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Book Synopsis Numerical Methods in Finance by : Michèle Breton
Download or read book Numerical Methods in Finance written by Michèle Breton and published by Springer Science & Business Media. This book was released on 2005-12-05 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: • The original and expert contribution to all research fields in GERAD's area of expertise; • The dissemination of research results in the best scientific outlets as well as in the society in general; • The training of graduate students and post doctoral researchers; • The contribution to the economic community by solving important problems and providing transferable tools.
Book Synopsis Calcutta Statistical Association Bulletin by : Calcutta Statistical Association
Download or read book Calcutta Statistical Association Bulletin written by Calcutta Statistical Association and published by . This book was released on 2002 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Backward Stochastic Differential Equations by : N El Karoui
Download or read book Backward Stochastic Differential Equations written by N El Karoui and published by CRC Press. This book was released on 1997-01-17 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Book Synopsis Proceedings of the International Congress of Mathematicians by : S.D. Chatterji
Download or read book Proceedings of the International Congress of Mathematicians written by S.D. Chatterji and published by Birkhäuser. This book was released on 2012-12-06 with total page 1669 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first ICM was held in Zürich in 1897, it has become the pinnacle of mathematical gatherings. It aims at giving an overview of the current state of different branches of mathematics and its applications as well as an insight into the treatment of special problems of exceptional importance. The proceedings of the ICMs have provided a rich chronology of mathematical development in all its branches and a unique documentation of contemporary research. They form an indispensable part of every mathematical library. The Proceedings of the International Congress of Mathematicians 1994, held in Zürich from August 3rd to 11th, 1994, are published in two volumes. Volume I contains an account of the organization of the Congress, the list of ordinary members, the reports on the work of the Fields Medalists and the Nevanlinna Prize Winner, the plenary one-hour addresses, and the invited addresses presented at Section Meetings 1 - 6. Volume II contains the invited address for Section Meetings 7 - 19. A complete author index is included in both volumes. '...the content of these impressive two volumes sheds a certain light on the present state of mathematical sciences and anybody doing research in mathematics should look carefully at these Proceedings. For young people beginning research, this is even more important, so these are a must for any serious mathematics library. The graphical presentation is, as always with Birkhäuser, excellent....' (Revue Roumaine de Mathematiques pures et Appliquées)
Book Synopsis Stochastic Partial Differential Equations and Their Applications by : Boris Lʹvovich Rozovskiĭ
Download or read book Stochastic Partial Differential Equations and Their Applications written by Boris Lʹvovich Rozovskiĭ and published by Springer. This book was released on 1992 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Trends in African Diaspora Mathematics Research by :
Download or read book Trends in African Diaspora Mathematics Research written by and published by Nova Publishers. This book was released on 2007 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: The African Diaspora presents mathematical research of highest rank. It offers a forum for mathematical research with some emphasis on the contributions of all African mathematicians and the rich connections between all African universities and those of other continents. This includes the Denjoy integral, equivalent cohomology, semi-linear equations, rational approximants, automorphic solutions and characterisations of mulitvariate exponential families.
Book Synopsis The Large Sieve by : Klaus Friedrich Roth
Download or read book The Large Sieve written by Klaus Friedrich Roth and published by . This book was released on 1969 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Flows and Stochastic Differential Equations by : Hiroshi Kunita
Download or read book Stochastic Flows and Stochastic Differential Equations written by Hiroshi Kunita and published by Cambridge University Press. This book was released on 1990 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows.The classical theory was initiated by K. Itô and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Itô's theory as a special case. The book can be used with advanced courses on probability theory or for self-study.
Book Synopsis Advanced Mathematics for Engineering and Science by : Wenfang Chen
Download or read book Advanced Mathematics for Engineering and Science written by Wenfang Chen and published by World Scientific. This book was released on 2003 with total page 902 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book comprises ten chapters, Each chapter contains serveral soved problems clarifying the introduced concepts. Some of the examples are taken from the recent literature and serve to illustrate the applications in various fields of engineering and science. At the end of each chapter, there are assignment problems with two levels of difficulty. A list of references is provided at the end of the book. This book is the product of a close collaboration between two mathematicians and an engineer. The engineer has been helpful in pinpointing the problems which engineering students encounter in books written by mathematicians. Contents: Review of Calculus and Ordinary Differential Equations; Series Solutions and Special Functions; Complex Variables; Vector and Tensor Analysis; Partial Differential Equations I; Partial Differential Equations II; Numerical Methods; Numerical Solution of Partial Differential Equations; Calculus of Variations; Special Topics. Readership: Upper level undergraduates, graduate students and researchers in mathematical modeling, mathematical physics and numerical &computational mathematics.
