Download or read book Mathematical Modeling And Computation In Finance With Exercises And Python And Matlab Computer Codes written by Cornelis W Oosterlee and published by World Scientific. This book was released on 2019-10-29 with total page 1310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material:Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact [email protected].

Download or read book Mathematics and Computation written by Avi Wigderson and published by Princeton University Press. This book was released on 2019-10-29 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to computational complexity theory, its connections and interactions with mathematics, and its central role in the natural and social sciences, technology, and philosophy Mathematics and Computation provides a broad, conceptual overview of computational complexity theory—the mathematical study of efficient computation. With important practical applications to computer science and industry, computational complexity theory has evolved into a highly interdisciplinary field, with strong links to most mathematical areas and to a growing number of scientific endeavors. Avi Wigderson takes a sweeping survey of complexity theory, emphasizing the field’s insights and challenges. He explains the ideas and motivations leading to key models, notions, and results. In particular, he looks at algorithms and complexity, computations and proofs, randomness and interaction, quantum and arithmetic computation, and cryptography and learning, all as parts of a cohesive whole with numerous cross-influences. Wigderson illustrates the immense breadth of the field, its beauty and richness, and its diverse and growing interactions with other areas of mathematics. He ends with a comprehensive look at the theory of computation, its methodology and aspirations, and the unique and fundamental ways in which it has shaped and will further shape science, technology, and society. For further reading, an extensive bibliography is provided for all topics covered. Mathematics and Computation is useful for undergraduate and graduate students in mathematics, computer science, and related fields, as well as researchers and teachers in these fields. Many parts require little background, and serve as an invitation to newcomers seeking an introduction to the theory of computation. Comprehensive coverage of computational complexity theory, and beyond High-level, intuitive exposition, which brings conceptual clarity to this central and dynamic scientific discipline Historical accounts of the evolution and motivations of central concepts and models A broad view of the theory of computation's influence on science, technology, and society Extensive bibliography

Download or read book The Nature of Computation written by Cristopher Moore and published by OUP Oxford. This book was released on 2011-08-11 with total page 1498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational complexity is one of the most beautiful fields of modern mathematics, and it is increasingly relevant to other sciences ranging from physics to biology. But this beauty is often buried underneath layers of unnecessary formalism, and exciting recent results like interactive proofs, phase transitions, and quantum computing are usually considered too advanced for the typical student. This book bridges these gaps by explaining the deep ideas of theoretical computer science in a clear and enjoyable fashion, making them accessible to non-computer scientists and to computer scientists who finally want to appreciate their field from a new point of view. The authors start with a lucid and playful explanation of the P vs. NP problem, explaining why it is so fundamental, and so hard to resolve. They then lead the reader through the complexity of mazes and games; optimization in theory and practice; randomized algorithms, interactive proofs, and pseudorandomness; Markov chains and phase transitions; and the outer reaches of quantum computing. At every turn, they use a minimum of formalism, providing explanations that are both deep and accessible. The book is intended for graduate and undergraduate students, scientists from other areas who have long wanted to understand this subject, and experts who want to fall in love with this field all over again.

Download or read book Introduction to Computation and Programming Using Python second edition written by John V. Guttag and published by MIT Press. This book was released on 2016-08-12 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new edition of an introductory text that teaches students the art of computational problem solving, covering topics ranging from simple algorithms to information visualization. This book introduces students with little or no prior programming experience to the art of computational problem solving using Python and various Python libraries, including PyLab. It provides students with skills that will enable them to make productive use of computational techniques, including some of the tools and techniques of data science for using computation to model and interpret data. The book is based on an MIT course (which became the most popular course offered through MIT's OpenCourseWare) and was developed for use not only in a conventional classroom but in in a massive open online course (MOOC). This new edition has been updated for Python 3, reorganized to make it easier to use for courses that cover only a subset of the material, and offers additional material including five new chapters. Students are introduced to Python and the basics of programming in the context of such computational concepts and techniques as exhaustive enumeration, bisection search, and efficient approximation algorithms. Although it covers such traditional topics as computational complexity and simple algorithms, the book focuses on a wide range of topics not found in most introductory texts, including information visualization, simulations to model randomness, computational techniques to understand data, and statistical techniques that inform (and misinform) as well as two related but relatively advanced topics: optimization problems and dynamic programming. This edition offers expanded material on statistics and machine learning and new chapters on Frequentist and Bayesian statistics.

