Quantitative Methods in Transportation, Teodorovic, Dusan , Nikolic, Milo?
Автор: Anthony, M, , Biggs N. Название: Mathematics for economics and finance: methods and modelling ISBN: 0521559138 ISBN-13(EAN): 9780521559133 Издательство: Cambridge Academ Рейтинг: Цена: 7126.00 р. Наличие на складе: Поставка под заказ.
Описание: An introduction to mathematical modelling in economics and finance for students of both economics and mathematics. Throughout, the stress is firmly on how the mathematics relates to economics, illustrated with copious examples and exercises that will foster depth of understanding.
Автор: Teodorovic, Dusan , Nikolic, Milo? Название: Quantitative Methods in Transportation ISBN: 0367250543 ISBN-13(EAN): 9780367250546 Издательство: Taylor&Francis Рейтинг: Цена: 24499.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook of quantitative methods in transportation engineering comes with problems and a solutions manual for adopting course instructors. Basic mathematics and calculus are prerequisites.
Автор: Blyth Stephen Название: An Introduction to Quantitative Finance ISBN: 0199666598 ISBN-13(EAN): 9780199666591 Издательство: Oxford Academ Рейтинг: Цена: 6810.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Автор: Hilber Norbert Название: Computational Methods for Quantitative Finance ISBN: 3642354009 ISBN-13(EAN): 9783642354007 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.
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: Cameletti, Michela. Название: Quantitative methods in environmental and climate research / ISBN: 3030015831 ISBN-13(EAN): 9783030015831 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This books presents some of the most recent and advanced statistical methods used to analyse environmental and climate data, and addresses the spatial and spatio-temporal dimensions of the phenomena studied, the multivariate complexity of the data, and the necessity of considering uncertainty sources and propagation. The topics covered include: detecting disease clusters, analysing harvest data, change point detection in ground-level ozone concentration, modelling atmospheric aerosol profiles, predicting wind speed, precipitation prediction and analysing spatial cylindrical data. The volume presents revised versions of selected contributions submitted at the joint TIES-GRASPA 2017 Conference on Climate and Environment, which was held at the University of Bergamo, Italy. As it is chiefly intended for researchers working at the forefront of statistical research in environmental applications, readers should be familiar with the basic methods for analysing spatial and spatio-temporal data.
Автор: Y. Zee Ma Название: Quantitative Geosciences ISBN: 3030178595 ISBN-13(EAN): 9783030178598 Издательство: Springer Рейтинг: Цена: 15245.00 р. Наличие на складе: Поставка под заказ.
Описание: As the petroleum industry is heading towards operating oil fields digitally, a multidisciplinary skillset is a must for geoscientists who need to use data analytics to resolve inconsistencies in various sources of data, model reservoir properties, evaluate uncertainties, and quantify risk for decision making.
Автор: Washington, Simon Mannering, Fred (university Of S Название: Statistical and econometric methods for transportation data analysis ISBN: 0367199025 ISBN-13(EAN): 9780367199029 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Describing tools commonly used in the field, this textbook provides an understanding of a broad range of analytical tools required to solve transportation problems. It includes a wide breadth of examples and case studies in various aspects of transportation planning, engineering, safety, and economics.
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