Download or read book Introduction to Stochastic Calculus Applied to Finance written by Damien Lamberton and published by CRC Press. This book was released on 2011-12-14 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors' own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.
Download or read book OpenIntro Statistics written by David Diez and published by . This book was released on 2015-07-02 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The OpenIntro project was founded in 2009 to improve the quality and availability of education by producing exceptional books and teaching tools that are free to use and easy to modify. We feature real data whenever possible, and files for the entire textbook are freely available at openintro.org. Visit our website, openintro.org. We provide free videos, statistical software labs, lecture slides, course management tools, and many other helpful resources.
Download or read book Introduction to Plasma Physics written by Donald A. Gurnett and published by Cambridge University Press. This book was released on 2017-02-20 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introducing basic principles of plasma physics and their applications to space, laboratory and astrophysical plasmas, this new edition provides updated material throughout. Topics covered include single-particle motions, kinetic theory, magnetohydrodynamics, small amplitude waves in hot and cold plasmas, and collisional effects. New additions include the ponderomotive force, tearing instabilities in resistive plasmas and the magnetorotational instability in accretion disks, charged particle acceleration by shocks, and a more in-depth look at nonlinear phenomena. A broad range of applications are explored: planetary magnetospheres and radiation belts, the confinement and stability of plasmas in fusion devices, the propagation of discontinuities and shock waves in the solar wind, and analysis of various types of plasma waves and instabilities that can occur in planetary magnetospheres and laboratory plasma devices. With step-by-step derivations and self-contained introductions to mathematical methods, this book is ideal as an advanced undergraduate to graduate-level textbook, or as a reference for researchers.
Download or read book An Introduction to Traffic Flow Theory written by National Research Council (U.S.). Special Committee on Publication of Selected Information on Theory of Traffic Flow and published by . This book was released on 1964 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent contributions to traffic flow theory are presented in a related manner and with a consistent set of notations.
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Download or read book Introduction to Scientific and Technical Computing written by Frank T. Willmore and published by CRC Press. This book was released on 2016-08-19 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Created to help scientists and engineers write computer code, this practical book addresses the important tools and techniques that are necessary for scientific computing, but which are not yet commonplace in science and engineering curricula. This book contains chapters summarizing the most important topics that computational researchers need to know about. It leverages the viewpoints of passionate experts involved with scientific computing courses around the globe and aims to be a starting point for new computational scientists and a reference for the experienced. Each contributed chapter focuses on a specific tool or skill, providing the content needed to provide a working knowledge of the topic in about one day. While many individual books on specific computing topics exist, none is explicitly focused on getting technical professionals and students up and running immediately across a variety of computational areas.
Download or read book Introduction to Abstract Algebra written by Benjamin Fine and published by JHU Press. This book was released on 2014-07 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a systematic approach to one of math's most intimidating concepts. Avoiding the pitfalls common in the standard textbooks, this title begins with familiar topics such as rings, numbers, and groups before introducing more difficult concepts.
Download or read book An Introduction to Logic Second Edition written by Richard T.W. Arthur and published by Broadview Press. This book was released on 2016-11-30 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: In lively and readable prose, Arthur presents a new approach to the study of logic, one that seeks to integrate methods of argument analysis developed in modern “informal logic” with natural deduction techniques. The dry bones of logic are given flesh by unusual attention to the history of the subject, from Pythagoras, the Stoics, and Indian Buddhist logic, through Lewis Carroll, Venn, and Boole, to Russell, Frege, and Monty Python. A previous edition of this book appeared under the title Natural Deduction. This new edition adds clarifications of the notions of explanation, validity and formal validity, a more detailed discussion of derivation strategies, and another rule of inference, Reiteration.
Download or read book An Introduction to the Theory of Statistics written by George Udny Yule and published by . This book was released on 1924 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Introduction to Multidimensional Integrable Equations written by B.G. Konopelchenko and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The soliton represents one ofthe most important ofnonlinear phenomena in modern physics. It constitutes an essentially localizedentity with a set ofremarkable properties. Solitons are found in various areas of physics from gravitation and field theory, plasma physics, and nonlinear optics to solid state physics and hydrodynamics. Nonlinear equations which describe soliton phenomena are ubiquitous. Solitons and the equations which commonly describe them are also of great mathematical interest. Thus, the dis covery in 1967and subsequent development ofthe inversescattering transform method that provides the mathematical structure underlying soliton theory constitutes one of the most important developments in modern theoretical physics. The inversescattering transform method is now established as a very powerful tool in the investigation of nonlinear partial differential equations. The inverse scattering transform method, since its discoverysome two decades ago, has been applied to a great variety of nonlinear equations which arise in diverse fields of physics. These include ordinary differential equations, partial differential equations, integrodifferential, and differential-difference equations. The inverse scattering trans form method has allowed the investigation of these equations in a manner comparable to that of the Fourier method for linear equations.
Download or read book An Introduction to Signal Detection and Estimation written by H. Vincent Poor and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essential background reading for engineers and scientists working in such fields as communications, control, signal, and image processing, radar and sonar, radio astronomy, seismology, remote sensing, and instrumentation. The book can be used as a textbook for a single course, as well as a combination of an introductory and an advanced course, or even for two separate courses, one in signal detection, the other in estimation.
Download or read book The Contribution of Young Researchers to Bayesian Statistics written by Ettore Lanzarone and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first Bayesian Young Statisticians Meeting, BAYSM 2013, has provided a unique opportunity for young researchers, M.S. students, Ph.D. students, and post-docs dealing with Bayesian statistics to connect with the Bayesian community at large, exchange ideas, and network with scholars working in their field. The Workshop, which took place June 5th and 6th 2013 at CNR-IMATI, Milan, has promoted further research in all the fields where Bayesian statistics may be employed under the guidance of renowned plenary lecturers and senior discussants. A selection of the contributions to the meeting and the summary of one of the plenary lectures compose this volume.
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Download or read book A Multidisciplinary Introduction to Information Security written by Stig F. Mjolsnes and published by CRC Press. This book was released on 2011-11-09 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: With most services and products now being offered through digital communications, new challenges have emerged for information security specialists. A Multidisciplinary Introduction to Information Security presents a range of topics on the security, privacy, and safety of information and communication technology. It brings together methods in pure m
Download or read book Conference Publication written by and published by . This book was released on 1973 with total page 908 pages. Available in PDF, EPUB and Kindle. Book excerpt:
