Описание: Based on the Lectures given during the Eurocourse on Practical Applications of Quantitative Structure-Activity (QSAR) in Environmental Chemistry and Toxicology' held at the Joint Research Centre Ispra, Italy, June 11--15, 1990
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: Douglas J. Crawford-Brown Название: Mathematical Methods of Environmental Risk Modeling ISBN: 1441949003 ISBN-13(EAN): 9781441949004 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Mathematical Methods of Environmental Risk Modeling provides a working introduction to both the general mathematical methods and specific models used for human health risk assessment.
Автор: Mihailovi? Dragutin Название: Time and Methods in Environmental Interfaces Modelling ISBN: 0444639187 ISBN-13(EAN): 9780444639189 Издательство: Elsevier Science Рейтинг: Цена: 15748.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Time and Methods in Environmental Interfaces Modelling: Personal Insights considers the use of time in environmental interfaces modeling and introduce new methods, from the global scale (e.g. climate modeling) to the micro scale (e.g. cell and nanotubes modeling), which primarily arise from the personal research insights of the authors.
As the field of environmental science requires the application of new fundamental approaches that can lead to a better understanding of environmental phenomena, this book helps necessitate new approaches in modeling, including category theory, that follow new achievements in physics, mathematics, biology, and chemistry.
Описание: A collection of papers on extreme value analyses for floods and droughts, stochastic and statistical modelling of groundwater and surface water systems, time series analysis in hydrology and environmental engineering, and approaches to both the theory and practice of effective environmental management.
Описание: Presented in four volumes, this title presents research results in extreme value analyses for floods and droughts. It looks at stochastic and statistical modelling of groundwater and surface water systems. It also describes optimal approaches to reservoir operation and control that take into account appropriate multiple objectives.
