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Paris Princeton Lectures On Mathematical Finance 2003
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Author :Tomasz R. Bielecki Publisher :Springer Science & Business Media ISBN 13 :9783540222668 Total Pages :264 pages Book Rating :4.2/5 (226 download)
Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2003 by : Tomasz R. Bielecki
Download or read book Paris-Princeton Lectures on Mathematical Finance 2003 written by Tomasz R. Bielecki and published by Springer Science & Business Media. This book was released on 2004-09-09 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2003 by : Tomasz R. Bielecki
Download or read book Paris-Princeton Lectures on Mathematical Finance 2003 written by Tomasz R. Bielecki and published by Springer. This book was released on 2004-08-30 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2013 by : Fred Espen Benth
Download or read book Paris-Princeton Lectures on Mathematical Finance 2013 written by Fred Espen Benth and published by Springer. This book was released on 2013-07-11 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2010 by : Areski Cousin
Download or read book Paris-Princeton Lectures on Mathematical Finance 2010 written by Areski Cousin and published by Springer Science & Business Media. This book was released on 2011-06-29 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2002 by : Peter Bank
Download or read book Paris-Princeton Lectures on Mathematical Finance 2002 written by Peter Bank and published by Springer. This book was released on 2003-12-10 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
Book Synopsis Paris-Princeton Lectures on Mathematical Finance ... by :
Download or read book Paris-Princeton Lectures on Mathematical Finance ... written by and published by . This book was released on 2004 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Recent Advances In Financial Engineering 2010 - Proceedings Of The Kier-tmu International Workshop On Financial Engineering 2010 by : Masaaki Kijima
Download or read book Recent Advances In Financial Engineering 2010 - Proceedings Of The Kier-tmu International Workshop On Financial Engineering 2010 written by Masaaki Kijima and published by World Scientific. This book was released on 2011-06-17 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries. It has been held for two consecutive years since 2009, as a successor to the Daiwa International Workshop, which was held from 2004 to 2008, and is organized by the Institute of Economic Research of Kyoto University (KIER) and the Graduate School of Social Sciences of Tokyo Metropolitan University (TMU).The workshop serves as a bridge between academic researchers and practitioners. This book consists of eleven papers — all refereed — representing or related to the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering. The Proceedings of the 2009 workshop was also published by World Scientific Publishing.
Book Synopsis Inverse Problems and Imaging by : Luis L. Bonilla
Download or read book Inverse Problems and Imaging written by Luis L. Bonilla and published by Springer. This book was released on 2009-06-19 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays we are facing numerous and important imaging problems: nondestructive testing of materials, monitoring of industrial processes, enhancement of oil production by efficient reservoir characterization, emerging developments in noninvasive imaging techniques for medical purposes - computerized tomography (CT), magnetic resonance imaging (MRI), positron emission tomography (PET), X-ray and ultrasound tomography, etc. In the CIME Summer School on Imaging (Martina Franca, Italy 2002), leading experts in mathematical techniques and applications presented broad and useful introductions for non-experts and practitioners alike to many aspects of this exciting field. The volume contains part of the above lectures completed and updated by additional contributions on other related topics.
Book Synopsis Mathematical Modeling in Biomedical Imaging I by : Habib Ammari
Download or read book Mathematical Modeling in Biomedical Imaging I written by Habib Ammari and published by Springer Science & Business Media. This book was released on 2009-10-21 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume gives an introduction to a fascinating research area to applied mathematicians. It is devoted to providing the exposition of promising analytical and numerical techniques for solving challenging biomedical imaging problems, which trigger the investigation of interesting issues in various branches of mathematics.
Book Synopsis Some Mathematical Models from Population Genetics by : Alison Etheridge
Download or read book Some Mathematical Models from Population Genetics written by Alison Etheridge and published by Springer Science & Business Media. This book was released on 2011-01-07 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work reflects sixteen hours of lectures delivered by the author at the 2009 St Flour summer school in probability. It provides a rapid introduction to a range of mathematical models that have their origins in theoretical population genetics. The models fall into two classes: forwards in time models for the evolution of frequencies of different genetic types in a population; and backwards in time (coalescent) models that trace out the genealogical relationships between individuals in a sample from the population. Some, like the classical Wright-Fisher model, date right back to the origins of the subject. Others, like the multiple merger coalescents or the spatial Lambda-Fleming-Viot process are much more recent. All share a rich mathematical structure. Biological terms are explained, the models are carefully motivated and tools for their study are presented systematically.
Book Synopsis Asset Price Bubbles by : Ms.Anna Scherbina
Download or read book Asset Price Bubbles written by Ms.Anna Scherbina and published by International Monetary Fund. This book was released on 2013-02-21 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: Why do asset price bubbles continue to appear in various markets? This paper provides an overview of recent literature on bubbles, with significant attention given to behavioral models and rational models with frictions. Unlike the standard rational models, the new literature is able to model the common characteristics of historical bubble episodes and offer insights for how bubbles are initiated and sustained, the reasons they burst, and why arbitrage forces do not routinely step in to squash them. The latest U.S. real estate bubble is described in the context of this literature.
