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Peter Carr Gedenkschrift Research Advances In Mathematical Finance
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Book Synopsis Peter Carr Gedenkschrift: Research Advances In Mathematical Finance by : Robert A Jarrow
Download or read book Peter Carr Gedenkschrift: Research Advances In Mathematical Finance written by Robert A Jarrow and published by World Scientific. This book was released on 2023-11-10 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.
Book Synopsis Advances in Mathematical Finance by : Michael C. Fu
Download or read book Advances in Mathematical Finance written by Michael C. Fu and published by Springer Science & Business Media. This book was released on 2007-06-22 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
Book Synopsis Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE by : Nizar Touzi
Download or read book Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE written by Nizar Touzi and published by Springer Science & Business Media. This book was released on 2012-09-25 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.
Download or read book Morrey Spaces written by Yoshihiro Sawano and published by CRC Press. This book was released on 2020-09-16 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Morrey spaces were introduced by Charles Morrey to investigate the local behaviour of solutions to second order elliptic partial differential equations. The technique is very useful in many areas in mathematics, in particular in harmonic analysis, potential theory, partial differential equations and mathematical physics. Across two volumes, the authors of Morrey Spaces: Introduction and Applications to Integral Operators and PDE’s discuss the current state of art and perspectives of developments of this theory of Morrey spaces, with the emphasis in Volume II focused mainly generalizations and interpolation of Morrey spaces. Features Provides a ‘from-scratch’ overview of the topic readable by anyone with an understanding of integration theory Suitable for graduate students, masters course students, and researchers in PDE's or Geometry Replete with exercises and examples to aid the reader’s understanding
Book Synopsis Ancient Greek Linguistics by : Felicia Logozzo
Download or read book Ancient Greek Linguistics written by Felicia Logozzo and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-07 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume assembles about 50 contributions presented at the Intenational Colloquium on Ancient Greek Linguistics, held in Rome, March 2015. This Colloquium opened a new series of international conferences that has replaced previous national meetings on this subject. They embrace essential topics of Ancient Greek Linguistics with different theoretical and methodological approaches: particles and their functional uses; phonology; tense, aspect, modality; syntax and thematic roles; lexicon and onomastics; Greek and other languages; speech acts and pragmatics.
Book Synopsis A Manual of Agricultural Botany by : Albert Bernard Frank
Download or read book A Manual of Agricultural Botany written by Albert Bernard Frank and published by . This book was released on 1898 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Business Optimization Using Mathematical Programming by : Josef Kallrath
Download or read book Business Optimization Using Mathematical Programming written by Josef Kallrath and published by Springer Nature. This book was released on 2021-08-31 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.
Book Synopsis Elementary Mathematics Curriculum Materials by : Janine T. Remillard
Download or read book Elementary Mathematics Curriculum Materials written by Janine T. Remillard and published by Springer Nature. This book was released on 2020-03-16 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents comparative analyses of five elementary mathematics curriculum programs used in the U.S. from three different perspectives: the mathematical emphasis, the pedagogical approaches, and how authors communicate with teachers. These perspectives comprise a framework for examining what curriculum materials are comprised of, what is involved in reading and interpreting them, and how curriculum authors can and do support teachers in this process. Although the focus of the analysis is 5 programs used at a particular point in time, this framework extends beyond these specific programs and illuminates the complexity of curriculum materials and their role in teaching in general. Our analysis of the mathematical emphasis considers how the mathematics content is presented in each program, in terms of sequencing, the nature of mathematical tasks (cognitive demand and ongoing practice), and the way representations are used. Our analysis of the pedagogical approach examines explicit and implicit messages about how students should interact with mathematics, one another, the teacher, and the textbook around these mathematical ideas, as well as the role of the teacher. In order to examine how curriculum authors support teachers, we analyze how they communicate with teachers and what they communicate about, including the underlying mathematics, noticing student thinking, and rationale for design elements. The volume includes a chapter on curriculum design decisions based on interviews with curriculum authors.
Download or read book Charles Taylor written by Ruth Abbey and published by Routledge. This book was released on 2014-12-23 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Charles Taylor is one of the most influential and prolific philosophers in the English-speaking world today. The breadth of his writings is unique, ranging from reflections on artificial intelligence to analyses of contemporary multicultural societies. This thought-provoking introduction to Taylor's work outlines his ideas in a coherent and accessible way without reducing their richness and depth. His contribution to many of the enduring debates within Western philosophy is examined and the arguments of his critics assessed. Taylor's reflections on the topics of moral theory, selfhood, political theory and epistemology form the core chapters within the book. Ruth Abbey engages with the secondary literature on Taylor's work and suggests that some criticisms by contemporaries have been based on misinterpretations and suggests ways in which a better understanding of Taylor's work leads to different criticisms of it. The book serves as an ideal companion to Taylor's ideas for students of philosophy and political theory, and will be welcomed by the non-specialist looking for an authoritative guide to Taylor's large and challenging body of work.
