الصفحة 16
الصفحة 16
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 for enzyme reaction kinetics and Reactor performance ; 2 Volumes set
The second volume begins with an introduction to basic concepts in calculus, i.e. limits, derivatives, integrals and differential equations; limits, along with continuity, are further expanded afterwards, covering uni- and multivariate cases, as well as classical theorems. After recovering the concept of differential and applying it to generate (regular and partial) derivatives, the most important rules of differentiation of functions, in explicit, implicit and parametric form, are retrieved – together with the nuclear theorems supporting simpler manipulation thereof. The book then tackles strategies to optimize uni- and multivariate functions, before addressing integrals in both indefinite and definite forms.
Mathematics and Democracy : Recent Advances in Voting Systems and Collective Choice
In this book, different quantitative approaches to the study of electoral systems have been developed: game-theoretic, decision-theoretic, statistical, probabilistic, combinatorial, geometric, and optimization ones. All the authors are prominent scholars from these disciplines. Quantitative approaches offer a powerful tool to detect inconsistencies or poor performance in actual systems. Applications to concrete settings such as EU, American Congress, regional, and committee voting are discussed.
Mathematics and Computation, a Contemporary View ; The Abel Symposium 2006
The 2006 Abel symposium is focusing on contemporary research involving interaction between computer science, computational science and mathematics. In recent years, computation has been affecting pure mathematics in fundamental ways. Conversely, ideas and methods of pure mathematics are becoming increasingly important within computational and applied mathematics. At the core of computer science is the study of computability and complexity for discrete mathematical structures. Studying the foundations of computational mathematics raises similar questions concerning continuous mathematical structures. There are several reasons for these developments. The exponential growth of computing power is bringing computational methods into ever new application areas.
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 Tools for Data Mining : Set Theory, Partial Orders, Combinatorics
Mathematics is presented in a thorough and rigorous manner offering a detailed explanation of each topic, with applications to data mining such as frequent item sets, clustering, decision trees also being discussed. More than 400 exercises are included and they form an integral part of the material. Some of the exercises are in reality supplemental material and their solutions are included. The reader is assumed to have a knowledge of elementary analysis.
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.
Irreversible Phenomena : Ignitions, Combustion and Detonation Waves
Ideals are simple and able to be easily understood, but never exist in reality. In this book a theory based on the second law of thermodynamics and its applications are described. In thermodynamics there is a concept of an ideal gas which satisfies a mathematical formula PV = RT. This formula can appro- mately be applied to the real gas, so far as the gas has not an especially high pressure and low temperature. In connection with the second law of thermo- namics there is also a concept of reversible and irreversible processes. The reversible process is a phenomenon proceeding at an infinitely low velocity, while the irreversible process is that proceeding with a finite velocity. Such a process with an infinitely slow velocity can really never take place, and all processes observed are always irreversible, therefore, the reversible process is an ideal process, while the irreversible process is a real process.
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.
Iridescences : The Physical Colors of Insects
Biologists will find a clear and in-depth study of the different physical phenomena generating colors. It will constitute a boundless "biomimetical" inspiration for physicists and engineers, for if physics is simple, the combinations of effects and the structures involved are extremely complex and original.
IP Network-based Multi-agent Systems for Industrial Automation : Information Management, Condition Monitoring and Control of Power Systems
IP Network-based Multi-agent Systems for Industrial Automation is the first book to present an introduction to the use of the Internet protocol suite and multi-agent systems for the information management, online monitoring and control of distributed power system substations. An open architecture is proposed, in which mobile agents are applied to the retrieval and analysis of substation data, and to remote operator intervention. A prototype implementation of this architecture is also described, which has been demonstrated and evaluated using a substation simulator.
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.
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.
Invasive Bladder Cancer
It offers an updated, simple overview bridging the information coming from basic research to clinical practice, facilitated by most chapters having both a basic researcher and a clinician writing together.
Intumescent Coating and Fire Protection of Steel Structures
Introduced are the features and applications of intumescent coatings for protecting steel structures against fire. The constant effective thermal conductivity is defined and employed to simplify the quantification for the thermo-resistance of intumescent coatings. An experimental investigation into the hydrothermal aging effects on insulative properties of intumescent coatings is presented, as well as the influence of topcoat on insulation and aging of intumescent coatings. Also described is a practical method for calculating the temperature of the protected steel structures with intumescent coatings in order to evaluate the fire safety of a structure.
Intuitive Probability and Random Processes using MATLAB®
Intuitive Probability and Random Processes using MATLAB® is an introduction to probability and random processes that merges theory with practice. Based on the author’s belief that only "hands-on" experience with the material can promote intuitive understanding, the approach is to motivate the need for theory using MATLAB examples, followed by theory and analysis, and finally descriptions of "real-world" examples to acquaint the reader with a wide variety of applications.
Introduction to Wave Scattering, Localization and Mesoscopic Phenomena
Waves represent a classic topic of study in physics, mathematics, and engineering. Many modern technologies are based on our understanding of waves and their interaction with matter. In the past thirty years there have been some revolutionary developments in the study of waves. The present volume is the only available source which details these developments in a systematic manner, with the aim of reaching a broad audience of non-experts. It is an important resource book for those interested in understanding the physics underlying nanotechnology and mesoscopic phenomena, as well as for bridging the gap between the textbooks and research frontiers in any wave related topic. A special feature of this volume is the treatment of classical and quantum mechanical waves within a unified framework, thus facilitating an understanding of similarities and differences between the two.
Introduction to the basic concepts of modern physics : Special relativity, quantum and statistical physics
These notes are designed as a text book for a course on the Modern Physics Theory for undergraduate students. The purpose is providing a rigorous and self-contained presentation of the simplest theoretical framework using elementary mathematical tools.
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background. The Ito calculus was originally motivated by the construction of Markov diffusion processes from infinitesimal generators. Previously, the construction of such processes required several steps, whereas Ito constructed these diffusion processes directly in a single step as the solutions of stochastic integral equations associated with the infinitesimal generators. Moreover, the properties of these diffusion processes can be derived from the stochastic integral equations and the Ito formula. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus
Introduction to Soliton Theory : Applications to Mechanics
This monograph provides the application of soliton theory to solve certain problems selected from the fields of mechanics. The present monograph is not a simple translation of its predecessor appeared in Publishing House of the Romanian Academy in 2002. Improvements outline the way in which the soliton theory is applied to solve some engineering problems. The book addresses concrete resolution methods of certain problems such as the motion of thin elastic rod, vibrations of initial deformed thin elastic rod, the coupled pendulum oscillations, dynamics of left ventricle, transient flow of blood in arteries, the subharmonic waves generation in a piezoelectric plate with Cantor-like structure, and some problems related to Tzitzeica surfaces. This comprehensive study enables the readers to make connections between the soliton physical phenomenon and some partical, engineering problems.
