Описание: Analyzes the interaction between Europe and East Asia in the 17th and 18th centuries in the field of mathematical sciences, bringing to the fore the role of Portugal as an agent of transformation in this process. This title brings together an analysis on the following themes: Portugal and the Jesuit Missions in Asia, and more.
Автор: Malliavin Название: Stochastic Calculus of Variations in Mathematical Finance ISBN: 3540434313 ISBN-13(EAN): 9783540434313 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.
Автор: George Leitmann Название: The Calculus of Variations and Optimal Control ISBN: 1489903356 ISBN-13(EAN): 9781489903358 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended to present an introductory treatment of the calculus of variations in Part I and of optimal control theory in Part II. Part II is devoted to the elementary aspects of the modern extension of the calculus of variations, the theory of optimal control of dynamical systems.
Описание: Public medicine, popular education, state employment agencies, the diffusion of scientific and technical knowledge, the dissemination of information by the government--all these things are an indispensable part of the modern state. All were proposed in the seventeenth century by Theophraste Renaudot, who felt they were necessary to meet the new soc
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
