الصفحة 15
الصفحة 15
Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model. The passage from discrete- to continuous-time models, done in the Black-Scholes model setting, assumes familiarity with basic ideas and results from stochastic calculus. However, an Appendix containing all the necessary results is included. This model setting is later generalized to cover standard and exotic options involving several assets and/or currencies. An outline of the general theory of arbitrage pricing is presented. The second part of the text is devoted to the term structure modelling and the pricing of interest-rate derivatives. The main emphasis is on models that can be made consistent with market pricing practice.
Markov Decision Processes with Their Applications
Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters.
Markov Chains : Models, Algorithms and Applications
Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then building up to higher-order models. Included in the higher-order discussions are multivariate models, higher-order multivariate models, and higher-order hidden models. In each case, the focus is on the important kinds of applications that can be made with the class of models being considered in the current chapter. Special attention is given to numerical algorithms that can efficiently solve the models. Therefore, Markov Chains: Models, Algorithms and Applications outlines recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and many other practical systems.
Map-based Mobile Services : Theories, Methods and Implementations
Divided into three parts - theory, method and implementation, this book starts with a summary of the state-of-the-art in mobile technologies. It also introduces a conceptual framework of mobile cartography with the emphasis on mobile usage context. It is accompanied by a CD-ROM which contains the PDF-Files in colour.
Map-based Mobile Services : Design, Interaction and Usability
It addresses methods and techniques for topics that range from design and rendering, context modelling, personalisation, multimodal interaction to usability test. Instead of striving for a seamless coverage of all essential theoretical and technical issues with an equal depth and extent, we attempt to pinpoint a number of research highlights and representative development activities at universities, research institutions and so- ware industry. The operational prototypes and platforms reported in the book are on the one hand outcome and feasibility proof of various approaches. On the other hand, they serve as a new starting point for the refinement of user interfaces and iterative usability tests.
Many-Core Computing : Hardware and software
Provides a timely and coherent account of the recent advances in many-core computing research. Starting with programming models, operating systems and their applications; it presents runtime management techniques, followed by system modelling, verification and testing methods, and architectures and systems. Computing has moved away from a focus on performance-centric serial computation, instead towards energy-efficient parallel computation. This provides continued performance increases without increasing clock frequencies, and overcomes the thermal and power limitations of the dark-silicon era. As the number of parallel cores increases, we transition into the many-core computing era. There is considerable interest in developing methods, tools, architectures and applications to support many-core computing.
Manual of Diagnostic Ultrasound in Infectious Tropical Diseases
This manual is intended to fill a gap in the range of books on ultrasound diagnosis, concentrating exclusively on the diagnosis of infectious and tropical diseases. The book starts with a short introduction to ultrasound diagnosis. The main part describes and discusses the organ-related changes that can be detected with ultrasound in infectious and inflammatory diseases. The infectious and parasitic diseases that can successfully be diagnosed with ultrasound are presented in more detail. The important potential of interventional ultrasound diagnosis and therapy in infectious diseases is described.
Managing Sustainability : Perspectives From Retailing and Services
Companies and policy makers are prioritizing environmental, social, and governance goals as part of their strategies. Academic research has started to focus on these issues, but many important matters require deeper investigation and reflection, especially in specific sectors. This book focuses on the sustainability issues within the retailing and services sectors.
Managing Development and Application of Digital Technologies : Research Insights in the Munich Center for Digital Technology & Management (CDTM)
Digital technology determines today’s world and will be one of the key technologies of the future. Successful technology development, introduction and management are not only a question of technical issues; due to their complexity a close cooperation between different scientific disciplines is required to discuss various consequences, chances and risks from manifold points of view as a starting point for the design of adequate solutions. The ability to integrate business and technology decisions will become a crucial core competence.
Management of Acute Pulmonary Embolism
Management of Acute Pulmonary Embolism highlights traditional, novel, and evolving aspects of the diagnosis and treatment of pulmonary embolism (PE). Emphasis is placed on specific issues related to PE, including pregnancy, cancer, thrombophilia, and air travel. The authors critically review and interpret available data, and provide clear recommendations for diagnosis and therapeutic concerns in clinical management of PE patients. Management of Acute Pulmonary Embolism is organized in three precise sections - diagnosis, treatment, and special topics. Each section is up-to-date and detailed, and provides clear recommendations for diagnostic and therapeutic approaches to patients with PE in clinical practice. This practical volume is an essential starting point for future study for both medical students and established investigators.
Making European Merger Policy More Predictable
Making European Merger Policy More Predictable analyses European Merger Control with regard to its capacity to generate predictability among the concerned parties. Starting from the premise that predictability is of overwhelming importance for the functioning of market economies, Voigt and Schmidt ask to what degree European Merger Control has been predictable over the last couple of years. The authors show both theoretically and empirically that there have been serious shortcomings with regard to the predictability of competition policy. They identify the insufficient recognition of the consequences of globalization on the competitive processes as well as an often inconsistent application of economic theory as the root causes for the lack of predictability. The inconsistent application of economic theory is particularly relevant with regard to potential competition and the evaluation of collective dominance. The authors generate a substantial number of proposals that could help to improve predictability. On this basis, Voigt and Schmidt critically assess the recent reforms of European Merger Control.
Magnetism and Accelerator-Based Light Sources : Proceedings of the 7th International School ‘‘Synchrotron Radiation and Magnetism’’, Mittelwihr (France), 2018
Collects the contributions of the seventh school on Magnetism and Synchrotron Radiation held in Mittelwihr, France, from 7 to 12 October 2018. It starts with an introduction to the physics of modern X-ray sources followed by a general overview of magnetism.
