Download or read book Henry P McKean Jr Selecta written by F. Alberto Grünbaum and published by Birkhäuser. This book was released on 2015-12-31 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a selection of papers by Henry P. McKean, which illustrate the various areas in mathematics in which he has made seminal contributions. Topics covered include probability theory, integrable systems, geometry and financial mathematics. Each paper represents a contribution by Prof. McKean, either alone or together with other researchers, that has had a profound influence in the respective area.
Download or read book Stochastic Methods in Asset Pricing written by Andrew Lyasoff and published by MIT Press. This book was released on 2017-08-25 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields. The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton's investment–consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.
Download or read book Stochastic Processes Statistical Methods and Engineering Mathematics written by Anatoliy Malyarenko and published by Springer Nature. This book was released on 2023-01-26 with total page 907 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.
Download or read book Quantum Electrodynamics of Photosynthesis written by Artur Braun and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-10-12 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book uses an array of different approaches to describe photosynthesis, ranging from the subjectivity of human perception to the mathematical rigour of quantum electrodynamics. This interdisciplinary work draws from fields as diverse as astronomy, agriculture, classical and quantum optics, and biology in order to explain the working principles of photosynthesis in plants and cyanobacteria.
Download or read book Dictionary Catalog of the Research Libraries of the New York Public Library 1911 1971 written by New York Public Library. Research Libraries and published by . This book was released on 1979 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book American Kennel Club Stud Book written by and published by . This book was released on 1928 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multifractals and 1 Noise written by Benoit B. Mandelbrot and published by Springer. This book was released on 2013-12-20 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.
Download or read book Riemann Surfaces of Infinite Genus written by Joel S. Feldman and published by American Mathematical Soc.. This book was released on 2003 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the authors geometrically construct Riemann surfaces of infinite genus by pasting together plane domains and handles. To achieve a meaningful generalization of the classical theory of Riemann surfaces to the case of infinite genus, one must impose restrictions on the asymptotic behavior of the Riemann surface. In the construction carried out here, these restrictions are formulated in terms of the sizes and locations of the handles and in terms of the gluing maps. The approach used has two main attractions. The first is that much of the classical theory of Riemann surfaces, including the Torelli theorem, can be generalized to this class. The second is that solutions of Kadomcev-Petviashvilli equations can be expressed in terms of theta functions associated with Riemann surfaces of infinite genus constructed in the book. Both of these are developed here. The authors also present in detail a number of important examples of Riemann surfaces of infinite genus (hyperelliptic surfaces of infinite genus, heat surfaces and Fermi surfaces). The book is suitable for graduate students and research mathematicians interested in analysis and integrable systems.
Download or read book Pricing the Future written by George G Szpiro and published by Basic Books. This book was released on 2011-11-29 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize -- winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the "quants." Wall Street would never be the same. In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker's assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, Pricing the Future retraces the historical and intellectual developments that ultimately led to the widespread use of mathematical models to drive investment strategies on Wall Street.
Download or read book Whitaker s Cumulative Book List written by and published by . This book was released on 1968 with total page 1004 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Abel Prize written by Helge Holden and published by Springer Science & Business Media. This book was released on 2009-12-01 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents the winners of the first five Abel Prizes in mathematics: 2003 Jean-Pierre Serre; 2004 Sir Michael Atiyah and Isadore Singer; 2005 Peter D. Lax; 2006 Lennart Carleson; and 2007 S.R. Srinivasa Varadhan. Each laureate provides an autobiography or an interview, a curriculum vitae, and a complete bibliography. This is complemented by a scholarly description of their work written by leading experts in the field and by a brief history of the Abel Prize. Interviews with the laureates can be found at http://extras.springer.com .
Download or read book AB Bookman s Weekly written by and published by . This book was released on 1997 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Gaussian Processes Function Theory and the Inverse Spectral Problem written by Harry Dym and published by Courier Corporation. This book was released on 2008-01-01 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text offers background in function theory, Hardy functions, and probability as preparation for surveys of Gaussian processes, strings and spectral functions, and strings and spaces of integral functions. It addresses the relationship between the past and the future of a real, one-dimensional, stationary Gaussian process. 1976 edition.
Download or read book Landmarks of Orleans County New York written by Isaac S Signor and published by Alpha Edition. This book was released on 2019-09-28 with total page 1030 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been considered by academicians and scholars of great significance and value to literature. This forms a part of the knowledge base for future generations. So that the book is never forgotten we have represented this book in a print format as the same form as it was originally first published. Hence any marks or annotations seen are left intentionally to preserve its true nature.
Download or read book Black Holes in Higher Dimensions written by Gary T. Horowitz and published by Cambridge University Press. This book was released on 2012-04-19 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book devoted to black holes in more than four dimensions, for graduate students and researchers.
Download or read book Chicago Cook County and Illinois Industrial Directory written by and published by . This book was released on 1968 with total page 1494 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Gap and Density Theorems written by Norman Levinson and published by American Mathematical Soc.. This book was released on 1940-12-31 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: A typical gap theorem of the type discussed in the book deals with a set of exponential functions ${ \{e^{{{i\lambda}_n} x}\} }$ on an interval of the real line and explores the conditions under which this set generates the entire $L_2$ space on this interval. A typical gap theorem deals with functions $f$ on the real line such that many Fourier coefficients of $f$ vanish. The main goal of this book is to investigate relations between density and gap theorems and to study various cases where these theorems hold. The author also shows that density- and gap-type theorems are related to various properties of zeros of analytic functions in one variable.
