Stochastic Calculus with Infinitesimals

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Publisher : Springer
ISBN 13 : 3642331491
Total Pages : 125 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Stochastic Calculus with Infinitesimals by : Frederik S. Herzberg

Download or read book Stochastic Calculus with Infinitesimals written by Frederik S. Herzberg and published by Springer. This book was released on 2012-11-06 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.

Advances in Mathematical Finance

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Publisher : Springer Science & Business Media
ISBN 13 : 0817645454
Total Pages : 345 pages
Book Rating : 4.8/5 (176 download)

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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.

European Congress of Mathematics

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Publisher : Birkhäuser
ISBN 13 : 3034882661
Total Pages : 630 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis European Congress of Mathematics by : Carles Casacuberta

Download or read book European Congress of Mathematics written by Carles Casacuberta and published by Birkhäuser. This book was released on 2012-12-06 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second volume of the proceedings of the third European Congress of Mathematics. Volume I presents the speeches delivered at the Congress, the list of lectures, and short summaries of the achievements of the prize winners as well as papers by plenary and parallel speakers. The second volume collects articles by prize winners and speakers of the mini-symposia. This two-volume set thus gives an overview of the state of the art in many fields of mathematics and is therefore of interest to every professional mathematician.

Levy Processes in Credit Risk

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Publisher : John Wiley & Sons
ISBN 13 : 0470685069
Total Pages : 213 pages
Book Rating : 4.4/5 (76 download)

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Book Synopsis Levy Processes in Credit Risk by : Wim Schoutens

Download or read book Levy Processes in Credit Risk written by Wim Schoutens and published by John Wiley & Sons. This book was released on 2010-06-15 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent turmoil in the credit markets has once again illustrated the need for more refined models. Readers will learn how the classical models (driven by Brownian motions and Black-Scholes settings) can be significantly improved by using the more flexible class of Lévy processes. By doing this, extreme event and jumps can be introduced into the models to give more reliable pricing and a better assessment of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the theoretical framework behind the application of Lévy Processes to Credit Risk Modelling before moving on to the practical implementation. Complex credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data.

Business Cycles and Depressions

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Publisher : Routledge
ISBN 13 : 1136545204
Total Pages : 796 pages
Book Rating : 4.1/5 (365 download)

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Book Synopsis Business Cycles and Depressions by : David Glasner

Download or read book Business Cycles and Depressions written by David Glasner and published by Routledge. This book was released on 2013-12-16 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: Experts define, review, and evaluate economic fluctuations Economic and business uncertainty dominate today's economic analyses. This new Encyclopedia illuminates the subject by offering 323 original articles on every major aspect of business cycles, fluctuations, financial crises, recessions, and depressions. The work of more than 200 experts, including many of the leading researchers in the field, the articles cover a broad range of subjects, including capsule biographies of leading economists born before 1920. Individual entries explore banking panics, the cobweb cycle, consumer durables, the depression of 1937-1938, Otto Eckstein, Friedrich Engels, experimental price bubbles, forced savings, lass-Steagall Act, Friedrich hagen, qualitative indicators, use of macro-econometric models, monetary neutrality, Phillips Curve, Paul Samuelson, Say's law, supply-side recessions, James Tokin, trend and random wages, Thorstein Veblen, worker-job turnover, and more.

Numerical Methods for Special Functions

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Publisher : SIAM
ISBN 13 : 9780898717822
Total Pages : 431 pages
Book Rating : 4.7/5 (178 download)

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Book Synopsis Numerical Methods for Special Functions by : Amparo Gil

Download or read book Numerical Methods for Special Functions written by Amparo Gil and published by SIAM. This book was released on 2007-01-01 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Special functions arise in many problems of pure and applied mathematics, mathematical statistics, physics, and engineering. This book provides an up-to-date overview of numerical methods for computing special functions and discusses when to use these methods depending on the function and the range of parameters. Not only are standard and simple parameter domains considered, but methods valid for large and complex parameters are described as well. The first part of the book (basic methods) covers convergent and divergent series, Chebyshev expansions, numerical quadrature, and recurrence relations. Its focus is on the computation of special functions; however, it is suitable for general numerical courses. Pseudoalgorithms are given to help students write their own algorithms. In addition to these basic tools, the authors discuss other useful and efficient methods, such as methods for computing zeros of special functions, uniform asymptotic expansions, Padé approximations, and sequence transformations. The book also provides specific algorithms for computing several special functions (like Airy functions and parabolic cylinder functions, among others).

Statistical Theory and Method Abstracts

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Publisher :
ISBN 13 :
Total Pages : 1070 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1990 with total page 1070 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Special Functions and Their Approximations

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Publisher : Academic Press
ISBN 13 : 0080955606
Total Pages : 373 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis The Special Functions and Their Approximations by : Yudell L. Luke

Download or read book The Special Functions and Their Approximations written by Yudell L. Luke and published by Academic Press. This book was released on 1969 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: A detailed and self-contained and unified treatment of many mathematical functions which arise in applied problems, as well as the attendant mathematical theory for their approximations. many common features of the Bessel functions, Legendre functions, incomplete gamma functions, confluent hypergeometric functions, as well as of otherw, can be derived. Hitherto, many of the material upon which the volumes are based has been available only in papers scattered throughout the literature.

