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Binomial models in finance
This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment.The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives.
Big Data Science in Finance
Explains the mathematics, theory, and methods of Big Data as applied to finance and investing Examines the mathematics, theory, and practical use of the revolutionary techniques that are transforming the industry. Designed for mathematically-advanced students and discerning financial practitioners alike, this energizing book presents new, cutting-edge content based on world-class research taught in the leading Financial Mathematics and Engineering programs in the world. Marco Avellaneda, a leader in quantitative finance, and quantitative methodology author Irene Aldridge help readers harness the power of Big Data. Provides a complete account of Big Data that includes proofs, step-by-step applications, and code samples Explains the difference between Principal Component Analysis (PCA) and Singular Value Decomposition (SVD) Covers vital topics in the field in a clear, straightforward manner Compares, contrasts, and discusses Big Data and Small Data Includes Cornell University-tested educational materials such as lesson plans, end-of-chapter questions, and downloadable lecture slides
Beyond the apparent Banality of the mathematics classroom
New research in mathematics education deals with the complexity of the mathematics’ classroom. The classroom teaching situation constitutes a pertinent unit of analysis for research into the ternary didactic relationship which binds teachers, students and mathematical knowledge. The classroom is considered as a complex didactic system, which offers the researcher an opportunity to gauge the boundaries of the freedom that is left with regard to choices about the knowledge to be taught and the ways of organizing the students’ learning, while giveing rise to the study of interrelations between three main elements of the teaching process the: mathematical content to be taught and learned, management of the various time dimensions, and activity of the teacher who prepares and manages the class, to the benefit of the students' knowledge and the teachers' own experience.
Benefit/Cost-Driven Software Development : With Benefit Points and Size Points
This book presents a set of basic techniques for estimating the benefit of IT development projects and portfolios. It also offers methods for monitoring how much of that estimated benefit is being achieved during projects. Readers can then use these benefit estimates together with cost estimates to create a benefit/cost index to help them decide which functionalities to send into construction and in what order. This allows them to focus on constructing the functionality that offers the best value for money at an early stage.
Beginning Excel What-If Data Analysis tools : Getting started with goal seek, data tables, scenarios, and solver
Excels what-if data analysis tools let you experiment with your data to project future results. In turn, these predictions will lead to better decision making and unlock the mystery of many business analysis scenarios. For example, what-if data analysis tools will enable you to forecast how lowering the price per unitwhile increasing projected unit salesmight affect your profit margins. Beginning Excel What-If Data Analysis Tools explores the use of Goal Seek, Data Tables, Scenarios, and Solver to help you get insight on your data. This book is focused and to the point, and it provides tutorial treatment of what-if tools in a practical, hands-on manner.
Bayesian networks and Influence diagrams : A guide to construction and analysis
Probabilistic networks, also known as Bayesian networks and influence diagrams, have become one of the most promising technologies in the area of applied artificial intelligence, offering intuitive, efficient, and reliable methods for diagnosis, prediction, decision making, classification, troubleshooting, and data mining under uncertainty. Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. Intended primarily for practitioners, this book does not require sophisticated mathematical skills or deep understanding of the underlying theory and methods nor does it discuss alternative technologies for reasoning under uncertainty.
Basic Electromagnetism and Materials
This textbook can be used to teach electromagnetism to a wide range of undergraduate science majors in physics, electrical engineering or materials science. However, by making lesser demands on mathematical knowledge than competing texts, and by emphasizing electromagnetic properties of materials and their applications, this textbook is uniquely suited to students of materials science. Many competing texts focus on the study of propagation waves either in the microwave or optical domain, whereas Basic Electromagnetism and Materials covers the entire electromagnetic domain and the physical response of materials to these waves.
Basic bundle theory and K-Cohomology invariants
Based on several recent courses given to mathematical physics students, this volume is an introduction to bundle theory with the aim to provide newcomers to the field with solid foundations in topological K-theory. A fundamental theme, emphasized in the book, centers around the gluing of local bundle data related to bundles into a global object. One renewed motivation for studying this subject, which has developed for almost 50 years in many directions, comes from quantum field theory, especially string theory, where topological invariants play an important role.
Axiom of Choice
AC, the axiom of choice, because of its non-constructive character, is the most controversial mathematical axiom, shunned by some, used indiscriminately by others. This treatise shows paradigmatically that:Disasters happen without AC: Many fundamental mathematical results fail (being equivalent in ZF to AC or to some weak form of AC).Disasters happen with AC: Many undesirable mathematical monsters are being created (e.g., non measurable sets and undeterminate games).Illuminating examples are drawn from diverse areas of mathematics, particularly from general topology, but also from algebra, order theory, elementary analysis, measure theory, game theory, and graph theory.
