the Oscillations.- Convexification of the Range-Only Station Keeping Problem.- Control of Hydraulic Devices, an Internal Model Approach.- Hybrid Zero Dynamics of Planar Bipedal Walking.- Regulation.- Hybrid Systems: Limit Sets and Zero Dynamics with a View Toward Output Regulation.- Essential and Redundant Internal Models in Nonlinear Output Regulation.- Two Global Regulators for Systems with Measurable Nonlinearities and Unknown Sinusoidal Disturbances.- A Taxonomy for Time-Varying Immersions in Periodic Internal-Model Control.- Paving the Way Towards the Control of Wireless Telecommunication Networks.- Nonlinear Synchronization of Coupled Oscillators: The Polynomial Case.- Geometric Methods.- Disturbance Decoupling for Open Quantum Systems: Quantum Internal Model Principle.- Controller and Observer Normal Forms in Discrete-Time.- A Geometric Approach to Dynamic Feedback Linearization.- Asymptotic Analysis.- The Steady-State Response of a Nonlinear Control System, Lyapunov Stable Attractors, and Forced Oscillations.- Model Reduction by Moment Matching for Linear and Nonlinear Systems.- Adaptive Control of Nonlinear Systems with Unknown Parameters by Output Feedback: A Non-Identifier-Based Method.- Hybrid Feedback Stabilization of Nonlinear Systems with Quantization Noise and Large Delays.
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