Nonlinear Dynamics in Economics, Finance and the Social Sciences, Gian Italo Bischi; Carl Chiarella; Laura Gardini
Автор: J. M. T. Thompson Название: Nonlinear Dynamics and Chaos, 2nd Edition ISBN: 0471876844 ISBN-13(EAN): 9780471876847 Издательство: Wiley Рейтинг: Цена: 12030.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Since the bestselling first edition was published, there has been a lot of new research conducted in the area of nonlinear dynamics and chaos. This revised edition provides new material, including a glossary and bibliography, as well as a generous supplement of new figures and illustrations.
Автор: Lakshmanan, Muthusamy, Rajaseekar, Shanmuganathan Название: Nonlinear Dynamics Integrability, Chaos and Patterns ISBN: 3642628729 ISBN-13(EAN): 9783642628726 Издательство: Springer Рейтинг: Цена: 25149.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Integrability, chaos and patterns are three of the most important concepts in nonlinear dynamics. These are covered in this book from fundamentals to recent developments. The book presents a self-contained treatment of the subject to suit the needs of students, teachers and researchers in physics, mathematics, engineering and applied sciences who wish to gain a broad knowledge of nonlinear dynamics. It describes fundamental concepts, theoretical procedures, experimental and numerical techniques and technological applications of nonlinear dynamics. Numerous examples and problems are included to facilitate the understanding of the concepts and procedures described. In addition to 16 chapters of main material, the book contains 10 appendices which present in-depth mathematical formulations involved in the analysis of various nonlinear systems.
Автор: G. Constantinides Название: Handbook of the Economics of Finance,1B ISBN: 0444513639 ISBN-13(EAN): 9780444513632 Издательство: Elsevier Science Рейтинг: Цена: 20717.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
Автор: George M. Constantinides Название: Handbook of the Economics of Finance,2A ISBN: 0444535942 ISBN-13(EAN): 9780444535948 Издательство: Elsevier Science Рейтинг: Цена: 18191.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covering subjects from corporate taxes to behavioral corporate finance and econometric issues, this title includes articles that reveal how specializations resonate with each other and indicate likely directions for future research. It presents coherent summaries of major finance fields, marking important advances and revisions.
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.
Автор: Hans-Walter Lorenz Название: Nonlinear Dynamical Economics and Chaotic Motion ISBN: 3642783260 ISBN-13(EAN): 9783642783265 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The short summary of basic properties of linear dynamical systems has been banned to an appendix because the line of thought in the chapter seems to have been unnecessarily interrupted by these technical details and because the book concentrates on nonlinear systems.
Автор: Franco Gori; Lucio Geronazzo; Marcello Galeotti Название: Nonlinear Dynamics in Economics and Social Sciences ISBN: 3540567046 ISBN-13(EAN): 9783540567042 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains the proceedings of an international conference during which economists discussed the means of developing a new mathematical approach to the modelling of economic processes. The contributors focused on the application of analytical methods commonly known as chaotic dynamics.
Описание: The topics covered by the book are: - methods for exploratory data analysis - probability theory and standard statistical distributions - statistical inference theory - and three main areas of application: regression analysis, survey sampling and contingency tables.
Автор: B?rbel Finkenst?dt Название: Nonlinear Dynamics in Economics ISBN: 3540593748 ISBN-13(EAN): 9783540593744 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One of the main reasons why nonlinear dynamic models are so interesting to economists is that they are able to produce a great variety of possible dynamic outcomes - from regular predictable behavior to the most complex irregular behavior - rich enough to meet the economists` objectives of modeling.
Описание: Researchers in the natural sciences are faced with problems that require a novel approach to improve the quality of forecasts of processes that are sensitive to environmental conditions.
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