Special Functions and Their Approximations: v. 2

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Publisher : Academic Press
ISBN 13 : 0080955614
Total Pages : 509 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Special Functions and Their Approximations: v. 2 by : Yudell L. Luke

Download or read book Special Functions and Their Approximations: v. 2 written by Yudell L. Luke and published by Academic Press. This book was released on 1969 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: Special Functions and Their Approximations: v. 2

Chebyshev and Fourier Spectral Methods

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Publisher : Courier Corporation
ISBN 13 : 0486411834
Total Pages : 690 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis Chebyshev and Fourier Spectral Methods by : John P. Boyd

Download or read book Chebyshev and Fourier Spectral Methods written by John P. Boyd and published by Courier Corporation. This book was released on 2001-12-03 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: Completely revised text focuses on use of spectral methods to solve boundary value, eigenvalue, and time-dependent problems, but also covers Hermite, Laguerre, rational Chebyshev, sinc, and spherical harmonic functions, as well as cardinal functions, linear eigenvalue problems, matrix-solving methods, coordinate transformations, methods for unbounded intervals, spherical and cylindrical geometry, and much more. 7 Appendices. Glossary. Bibliography. Index. Over 160 text figures.

Australian National Bibliography

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Publisher :
ISBN 13 :
Total Pages : 1752 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis Australian National Bibliography by :

Download or read book Australian National Bibliography written by and published by . This book was released on 1988 with total page 1752 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Encyclopedia of Astronomy & Astrophysics

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Publisher : CRC Press
ISBN 13 : 1000523039
Total Pages : 5610 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Encyclopedia of Astronomy & Astrophysics by : P Murdin

Download or read book Encyclopedia of Astronomy & Astrophysics written by P Murdin and published by CRC Press. This book was released on 2001-01-01 with total page 5610 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a unique collaboration, Nature Publishing Group and Institute of Physics Publishing have published the most extensive and comprehensive reference work in astronomy and astrophysics. This unique resource covers the entire field of astronomy and astrophysics and this online version includes the full text of over 2,750 articles, plus sophisticated search and retrieval functionality and links to the primary literature. The Encyclopaedia's authority is assured by editorial and advisory boards drawn from the world's foremost astronomers and astrophysicists. This first class resource is an essential source of information for undergraduates, graduate students, researchers and seasoned professionals, as well as for committed amateurs, librarians and lay people wishing to consult the definitive astronomy and astrophysics reference work.

OAR Cumulative Index of Research Results

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Publisher :
ISBN 13 :
Total Pages : 1264 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis OAR Cumulative Index of Research Results by :

Download or read book OAR Cumulative Index of Research Results written by and published by . This book was released on 1967 with total page 1264 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Investment Management

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Publisher :
ISBN 13 :
Total Pages : 862 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Journal of Investment Management by :

Download or read book Journal of Investment Management written by and published by . This book was released on 2009 with total page 862 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Introduction to Numerical Methods and Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 0470049634
Total Pages : 592 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis An Introduction to Numerical Methods and Analysis by : James F. Epperson

Download or read book An Introduction to Numerical Methods and Analysis written by James F. Epperson and published by John Wiley & Sons. This book was released on 2007-09-17 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . outstandingly appealing with regard to its style, contents, considerations of requirements of practice, choice of examples, and exercises." —Zentrablatt Math ". . . carefully structured with many detailed worked examples . . ." —The Mathematical Gazette ". . . an up-to-date and user-friendly account . . ." —Mathematika An Introduction to Numerical Methods and Analysis addresses the mathematics underlying approximation and scientific computing and successfully explains where approximation methods come from, why they sometimes work (or don't work), and when to use one of the many techniques that are available. Written in a style that emphasizes readability and usefulness for the numerical methods novice, the book begins with basic, elementary material and gradually builds up to more advanced topics. A selection of concepts required for the study of computational mathematics is introduced, and simple approximations using Taylor's Theorem are also treated in some depth. The text includes exercises that run the gamut from simple hand computations, to challenging derivations and minor proofs, to programming exercises. A greater emphasis on applied exercises as well as the cause and effect associated with numerical mathematics is featured throughout the book. An Introduction to Numerical Methods and Analysis is the ideal text for students in advanced undergraduate mathematics and engineering courses who are interested in gaining an understanding of numerical methods and numerical analysis.

Mathematical Reviews

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Publisher :
ISBN 13 :
Total Pages : 1770 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 1770 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The British Journal of Mathematical & Statistical Psychology

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Publisher :
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis The British Journal of Mathematical & Statistical Psychology by :

Download or read book The British Journal of Mathematical & Statistical Psychology written by and published by . This book was released on 1987 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: