الصفحة 19
الصفحة 19
Financial mathematics, derivatives and structured products
Introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: Financial Mathematics (undergraduate level) Stochastic Modelling in Finance (postgraduate level) Financial Markets and Derivatives (undergraduate level) Structured Products and Solutions (undergraduate/postgraduate level)
Financial economics and econometrics
Covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, ‘test your knowledge’ and ‘test your intuition’ features at the end of each chapter also aid student learning.
Fibonacci’s de practica geometrie = Fibonacci’s practice geometry
Practical Geometry is the name of the craft for medieval landmeasurers, otherwise known as surveyors in modern times. Fibonacci wrote De practica geometrie for these artisans, a fitting complement to Liber abbaci. He had been at work on the geometry project for some time when a friend encouraged him to complete the task, which he did, going beyond the merely practical, as he remarked, "Some parts are presented according to geometric demonstrations, other parts in dimensions after a lay fashion, with which they wish to engage according to the more common practice."
Fading Foundations : Probability and the Regress Problem
This book addresses the age-old problem of infinite regresses in epistemology. How can we ever come to know something if knowing requires having good reasons, and reasons can only be good if they are backed by good reasons in turn? The problem has puzzled philosophers ever since antiquity, giving rise to what is often called Agrippa's Trilemma. The current volume approaches the old problem in a provocative and thoroughly contemporary way. Taking seriously the idea that good reasons are typically probabilistic in character, it develops and defends a new solution that challenges venerable philosophical intuitions and explains why they were mistakenly held. Key to the new solution is the phenomenon of fading foundations, according to which distant reasons are less important than those that are nearby.
Factorization of Matrix and Operator Functions : The State Space Method
The present book deals with factorization problems for matrix and operator functions. The problems originate from, or are motivated by, the theory of non-selfadjoint operators, the theory of matrix polynomials, mathematical systems and control theory, the theory of Riccati equations, inversion of convolution operators, theory of job scheduling in operations research. The book systematically employs a geometric principle of factorization which has its origins in the state space theory of linear input-output systems and in the theory of characteristic operator functions. This principle allows one to deal with different factorizations from one point of view. Covered are canonical factorization, minimal and non-minimal factorizations, pseudo-canonical factorization, and various types of degree one factorization.
Factorization Method in Quantum Mechanics
Introduces the factorization method in quantum mechanics at an advanced level with an aim to put mathematical and physical concepts and techniques like the factorization method, Lie algebras, matrix elements and quantum control at the Reader’s disposal.
Fabbriche, sistemi, organizzazioni : Storia dell'ingegneria industriale = Factories, systems, organizations : A history of industrial engineering
This book examines the origin of the technological and organizational challenges of industry in Europe and the United States and the stages of its theoretical formulation; the creation of the figure of the industrial engineer between the nineteenth and twentieth centuries; and the elaboration of the technological disciplines and of the language and of the fundamental concepts (system, automation, control, optimization, network) of modern industrial engineering. Divided into three chronologically organized parts, each chapter is accompanied by readings, bibliographic information for in-depth study and illustrative sheets of historical, biographical aspects (relating to some great engineers, scientists and philosophers), terminological and mathematical-technical aspects.
Extremum Problems for Eigenvalues of Elliptic Operators
Problems linking the shape of a domain or the coefficients of an elliptic operator to the sequence of its eigenvalues are among the most fascinating of mathematical analysis. In this book, we focus on extremal problems. For instance, we look for a domain which minimizes or maximizes a given eigenvalue of the Laplace operator with various boundary conditions and various geometric constraints. We also consider the case of functions of eigenvalues. We investigate similar questions for other elliptic operators, such as the Schrödinger operator, non homogeneous membranes, or the bi-Laplacian, and we look at optimal composites and optimal insulation problems in terms of eigenvalues.
Extreme Value Theory : An Introduction
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications. The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion.
Expounding the Mathematical Seed ; Vol.2 : The Supplements : A Translation of Bhāskara I on the Mathematical Chapter of the Āryabhatīya
Subjects treated in Bhaskara’s commentary range from computing the volume of an equilateral tetrahedron to the interest on a loaned capital, from computations on series to an elaborate process to solve a Diophantine equation.This volume contains explanations for each verse commentary translated in Volume 1. These supplements discuss the linguistic and mathematical matters exposed by the commentator. Particularly helpful for readers are an appendix on Indian astronomy, elaborate glossaries, and an extensive bibliography.
Expounding the Mathematical Seed ; Vol.1 : The Translation : A Translation of Bhāskara I on the Mathematical Chapter of the Āryabhatīya
Subjects treated in Bhaskara’s commentary range from computing the volume of an equilateral tetrahedron to the interest on a loaned capital, from computations on series to an elaborate process to solve a Diophantine equation.This volume contains an introduction and the literal translation.The introduction aims at providing a general background for the translation and is divided in three sections: the first locates Bhaskara’s text, the second looks at its mathematical contents and the third section analyzes the relations of the commentary and the treatise.
