الصفحة 7
الصفحة 7
Implementing Models in Quantitative Finance : Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives.
Implementation and application of automata ; Vol. 3317 ; 9th International Conference, CIAA 2004, Kingston, Canada, July 22-24, 2004, Revised Selected Papers
Contains the revised versions of the papers presented at the 9th International Conference on Implemen- tion and Application of Automata, CIAA 2004. Also included are the extended abstracts of the posters accepted to the conference. The conference was held at Queen’s University in Kingston, Ontario, Canada on July 22–24, 2004. As for its predecessors, the theme of CIAA 2004 was the implementation of automata and grammars of all types and their application in other fields. The topics of the papers presented at the conference range from applications of automata in natural language and speech processing to protein sequencing and genecompression, and from state complexity and new algorithms for automata operations to applications of quantum finite automata.
Immune mediators in cancer : Methods and protocols
Provides a comprehensive collection of classic and cutting-edge methodologies as well as bioinformatics and genome-editing approaches that are used to quantify immune mediators and analyze their function and biological activity in cancer cells and tissues. Beginning with a section on the detection of immune mediators in samples, the volume continues with sections covering cytokine bioassays, the expression and regulation of immune mediators in cancer cells, and methods to navigate the enormous datasets created by modern DNA and RNA sequencing and proteomic technology. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls.
Image-Guided IMRT
Intensity-modulated radiation therapy (IMRT), one of the most important developments in radiation oncology in the past 25 years, involves technology to deliver radiation to tumors in the right location, quantity and time. Unavoidable irradiation of surrounding normal tissues is distributed so as to preserve their function. The achievements and future directions in the field are grouped in the three sections of the book, each suitable for supporting a teaching course.
Il bizzarro mondo dei quanti = The bizarre world of quanta
Written before the final exams by an exceptionally talented young woman, this book bridges the gap between the popular literature on quantum physics, which normally avoids any mathematical formula, and specialized literature, well filled with advanced mathematics.
IFAE 2007 ; Incontri di Fisica delle Alte Energie = Italian Meeting on High Energy Physics Napoli, 11–13 April 2007
This book collects the Proceedings of the Workshop "Incontri di Fisica delle Alte Energie (IFAE) 2007, Napoli, 11-13 April 2007". This is the sixth edition of a series of meetings on fundamental research in particle physics and was attended by about 160 researchers. Presentations, both theoretical and experimental, addressed the status of Physics of the Standard Model and beyond, Flavour phyisc, Neutrino and Astroparticle physics, new technology in high energy physics. Special emphasis was given to the expectations of the forthcoming Large Hadron Collider, due in operation at the end of 2007.
Hypoelliptic estimates and spectral theory for Fokker-Planck operators and witten Laplacians
There has recently been a renewal of interest in Fokker-Planck operators, motivated by problems in statistical physics, in kinetic equations and differential geometry. Compared to more standard problems in the spectral theory of partial differential operators, those operators are not self-adjoint and only hypoelliptic. The aim of the analysis is to give, as generally as possible, an accurate qualitative and quantitative description of the exponential return to the thermodynamical equilibrium. While exploring and improving recent results in this direction this volume proposes a review of known techniques on: the hypoellipticity of polynomial of vector fields and its global counterpart; the global Weyl-Hörmander pseudo-differential calculus, the spectral theory of non-self-adjoint operators, the semi-classical analysis of Schrödinger-type operators.
Hyperbolic Geometry
The geometry of the hyperbolic plane has been an active and fascinating field of mathematical inquiry for most of the past two centuries. The basic approach taken is to define hyperbolic lines and develop a natural group of transformations preserving hyperbolic lines, and then study hyperbolic geometry as those quantities invariant under this group of transformations. Topics covered include the upper half-plane model of the hyperbolic plane, Möbius transformations, the general Möbius group, and their subgroups preserving the upper half-plane, hyperbolic arc-length and distance as quantities invariant under these subgroups, the Poincaré disc model, convex subsets of the hyperbolic plane, hyperbolic area, the Gauss-Bonnet formula and its applications.
Hydrological and Biological Responses to Forest Practices : The Alsea Watershed Study
Through analyses of works generated by the study, Hydrological and Biological Responses to Forest Practices: The Alsea Watershed Study addresses the quantification of forest resource sustainability and bolsters the case for long-term monitoring at a time when managers and policy makers are searching for ways to restore the runs of salmon and steelhead to rivers and streams of the Pacific Northwest. Edited by John D. Stednick, a forest hydrologist responsible for the study’s reactivation, this book will be of interest to students in natural resources, land managers, policy makers, and researchers, particularly in water and fishery resources.
Hybrid Methods of Molecular Modeling
Hybrid Methods of Molecular Modeling is a self-contained advanced review volume. It provides a step by step derivation of the consistent theoretical picture of hybrid modeling methods and a thorough analysis of the concepts and current practical methods of hybrid modeling based on this theory. The book presents its material sequentially, paying attention both to the physical soundness of the approximations used and to the mathematical rigor necessary for the practical development of the robust modeling code.
Human tooth and developmental dental defects : compositional and genetic implications
Focuses on the qualitative and quantitative properties of the sound enamel and dentin as well as the affected human tooth structures. It examines how genetics impact oral and dental health, the role of fluoride and trace elements in mineralization and the related clinical implications, and the impact of different approaches to diagnose and treat these developmental disorders.
Holomorphic Morse Inequalities and Bergman Kernels
The main analytic tool is the analytic localization technique in local index theory developed by Bismut-Lebeau. The book includes the most recent results in the field and therefore opens perspectives on several active areas of research in complex, Kähler and symplectic geometry. A large number of applications are included, e.g., an analytic proof of the Kodaira embedding theorem, a solution of the Grauert-Riemenschneider and Shiffman conjectures, a compactification of complete Kähler manifolds of pinched negative curvature, the Berezin-Toeplitz quantization, weak Lefschetz theorems, and the asymptotics of the Ray-Singer analytic torsion.
Hilbert Space Operators in Quantum Physics
The second edition of this course-tested book provides a detailed and in-depth discussion of the foundations of quantum theory as well as its applications to various systems. The exposition is self-contained; in the first part the reader finds the mathematical background in chapters about functional analysis, operators on Hilbert spaces and their spectral theory, as well as operator sets and algebras. This material is used in the second part to a systematic explanation of the foundations, in particular, states and observables, properties of canonical variables, time evolution, symmetries and various axiomatic approaches. In the third part, specific physical systems and situations are discussed. Two chapters analyze Schrödinger operators and scattering, two others added in the second edition are devoted to new important topics, quantum waveguides and quantum graphs.
High-Dynamic-Range (HDR) Vision : Microelectronics, Image Processing, Computer Graphics
This first comprehensive account of high-dynamic-range (HDR) vision focusses on HDR real-time, high-speed digital video recording and also systematically presents HDR video transmission and display. The power of the eye-like, logarithmic optoelectronic conversion concept is demonstrated in machine-vision, medical, automotive, surveillance and cinematic applications, and it is extended to HDR sub-retinal implants for the vision impaired. While the book conveys the overall picture of HDR vision, specific knowledge of microelectronics and image processing is not required. It provides a quantitative summary of the major issues to allow the assessment of the state of the art and a glimpse at future developments. Selected experts share their know-how and expectations in this rapidly evolving art related to the single most powerful of our senses.
High Time Resolution Astrophysics
High Time Resolution Astrophysics (HTRA) is an important new window to the universe and a vital tool in understanding a range of phenomena from diverse objects and radiative processes. This importance is demonstrated in this volume with the description of a number of topics in astrophysics, including quantum optics, cataclysmic variables, pulsars, X-ray binaries and stellar pulsations to name a few. Underlining this science foundation, technological developments in both instrumentation and detectors are described. These instruments and detectors combined cover a wide range of timescales and can measure fluxes, spectra and polarisation. These advances make it possible for HTRA to make a big contribution to our understanding of the Universe in the next decade.
High Frequency Financial Econometrics : Recent Developments
This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order aggressiveness in pure limit order book markets. The chapters on tick-by-tick data present statistical techniques for the analysis of the discrete nature of price movements, the intraday seasonal patterns of financial durations, and the joint probability law of prices, volume and durations. Bond markets are brought into focus through the analysis of macroeconomic announcements in the future bond market as a function of the business cycle.
Hiérarchie de modèles en optique quantique: De Maxwell-Bloch à Schrödinger non-linéaire
The book under review appears to be relevant in this respect since it cross-fertilizes such a fundamental field of research in physics in two important ways.
Hedonic Methods in Housing Markets : Pricing Environmental Amenities and Segregation
Cities are growing worldwide and their sprawl is increasingly challenged for its pressure on open spaces and environmental quality. Economic arguments can help to decide about the trade-off between preserving environmental quality and developing housing and business surfaces, provided the benefits of environmental quality are adequately quantified. To this end, this book focuses on the use and advancement of the "hedonic approach", an economic valuation technique that analyses and quantifies the sources of rent and property price differentials. Starting from theoretical foundations, the hedonic approach is applied to the valuation of natural land use preservation and noise abatement measures, as well as to residential segregation and discrimination, extending the analysis to the role of the buyers' and sellers' identity on housing market prices and to the issue of environmental justice.
Healthy Longevity in China : Demographic, Socioeconomic, and Psychological Dimensions
China is aging at an extraordinary speed and has the largest quantity of elderly persons in the world. Scholars utilize this unprecedented living experience of human being and the unique Chinese Longitudinal Healthy Longevity Survey (CLHLS) datasets with the aim to answer in this volume the following questions critical to the aging population world wide. Is the period of disability compressing or expanding with increasing life expectancy and what factors are associated with these trends in the recent decades? Is it possible to realize morbidity compression with a prolongation of the life span in the future?The first section of the book presents the CLHLS project’s study design, sample distribution, contents of data collected, and assessments of age reporting and data quality. The remaining chapters are grouped into sections dealing with the demographic, social, economic, familial and psychological dimensions of healthy longevity.
Handbook of Research Methods for Marketing Management
Divided into four parts covering quantitative and qualitative research approaches, mixed-methods approaches, and critical issues regarding how research is conducted, the Handbook offers guidance for all marketing researchers. This guidance includes insights on scale development, necessary condition analysis, experimental design, visual research methods, phenomenology and mobile ethnography. Chapters also consider recent advances in marketing research methods, legal aspects of marketing research, research ethics and how a forensic science framework can be used in marketing research.
