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Astrophysics is easy! : An introduction for the amateur astronomer
With some justification, many amateur astronomers believe astrophysics is a very difficult subject, requiring at least degree-level mathematics to understand it properly. This isn’t necessarily the case. Mike Inglis' quantitative approach to the subject explains all aspects of astrophysics in simple terms and cuts through the incomprehensible mathematics with which this fascinating subject is all too often associated. Astrophysics is Easy! begins by looking at the H-R diagram and other basic tools of astrophysics, then ranges across the universe, from a first look at the interstellar medium and nebulae, through the birth, evolution and death of stars, to the physics of galaxies and clusters of galaxies.
Astrophysics : A new approach
For a quantitative understanding of the physics of the universe - from the solar system through the milky way to clusters of galaxies all the way to cosmology - these edited lecture notes are perhaps among the most concise and also among the most critical ones: Astrophysics has not yet stood the redundancy test of laboratory physics, hence should be wary of early interpretations. Special chapters are devoted to magnetic and radiation processes, supernovae, disks, black-hole candidacy, bipolar flows, cosmic rays, gamma-ray bursts, image distortions, and special sources. At the same time, planet earth is viewed as the arena for life, with plants and animals having evolved to homo sapiens during cosmic time. -- This text is unique in covering the basic qualitative and quantitative tools, formulae as well as numbers, needed for the precise interpretation of frontline phenomena in astrophysical research. The author compares mainstream interpretations with new and even controversial ones he wishes to emphasize.
Astrophysical concepts
This classic text, aimed at senior undergraduates and beginning graduate students in physics and astronomy, presents a wide range of astrophysical concepts in sufficient depth to give the reader a quantitative understanding of the subject. Emphasizing physical concepts, the book outlines cosmic events but does not portray them in detail: it provides a series of astrophysical sketches. For this fourth edition, nearly every part of the text has been reconsidered and rewritten, new sections have been added to cover recent developments, and others have been extensively revised and brought up to date. The book begins with an outline of the scope of modern astrophysics and enumerates some of the outstanding problems faced in the field today. The basic physics needed to tackle these questions are developed in the next few chapters using specific astronomical processes as examples. The second half of the book enlarges on these topics and shows how we can obtain quantitative insight into the structure and evolution of stars, the dynamics of cosmic gases, the large-scale behavior of the Universe, and the origins of life.
Association Mapping in Plants
For the past decade, there has been success in using conventional map-based strategies in identification and cloning of quantitative trait loci (QTL) in model plant species including tomato and Arabidopsis. These quantitative traits are generally the products of many loci with varying degrees of effect upon the observed phenotypes. Recently, a new approach to genetic mapping has emerged called association mapping. This new technique takes into account the thousands of genes to evaluate for QTL effect and is a more efficient approach that does not require generation of segregating populations/large numbers of progeny. As it can utilize all of the historic recombination events in a diverse population of individuals it can generate higher resolution genetic maps and, is needed to complement current map based cloning methods.
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.
Approval Voting
The book proposes a compelling way to elect some 500,000 officials in public elections. After a generation of discussion and debate on the subject, the authors remain convinced that Approval Voting is as relevant today.
Appropriate Dose Selection - How to Optimize Clinical Drug Development
Optimal dose individualization has become more important in improving clinical efficacy and safety, given the variability in drug response, e.g., due to concurrent illnesses or co-medications. Therefore, the role of optimal dose finding in early clinical drug development so as to maximize successful clinical use is emphasized. The continued use of biomarkers – based on the (known) pharmacology of the drug and/or biology of the underlying disease – along with exposure–response evaluation throughout all phases of drug development can quantitatively integrate clinical pharmacology knowledge, provide early proof of concept, and help in rational dose selection and rational drug product labeling for clinical use.
Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications.
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 Multivariate Statistical Analysis
This book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who face statistical data analysis.
Anti-Spam Measures : Analysis and Design
The goal of this book is the methodical analysis of the potential, limitations, advantages, and drawbacks of anti-spam measures. These determine to which extent the measures can contribute to the reduction of spam in the long run. The range of considered anti-spam measures includes legislative, organizational, behavioral and technological ones. Furthermore, the conceptual development and analysis of an infrastructural email framework that features such a complementary application, is pointed out. The technological and organizational facets, the framework is analyzed twofold: its theoretical effectiveness is assessed with the aid of the formal model mentioned above, its storage and traffic requirements are analyzed quantitatively.
An Introduction to the Mathematics of Money : Saving and Investing
This is an undergraduate textbook on the basic aspects of personal savings and investing with a balanced mix of mathematical rigor and economic intuition. It uses routine financial calculations as the motivation and basis for tools of elementary real analysis rather than taking the latter as given. Proofs using induction, recurrence relations and proofs by contradiction are covered. Inequalities such as the Arithmetic-Geometric Mean Inequality and the Cauchy-Schwarz Inequality are used. Basic topics in probability and statistics are presented.
Algorithmic Foundation of Robotics VII : Selected Contributions of the 7th International Workshop on the Algorithmic Foundations of Robotics
This book contains the proceedings from the 2006 Workshop on the Algorithmic Foundations of Robotics. The 32 papers in this book span a wide variety of topics: from fundamental motion planning algorithms to applications in medicine and biology, but they have in common a foundation in the algorithmic problems of robotic systems.
Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice.
Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including: portfolio optimization using both historic and predictive return estimation; model backtesting; a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; derivative valuation; and incorporating ESG ratings into REIT investment.
Adaptive Autonomous Secure Cyber Systems
Establishes scientific foundations for adaptive autonomous cyber systems and ultimately brings about a more secure and reliable Internet. The recent advances in adaptive cyber defense (ACD) have developed a range of new ACD techniques and methodologies for reasoning in an adaptive environment.
A Primer on Environmental Decision-Making: an integrative quantitative approach
Integrates decision-making and environmental science. For ecologists it will bridge the gap to economics. For practitioners in environmental economics and management it will be a major reference book. It probably contains the largest collection available of expressions and basic equations that are used in environmental sciences. Applying these expressions as "rules-of-thumb" will give participants in a decision-making process a common platform for discussion and arbitration.
A Course in Credibility Theory and its Applications
It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward. This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance.for a first course on Credibility.
A concise guide to market research : The process, data, and methods using IBM SPSS Statistics, 3rd
Offers an easily accessible and comprehensive guide to the entire market research process, from asking market research questions to collecting and analyzing data by means of quantitative methods. It is intended for all readers who wish to know more about the market research process, data management, and the most commonly used methods in market research. The book helps readers perform analyses, interpret the results, and make sound statistical decisions using IBM SPSS Statistics. Hypothesis tests, ANOVA, regression analysis, principal component analysis, factor analysis, and cluster analysis, as well as essential descriptive statistics, are covered in detail.
A Benchmark Approach to Quantitative Finance
The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.