Download or read book Effective Computation in Physics written by Anthony Scopatz and published by "O'Reilly Media, Inc.". This book was released on 2015-06-25 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: More physicists today are taking on the role of software developer as part of their research, but software development isnâ??t always easy or obvious, even for physicists. This practical book teaches essential software development skills to help you automate and accomplish nearly any aspect of research in a physics-based field. Written by two PhDs in nuclear engineering, this book includes practical examples drawn from a working knowledge of physics concepts. Youâ??ll learn how to use the Python programming language to perform everything from collecting and analyzing data to building software and publishing your results. In four parts, this book includes: Getting Started: Jump into Python, the command line, data containers, functions, flow control and logic, and classes and objects Getting It Done: Learn about regular expressions, analysis and visualization, NumPy, storing data in files and HDF5, important data structures in physics, computing in parallel, and deploying software Getting It Right: Build pipelines and software, learn to use local and remote version control, and debug and test your code Getting It Out There: Document your code, process and publish your findings, and collaborate efficiently; dive into software licenses, ownership, and copyright procedures

Download or read book Classical and Quantum Computation written by Alexei Yu. Kitaev and published by American Mathematical Soc.. This book was released on 2002 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to a rapidly developing topic: the theory of quantum computing. Following the basics of classical theory of computation, the book provides an exposition of quantum computation theory. In concluding sections, related topics, including parallel quantum computation, are discussed.

Download or read book Introduction to the Theory of Computation written by Michael Sipser and published by Cengage Learning. This book was released on 2012-06-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now you can clearly present even the most complex computational theory topics to your students with Sipser’s distinct, market-leading INTRODUCTION TO THE THEORY OF COMPUTATION, 3E. The number one choice for today’s computational theory course, this highly anticipated revision retains the unmatched clarity and thorough coverage that make it a leading text for upper-level undergraduate and introductory graduate students. This edition continues author Michael Sipser’s well-known, approachable style with timely revisions, additional exercises, and more memorable examples in key areas. A new first-of-its-kind theoretical treatment of deterministic context-free languages is ideal for a better understanding of parsing and LR(k) grammars. This edition’s refined presentation ensures a trusted accuracy and clarity that make the challenging study of computational theory accessible and intuitive to students while maintaining the subject’s rigor and formalism. Readers gain a solid understanding of the fundamental mathematical properties of computer hardware, software, and applications with a blend of practical and philosophical coverage and mathematical treatments, including advanced theorems and proofs. INTRODUCTION TO THE THEORY OF COMPUTATION, 3E’s comprehensive coverage makes this an ideal ongoing reference tool for those studying theoretical computing. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Download or read book An Introduction to High performance Scientific Computing written by Lloyd Dudley Fosdick and published by MIT Press. This book was released on 1996 with total page 838 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed for undergraduates, An Introduction to High-Performance Scientific Computing assumes a basic knowledge of numerical computation and proficiency in Fortran or C programming and can be used in any science, computer science, applied mathematics, or engineering department or by practicing scientists and engineers, especially those associated with one of the national laboratories or supercomputer centers. This text evolved from a new curriculum in scientific computing that was developed to teach undergraduate science and engineering majors how to use high-performance computing systems (supercomputers) in scientific and engineering applications. Designed for undergraduates, An Introduction to High-Performance Scientific Computing assumes a basic knowledge of numerical computation and proficiency in Fortran or C programming and can be used in any science, computer science, applied mathematics, or engineering department or by practicing scientists and engineers, especially those associated with one of the national laboratories or supercomputer centers. The authors begin with a survey of scientific computing and then provide a review of background (numerical analysis, IEEE arithmetic, Unix, Fortran) and tools (elements of MATLAB, IDL, AVS). Next, full coverage is given to scientific visualization and to the architectures (scientific workstations and vector and parallel supercomputers) and performance evaluation needed to solve large-scale problems. The concluding section on applications includes three problems (molecular dynamics, advection, and computerized tomography) that illustrate the challenge of solving problems on a variety of computer architectures as well as the suitability of a particular architecture to solving a particular problem. Finally, since this can only be a hands-on course with extensive programming and experimentation with a variety of architectures and programming paradigms, the authors have provided a laboratory manual and supporting software via anonymous ftp. Scientific and Engineering Computation series

Download or read book Computation for Humanity written by Justyna Zander and published by CRC Press. This book was released on 2018-10-03 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exponential progress and accessibility of computing has vastly increased data flows and revolutionized the practice of science, engineering, and communication. Computing plays a critical role in advancing research across almost every scientific discipline. Computation for Humanity: Information Technology to Advance Society is a guide for the creation of services, products, and tools that facilitate, support, and enhance progress of humanity toward more sustainable life. This book: Provides a deep understanding of the practical applications of computation to solve human-machine problems Delivers insight into theoretical approaches in an accessible manner Provides a comprehensive overview of computational science and engineering applications in selected disciplines Crosses the boundaries between different domains and shows how they interrelate and complement one another Focuses on grand challenges and issues that matter for the future of humanity Shows different perspectives of computational thinking, understanding, and reasoning Provides a basis for scientific discoveries and enables adopting scientific theories and engineering practices from other disciplines Takes a step back to provide a human-related abstraction level that is not ultimately seen in pure technological elaborations/collections The editors provide a collection of numerous computation-related projects that form a foundation from which to cross-pollinate between different disciplines and further extensive collaboration. They present a clear and profound understanding of computing in today's world, and provide fundamental solutions to some of the most pertinent humanity-related problems.

