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Applied Quantitative Finance
Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance.
Applied Parallel Computing ; State of the Art in Scientific Computing ; 8th International Workshop, PARA 2006, Umea, Sweden, June 18-21, 2006, Revised Selected Papers
It covers partial differential equations, parallel scientific computing algorithms, linear algebra, simulation environments, algorithms and applications for blue gene/L, scientific computing tools and applications, parallel search algorithms, peer-to-peer computing, mobility and security, algorithms for single-chip multiprocessors.
Applied High-Speed Plate Penetration Dynamics
High-speed impact dynamics is of interest in the fundamental sciences, e.g., astrophysics and space sciences, and has a number of important applications in military technologies, homeland security and engineering.
Applied Fuzzy Arithmetic : An Introduction with Engineering Applications
Applied Fuzzy Arithmetic provides a well-structured compendium that offers both a deeper knowledge about the theory of fuzzy arithmetic and an extensive view on its applications in the engineering sciences, making it a resource for students, researchers, and practical engineers. The first part of the book gives an introduction to the theory of fuzzy arithmetic, which aims to present the subject in a well-organized and comprehensible form. The derivation of fuzzy arithmetic from the original fuzzy set theory and its evolution towards a successful implementation is presented with existing formulations of fuzzy arithmetic included and integrated in the overall context. The second part of the book presents a diversified exposition of the application of fuzzy arithmetic, addressing different areas of the engineering sciences, such as mechanical, geotechnical, biomedical, and control engineering.
Applied Econometrics with R
This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for cross-section, time series or panel data and the common non-linear models of microeconometrics such as logit, probit and tobit models, to recent semiparametric extensions. In addition, it provides a chapter on programming, including simulations, optimization, and an introduction to R tools enabling reproducible econometric research.
Applied computational materials modeling : Theory, simulation and experiment
this book provides the average person working in the materials field with a more balanced perspective of the role that computational modeling can play in every day research and development efforts. This is done by presenting a series of examples of the successful application of various computational modeling procedures (everything from first principles to quantum approximate to CALPHAD methods) to real life surface and bulk alloy problems.This book should have a large appeal in the materials community, both for experimentalists who would greatly benefit from adding computational methods to their everyday research regimes, as well as for those scientists/engineers familiar with a particular computational method who would like to add complementary techniques to their arsenal of research and development tools
Applications of Specification and Design Languages for SoCs : Selected papers from FDL 2005
This book provides detailed insights into recent works dealing with a large spectrum of issues in system-on-chip design, namely: assertion-based design, mapping on network-on-chip architectures, use of C/C++/SystemC design methodologies, hardware/software integration, mixing heterogeneous models of computation, analog/mixed-signal/mixed-technology system design and verification, UML/XML-based synthesis of analog and mixed-signal systems, UML to VHDL mapping, UML-based performance modeling, model transformation and formal verification, real-time system models, and Model Driven Architecture.
Applications of simulation methods in environmental and resource economics
Simulation methods are revolutionizing the practice of applied economic analysis. This volume collects eighteen chapters written by leading researchers from prestigious research institutions the world over. The common denominator of the papers is their relevance for applied research in environmental and resource economics. The topics range from discrete choice modeling with heterogeneity of preferences, to Bayesian estimation, to Monte Carlo experiments, to structural estimation of Kuhn-Tucker demand systems, to evaluation of simulation noise in maximum simulated likelihood estimates, to dynamic natural resource modeling. Empirical cases are used to show the practical use and the results brought forth by the different methods.
Applications and theory of Petri Nets 2005 ; 26th international conference, ICATPN 2005, Miami, FL, June 20-25, 2005, Proceedings
This volume contains the proceedings of the 26th International Conference on Application and Theory of Petri Nets and Other Models of Concurrency (ICATPN 2005). The Petri net conferences serve to discuss yearly progress in the ?eld of Petri nets and related models of concurrency, and to foster new - vancesintheapplicationandtheoryofPetrinets. Several tutorials and workshops were organized within the conf- ence, covering introductory and advanced aspects related to Petri nets.Detailed
Application of power electronics converters in smart grids and renewable energy systems
Focuses on the applications of Power Electronics Converters in smart grids and renewable energy systems. The topics covered include methods to CO2 emission control, schemes for electric vehicle charging, reliable renewable energy forecasting methods, and various power electronics converters. The converters include the quasi neutral point clamped inverter, MPPT algorithms, the bidirectional DC-DC converter, and the push–pull converter with a fuzzy logic controller.
