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
著者:Mark French
出版社: Springer International Publishing
発売日: 2018年05月04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
The Finite Element Method: Its Basis and Fundamentals offers a complete introduction to the basis of the finite element method, covering fundamental theory and worked examples in the detail required……続きを見る
Computation, itself a form of calculation, incorporates steps that include arithmetical and non-arithmetical (logical) steps following a specific set of rules (an algorithm). This uniquely accessibl……続きを見る
This invaluable book offers engineers and physicists working knowledge of a number of mathematical facts and techniques not commonly treated in courses in advanced calculus, but nevertheless extreme……続きを見る
出版社: Springer International Publishing
発売日: 2022年01月24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
Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice in……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
著者:Charles Wheelan
出版社: W. W. Norton & Company
発売日: 2012年12月31日
The best-selling author of Naked Economics defies the odds with a book about statistics that you’ll welcome and enjoy.
Once considered tedious, the field of statistics is rapidly evolving into a dis……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
著者:Hans Riesel
出版社: Birkhäuser Boston
発売日: 2015年12月29日
From the original hard cover edition:
In the modern age of almost universal computer usage, practically every individual in a technologically developed society has routine access to the most up-to-d……続きを見る
The arrangement of nonzero entries of a matrix, described by the graph of the matrix, limits the possible geometric multiplicities of the eigenvalues, which are far more limited by this information ……続きを見る
Structured as a dialogue between a mathematician and a physicist, Symmetry and Quantum Mechanics unites the mathematical topics of this field into a compelling and physically-motivated narrative tha……続きを見る
This practical treatment explains the applications complex calculus without requiring the rigor of a real analysis background. The author explores algebraic and geometric aspects of complex numbers,……続きを見る
Time delayed (lagged) variables are an inherent feature of biological/physiological systems. For example, infection from a disease may at first be asymptomatic, and only after a delay is the infecti……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
著者:Paul Nahin
出版社: Princeton University Press
発売日: 2011年04月25日
In the mid-eighteenth century, Swiss-born mathematician Leonhard Euler developed a formula so innovative and complex that it continues to inspire research, discussion, and even the occasional limeri……続きを見る
This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It ……続きを見る
著者:Nizar Touzi
出版社: Springer New York
発売日: 2016年04月05日
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the r……続きを見る
A world model: economies, trade, migration, security and development aid.
This bookprovides the analytical capability to understand and explore the dynamics of globalisation. It is anchored in econo……続きを見る
In contrast to mainstream economics, complexity theory conceives the economy as a complex system of heterogeneous interacting agents characterised by limited information and bounded rationality. Age……続きを見る
出版社: Springer International Publishing
発売日: 2016年05月20日
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, m……続きを見る
This book discusses the formalization of mathematical theories centering on complex analysis and matrix theory, covering topics such as algebraic systems, complex numbers, gauge integration, the Fou……続きを見る
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduc……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:Marc Chamberland
出版社: Princeton University Press
発売日: 2015年06月02日
The remarkable properties of the numbers one through nine
In Single Digits, Marc Chamberland takes readers on a fascinating exploration of small numbers, from one to nine, looking at their history, ……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
著者:Pierre Ramond
出版社: Cambridge University Press
発売日: 2015年11月10日
Group theory has long been an important computational tool for physicists, but, with the advent of the Standard Model, it has become a powerful conceptual tool as well. This book introduces physicis……続きを見る
著者:Jianqiang Zhao
出版社: World Scientific Publishing Company
発売日: 2016年03月07日
This is the first introductory book on multiple zeta functions and multiple polylogarithms which are the generalizations of the Riemann zeta function and the classical polylogarithms, respectively, ……続きを見る
Highly useful text studies logarithmic measures of information and their application to testing statistical hypotheses. Includes numerous worked examples and problems. References. Glossary. Appendix……続きを見る