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Highly Efficient Option Valuation Under The Double Jump Framework With Stochastic Volatility And Jump Intensity Based On Shannon Wavelet Inverse Fourier Technique
Download Highly Efficient Option Valuation Under The Double Jump Framework With Stochastic Volatility And Jump Intensity Based On Shannon Wavelet Inverse Fourier Technique full books in PDF, epub, and Kindle. Read online Highly Efficient Option Valuation Under The Double Jump Framework With Stochastic Volatility And Jump Intensity Based On Shannon Wavelet Inverse Fourier Technique ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Wavelets and Statistics by : Anestis Antoniadis
Download or read book Wavelets and Statistics written by Anestis Antoniadis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite its short history, wavelet theory has found applications in a remarkable diversity of disciplines: mathematics, physics, numerical analysis, signal processing, probability theory and statistics. The abundance of intriguing and useful features enjoyed by wavelet and wavelet packed transforms has led to their application to a wide range of statistical and signal processing problems. On November 16-18, 1994, a conference on Wavelets and Statistics was held at Villard de Lans, France, organized by the Institute IMAG-LMC, Grenoble, France. The meeting was the 15th in the series of the Rencontres Pranco-Belges des 8tatisticiens and was attended by 74 mathematicians from 12 different countries. Following tradition, both theoretical statistical results and practical contributions of this active field of statistical research were presented. The editors and the local organizers hope that this volume reflects the broad spectrum of the conference. as it includes 21 articles contributed by specialists in various areas in this field. The material compiled is fairly wide in scope and ranges from the development of new tools for non parametric curve estimation to applied problems, such as detection of transients in signal processing and image segmentation. The articles are arranged in alphabetical order by author rather than subject matter. However, to help the reader, a subjective classification of the articles is provided at the end of the book. Several articles of this volume are directly or indirectly concerned with several as pects of wavelet-based function estimation and signal denoising.
Book Synopsis Risk Analysis and Portfolio Modelling by : Elisa Luciano
Download or read book Risk Analysis and Portfolio Modelling written by Elisa Luciano and published by MDPI. This book was released on 2019-10-16 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
Book Synopsis Statistical Independence in Probability, Analysis and Number Theory by : Mark Kac
Download or read book Statistical Independence in Probability, Analysis and Number Theory written by Mark Kac and published by Courier Dover Publications. This book was released on 2018-08-15 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This concise monograph by a well-known mathematician shows how probability theory, in its simplest form, arises in a variety of contexts and in many different mathematical disciplines. 1959 edition.
Book Synopsis Nonparametric Econometric Methods and Application by : Thanasis Stengos
Download or read book Nonparametric Econometric Methods and Application written by Thanasis Stengos and published by MDPI. This book was released on 2019-05-20 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.
Book Synopsis Adaptation in Natural and Artificial Systems by : John H. Holland
Download or read book Adaptation in Natural and Artificial Systems written by John H. Holland and published by MIT Press. This book was released on 1992-04-29 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic algorithms are playing an increasingly important role in studies of complex adaptive systems, ranging from adaptive agents in economic theory to the use of machine learning techniques in the design of complex devices such as aircraft turbines and integrated circuits. Adaptation in Natural and Artificial Systems is the book that initiated this field of study, presenting the theoretical foundations and exploring applications. In its most familiar form, adaptation is a biological process, whereby organisms evolve by rearranging genetic material to survive in environments confronting them. In this now classic work, Holland presents a mathematical model that allows for the nonlinearity of such complex interactions. He demonstrates the model's universality by applying it to economics, physiological psychology, game theory, and artificial intelligence and then outlines the way in which this approach modifies the traditional views of mathematical genetics. Initially applying his concepts to simply defined artificial systems with limited numbers of parameters, Holland goes on to explore their use in the study of a wide range of complex, naturally occuring processes, concentrating on systems having multiple factors that interact in nonlinear ways. Along the way he accounts for major effects of coadaptation and coevolution: the emergence of building blocks, or schemata, that are recombined and passed on to succeeding generations to provide, innovations and improvements.
Book Synopsis Extreme Financial Risks by : Yannick Malevergne
Download or read book Extreme Financial Risks written by Yannick Malevergne and published by Springer Science & Business Media. This book was released on 2006-01-16 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence...brings a vivid portrayal of the subject." -- MATHEMATICAL REVIEWS
Download or read book Real R & D Options written by Dean Paxson and published by Elsevier. This book was released on 2002-12-05 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real R&D options are among the earliest modelled real options, with now ten primary practical uses: general R&D planning, planning R&D in stages, evaluating test information, new product development timing, operations, abandonment, risk sharing, market funding, industry strategy and regulation. This book was partly motivated by requests to identify and develop real option models for R&D in telecommunications, petroleum technology and biotechnology. Nine new models cover information and implementation costs, analytical solutions for mean reverting, or fat tailed revenues, endogenous learning and exogenous and experiential shocks, American sequential options, and innovator advantages. Four new applications include forward start development options, exploration options, innovation with information costs, and innovator's real values with changing market share. R&D directors and researchers will find several uses for these models: - general R&D planning - evaluating test information - new product development timing - risk sharing - industry strategy and regulation - A practical guide to how organizations can use Real Option techniques to effectively value research and development by companies - Provides a rigorous theoretical underpinning of the use of Real Option techniques - Real Options applications are orientated around the economies of North America, Europe and Asia, for an international perspective
Book Synopsis Adaptive Filtering and Change Detection by : Fredrik Gustafsson
Download or read book Adaptive Filtering and Change Detection written by Fredrik Gustafsson and published by John Wiley & Sons. This book was released on 2000-10-03 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive filtering is a branch of digital signal processing which enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non-stationary signals, and is the basic tool in fault detection and diagnosis. This text takes the unique approach that change detection is a natural extension of adaptive filtering, and the broad coverage encompasses both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The unique integration of both theory and practical applications makes this book a valuable resource combining information otherwise only available in separate sources Comprehensive coverage includes many examples and case studies to illustrate the ideas and show what can be achieved Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools Accompanying Matlab toolbox available on the web illustrating the main ideas and enabling the reader to do simulations using all the figures and numerical examples featured This text would prove to be an essential reference for postgraduates and researchers studying digital signal processing as well as practising digital signal processing engineers.
Book Synopsis Introduction to Soergel Bimodules by : Ben Elias
Download or read book Introduction to Soergel Bimodules written by Ben Elias and published by Springer Nature. This book was released on 2020-09-26 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive introduction to Soergel bimodules. First introduced by Wolfgang Soergel in the early 1990s, they have since become a powerful tool in geometric representation theory. On the one hand, these bimodules are fairly elementary objects and explicit calculations are possible. On the other, they have deep connections to Lie theory and geometry. Taking these two aspects together, they offer a wonderful primer on geometric representation theory. In this book the reader is introduced to the theory through a series of lectures, which range from the basics, all the way to the latest frontiers of research. This book serves both as an introduction and as a reference guide to the theory of Soergel bimodules. Thus it is intended for anyone who wants to learn about this exciting field, from graduate students to experienced researchers.
Download or read book Wavelets written by Gordon Erlebacher and published by Oxford University Press. This book was released on 1996-01-04 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: Wavelets are spatially localized functions whose amplitude drops off exponentially outside a small "window". They are used to magnify experimental or numerical data and have become powerful tools in signal processing and other computational sciences. This book gives scientists and engineers a practical understanding of wavelets--their origins, their purpose, their use, and their prospects. It covers the applications of wavelets as a diagnostic tool and the use of wavelet basis functions to solve differential equations. Each chapter was written by one of five lecturers of a course sponsored by the Institute of Computer Applications in Science and Engineering (ICASE) and the NASA Langley Research Center. Not only does this book treat the latest advances on the subject, but it also attempts to impart practical knowledge to allow scientists and engineers to evaluate objectively where these tools stand in relation to their needs.