Book Synopsis Seminar on Stochastic Analysis, Random Fields and Application [sic]. by : Robert C. Dalang
Download or read book Seminar on Stochastic Analysis, Random Fields and Application [sic]. written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2002-04 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Book Synopsis Forward-Backward Stochastic Differential Equations and their Applications by : Jin Ma
Download or read book Forward-Backward Stochastic Differential Equations and their Applications written by Jin Ma and published by Springer. This book was released on 2007-04-24 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
Book Synopsis Stochastic Analysis and Applications to Finance by : Tusheng Zhang
Download or read book Stochastic Analysis and Applications to Finance written by Tusheng Zhang and published by World Scientific. This book was released on 2012 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. Sample Chapter(s). Editorial Foreword (58 KB). Chapter 1: Non-Linear Evolution Equations Driven by Rough Paths (399 KB). Contents: Non-Linear Evolution Equations Driven by Rough Paths (Thomas Cass, Zhongmin Qian and Jan Tudor); Optimal Stopping Times with Different Information Levels and with Time Uncertainty (Arijit Chakrabarty and Xin Guo); Finite Horizon Optimal Investment and Consumption with CARA Utility and Proportional Transaction Costs (Yingshan Chen, Min Dai and Kun Zhao); MUniform Integrability of Exponential Martingales and Spectral Bounds of Non-Local Feynman-Kac Semigroups (Zhen-Qing Chen); Continuous-Time Mean-Variance Portfolio Selection with Finite Transactions (Xiangyu Cui, Jianjun Gao and Duan Li); Quantifying Model Uncertainties in the Space of Probability Measures (J Duan, T Gao and G He); A PDE Approach to Multivariate Risk Theory (Robert J Elliott, Tak Kuen Siu and Hailiang Yang); Stochastic Analysis on Loop Groups (Shizan Fang); Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth (Alexander Fromm, Peter Imkeller and Jianing Zhang); Convex Capital Requirements for Large Portfolios (Hans FAllmer and Thomas Knispel); The Mixed Equilibrium of Insider Trading in the Market with Rational Expected Price (Fuzhou Gong and Hong Liu); Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions (Yaozhong Hu, Daniel Ocone and Jian Song); Potential Theory of Subordinate Brownian Motions Revisited (Panki Kim, Renming Song and Zoran Vondraiek); Research on Social Causes of the Financial Crisis (Steven Kou); Wick Formulas and Inequalities for the Quaternion Gaussian and -Permanental Variables (Wenbo V Li and Ang Wei); Further Study on Web Markov Skeleton Processes (Yuting Liu, Zhi-Ming Ma and Chuan Zhou); MLE of Parameters in the Drifted Brownian Motion and Its Error (Lemee Nakamura and Weian Zheng); Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs (Bernt yksendal, Agn s Sulem and Tusheng Zhang); Simulation of Diversified Portfolios in Continuous Financial Markets (Eckhard Platen and Renata Rendek); Coupling and Applications (Feng-Yu Wang); SDEs and a Generalised Burgers Equation (Jiang-Lun Wu and Wei Yang); Mean-Variance Hedging in the Discontinuous Case (Jianming Xia). Readership: Graduates and researchers in stochatic analysis and mathematical finance.
Book Synopsis Stochastic Differential Equations and Processes by : Mounir Zili
Download or read book Stochastic Differential Equations and Processes written by Mounir Zili and published by Springer Science & Business Media. This book was released on 2011-09-24 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few. As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.
Book Synopsis Partial Differential Equations and Calculus of Variations by : Stefan Hildebrandt
Download or read book Partial Differential Equations and Calculus of Variations written by Stefan Hildebrandt and published by Springer. This book was released on 2006-11-14 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 18 invited papers by members and guests of the former Sonderforschungsbereich in Bonn (SFB 72) who, over the years, collaborated on the research group "Solution of PDE's and Calculus of Variations". The emphasis is on existence and regularity results, on special equations of mathematical physics and on scattering theory.
Book Synopsis Singular Stochastic Differential Equations by : Alexander S. Cherny
Download or read book Singular Stochastic Differential Equations written by Alexander S. Cherny and published by Springer Science & Business Media. This book was released on 2005 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Perturbation Methods, Instability, Catastrophe and Chaos by : Wenfang Chen
Download or read book Perturbation Methods, Instability, Catastrophe and Chaos written by Wenfang Chen and published by World Scientific. This book was released on 1999 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important book introduces perturbation and qualitative methods for differential equations in terms understandable to students with only a basic knowledge of calculus and ordinary linear differential equations. Theorems are stated clearly with their limitations and restrictions and are applied to solve examples from various disciplines. The writing style is informal and new ideas are introduced gradually via concepts already familiar to the reader.
Book Synopsis Stochastic Differential Equations by : Joseph Bishop Keller
Download or read book Stochastic Differential Equations written by Joseph Bishop Keller and published by American Mathematical Soc.. This book was released on 1973 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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