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Download Longstaff Schwartz Effective Model Dimensionality And Reducible Markov Functional Models full books in PDF, epub, and Kindle. Read online Longstaff Schwartz Effective Model Dimensionality And Reducible Markov Functional Models ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :
Publisher :
ISBN 13 :
Total Pages : 736 pages
Book Rating : 4.3/5 (555 download)
Download or read book The Journal of Derivatives written by and published by . This book was released on 2005 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.E/5 ( download)
Download or read book Valuing Bermuda-Asian Options by Least Squares Monte Carlo Simulation written by and published by . This book was released on 2007 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Francis X. Diebold
Publisher : Princeton University Press
ISBN 13 : 0691146802
Total Pages : 223 pages
Book Rating : 4.6/5 (911 download)
Download or read book Yield Curve Modeling and Forecasting written by Francis X. Diebold and published by Princeton University Press. This book was released on 2013-01-15 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Author : Alexander Eydeland
Publisher : John Wiley & Sons
ISBN 13 : 0471455873
Total Pages : 506 pages
Book Rating : 4.4/5 (714 download)
Download or read book Energy and Power Risk Management written by Alexander Eydeland and published by John Wiley & Sons. This book was released on 2003-02-03 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals." -Vincent Kaminski, Managing Director Citadel Investment Group LLC "Eydeland and Wolyniec's work does an excellent job of outlining the methods needed to measure and manage risk in the volatile energy market." -Gerald G. Fleming, Vice President, Head of East Power Trading, TXU Energy Trading "This book combines academic rigor with real-world practicality. It is a must-read for anyone in energy risk management or asset valuation." -Ron Erd, Senior Vice President American Electric Power
Author : Yves Hilpisch
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1492024295
Total Pages : 720 pages
Book Rating : 4.4/5 (92 download)
Download or read book Python for Finance written by Yves Hilpisch and published by "O'Reilly Media, Inc.". This book was released on 2018-12-05 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: The financial industry has recently adopted Python at a tremendous rate, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. Updated for Python 3, the second edition of this hands-on book helps you get started with the language, guiding developers and quantitative analysts through Python libraries and tools for building financial applications and interactive financial analytics. Using practical examples throughout the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks.
Author : David M. Drukker
Publisher : Emerald Group Publishing
ISBN 13 : 1780525273
Total Pages : 262 pages
Book Rating : 4.7/5 (85 download)
Download or read book Missing Data Methods written by David M. Drukker and published by Emerald Group Publishing. This book was released on 2011-11-30 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of the "Advances in Econometrics" series, this title contains chapters covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; and, Consistent Estimation and Orthogonality.
Author : Aparna Gupta
Publisher : CRC Press
ISBN 13 : 1439835950
Total Pages : 518 pages
Book Rating : 4.4/5 (398 download)
Download or read book Risk Management and Simulation written by Aparna Gupta and published by CRC Press. This book was released on 2016-04-19 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk managemen
Author : Igor Linkov
Publisher : Springer
ISBN 13 : 9402411232
Total Pages : 574 pages
Book Rating : 4.4/5 (24 download)
Download or read book Resilience and Risk written by Igor Linkov and published by Springer. This book was released on 2017-08-01 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume addresses the challenges associated with methodology and application of risk and resilience science and practice to address emerging threats in environmental, cyber, infrastructure and other domains. The book utilizes the collective expertise of scholars and experts in industry, government and academia in the new and emerging field of resilience in order to provide a more comprehensive and universal understanding of how resilience methodology can be applied in various disciplines and applications. This book advocates for a systems-driven view of resilience in applications ranging from cyber security to ecology to social action, and addresses resilience-based management in infrastructure, cyber, social domains and methodology and tools. Risk and Resilience has been written to open up a transparent dialog on resilience management for scientists and practitioners in all relevant academic disciplines and can be used as supplement in teaching risk assessment and management courses.
Author : Sidney I. Resnick
Publisher : Springer Science & Business Media
ISBN 13 : 1461203872
Total Pages : 640 pages
Book Rating : 4.4/5 (612 download)
Download or read book Adventures in Stochastic Processes written by Sidney I. Resnick and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.
Author : Carl Graham
Publisher : Springer Science & Business Media
ISBN 13 : 3642393632
Total Pages : 264 pages
Book Rating : 4.6/5 (423 download)
Download or read book Stochastic Simulation and Monte Carlo Methods written by Carl Graham and published by Springer Science & Business Media. This book was released on 2013-07-16 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view. The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
Author : Denis Dennehy
Publisher : Springer Nature
ISBN 13 : 3030854477
Total Pages : 794 pages
Book Rating : 4.0/5 (38 download)
Download or read book Responsible AI and Analytics for an Ethical and Inclusive Digitized Society written by Denis Dennehy and published by Springer Nature. This book was released on 2021-08-25 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume constitutes the proceedings of the 20th IFIP WG 6.11 Conference on e-Business, e-Services, and e-Society, I3E 2021, held in Galway, Ireland, in September 2021.* The total of 57 full and 8 short papers presented in these volumes were carefully reviewed and selected from 141 submissions. The papers are organized in the following topical sections: AI for Digital Transformation and Public Good; AI & Analytics Decision Making; AI Philosophy, Ethics & Governance; Privacy & Transparency in a Digitized Society; Digital Enabled Sustainable Organizations and Societies; Digital Technologies and Organizational Capabilities; Digitized Supply Chains; Customer Behavior and E-business; Blockchain; Information Systems Development; Social Media & Analytics; and Teaching & Learning. *The conference was held virtually due to the COVID-19 pandemic.
