Автор: Christensen Название: Functions, spaces, and expansions ISBN: 0817649794 ISBN-13(EAN): 9780817649791 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text presents a detailed exposition of key mathematical tools in analysis. Each topic covered was chosen because it plays a role beyond the field of pure mathematics, so the text is useful in exploring the computational areas of physics and engineering.
Автор: M. I. Vishik Название: Asymptotic Behaviour of Solutions of Evolutionary Equations ISBN: 0521420237 ISBN-13(EAN): 9780521420235 Издательство: Cambridge Academ Рейтинг: Цена: 15522.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theme of this book is the investigation of globally asymptotic solutions of evolutionary equations. The lectures on which it is based were warmly received at the universities of Rome and Pavia, and at the Scuola Normale Superiore in Pisa. Here Professor Vishik has collated his lecture notes.
Автор: Nicolay, David Название: Asymptotic Chaos Expansions in Finance ISBN: 1447165055 ISBN-13(EAN): 9781447165057 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
Автор: Flor Langouche; Dirk Roekaerts; E. Tirapegui Название: Functional Integration and Semiclassical Expansions ISBN: 902771472X ISBN-13(EAN): 9789027714725 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended as a fairly complete presentation of what--'We call the discretization approach to functional integrals, i.e. path integrals defined as limits of discretized axpressions. In its main parts it is based 0n the original work of the authors. We hope to have provided the readers with a rather complete and up-to-date bibliography, and we apologize to authors whose work has not been cited through ignorance ori our part. Our main concern has been to present a for- malism that is practical and which can be adapted to make computations in the numerous areas where path integrals are being increasingly used. For these reasons applications, illustrative examples, and detailed calculations are included. The book is partially based on lectures given by one of us (E.T.) at the Institut de Physique Theorique of the u.c.L. (Louvain-la-Neuve). We thank Dr. M.E. Brachet (University of Paris) for his help in the redaction of chapter 8. We are indebted to many of our colleagues and especially to the members of the Instituut voor Theoretische Fysica, K.U. Leuven for their interest and encouragement. We also thank Professor Claudio Anguita, Dean of the Faculty of Physics and Mathematics of .the University of Chile, for his constant support. Special thanks are due to Christine Detroije and Lutgarde Dubois for their very fine and hard work in typing the manuscript.
Описание: This volume will contain selected papers from the lectures held at the BAIL 2010 Conference, which took place from July 5th to 9th, 2010 in Zaragoza (Spain).
Автор: R.P. Kuzmina Название: Asymptotic Methods for Ordinary Differential Equations ISBN: 0792364007 ISBN-13(EAN): 9780792364009 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Considers the Cauchy problem for a system of ordinary differential equations with a small parameter, filling in areas that have not been extensively covered in the existing literature. This volume is suitable for researchers and graduate students specialising in ordinary differential equations.
Автор: P.A. Lagerstrom Название: Matched Asymptotic Expansions ISBN: 1441930868 ISBN-13(EAN): 9781441930866 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Boa was then coau- thor) contained discussions of many methods and examples of singular perturba- tion problems. Thus many problems and methods are not covered here: the method of av- eraging and the related method of multiple scales are mentioned mainly to give reasons why they are not discussed further.
Автор: Flor Langouche; Dirk Roekaerts; E. Tirapegui Название: Functional Integration and Semiclassical Expansions ISBN: 9048183774 ISBN-13(EAN): 9789048183777 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended as a fairly complete presentation of what--'We call the discretization approach to functional integrals, i.e. path integrals defined as limits of discretized axpressions. In its main parts it is based 0n the original work of the authors. We hope to have provided the readers with a rather complete and up-to-date bibliography, and we apologize to authors whose work has not been cited through ignorance ori our part. Our main concern has been to present a for- malism that is practical and which can be adapted to make computations in the numerous areas where path integrals are being increasingly used. For these reasons applications, illustrative examples, and detailed calculations are included. The book is partially based on lectures given by one of us (E.T.) at the Institut de Physique Theorique of the u.c.L. (Louvain-la-Neuve). We thank Dr. M.E. Brachet (University of Paris) for his help in the redaction of chapter 8. We are indebted to many of our colleagues and especially to the members of the Instituut voor Theoretische Fysica, K.U. Leuven for their interest and encouragement. We also thank Professor Claudio Anguita, Dean of the Faculty of Physics and Mathematics of .the University of Chile, for his constant support. Special thanks are due to Christine Detroije and Lutgarde Dubois for their very fine and hard work in typing the manuscript.
Автор: George Isac; S?ndor Zolt?n N?meth Название: Scalar and Asymptotic Scalar Derivatives ISBN: 0387739874 ISBN-13(EAN): 9780387739878 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a study of scalar and asymptotic scalar derivatives and their applications to some problems in nonlinear analysis, Riemannian geometry and applied mathematics. This book presents material in relation to Euclidean spaces, Hilbert spaces, Banach spaces, Riemannian manifolds, and Hadamard manifolds.
Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems.
Автор: Peter K. Friz; Jim Gatheral; Archil Gulisashvili; Название: Large Deviations and Asymptotic Methods in Finance ISBN: 3319385127 ISBN-13(EAN): 9783319385129 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Hagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility.- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model.- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry.- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility.- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities.- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model.- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility.- Gatheral, Wang: Implied volatility from local volatility: a path integral approach.- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility.- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes.- Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes.- Takahashi: An Asymptotic Expansion Approach in Finance.- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions.- Lucic: On singularities in the Heston model.- Bayer, Friz, Laurence: On the probability density function of baskets.- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models.- Pham: Long time asymptotic problems for optimal investment.- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems.- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator.
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