Download or read book Theory of Computation written by George Tourlakis and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn the skills and acquire the intuition to assess the theoretical limitations of computer programming Offering an accessible approach to the topic, Theory of Computation focuses on the metatheory of computing and the theoretical boundaries between what various computational models can do and not do—from the most general model, the URM (Unbounded Register Machines), to the finite automaton. A wealth of programming-like examples and easy-to-follow explanations build the general theory gradually, which guides readers through the modeling and mathematical analysis of computational phenomena and provides insights on what makes things tick and also what restrains the ability of computational processes. Recognizing the importance of acquired practical experience, the book begins with the metatheory of general purpose computer programs, using URMs as a straightforward, technology-independent model of modern high-level programming languages while also exploring the restrictions of the URM language. Once readers gain an understanding of computability theory—including the primitive recursive functions—the author presents automata and languages, covering the regular and context-free languages as well as the machines that recognize these languages. Several advanced topics such as reducibilities, the recursion theorem, complexity theory, and Cook's theorem are also discussed. Features of the book include: A review of basic discrete mathematics, covering logic and induction while omitting specialized combinatorial topics A thorough development of the modeling and mathematical analysis of computational phenomena, providing a solid foundation of un-computability The connection between un-computability and un-provability: Gödel's first incompleteness theorem The book provides numerous examples of specific URMs as well as other programming languages including Loop Programs, FA (Deterministic Finite Automata), NFA (Nondeterministic Finite Automata), and PDA (Pushdown Automata). Exercises at the end of each chapter allow readers to test their comprehension of the presented material, and an extensive bibliography suggests resources for further study. Assuming only a basic understanding of general computer programming and discrete mathematics, Theory of Computation serves as a valuable book for courses on theory of computation at the upper-undergraduate level. The book also serves as an excellent resource for programmers and computing professionals wishing to understand the theoretical limitations of their craft.

Download or read book Thinking as Computation written by Hector J. Levesque and published by MIT Press. This book was released on 2012-01-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Students explore the idea that thinking is a form of computation by learning to write simple computer programs for tasks that require thought. This book guides students through an exploration of the idea that thinking might be understood as a form of computation. Students make the connection between thinking and computing by learning to write computer programs for a variety of tasks that require thought, including solving puzzles, understanding natural language, recognizing objects in visual scenes, planning courses of action, and playing strategic games. The material is presented with minimal technicalities and is accessible to undergraduate students with no specialized knowledge or technical background beyond high school mathematics. Students use Prolog (without having to learn algorithms: “Prolog without tears!”), learning to express what they need as a Prolog program and letting Prolog search for answers. After an introduction to the basic concepts, Thinking as Computation offers three chapters on Prolog, covering back-chaining, programs and queries, and how to write the sorts of Prolog programs used in the book. The book follows this with case studies of tasks that appear to require thought, then looks beyond Prolog to consider learning, explaining, and propositional reasoning. Most of the chapters conclude with short bibliographic notes and exercises. The book is based on a popular course at the University of Toronto and can be used in a variety of classroom contexts, by students ranging from first-year liberal arts undergraduates to more technically advanced computer science students.

Download or read book Bayesian Computation with R written by Jim Albert and published by Springer Science & Business Media. This book was released on 2009-04-20 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been dramatic growth in the development and application of Bayesian inference in statistics. Berger (2000) documents the increase in Bayesian activity by the number of published research articles, the number of books,andtheextensivenumberofapplicationsofBayesianarticlesinapplied disciplines such as science and engineering. One reason for the dramatic growth in Bayesian modeling is the availab- ity of computational algorithms to compute the range of integrals that are necessary in a Bayesian posterior analysis. Due to the speed of modern c- puters, it is now possible to use the Bayesian paradigm to ?t very complex models that cannot be ?t by alternative frequentist methods. To ?t Bayesian models, one needs a statistical computing environment. This environment should be such that one can: write short scripts to de?ne a Bayesian model use or write functions to summarize a posterior distribution use functions to simulate from the posterior distribution construct graphs to illustrate the posterior inference An environment that meets these requirements is the R system. R provides a wide range of functions for data manipulation, calculation, and graphical d- plays. Moreover, it includes a well-developed, simple programming language that users can extend by adding new functions. Many such extensions of the language in the form of packages are easily downloadable from the Comp- hensive R Archive Network (CRAN).