Automated reasoning ; 3rd International Joint Conference, IJCAR 2006, Seattle, WA, USA, August 17-20, 2006, Proceedings
This book constitutes the refereed proceedings of the Third International Joint Conference on Automated Reasoning,The papers address the entire spectrum of research in automated reasoning including formalization of mathematics, proof theory, proof search, description logics, interactive proof checking, higher-order logic, combination methods, satisfiability procedures, and rewriting. The papers are organized in topical sections on proofs, search, higher-order logic, proof theory, search, proof checking, combination, decision procedures, CASC-J3, rewriting, and description logic.
Automated deduction – CADE 28 ; 28th International Conference on automated deduction, Virtual Event, July 12–15, 2021, Proceedings
This book constitutes the proceeding of the 28th International Conference on Automated Deduction, CADE 28, held virtually in July 2021. The 29 full papers and 7 system descriptions presented together with 2 invited papers were carefully reviewed and selected from 76 submissions. CADE is the major forum for the presentation of research in all aspects of automated deduction, including foundations, applications, implementations, and practical experience. The papers are organized in the following topics: Logical foundations; theory and principles; implementation and application; ATP and AI; and system descriptions.
Automata, languages and programming ; Vol. 3580 ; 32nd International Colloquim, ICALP 2005, Lisbon, Portugal, July 11-15, 2005, Proceedings
This book constitutes the refereed proceedings of 32nd International Colloquium on Automata, Languages and Programming ICALP 2005, Lisbon, Portugal, July 11-15, 2005. including Topics Computer Science, general Mathematical Logic and Foundations Theory of Computation Software Engineering/Programming and Operating Systems Data Structures and Information Theory Data Structures
Automata, languages and programming ; 35th International Colloquium, ICALP 2008, Reykjavik, Iceland, July 7-11, 2008, Proceedings, Part II
The two-volume set LNCS 5125 and LNCS 5126 constitutes the refereed proceedings of the 35th International Colloquium on Automata, Languages and Programming, ICALP 2008, held in Reykjavik, Iceland, in July 2008.
Austenitic TRIP/TWIP steels and steel-zirconia composites : Design of tough, transformation-strengthened composites and structures
This book presents a collection of the most up-to-date research results in the field of steel development with a focus on pioneering alloy concepts that result in previously unattainable materials properties.
Atmospheric and Oceanic
This volume contains many original findings on mesoscale processes in atmospheric and oceanic systems through mathematical modeling, numerical simulations and field experiments. These scientific papers examine and provide the latest developments on a range of topics that include tropical cyclones/hurricanes, mesoscale variability and modeling, seasonal monsoons and land surface processes including atmospheric boundary layer. This volume will be useful as a reading material in graduate level courses dealing with mesoscale systems, weather, climate, monsoon variability and boundary layer.
Aspects of mathematical modelling : Applications in science, medicine, economics and management
The construction of mathematical models is an essential scientific activity. Mathematics has long been associated with developments in the exact sciences and engineering, but more recently mathematical modelling has been used to investigate complex systems that arise in many other fields. The contributors to this book demonstrate the application of mathematics to modern research topics in ecology and environmental science, health and medicine, phylogenetics and neural networks, theoretical chemistry, economics and management. The reader will find some review papers outlining current research directions in hot topics such as pattern formation and applications to medicine, and more targeted research papers on current developments in the various disciplines included.
Aspects of Mathematical Finance
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Académie des Sciences" to propose a series of public lectures, accessible to an educated audience, to promote a wider understanding for some of the fundamental ideas, techniques and new tools of the financial industries. These lectures were given at the "Académie des Sciences" in Paris by internationally renowned experts in mathematical finance, and later written up for this volume which develops, in simple yet rigorous terms, some challenging topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Lévy processes.
Aspects of Automatic Text Analysis
This book It collects contributions of authors from a multidisciplinary area who focus on the topic of automatic text analysis from several (i.e. linguistic, mathematical, and information theoretical) perspectives. It describes methodological as well as methodical foundations and collects approaches in the field of text and corpus linguistics. In this sense, it contributes to the computational linguistic and information theoretical grounding of automatic text analysis.
Arts, Sciences, and Economics : A Historical Safari
This book has a rather long-winding history. It is not like anything else the present author ever wrote, as all the rest is theoretical economics in a d- tinctively mathematical dress. For the emergence of the following pages, there are several people, - cept the author, who are to have the credit, or perhaps the blame.
Artificial Market Experiments with the U-Mart System
Economics went through great development in the 20th century. This development, which was based mainly on mathematical methods, is not an appropriate method of analyzing markets that change every hour and every day. In a stock market, prices constantly change depending on speculation. U-Mart, a manmade market, has been proposed in order to study such instantly moving markets. Although the U-Mart system is internationally acclaimed for being at the forefront of market research, its use is by no means limited to a small number of researchers on the fringe. The whole system, including its source code, is open and is distributed without charge, testifying to a philosophy of creating and providing a common testbed for research into financial markets.