Magnetic Control of Tokamak Plasmas
The main topic of Magnetic Control of Tokamak Plasmas is the design of feedback control systems guaranteeing the stability of plasma equilibrium inside a tokamak and the regulation of the plasma position and shape during plasma pulses. Modelling and control details are presented, allowing the non-expert to understand the control problem. Starting from equations of magneto-hydro-dynamics, all the steps needed for the derivation of plasma state-space models are enumerated. The basics of electromagnetics are frequently recalled. The control problem is then described beginning with control of current and position – vertical and radial – and progressing to the more challenging shape control. The solutions proposed vary from simple PIDs to more sophisticated MIMO controllers.
Machine Learning and Data Mining in Pattern Recognition ; 4th International Conference, MLDM 2005, Leipzig, Germany, July 9-11, 2005, Proceedings
Today, artificial intelligence deals with large amounts of data and knowledge and finds new information using machine learning and data mining. Machine learning and data mining are irreplaceable subjects and tools for the theory of pattern recognition and in applications of pattern recognition such as bioinformatics and data retrieval. This was the fourth edition of MLDM in Pattern Recognition which is the main event of Technical Committee 17 of the International Association for Pattern Recognition; it started out as a workshop and continued as a conference in 2003. Today, there are many international meetings which are titled “machine learning” and “data mining”, whose topics are text mining, knowledge discovery, and applications. This meeting from the first focused on aspects of machine learning and data mining in pattern recognition problems. We planned to reorganize classical and well-established pattern recognition paradigms from the viewpoints of machine learning and data mining. Though it was a challenging program in the late 1990s, the idea has inspired new starting points in pattern recognition and effects in other areas such as cognitive computer vision.
Logic Programming with Prolog
Logic Programming is the name given to a distinctive style of programming, very different from that of conventional programming languages such as C++ and Java. By far the most widely used Logic Programming language is Prolog. Prolog is a good choice for developing complex applications, especially in the field of Artificial Intelligence. This book does not assume that the reader is an experienced programmer or has a background in Mathematics, Logic or Artificial Intelligence. It starts from scratch and aims to arrive at the point where quite powerful programs can be written in the language. It is intended both as a textbook for an introductory course and as a self-study book. On completion the reader will know enough to use Prolog in their own research or practical projects. Each chapter has self-assessment exercises so that the reader may check their own progress. A glossary of the technical terms used completes the book.
LINQ for Visual C# 2008
Every C# programmer needs to learn about LINQ (Language–Integrated Query), Microsoft's breakthrough technology for simplifying and unifying data access from any data source. With LINQ, you can write more elegant and flexible code—not just to access databases and files, but to manipulate data structures and XML. This book is a short, yet comprehensive guide to the major features of LINQ and the significant enhancements introduced with .NET 3.5. There is no better source for getting a head–start on the future of these technologies than this book.
Les thérapies ciblées = Targeted therapies
We are at the start of the development of new therapeutic classes, directed against new molecular targets (EGFR, VEGF, IGFR, Rank, etc.) Several diseases such as kidney, colon or breast cancer, GIST, have a natural history now modified thanks to these therapies. This practical book takes stock of the current use of these molecules.
Lattice Boltzmann Modeling : An Introduction for Geoscientists and Engineers
Lattice Boltzmann models have a remarkable ability to simulate single- and multi-phase fluids and transport processes within them. A rich variety of behaviors, including higher Reynolds numbers flows, phase separation, evaporation, condensation, cavitation, buoyancy, and interactions with surfaces can readily be simulated. This book provides a basic introduction that emphasizes intuition and simplistic conceptualization of processes. It avoids the more difficult mathematics that underlies LB models. The model is viewed from a particle perspective where collisions, streaming, and particle-particle/particle-surface interactions constitute the entire conceptual framework. Beginners and those with more interest in model application than detailed mathematical foundations will find this a powerful "quick start" guide. Example simulations, exercises, and computer codes are included. Working code is provided on the Internet
Lateral Alignment of Epitaxial Quantum Dots
Accurate positioning of self-organized nanostructures on a substrate surface can be regarded as the Achilles’ heel of nanotechnology. This perception also applies to self-assembled semiconductor quantum dots. This book describes the full range of possible strategies to laterally align self-assembled quantum dots on a substrate surface, starting from pure self-ordering mechanisms and culminating with forced alignment by lithographic positioning. The text addresses both short- and long-range ordering phenomena and paves the way for the future high integration of single quantum dot devices on a single chip. Contributions by the best-known experts in this field ensure that all relevant quantum-dot heterostructures are elucidated from diverse relevant perspectives.
L'astrofilo moderno = The modern amateur astronomer
In less than two decades, amateur astronomy has changed its face. The reason, of course, is technological progress. Cheap but high-quality telescopes, computer-controlled "go-to" mounts, autoguiders, CCD cameras, video cameras and (as always) computers and the Internet are just some of the elements that revolutionized 21st century astronomy. Not only have they made amateur astronomy more "friendly" and fun, but they have also greatly expanded the potential of the amateur astronomer. Martin Mobberley first tackles the basic issues and then analyzes in depth what tools are available on the market. From here he starts to review the revolutionary possibilities that open up for amateur astronomers, from imaging, to spectroscopy, to photometry, to the surveillance of Near-Earth objects - comets and asteroids that can come dangerously close to the Earth.
