الصفحة 11
الصفحة 11
Mathematics of Financial Markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed.
Mathematics Is Not a Spectator Sport
Mathematics Is Not a Spectator Sport challenges the reader to become an active mathematician. Beginning at a gentle pace, the author encourages the reader to get involved, with discussions of an exciting variety of topics, each placed in its historical context, The chapters are largely self-contained and each topic can be understood independently. However, the author draws many connections between the various topics to demonstrate their interplay and role within the context of mathematics as a whole. Lots of carefully chosen problems are included at the end of each section to stimulate the reader's development as a mathematician.
Mathematics for Computer Graphics
In thirteen chapters you will rediscover - and hopefully discover for the first time a new way of understanding - the mathematical techniques required to solve problems and design computer programs for computer graphic applications. Each chapter explores a specific mathematical topic and takes you forward into more advanced areas until you are able to understand 3D curves and surface patches, and solve problems using vectors.
Mathematics and Mechanics of Granular Materials
Granular or particulate materials arise in almost every aspect of our lives, including many familiar materials such as tea, coffee, sugar, sand, cement and powders. At some stage almost every industrial process involves a particulate material, and it is usually the cause of the disruption to the smooth running of the process. In the natural environment, understanding the behaviour of particulate materials is vital in many geophysical processes such as earthquakes, landslides and avalanches. This book is a collection of current research from some of the major contributors in the topic of modelling the behaviour of granular materials. Papers from every area of current activity are included, such as theoretical, numerical, engineering and computational approaches. This book illustrates the numerous diverse approaches to one of the outstanding problems of modern continuum mechanics.
Mathematics and Culture II : Visual Perfection: Mathematics and Creativity
This book presents the mathematical foundations of systems theory in a self-contained, comprehensive, detailed and mathematically rigorous way. This volume is devoted to the analysis of dynamical systems with emphasis on problems of uncertainty, whereas the second volume will be devoted to control. It combines features of a detailed introductory textbook with that of a reference source. The book contains many examples and figures illustrating the text which help to bring out the intuitive ideas behind the mathematical constructions.
Mathematics - Key Technology for the Future : Joint Projects Between Universities and Industry 2004–2007
This book is about the results of a number of projects funded by the BMBF in the initiative "Mathematics for Innovations in Industry and Services". It shows that a broad spectrum of analytical and numerical mathematical methods and programming techniques are used to solve a lot of different specific industrial or services problems. The main focus is on the fact that the mathematics used is not usually standard mathematics or black box mathematics but is specifically developed for specific industrial or services problems. Mathematics is more than a tool box or an ancilarry science for other scientific disciplines or users. Through this book the reader will gain insight into the details of mathematical modeling and numerical simulation for a lot of industrial applications.
Mathematical Systems Theory I : Modelling, State Space Analysis, Stability and Robustness
This book presents the mathematical foundations of systems theory in a self-contained, comprehensive, detailed and mathematically rigorous way. This volume is devoted to the analysis of dynamical systems with emphasis on problems of uncertainty, whereas the second volume will be devoted to control. It combines features of a detailed introductory textbook with that of a reference source. The book contains many examples and figures illustrating the text which help to bring out the intuitive ideas behind the mathematical constructions.
Mathematical Problems in Image Processing : Partial Differential Equations and the Calculus of Variations
The goals of this book are to present a variety of image analysis applications, the precise mathematics involved and how to discretize them. Thus, this book is intended for two audiences. The first is the mathematical community by showing the contribution of mathematics to this domain. It is also the occasion to highlight some unsolved theoretical questions. The second is the computer vision community by presenting a clear, self-contained and global overview of the mathematics involved in image processing problems. This work will serve as a useful source of reference and inspiration for fellow researchers in Applied Mathematics and Computer Vision, as well as being a basis for advanced courses within these fields.
Mathematical Problems from Applied Logic II : Logics for the XXIst Century
Mathematical Problems from Applied Logic II presents chapters from selected, world renowned, logicians. Important topics of logic are discussed from the point of view of their further development in light of requirements arising from their successful application in areas such as Computer Science and AI language. Fields covered include: logic of provability, applications of computability theory to biology, psychology, physics, chemistry, economics, and other basic sciences; computability theory and computable models; logic and space-time geometry; hybrid systems; logic and region-based theory of space.
Mathematical Problems from Applied Logic I : Logics for the XXIst Century
Mathematical Problems from Applied Logic I presents chapters from selected, world renowned, logicians. Important topics of logic are discussed from the point of view of their further development in light of requirements arising from their successful application in areas such as Computer Science and AI language. An overview of the current state as well as open problems and perspectives are clarified in such fields as non-standard inferences in description logics, logic of provability, logical dynamics and computability theory. The book contains interesting contributions concerning the role of logic today, including some unexpected aspects of contemporary logic and the application of logic. This should be of interest to logicians and mathematicians in general.
