Lectures On Mathematical Finance And Related Topics, Kifer Yuri
Автор: Riley Название: Mathematical Methods for Physics and Engineering ISBN: 0521679710 ISBN-13(EAN): 9780521679718 Издательство: Cambridge Academ Рейтинг: Цена: 7920.00 р. Наличие на складе: Есть (1 шт.) Описание: This highly acclaimed undergraduate textbook teaches all the mathematics for undergraduate courses in the physical sciences. Containing over 800 exercises, half come with hints and answers and, in a separate manual, complete worked solutions. The remaining exercises are intended for unaided homework; full solutions are available to instructors.
Автор: Schwalm A Название: Lectures on Selected Topics in Mathematical Physics ISBN: 1681741660 ISBN-13(EAN): 9781681741666 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 5405.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a basic introduction to certain aspects of elliptic functions and elliptic integrals. The lectures contained in this text introduce the subject as a moderate extension of ordinary trigonometry in which the reference circle is replaced by an ellipse. This method depends upon fewer tools and has seemed less intimidating that other typical introductions to the subject.
Описание: This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and interdisciplinary connections with classical probability, stochastic analysis, white noise analysis, functional analysis and quantum information theory.This diversity shows how research in quantum probability and infinite dimensional analysis is very active and strongly involved in the modern mathematical developments and applications.Tools and techniques presented here will be of great value to researchers.
Описание: This richly illustrated third edition provides a thorough training in practical mathematical biology and shows how exciting mathematical challenges can arise from a genuinely interdisciplinary involvement with the biosciences.
Описание: Provides an introduction to probability theory and its applications.
Автор: Stetz Albert W Название: Lectures On Nonlinear Mechanics And Chaos Theory ISBN: 9813141352 ISBN-13(EAN): 9789813141353 Издательство: World Scientific Publishing Рейтинг: Цена: 9187.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This elegant book presents a rigorous introduction to the theory of nonlinear mechanics and chaos. It turns out that many simple mechanical systems suffer from a peculiar malady.
Автор: Luigi G. Rodino; Joachim Toft Название: Mathematical Analysis and Applications—Plenary Lectures ISBN: 3030131513 ISBN-13(EAN): 9783030131517 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book includes the texts of the survey lectures given by plenary speakers at the 11th International ISAAC Congress held in V?xj?, Sweden, on 14-18 August, 2017. It is the purpose of ISAAC to promote analysis, its applications, and its interaction with computation. Analysis is understood here in the broad sense of the word, including differential equations, integral equations, functional analysis, and function theory. With this objective, ISAAC organizes international Congresses for the presentation and discussion of research on analysis.The plenary lectures in the present volume, authored by eminent specialists, are devoted to some exciting recent developments, topics including: local solvability for subprincipal type operators; fractional-order Laplacians; degenerate complex vector fields in the plane; lower bounds for pseudo-differential operators; a survey on Morrey spaces; localization operators in Signal Theory and Quantum Mechanics. Thanks to the accessible style used, readers only need a basic command of Calculus.This book will appeal to scientists, teachers, and graduate students in Mathematics, in particular Mathematical Analysis, Probability and Statistics, Numerical Analysis and Mathematical Physics.
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: Viana Название: Lectures on Lyapunov Exponents ISBN: 1107081734 ISBN-13(EAN): 9781107081734 Издательство: Cambridge Academ Рейтинг: Цена: 7126.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theory of Lyapunov exponents originated over a century ago in the study of the stability of solutions of differential equations. Written by one of the subject's leading authorities, this book is both an account of the classical theory, from a modern view, and an introduction to the significant developments relating the subject to dynamical systems, ergodic theory, mathematical physics and probability. It is based on the author's own graduate course and is reasonably self-contained with an extensive set of exercises provided at the end of each chapter. This book makes a welcome addition to the literature, serving as a graduate text and a valuable reference for researchers in the field.
Автор: Huybrechts Название: Lectures on K3 Surfaces ISBN: 1107153042 ISBN-13(EAN): 9781107153042 Издательство: Cambridge Academ Рейтинг: Цена: 9979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: K3 surfaces are central objects in mathematics and connect to string theory in physics. By studying the many rich aspects of these surfaces, this book surveys powerful techniques in algebraic geometry. Working from the basics to recent breakthroughs, it is suitable as a graduate text and reference for researchers.
Автор: Stetz Albert W Название: Lectures On Nonlinear Mechanics And Chaos Theory ISBN: 9813143029 ISBN-13(EAN): 9789813143029 Издательство: World Scientific Publishing Рейтинг: Цена: 4594.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This elegant book presents a rigorous introduction to the theory of nonlinear mechanics and chaos. It turns out that many simple mechanical systems suffer from a peculiar malady.
Автор: Bouchet Freddy Et Al Название: Peyresq Lectures On Nonlinear Phenomena (Volume 3) ISBN: 9814440582 ISBN-13(EAN): 9789814440585 Издательство: World Scientific Publishing Рейтинг: Цена: 19800.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is the third volume of lecture notes from summer schools held in the small village of Peyresq (France). These lectures cover nonlinear physics in a broad sense. They were given over the period 2004 to 2008. The summer schools were organized by the Institut Non Lin aire de Nice (Nice, France), the Laboratoire de Physique Statistique (ENS Paris, France) and the Institut de Recherche de Physique Hors Equilibre (Marseilles, France). The goal of the book is to provide a high-quality overview on the state of the art in nonlinear sciences, and to promote the transfer of knowledge between the various domains in physics dealing with nonlinear phenomena.
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