Book Synopsis Advances in Mathematical Sciences by : Bahar Acu
Download or read book Advances in Mathematical Sciences written by Bahar Acu and published by Springer Nature. This book was released on 2020-07-16 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume highlights the mathematical research presented at the 2019 Association for Women in Mathematics (AWM) Research Symposium held at Rice University, April 6-7, 2019. The symposium showcased research from women across the mathematical sciences working in academia, government, and industry, as well as featured women across the career spectrum: undergraduates, graduate students, postdocs, and professionals. The book is divided into eight parts, opening with a plenary talk and followed by a combination of research paper contributions and survey papers in the different areas of mathematics represented at the symposium: algebraic combinatorics and graph theory algebraic biology commutative algebra analysis, probability, and PDEs topology applied mathematics mathematics education
Book Synopsis Expanding the Frontiers of Visual Analytics and Visualization by : John Dill
Download or read book Expanding the Frontiers of Visual Analytics and Visualization written by John Dill and published by Springer Science & Business Media. This book was released on 2012-04-17 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of computer graphics combines display hardware, software, and interactive techniques in order to display and interact with data generated by applications. Visualization is concerned with exploring data and information graphically in such a way as to gain information from the data and determine significance. Visual analytics is the science of analytical reasoning facilitated by interactive visual interfaces. Expanding the Frontiers of Visual Analytics and Visualization provides a review of the state of the art in computer graphics, visualization, and visual analytics by researchers and developers who are closely involved in pioneering the latest advances in the field. It is a unique presentation of multi-disciplinary aspects in visualization and visual analytics, architecture and displays, augmented reality, the use of color, user interfaces and cognitive aspects, and technology transfer. It provides readers with insights into the latest developments in areas such as new displays and new display processors, new collaboration technologies, the role of visual, multimedia, and multimodal user interfaces, visual analysis at extreme scale, and adaptive visualization.
Book Synopsis Over the Rainbow by : Robert A. Jarrow
Download or read book Over the Rainbow written by Robert A. Jarrow and published by . This book was released on 1995 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a useful compendium of over 50 articles tracking the advances that underpinned the growth of the derivatives industry of the early 1990s. It includes articles on innovations in financial derivatives published in Risk magazine between 1992 and 1995, and information on advances in exotic options, computational techniques, VAR and capital management.
Book Synopsis The Archaeology of Syria by : Peter M. M. G. Akkermans
Download or read book The Archaeology of Syria written by Peter M. M. G. Akkermans and published by Cambridge University Press. This book was released on 2003 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: This was the first book to present a comprehensive review of the archaeology of Syria from the end of the Paleolithic period to 300 BC. Syria has become a prime focus of field archaeology in the Middle East in the past thirty years, and Peter Akkermans and Glenn Schwartz discuss the results of this intensive fieldwork, integrating them with earlier research. Alongside the major material culture types of each period, they examine important contributions of Syrian archaeology to issues like the onset of agriculture, the emergence of private property and social inequality, the rise and collapse of urban life, and the archaeology of early empires. All competing interpretations are set out and considered, alongside the authors' own perspectives and conclusions.
Book Synopsis A Storm of Words: Vetera Verba, Priscae Linguae by : Carlos Quiles
Download or read book A Storm of Words: Vetera Verba, Priscae Linguae written by Carlos Quiles and published by Independently Published. This book was released on 2019 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: What was initially described by Krahe as an Old European community based on studies of European hydronymy, and what has been described through comparative grammar as a North-West Indo-European dialect continuum - sharing common lexical and grammatical traits -, is now more clearly defined as an ancient Indo-European proto-language that expanded at least twice, from two small European regions during the third millennium: from the North Pontic steppe to the Carpathian basin in the first half, and from the Middle Danube to the rest of Europe in the second half. This book deals with that matter from a linguistic point of view and, as a consequence, with the reconstruction of different Proto-Indo-European stages and dialects, as well as neighbouring languages, including especially Uralic and its dialects.
Download or read book Mean Field Games written by Yves Achdou and published by Springer Nature. This book was released on 2021-01-19 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.
Book Synopsis Matheuristics by : Vittorio Maniezzo
Download or read book Matheuristics written by Vittorio Maniezzo and published by Springer Nature. This book was released on 2021-04-29 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first comprehensive tutorial on matheuristics. Matheuristics are based on mathematical extensions of previously known heuristics, mainly metaheuristics, and on original, area-specific approaches. This tutorial provides a detailed discussion of both contributions, presenting the pseudocodes of over 40 algorithms, abundant literature references, and for each case a step-by-step description of a sample run on a common Generalized Assignment Problem example. C++ source codes of all algorithms are available in an associated SW repository.
Book Synopsis A Focus on Ratios and Proportions by : Marjorie M. Petit
Download or read book A Focus on Ratios and Proportions written by Marjorie M. Petit and published by Routledge. This book was released on 2020-05-17 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This resource offers a groundbreaking effort to make mathematics education research on ratios and proportions readily accessible and understandable to preservice and in-service teachers of grades 6 to 8. Using extensive annotated samples of student work and based on research gathered in the Ongoing Assessment Project (OGAP), A Focus on Ratios and Proportions teaches readers how students develop understanding and fluency involving ratio and proportion concepts. Special features include: A close focus on student work, including 150+ annotated pieces of student work, to help teachers improve their ability to recognize, assess and monitor their students’ errors and misconceptions, as well as their developing conceptual understanding. A focus on the OGAP Ratios and Proportions Progression, based on research conducted with hundreds of teachers and thousands of pieces of student work. Sections on how Common Core State Standards for Math (CCSSM) are supported by math education research. Student work samples and vignettes to illuminate the research, as well as end of chapter Looking Back questions and Instructional Links, which allow teachers to analyze evidence of student thinking and strategies and consider instructional responses. An accompanying eResource, available online, offers an answer key as well as extensive explanation of the Looking Back questions. Like A Focus on Multiplication and Division and A Focus on Fractions, this book is designed to bridge the gap between what math education researchers know and what teachers need to know in order to better understand evidence in student work and make effective instructional decisions.