Isomonodromic Deformations and Frobenius Manifolds : An Introduction
The notion of a Frobenius structure on a complex analytic manifold appeared at the end of the seventies in the theory of singularities of holomorphic functions. Motivated by physical considerations, further development of the theory has opened new perspectives on, and revealed new links between, many apparently unrelated areas of mathematics and physics. Based on a series of graduate lectures, this book provides an introduction to algebraic geometric methods in the theory of complex linear differential equations. Starting from basic notions in complex algebraic geometry, it develops some of the classical problems of linear differential equations and ends with applications to recent research questions related to mirror symmetry.
Islamic Bioethics : Problems and Perspectives
This book presents a critical analysis of the debate at the religious, legal and political level sparked off by the introduction of new biomedical technologies (cloning, genetics, organ transplants, IVF, etc.) in Muslim countries. It compares the positions of "classic" Muslim law and contemporary religious authorities; laws in Muslim countries; the attitudes and concrete behaviour of populations, families and individuals, as well as the regulations of medical associations, bioethics committees etc..
Irreversible Decisions under Uncertainty : Optimal Stopping Made Easy
In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem. In this book, the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.
Ionic Soft Matter : Modern Trends in Theory and Applications; Proceedings of the NATO Advanced Research Workshop on Ionic Soft Matter: Modern Trends in Theory and Application Lviv, Ukraine, 14-17 April, 2004
Consists of reviews of the experimental, theoretical and simulation studies on ionic criticality, polyelectrolytes, proton transport in fuel cell membranes, and the design of DNA arrays. This book deals with discussions of the fundamental and applied problems of important phenomena such as ion association, ion adsorption, ion solvation.
Invexity and Optimization
Invexity and Optimization presents results on invex function and their properties in smooth and nonsmooth cases, pseudolinearity and eta-pseudolinearity. Results on optimality and duality for a nonlinear scalar programming problem are presented, second and higher order duality results are given for a nonlinear scalar programming problem, and saddle point results are also presented. Invexity in multiobjective programming problems and Kuhn-Tucker optimality conditions are given for a multiobjecive programming problem, Wolfe and Mond-Weir type dual models are given for a multiobjective programming problem and usual duality results are presented in presence of invex functions. Continuous-time multiobjective problems are also discussed. Quadratic and fractional programming problems are given for invex functions. Symmetric duality results are also given for scalar and vector cases.
Investigation and management of soft rock cliffs
Cliff recession and coastal landsliding of soft rock cliffs present significant threats to land use and development. Investigation and management of soft rock cliffs presents state-of-the-art guidance on how eroding cliffs can best be managed, stressing the need to consider both structural and non-structural solutions to cliff recession problems. This authoritative text outlines the investigation approaches, measurement and monitoring techniques, and prediction methods available for obtaining the necessary cliff recession information.
Inverse Problems in Vibration
In this new edition the scope of the book has been widened to include topics such as isospectral systems- families of systems which all exhibit some specified behaviour; applications of the concept of Toda flow; new, non-classical approaches to inverse Sturm-Liouville problems; qualitative properties of the modes of some finite element models; damage identification.
Inverse Problems in Electric Circuits and Electromagnetics
This text treats important new methods in inverse problems in electromagnetics. The inverse problems such as synthesis, diagnostics, fault detection, and identification are becoming one of the most important subjects in the field because of the significant practical applications to electric circuits and electromagnetics. This book introduces the recent achievements in mathematics and computing, while focusing on an approach to inverse problems that provides numerical solutions. The text systematically supplies descriptions of the most important practical inverse problems and the methods to solve them, thereby providing the reader with the best application for these intuitive processes. Also included are descriptions of the properties of inverse problems and known methods of their solution as well as the practical implementation of these methods in electric circuits theory and electromagnetic field theory.
Inverse Problems for Partial Differential Equations
The topic of the inverse problems is of substantial and rapidly growing interest for many scientists and engineers. The second edition covers most important recent developments in the field of inverse problems, describing theoretical and computational methods, and emphasizing new ideas and techniques. It also reflects new changes since the first edition, including some corrections. This edition is considerably expanded, with some concepts such as pseudo-convexity, and proofs simplified. New material is added to reflect recent progress in theory of inverse problems.This book is intended for mathematicians working with partial differential equations and their applications, and physicists, geophysicists and engineers involved with experiments in nondestructive evaluation, seismic exploration, remote sensing and tomography.
Inverse Problems and Imaging : Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy September 15–21, 2002
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: a general presentation and introduction (Moscoso), X-ray tomography (Natterer), Electromagnetic imaging (Dorn, Bertete-Aguirre, Papanicolaou), coherent imaging in telecommunications in a multiple input-multiple output setup (Dorn), polarization based optical imaging (Moscoso), topological derivatives used in shape reconstruction related to inverse scattering problems (Carpio, Rapún), Point interactions (Dell’Antonio, Figari, Teta).