Author : W. Cary Huffman
Publisher : CRC Press
ISBN 13 : 1351375105
Total Pages : 998 pages
Book Rating : 4.3/5 (513 download)
Download or read book Concise Encyclopedia of Coding Theory written by W. Cary Huffman and published by CRC Press. This book was released on 2021-03-26 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most coding theory experts date the origin of the subject with the 1948 publication of A Mathematical Theory of Communication by Claude Shannon. Since then, coding theory has grown into a discipline with many practical applications (antennas, networks, memories), requiring various mathematical techniques, from commutative algebra, to semi-definite programming, to algebraic geometry. Most topics covered in the Concise Encyclopedia of Coding Theory are presented in short sections at an introductory level and progress from basic to advanced level, with definitions, examples, and many references. The book is divided into three parts: Part I fundamentals: cyclic codes, skew cyclic codes, quasi-cyclic codes, self-dual codes, codes and designs, codes over rings, convolutional codes, performance bounds Part II families: AG codes, group algebra codes, few-weight codes, Boolean function codes, codes over graphs Part III applications: alternative metrics, algorithmic techniques, interpolation decoding, pseudo-random sequences, lattices, quantum coding, space-time codes, network coding, distributed storage, secret-sharing, and code-based-cryptography. Features Suitable for students and researchers in a wide range of mathematical disciplines Contains many examples and references Most topics take the reader to the frontiers of research
Author : Wim Vanderbauwhede
Publisher : Springer Science & Business Media
ISBN 13 : 1461417910
Total Pages : 798 pages
Book Rating : 4.4/5 (614 download)
Download or read book High-Performance Computing Using FPGAs written by Wim Vanderbauwhede and published by Springer Science & Business Media. This book was released on 2013-08-23 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt: High-Performance Computing using FPGA covers the area of high performance reconfigurable computing (HPRC). This book provides an overview of architectures, tools and applications for High-Performance Reconfigurable Computing (HPRC). FPGAs offer very high I/O bandwidth and fine-grained, custom and flexible parallelism and with the ever-increasing computational needs coupled with the frequency/power wall, the increasing maturity and capabilities of FPGAs, and the advent of multicore processors which has caused the acceptance of parallel computational models. The Part on architectures will introduce different FPGA-based HPC platforms: attached co-processor HPRC architectures such as the CHREC’s Novo-G and EPCC’s Maxwell systems; tightly coupled HRPC architectures, e.g. the Convey hybrid-core computer; reconfigurably networked HPRC architectures, e.g. the QPACE system, and standalone HPRC architectures such as EPFL’s CONFETTI system. The Part on Tools will focus on high-level programming approaches for HPRC, with chapters on C-to-Gate tools (such as Impulse-C, AutoESL, Handel-C, MORA-C++); Graphical tools (MATLAB-Simulink, NI LabVIEW); Domain-specific languages, languages for heterogeneous computing(for example OpenCL, Microsoft’s Kiwi and Alchemy projects). The part on Applications will present case from several application domains where HPRC has been used successfully, such as Bioinformatics and Computational Biology; Financial Computing; Stencil computations; Information retrieval; Lattice QCD; Astrophysics simulations; Weather and climate modeling.
Author : Radu Balan
Publisher : Birkhäuser
ISBN 13 : 331913230X
Total Pages : 344 pages
Book Rating : 4.3/5 (191 download)
Download or read book Excursions in Harmonic Analysis, Volume 3 written by Radu Balan and published by Birkhäuser. This book was released on 2015-06-02 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of contributions spanning a wide spectrum of harmonic analysis and its applications written by speakers at the February Fourier Talks from 2002 – 2013. Containing cutting-edge results by an impressive array of mathematicians, engineers, and scientists in academia, industry, and government, it will be an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, physics, and engineering. Topics covered include · spectral analysis and correlation; · radar and communications: design, theory, and applications; · sparsity · special topics in harmonic analysis. The February Fourier Talks are held annually at the Norbert Wiener Center for Harmonic Analysis and Applications. Located at the University of Maryland, College Park, the Norbert Wiener Center provides a state-of- the-art research venue for the broad emerging area of mathematical engineering.
Author : Xuxian Jiang
Publisher : Springer Science & Business Media
ISBN 13 : 1461473942
Total Pages : 50 pages
Book Rating : 4.4/5 (614 download)
Download or read book Android Malware written by Xuxian Jiang and published by Springer Science & Business Media. This book was released on 2013-06-13 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mobile devices, such as smart phones, have achieved computing and networking capabilities comparable to traditional personal computers. Their successful consumerization has also become a source of pain for adopting users and organizations. In particular, the widespread presence of information-stealing applications and other types of mobile malware raises substantial security and privacy concerns. Android Malware presents a systematic view on state-of-the-art mobile malware that targets the popular Android mobile platform. Covering key topics like the Android malware history, malware behavior and classification, as well as, possible defense techniques.
Author : Dimitri P. Bertsekas
Publisher :
ISBN 13 : 9781886529267
Total Pages : 543 pages
Book Rating : 4.5/5 (292 download)
Download or read book Dynamic Programming and Optimal Control written by Dimitri P. Bertsekas and published by . This book was released on 2005 with total page 543 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning. The first volume is oriented towards modeling, conceptualization, and finite-horizon problems, but also includes a substantive introduction to infinite horizon problems that is suitable for classroom use. The second volume is oriented towards mathematical analysis and computation, treats infinite horizon problems extensively, and provides an up-to-date account of approximate large-scale dynamic programming and reinforcement learning. The text contains many illustrations, worked-out examples, and exercises."--Publisher's website.
Author : Jean Jacod
Publisher : Springer Science & Business Media
ISBN 13 : 3642241271
Total Pages : 596 pages
Book Rating : 4.6/5 (422 download)
Download or read book Discretization of Processes written by Jean Jacod and published by Springer Science & Business Media. This book was released on 2011-10-22 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, “In God we trust; all others must bring data.” This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.
