Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating o……続きを見る
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk
Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions betwee……続きを見る
A comprehensive cross section of phase-space optics
This definitive volume highlights an elegant, unified approach to optical rays, waves, and system design using cutting-edge phase-space techniques……続きを見る
One of the world's great mathematicians shows why math is the ultimate timesaverーand how everyone can make their lives easier with a few simple shortcuts.
We are often told that hard work is the ke……続きを見る
This book discusses the study and analysis of the physical aspects of social systems and models, inspired by the analogy with familiar models of physical systems and possible applications of statist……続きを見る
How is a subway map different from other maps? What makes a knot knotted? What makes the Möbius strip one-sided? These are questions of topology, the mathematical study of properties preserved by tw……続きを見る
著者:Mark French
出版社: Springer International Publishing
発売日: 2018年05月02日
This textbook is for readers new or returning to the practice of optimization whose interest in the subject may relate to a wide range of products and processes. Rooted in the idea of “minimum princ……続きを見る
In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine languag……続きを見る
"Written by accomplished and well-known researchers in the field, this unique volume discusses important research topics on p-adic functional analysis and closely related areas, provides an authorit……続きを見る
出版社: Springer International Publishing
発売日: 2016年11月04日
Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fiel……続きを見る
出版社: Springer International Publishing
発売日: 2022年01月01日
This book focuses on the emergence of creative ideas from cognitive and social dynamics. In particular, it presents data, models, and analytical methods grounded in a network dynamics approach. It h……続きを見る
This book contains papers presented at the Workshop on the Analysis of Large-scale, High-Dimensional, and Multi-Variate Data Using Topology and Statistics, held in Le Barp, France, June 2013. It fea……続きを見る
Quantization of physical systems requires a correct definition of quantum-mechanical observables, such as the Hamiltonian, momentum, etc., as self-adjoint operators in appropriate Hilbert spaces and……続きを見る
著者:Erik Bølviken
出版社: Cambridge University Press
発売日: 2015年11月10日
Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and……続きを見る
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic opti……続きを見る
著者:Martin Auer
出版社: Springer International Publishing
発売日: 2018年02月01日
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math……続きを見る
Instrumentation, Measurements, and Experiments in Fluids, Second Edition is primarily focused on essentials required for experimentation in fluids, explaining basic principles, and addressing the to……続きを見る
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures ……続きを見る
著者:Gilles Pagès
出版社: Springer International Publishing
発売日: 2018年07月31日
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.
Topics covered include the Monte Carlo simulation (including simulat……続きを見る
This book is designed to be a vital companion to math textbooks covering the topics of precalculus, calculus, linear algebra, differential equations, and probability and statistics. While these exis……続きを見る
This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of……続きを見る
This book provides an introduction to vector optimization with variable ordering structures, i.e., to optimization problems with a vector-valued objective function where the elements in the objectiv……続きを見る
Statistics in Medicine, Third Edition makes medical statistics easy to understand by students, practicing physicians, and researchers. The book begins with databases from clinical medicine and uses ……続きを見る
Simplicial Global Optimization is centered on deterministic covering methods partitioning feasible region by simplices. This book looks into the advantages of simplicial partitioning in global optim……続きを見る
The field of large-scale dimensional metrology (LSM) deals with objects that have linear dimensions ranging from tens to hundreds of meters. It has recently attracted a great deal of interest in man……続きを見る
著者:El-Maati Ouhabaz
出版社: Princeton University Press
発売日: 2009年01月10日
This is the first comprehensive reference published on heat equations associated with non self-adjoint uniformly elliptic operators. The author provides introductory materials for those unfamiliar w……続きを見る
The resilience of computing systems includes their dependability as well as their fault tolerance and security. It defines the ability of a computing system to perform properly in the presence of va……続きを見る
Combining two important and growing areas of applied mathematicsーcontrol theory and modelingーthis textbook introduces and builds on methods for simulating and tackling concrete problems in a varie……続きを見る
An essential textbook for any student or researcher in biology needing to design experiments, sample programs or analyse the resulting data. The text begins with a revision of estimation and hypothe……続きを見る
著者:John A. Vince
出版社: Springer London
発売日: 2010年01月26日
John Vince explains a wide range of mathematical techniques and problem-solving strategies associated with computer games, computer animation, virtual reality, CAD, and other areas of computer graph……続きを見る