Book Synopsis Mathematical Epidemiology by : Fred Brauer
Download or read book Mathematical Epidemiology written by Fred Brauer and published by Springer Science & Business Media. This book was released on 2008-04-30 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, this volume offers a comprehensive introduction to basic ideas and techniques in modeling infectious diseases, for the comparison of strategies to plan for an anticipated epidemic or pandemic, and to deal with a disease outbreak in real time. It covers detailed case studies for diseases including pandemic influenza, West Nile virus, and childhood diseases. Models for other diseases including Severe Acute Respiratory Syndrome, fox rabies, and sexually transmitted infections are included as applications. Its chapters are coherent and complementary independent units. In order to accustom students to look at the current literature and to experience different perspectives, no attempt has been made to achieve united writing style or unified notation. Notes on some mathematical background (calculus, matrix algebra, differential equations, and probability) have been prepared and may be downloaded at the web site of the Centre for Disease Modeling (www.cdm.yorku.ca).
Book Synopsis Computational Approach to Riemann Surfaces by : Alexander I. Bobenko
Download or read book Computational Approach to Riemann Surfaces written by Alexander I. Bobenko and published by Springer Science & Business Media. This book was released on 2011-02-12 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume offers a well-structured overview of existent computational approaches to Riemann surfaces and those currently in development. The authors of the contributions represent the groups providing publically available numerical codes in this field. Thus this volume illustrates which software tools are available and how they can be used in practice. In addition examples for solutions to partial differential equations and in surface theory are presented. The intended audience of this book is twofold. It can be used as a textbook for a graduate course in numerics of Riemann surfaces, in which case the standard undergraduate background, i.e., calculus and linear algebra, is required. In particular, no knowledge of the theory of Riemann surfaces is expected; the necessary background in this theory is contained in the Introduction chapter. At the same time, this book is also intended for specialists in geometry and mathematical physics applying the theory of Riemann surfaces in their research. It is the first book on numerics of Riemann surfaces that reflects the progress made in this field during the last decade, and it contains original results. There are a growing number of applications that involve the evaluation of concrete characteristics of models analytically described in terms of Riemann surfaces. Many problem settings and computations in this volume are motivated by such concrete applications in geometry and mathematical physics.
Book Synopsis Eigenvalues, Embeddings and Generalised Trigonometric Functions by : Jan Lang
Download or read book Eigenvalues, Embeddings and Generalised Trigonometric Functions written by Jan Lang and published by Springer Science & Business Media. This book was released on 2011-03-23 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main theme of the book is the study, from the standpoint of s-numbers, of integral operators of Hardy type and related Sobolev embeddings. In the theory of s-numbers the idea is to attach to every bounded linear map between Banach spaces a monotone decreasing sequence of non-negative numbers with a view to the classification of operators according to the way in which these numbers approach a limit: approximation numbers provide an especially important example of such numbers. The asymptotic behavior of the s-numbers of Hardy operators acting between Lebesgue spaces is determined here in a wide variety of cases. The proof methods involve the geometry of Banach spaces and generalized trigonometric functions; there are connections with the theory of the p-Laplacian.
Book Synopsis Random Perturbation of PDEs and Fluid Dynamic Models by : Franco Flandoli
Download or read book Random Perturbation of PDEs and Fluid Dynamic Models written by Franco Flandoli and published by Springer. This book was released on 2011-03-02 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. This is not a general or easy-to-apply rule, and the theory presented in the book is in fact a series of examples with a few unifying ideas. The role of additive and bilinear multiplicative noise is described and a variety of examples are included, from abstract parabolic evolution equations with non-Lipschitz nonlinearities to particular fluid dynamic models, like the dyadic model, linear transport equations and motion of point vortices.
Book Synopsis Fatou, Julia, Montel by : Michèle Audin
Download or read book Fatou, Julia, Montel written by Michèle Audin and published by Springer. This book was released on 2011-01-29 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: How did Pierre Fatou and Gaston Julia create what we now call Complex Dynamics, in the context of the early twentieth century and especially of the First World War? The book is based partly on new, unpublished sources. Who were Pierre Fatou, Gaston Julia, Paul Montel? New biographical information is given on the little known mathematician that was Pierre Fatou. How did the WW1 injury of Julia influence mathematical life in France? From the reviews of the French version: "Audin’s book is ... filled with marvelous biographical information and analysis, dealing not just with the men mentioned in the book’s title but a large number of other players, too ... [It] addresses itself to scholars for whom the history of mathematics has a particular resonance and especially to mathematicians active, or even with merely an interest, in complex dynamics. ... presents it all to the reader in a very appealing form." (Michael Berg, The Mathematical Association of America, October 2009)
Book Synopsis Blow-up Theories for Semilinear Parabolic Equations by : Bei Hu
Download or read book Blow-up Theories for Semilinear Parabolic Equations written by Bei Hu and published by Springer. This book was released on 2011-03-17 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is an enormous amount of work in the literature about the blow-up behavior of evolution equations. It is our intention to introduce the theory by emphasizing the methods while seeking to avoid massive technical computations. To reach this goal, we use the simplest equation to illustrate the methods; these methods very often apply to more general equations.