Book Synopsis Handbook of Computational Econometrics by : David A. Belsley
Download or read book Handbook of Computational Econometrics written by David A. Belsley and published by John Wiley & Sons. This book was released on 2009-08-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Book Synopsis Electric Power Systems by : João P. S. Catalão
Download or read book Electric Power Systems written by João P. S. Catalão and published by CRC Press. This book was released on 2017-12-19 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Electric Power Systems: Advanced Forecasting Techniques and Optimal Generation Scheduling helps readers develop their skills in modeling, simulating, and optimizing electric power systems. Carefully balancing theory and practice, it presents novel, cutting-edge developments in forecasting and scheduling. The focus is on understanding and solving pivotal problems in the management of electric power generation systems. Methods for Coping with Uncertainty and Risk in Electric Power Generation Outlining real-world problems, the book begins with an overview of electric power generation systems. Since the ability to cope with uncertainty and risk is crucial for power generating companies, the second part of the book examines the latest methods and models for self-scheduling, load forecasting, short-term electricity price forecasting, and wind power forecasting. Toward Optimal Coordination between Hydro, Thermal, and Wind Power Using case studies, the third part of the book investigates how to achieve the most favorable use of available energy sources. Chapters in this section discuss price-based scheduling for generating companies, optimal scheduling of a hydro producer, hydro-thermal coordination, unit commitment with wind generators, and optimal optimization of multigeneration systems. Written in a pedagogical style that will appeal to graduate students, the book also expands on research results that are useful for engineers and researchers. It presents the latest techniques in increasingly important areas of power system operations and planning.
Book Synopsis Intelligent Communication, Control and Devices by : Sushabhan Choudhury
Download or read book Intelligent Communication, Control and Devices written by Sushabhan Choudhury and published by Springer Nature. This book was released on 2019-08-28 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on the integration of intelligent communication systems, control systems, and devices related to all aspects of engineering and sciences. It includes high-quality research papers from the 3rd international conference, ICICCD 2018, organized by the Department of Electronics, Instrumentation and Control Engineering at the University of Petroleum and Energy Studies, Dehradun on 21–22 December 2018. Covering a range of recent advances in intelligent communication, intelligent control and intelligent devices., the book presents original research and findings as well as researchers’ and industrial practitioners’ practical development experiences of.
Book Synopsis Soft Computing: Theories and Applications by : Millie Pant
Download or read book Soft Computing: Theories and Applications written by Millie Pant and published by Springer Nature. This book was released on 2020-02-24 with total page 1403 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on soft computing and its applications to solve real-world problems in different domains, ranging from medicine and health care, to supply chain management, image processing and cryptanalysis. It includes high-quality papers presented at the International Conference on Soft Computing: Theories and Applications (SoCTA 2018), organized by Dr. B. R. Ambedkar National Institute of Technology, Jalandhar, Punjab, India. Offering significant insights into soft computing for teachers and researchers alike, the book inspires more researchers to work in the field of soft computing.
Download or read book Neural Engineering written by Bin He and published by Springer Science & Business Media. This book was released on 2013-01-09 with total page 801 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neural Engineering, 2nd Edition, contains reviews and discussions of contemporary and relevant topics by leading investigators in the field. It is intended to serve as a textbook at the graduate and advanced undergraduate level in a bioengineering curriculum. This principles and applications approach to neural engineering is essential reading for all academics, biomedical engineers, neuroscientists, neurophysiologists, and industry professionals wishing to take advantage of the latest and greatest in this emerging field.
Book Synopsis Computational and Statistical Methods in Intelligent Systems by : Radek Silhavy
Download or read book Computational and Statistical Methods in Intelligent Systems written by Radek Silhavy and published by Springer. This book was released on 2018-08-29 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents real-world problems and pioneering research in computational statistics, mathematical modeling, artificial intelligence and software engineering in the context of intelligent systems. It gathers the peer-reviewed proceedings of the 2nd Computational Methods in Systems and Software 2018 (CoMeSySo 2018), a conference that broke down traditional barriers by being held online. The goal of the event was to provide an international forum for discussing the latest high-quality research results.
Book Synopsis Learning from Data Streams by : João Gama
Download or read book Learning from Data Streams written by João Gama and published by Springer Science & Business Media. This book was released on 2007-10-11 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: Processing data streams has raised new research challenges over the last few years. This book provides the reader with a comprehensive overview of stream data processing, including famous prototype implementations like the Nile system and the TinyOS operating system. Applications in security, the natural sciences, and education are presented. The huge bibliography offers an excellent starting point for further reading and future research.