Download or read book Computation for Humanity written by Justyna Zander and published by CRC Press. This book was released on 2018-10-03 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exponential progress and accessibility of computing has vastly increased data flows and revolutionized the practice of science, engineering, and communication. Computing plays a critical role in advancing research across almost every scientific discipline. Computation for Humanity: Information Technology to Advance Society is a guide for the creation of services, products, and tools that facilitate, support, and enhance progress of humanity toward more sustainable life. This book: Provides a deep understanding of the practical applications of computation to solve human-machine problems Delivers insight into theoretical approaches in an accessible manner Provides a comprehensive overview of computational science and engineering applications in selected disciplines Crosses the boundaries between different domains and shows how they interrelate and complement one another Focuses on grand challenges and issues that matter for the future of humanity Shows different perspectives of computational thinking, understanding, and reasoning Provides a basis for scientific discoveries and enables adopting scientific theories and engineering practices from other disciplines Takes a step back to provide a human-related abstraction level that is not ultimately seen in pure technological elaborations/collections The editors provide a collection of numerous computation-related projects that form a foundation from which to cross-pollinate between different disciplines and further extensive collaboration. They present a clear and profound understanding of computing in today's world, and provide fundamental solutions to some of the most pertinent humanity-related problems.

Download or read book Once Upon an Algorithm written by Martin Erwig and published by MIT Press. This book was released on 2017-08-11 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: This easy-to-follow introduction to computer science reveals how familiar stories like Hansel and Gretel, Sherlock Holmes, and Harry Potter illustrate the concepts and everyday relevance of computing. Picture a computer scientist, staring at a screen and clicking away frantically on a keyboard, hacking into a system, or perhaps developing an app. Now delete that picture. In Once Upon an Algorithm, Martin Erwig explains computation as something that takes place beyond electronic computers, and computer science as the study of systematic problem solving. Erwig points out that many daily activities involve problem solving. Getting up in the morning, for example: You get up, take a shower, get dressed, eat breakfast. This simple daily routine solves a recurring problem through a series of well-defined steps. In computer science, such a routine is called an algorithm. Erwig illustrates a series of concepts in computing with examples from daily life and familiar stories. Hansel and Gretel, for example, execute an algorithm to get home from the forest. The movie Groundhog Day illustrates the problem of unsolvability; Sherlock Holmes manipulates data structures when solving a crime; the magic in Harry Potter’s world is understood through types and abstraction; and Indiana Jones demonstrates the complexity of searching. Along the way, Erwig also discusses representations and different ways to organize data; “intractable” problems; language, syntax, and ambiguity; control structures, loops, and the halting problem; different forms of recursion; and rules for finding errors in algorithms. This engaging book explains computation accessibly and shows its relevance to daily life. Something to think about next time we execute the algorithm of getting up in the morning.

Download or read book Quantum Computation and Quantum Information written by Michael A. Nielsen and published by Cambridge University Press. This book was released on 2010-12-09 with total page 709 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the most cited books in physics of all time, Quantum Computation and Quantum Information remains the best textbook in this exciting field of science. This 10th anniversary edition includes an introduction from the authors setting the work in context. This comprehensive textbook describes such remarkable effects as fast quantum algorithms, quantum teleportation, quantum cryptography and quantum error-correction. Quantum mechanics and computer science are introduced before moving on to describe what a quantum computer is, how it can be used to solve problems faster than 'classical' computers and its real-world implementation. It concludes with an in-depth treatment of quantum information. Containing a wealth of figures and exercises, this well-known textbook is ideal for courses on the subject, and will interest beginning graduate students and researchers in physics, computer science, mathematics, and electrical engineering.

Download or read book Demystifying Computation A Hands on Introduction written by Apostolos Syropoulos and published by World Scientific Publishing Company. This book was released on 2017-04-19 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: Problem solving in computing is referred to as computational thinking. The theory behind this concept is challenging in its technicalities, yet simple in its ideas. This book introduces the theory of computation from its inception to current form of complexity; from explanations of how the field of computer science was formed using classical ideas in mathematics by Gödel, to conceptualization of the Turing Machine, to its more recent innovations in quantum computation, hypercomputation, vague computing and natural computing. It describes the impact of these in relation to academia, business and wider society, providing a sound theoretical basis for its practical application.Written for accessibility, Demystifying Computation provides the basic knowledge needed for non-experts in the field, undergraduate computer scientists and students of information and communication technology and software development.

Download or read book Computation and Logic in the Real World written by S. Barry Cooper and published by Springer Science & Business Media. This book was released on 2007-06-11 with total page 842 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third International Conference on Computability in Europe, CiE 2007, held in Sienna, Italy, in June 2007. The 50 revised full papers presented together with 36 invited papers were carefully reviewed and selected from 167 submissions.