Introduction to the Mathematics of Operations Research with Mathematica®, Hastings, Kevin J.
Автор: Giuseppe Da Prato Название: An Introduction to Infinite-Dimensional Analysis ISBN: 3642421687 ISBN-13(EAN): 9783642421686 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way.
Автор: Jebril, Iqbal H., Название: Concise introduction to logic and set theory / ISBN: 0367077957 ISBN-13(EAN): 9780367077952 Издательство: Taylor&Francis Рейтинг: Цена: 24499.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book deals with two most important branches of mathematics, namely, logic and set theory. Logic and set theory are two closely related branches of mathematics that play very crucial roles in the foundations of mathematics, and together produce several results in all of mathematics.
Автор: Jose I. Barragues Название: Probability and Statistics ISBN: 1482219778 ISBN-13(EAN): 9781482219777 Издательство: Taylor&Francis Рейтинг: Цена: 29093.00 р. Наличие на складе: Нет в наличии.
Описание:
With contributions by leaders in the field, this book provides a comprehensive introduction to the foundations of probability and statistics. Each of the chapters covers a major topic and offers an intuitive view of the subject matter, methodologies, concepts, terms, and related applications. The book is suitable for use for entry level courses in first year university studies of Science and Engineering, higher level courses, postgraduate university studies and for the research community.
Описание: This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.Although introductory, the book covers a range of modern research topics, including It? versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.
Автор: Gillman, Rick Название: Game Theoretic Modeling ISBN: 1482248093 ISBN-13(EAN): 9781482248098 Издательство: Taylor&Francis Рейтинг: Цена: 9645.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is an introductory game theory book that quickly moves readers through the fundamental ideas of game theory to enable them to engage in creative modeling projects based on game theoretic concepts.
Автор: N. Balakrishnan, Markos V. Koutras, Politis G. Kon Название: Introduction to Probability: Models and Applications ISBN: 1118123344 ISBN-13(EAN): 9781118123348 Издательство: Wiley Рейтинг: Цена: 18208.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a focus on models and tangible applications of probability from physics, computer science, and other related disciplines, this book successfully guides readers through fundamental coverage for enhanced understanding of the problems.
Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul Название: Introduction to Time Series Analysis and Forecasting ISBN: 1118745116 ISBN-13(EAN): 9781118745113 Издательство: Wiley Рейтинг: Цена: 18208.00 р. Наличие на складе: Нет в наличии.
Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.
Автор: Friedli, Sacha (universidade Federal De Minas Gerais, Brazil) Velenik, Yvan (universite De Geneve) Название: Statistical mechanics of lattice systems ISBN: 1107184827 ISBN-13(EAN): 9781107184824 Издательство: Cambridge Academ Рейтинг: Цена: 9979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Interest in network effects and phase changes in systems is bringing statistical mechanics to the heart of science and engineering. This rigorous introduction for advanced undergraduate or beginning graduate students in mathematics and physics teaches important concepts by studying specific models, and includes many exercises, with solutions.
Автор: Lunn, David, Название: The BUGS Book ISBN: 1584888490 ISBN-13(EAN): 9781584888499 Издательство: Taylor&Francis Рейтинг: Цена: 7042.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Bayesian methods have become the widely used statistical methods for data analysis and modeling. The BUGS software has become the popular software for Bayesian analysis worldwide. This title provides a practical introduction to this program and its use. It covers the functionalities of BUGS, including prediction, missing data, and model criticism.
Автор: Hal R. Varian Название: Computational Economics and Finance ISBN: 1461275105 ISBN-13(EAN): 9781461275107 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research.
Автор: Srdjan Stojanovic Название: Computational Financial Mathematics using MATHEMATICA® ISBN: 146126586X ISBN-13(EAN): 9781461265863 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.
This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.
Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented
The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.
Автор: Chowdhury Название: Monte Carlo Methods Utilizing Mathematica® ISBN: 3031232933 ISBN-13(EAN): 9783031232930 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Нет в наличии.
Описание: This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica. Random variates are sampled by the inverse transform method and the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions. A chapter on the application of the Variational Quantum Monte Carlo method to a simple harmonic oscillator is included. These topics are all essential for students of mathematics and physics. The author includes thorough background on each topic covered within the book in order to help readers understand the subject. The book also contains many examples to show how the methods can be applied.
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