Download or read book Derivatives Algorithms Volume 1 Bones Second Edition written by Thomas Hyer and published by World Scientific. This book was released on 2015-09-18 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivatives Algorithms — Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensible library. Rather than specific models, this volume provides foundations common to all pricing, such as C++ code structure, interfaces, and several widely used mathematical methods. It also presents a set of protocols, by which models and trades can collaborate to support pricing and hedging tasks, and illustrates their use with several example trade types and models. Readers will learn to deploy the results of their research work with productivity-enhancing methods that are not taught elsewhere, including object serialization, code generation, and separation of concerns for continuous improvement. Of all the books on derivatives pricing, only Derivatives Algorithms shows the internals of a high-quality working library.The new Second Edition is more accessible to readers who are not already familiar with the book's concepts; there is an increased focus on explaining the motivation for each step, and on providing a high-level perspective on design choices. The chapters on Persistence and Protocols have been substantially rewritten, providing motivating examples and additional detail in the code. The treatment of yield curves and funding has been modernized, with the increased sophistication required by today's markets. And a new final chapter, describing the next phase in the evolution of derivatives valuation and risk, has been added.
Download or read book Derivatives Algorithms written by Tom Hyer and published by . This book was released on 2015-09-18 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Derivatives Algorithms written by Tom Hyer and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-30 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance. Introduces numerical methods to readers with economics backgrounds Emphasizes core simulation and optimization problems Includes MATLAB and R code for all applications, with sample code in the text and freely available for download
Download or read book The Mathematics of Derivatives written by Robert L. Navin and published by John Wiley & Sons. This book was released on 2007-03-22 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for The Mathematics of Derivatives "The Mathematics of Derivatives provides a concise pedagogical discussion of both fundamental and very recent developments in mathematical finance, and is particularly well suited for readers with a science or engineering background. It is written from the point of view of a physicist focused on providing an understanding of the methodology and the assumptions behind derivative pricing. Navin has a unique and elegant viewpoint, and will help mathematically sophisticated readers rapidly get up to speed in the latest Wall Street financial innovations." —David Montano, Managing Director JPMorgan Securities A stylish and practical introduction to the key concepts in financial mathematics, this book tackles key fundamentals in the subject in an intuitive and refreshing manner whilst also providing detailed analytical and numerical schema for solving interesting derivatives pricing problems. If Richard Feynman wrote an introduction to financial mathematics, it might look similar. The problem and solution sets are first rate." —Barry Ryan, Partner Bhramavira Capital Partners, London "This is a great book for anyone beginning (or contemplating), a career in financial research or analytic programming. Navin dissects a huge, complex topic into a series of discrete, concise, accessible lectures that combine the required mathematical theory with relevant applications to real-world markets. I wish this book was around when I started in finance. It would have saved me a lot of time and aggravation." —Larry Magargal
Download or read book International Books in Print written by and published by . This book was released on 1998 with total page 1484 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1984 with total page 1104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Derivative Free Optimization written by Andrew R. Conn and published by SIAM. This book was released on 2009-04-16 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first contemporary comprehensive treatment of optimization without derivatives. This text explains how sampling and model techniques are used in derivative-free methods and how they are designed to solve optimization problems. It is designed to be readily accessible to both researchers and those with a modest background in computational mathematics.
Download or read book Anisotropic Diffusion in Image Processing written by J. Weickert and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A First Course in Numerical Methods written by Uri M. Ascher and published by SIAM. This book was released on 2011-07-14 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers students a practical knowledge of modern techniques in scientific computing.
Download or read book The Secret of Our Success written by Joseph Henrich and published by Princeton University Press. This book was released on 2017-10-17 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: How our collective intelligence has helped us to evolve and prosper Humans are a puzzling species. On the one hand, we struggle to survive on our own in the wild, often failing to overcome even basic challenges, like obtaining food, building shelters, or avoiding predators. On the other hand, human groups have produced ingenious technologies, sophisticated languages, and complex institutions that have permitted us to successfully expand into a vast range of diverse environments. What has enabled us to dominate the globe, more than any other species, while remaining virtually helpless as lone individuals? This book shows that the secret of our success lies not in our innate intelligence, but in our collective brains—on the ability of human groups to socially interconnect and learn from one another over generations. Drawing insights from lost European explorers, clever chimpanzees, mobile hunter-gatherers, neuroscientific findings, ancient bones, and the human genome, Joseph Henrich demonstrates how our collective brains have propelled our species' genetic evolution and shaped our biology. Our early capacities for learning from others produced many cultural innovations, such as fire, cooking, water containers, plant knowledge, and projectile weapons, which in turn drove the expansion of our brains and altered our physiology, anatomy, and psychology in crucial ways. Later on, some collective brains generated and recombined powerful concepts, such as the lever, wheel, screw, and writing, while also creating the institutions that continue to alter our motivations and perceptions. Henrich shows how our genetics and biology are inextricably interwoven with cultural evolution, and how culture-gene interactions launched our species on an extraordinary evolutionary trajectory. Tracking clues from our ancient past to the present, The Secret of Our Success explores how the evolution of both our cultural and social natures produce a collective intelligence that explains both our species' immense success and the origins of human uniqueness.
Download or read book American Scientist written by and published by . This book was released on 1942 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Speech Language Processing written by Dan Jurafsky and published by Pearson Education India. This book was released on 2000-09 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modern Robotics written by Kevin M. Lynch and published by Cambridge University Press. This book was released on 2017-05-25 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern and unified treatment of the mechanics, planning, and control of robots, suitable for a first course in robotics.
Download or read book FAIR written by Jan Modersitzki and published by SIAM. This book was released on 2009-01-01 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: Whenever images taken at different times, from different viewpoints, and/or by different sensors need to be compared, merged, or integrated, image registration is required. Registration, also known as alignment, fusion, or warping, is the process of transforming data into a common reference frame. This book provides an overview of state-of-the-art registration techniques from theory to practice, numerous exercises, and via a supplementary Web page, free access to FAIR.m, a package that is based on the MATLAB software environment.
Download or read book Computer Methods in Biomechanics and Biomedical Engineering written by J. Middleton and published by CRC Press. This book was released on 1996-03-18 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: These papers are concerned with new advances and novel solutions in the areas of biofluids, image-guided surgery, tissue engineering and cardovascular mechanics, implant analysis, soft tissue mechanics, bone remodeling and motion analysis. The contents also feature a special section on dental materials, dental adhesives and orthodontic mechanics. This edition contains many examples, tables and figures, and together with the many references, provides the reader with invaluable information on the latest theoretical developments and applications.
Download or read book Analytic Combinatorics written by Philippe Flajolet and published by Cambridge University Press. This book was released on 2009-01-15 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytic combinatorics aims to enable precise quantitative predictions of the properties of large combinatorial structures. The theory has emerged over recent decades as essential both for the analysis of algorithms and for the study of scientific models in many disciplines, including probability theory, statistical physics, computational biology, and information theory. With a careful combination of symbolic enumeration methods and complex analysis, drawing heavily on generating functions, results of sweeping generality emerge that can be applied in particular to fundamental structures such as permutations, sequences, strings, walks, paths, trees, graphs and maps. This account is the definitive treatment of the topic. The authors give full coverage of the underlying mathematics and a thorough treatment of both classical and modern applications of the theory. The text is complemented with exercises, examples, appendices and notes to aid understanding. The book can be used for an advanced undergraduate or a graduate course, or for self-study.