Anti-fragile ICT Systems
Introduces a novel approach to the design and operation of large ICT systems. It views the technical solutions and their stakeholders as complex adaptive systems and argues that traditional risk analyses cannot predict all future incidents with major impacts. To avoid unacceptable events, it is necessary to establish and operate anti-fragile ICT systems that limit the impact of all incidents, and which learn from small-impact incidents how to function increasingly well in changing environments. The book applies four design principles and one operational principle to achieve anti-fragility for different classes of incidents. It discusses how systems can achieve high availability, prevent malware epidemics, and detect anomalies. Analyses of Netflix’s media streaming solution, Norwegian telecom infrastructures, e-government platforms, and Numenta’s anomaly detection software show that cloud computing is essential to achieving anti-fragility for classes of events with negative impacts.
Anticancer activity in heterocyclic organic structures : A pathway to novel drug development : Part 1
New Directions in Organic & Biological Chemistry, explores the development of cancer therapeutics, focusing on molecular chemistry and advanced drug design approaches. Written by experts in theoretical chemistry and molecular chemistry, they bridge the gap between theoretical chemistry, molecular biology, and drug development. In Part I, they focus on the fundamental properties of heterocyclic compounds and innovative methodologies being employed to enhance therapeutic potential. By exploring various classes of heterocyclic compounds and diverse anticancer mechanisms.
Annals of scientific society for assembly, handling and industrial robotics 2021
This proceedings presents a good overview of the current research landscape of assembly, handling and industrial robotics. The objective of MHI Colloquium is the successful networking at both academic and management level. Thereby, the colloquium focuses an academic exchange at a high level in order to distribute the obtained research results, to determine synergy effects and trends, to connect the actors in person and in conclusion, to strengthen the research field as well as the MHI community. In addition, there is the possibility to become acquatined with the organizing institute. Primary audience is formed by members of the scientific society for assembly, handling and industrial robotics (WGMHI).
Annals of scientific society for assembly, handling and industrial robotics
This proceedings presents a good overview of the current research landscape of industrial robots. The objective of MHI Colloquium is the successful networking at both academic and management level. Thereby, the colloquium focuses an academic exchange at a high level in order to distribute the obtained research results, to determine synergy effects and trends, to connect the actors in person and in conclusion, to strengthen the research field as well as the MHI community. In addition, there is the possibility to become acquatined with the organizing institute. Primary audience is formed by members of the scientific society for assembly, handling and industrial robotics (WGMHI).
ANEMONA : A Mulit-agent Methodology for Holonic Manufacturing Systems
ANEMONA is a multi-agent system (MAS) methodology for holonic manufacturing system (HMS) analysis and design, based on HMS requirements. The development process of ANEMONA provides clear and HMS-specific modeling guidelines for HMS designers, and complete development phases for the HMS life cycle.
Analytical and Stochastic Modeling Techniques and Applications ; 15th International Conference, ASMTA 2008 Nicosia, Cyprus, June 4-6, 2008 Proceedings
This book constitutes the refereed proceedings of the 15th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2008, held in Nicosia, Cyprus, in June 2008.
Analysis, Modeling and Simulation of Multiscale Problems
This book reports recent mathematical developments in the Programme "Analysis, Modeling and Simulation of Multiscale Problems", which started as a German research initiative in 2006. Multiscale problems occur in many fields of science, such as microstructures in materials, sharp-interface models, many-particle systems and motions on different spatial and temporal scales in quantum mechanics or in molecular dynamics. The book presents current mathematical foundations of modeling, and proposes efficient numerical treatment.
Analysis and Simulation of Fluid Dynamics
This volume collects the contributions of a Conference held in June 2005, at the laboratoire Paul Painlev́ e (UMR CNRS 8524) in Lille, France. The meeting was intended to review hot topics and future trends in ?uid dynamics.
Analysis and Simulation of Contact Problems
Contact mechanics was and is an important branch in mechanics which covers a broad field of theoretical, numerical and experimental investigations. In this carefully edited book the reader will obtain a state-of-the-art overview on formulation, mathematical analysis and numerical solution procedures of contact problems. The contributions collected in this volume summarize the lectures presented during the 4th Contact Mechanics International Symposium (CMIS) held in Hannover, Germany, 2005, by leading scientists in the area of contact mechanics.
Analog integrated circuits for communication : principles, simulation and design
This book covers the analysis and design of nonlinear analog integrated circuits that form the basis of present-day communication systems. Both bipolar and MOS transistor circuits are analyzed and several numerical examples are used to illustrate the analysis and design techniques developed in this book.