Explorations in Mathematical Physics : The Concepts Behind an Elegant Language
This book takes you on a tour of the main ideas forming the language of modern mathematical physics. Here you will meet novel approaches to concepts such as determinants and geometry, wave function evolution, statistics, signal processing, and three-dimensional rotations. You'll see how the accelerated frames of special relativity tell us about gravity. On the journey, you'll discover how tensor notation relates to vector calculus, how differential geometry is built on intuitive concepts, and how variational calculus leads to field theory. You will meet quantum measurement theory, along with Green functions and the art of complex integration, and finally general relativity and cosmology.
Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators
The theory of random Schrödinger operators is devoted to the mathematical analysis of quantum mechanical Hamiltonians modeling disordered solids. Apart from its importance in physics, it is a multifaceted subject in its own right, drawing on ideas and methods from various mathematical disciplines like functional analysis, selfadjoint operators, PDE, stochastic processes and multiscale methods. The present text describes in detail a quantity encoding spectral features of random operators: the integrated density of states or spectral distribution function. Various approaches to the construction of the integrated density of states and the proof of its regularity properties are presented.
Exercises in Environmental Physics
Exercises in Environmental Physics covers the essential topics in university courses in environmental physics including: Energy and the environment / Fluid mechanics / Evapotranspiration, soil physics and groundwater hydrology / Pollution / Ocean and atmospheric physics / The planet in space This is the first book specifically devoted to exercises on the application of physics to describe the environment including the human impact. It is a valuable tool for students to develop skills in the manipulation of physical concepts and methods while learning environmental science. The exercises are drawn from the author's teaching experience and the need for stimulating practice problems in various environmental physics courses. A chapter on mathematical methods used in the book supplements the material.
Evolutionary Swarm Robotics : Evolving Self-Organising Behaviours in Groups of Autonomous Robots
In this book the use of ER techniques for the design of self-organising group behaviours, for both simulated and real robots is introduced. This research has a twofold value. From an engineering perspective, an automatic methodology for synthesising complex behaviours in a robotic system is described.
Evolutionary Equations : Picard's Theorem for Partial Differential Equations, and Applications
This book provides a solution theory for time-dependent partial differential equations, which classically have not been accessible by a unified method. Instead of using sophisticated techniques and methods, the approach is elementary in the sense that only Hilbert space methods and some basic theory of complex analysis are required. Nevertheless, key properties of solutions can be recovered in an elegant manner.
Evolutionary Computation in Practice
This book is loaded with examples in which computer scientists and engineers have used evolutionary computation—programs that mimic natural evolution—to solve real problems. They aren’t abstract, mathematically intensive papers, but accounts of solving important problems, including tips from the authors on how to avoid common pitfalls, maximize the effectiveness and efficiency of the search process, and many other practical suggestions.
Evolution of Thin Film Morphology : Modeling and Simulations
Thin film deposition is the most ubiquitous and critical of the processes used to manufacture high tech devices. Morphology and microstructure of thin films directly controls their optical, magnetic, and electrical properties. This book focuses on modeling and simulations used in research on the morphological evolution during film growth. The authors emphasize the detailed mathematical formulation of the problem both through numerical calculations based on Langevin continuum equations, and through Monte Carlo simulations based on discrete surface growth models when an analytical formulism is not convenient. Evolution of Thin-Film Morphology will be of benefit to university researchers and industrial scientists working in the areas of semiconductor processing, optical coating, plasma etching, patterning, micro-machining, polishing, tribology, and any discipline that requires an understanding of thin film growth processes.
Evolution Algebras and their Applications
Behind genetics and Markov chains, there is an intrinsic algebraic structure. It is defined as a type of new algebra: as evolution algebra. This concept lies between algebras and dynamical systems. Algebraically, evolution algebras are non-associative Banach algebras; dynamically, they represent discrete dynamical systems. Evolution algebras have many connections with other mathematical fields including graph theory, group theory, stochastic processes, dynamical systems, knot theory, 3-manifolds, and the study of the Ihara-Selberg zeta function. In this volume the foundation of evolution algebra theory and applications in non-Mendelian genetics and Markov chains is developed, with pointers to some further research topics.
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Covers both theoretical contributions and practical applications in security system design by applying the Internet of Things (IoT) and CI. It further explains the application of IoT in the design of modern security systems and how IoT blended with computational intel- ligence can make any security system improved and realizable. Key features: Focuses on the computational intelligence techniques of security system design Covers applications and algorithms of discussed computational intelligence techniques Includes convergence-based and enterprise integrated security systems with their applications Explains emerging laws, policies, and tools affecting the landscape of cyber security Discusses application of sensors toward the design of security systems This book will be useful for graduate students and researchers in electrical, computer engineering, security system design and engineering
