Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner and published by Imperial College Press. This book was released on 2005 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.

Download or read book Probability Models for DNA Sequence Evolution written by Rick Durrett and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: "What underlying forces are responsible for the observed patterns of variability, given a collection of DNA sequences?" In approaching this question a number of probability models are introduced and anyalyzed.Throughout the book, the theory is developed in close connection with data from more than 60 experimental studies that illustrate the use of these results.

Download or read book TeX by Topic written by Victor Eijkhout and published by . This book was released on 2008-07-11 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reference work for the TeX typesetting language. It is valuable for people who want to write LaTeX macros and other customizations of TeX.

Download or read book An Inquiry Into the Nature and Causes of the Wealth of Nations written by Adam Smith and published by . This book was released on 1822 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linear Theory of Hydrologic Systems written by James Dooge and published by . This book was released on 1973 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Sensitivity Analysis Matrix Methods in Demography and Ecology written by Hal Caswell and published by Springer. This book was released on 2019-04-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.

Download or read book A Course in Abstract Harmonic Analysis written by Gerald B. Folland and published by CRC Press. This book was released on 2016-02-03 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Course in Abstract Harmonic Analysis is an introduction to that part of analysis on locally compact groups that can be done with minimal assumptions on the nature of the group. As a generalization of classical Fourier analysis, this abstract theory creates a foundation for a great deal of modern analysis, and it contains a number of elegant resul

Download or read book Cerebral Palsy written by Freeman Miller and published by JHU Press. This book was released on 2006-05-08 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: When a child has a health problem, parents want answers. But when a child has cerebral palsy, the answers don't come quickly. A diagnosis of this complex group of chronic conditions affecting movement and coordination is difficult to make and is typically delayed until the child is eighteen months old. Although the condition may be mild or severe, even general predictions about long-term prognosis seldom come before the child's second birthday. Written by a team of experts associated with the Cerebral Palsy Program at the Alfred I. duPont Hospital for Children, this authoritative resource provides parents and families with vital information that can help them cope with uncertainty. Thoroughly updated and revised to incorporate the latest medical advances, the second edition is a comprehensive guide to cerebral palsy. The book is organized into three parts. In the first, the authors describe specific patterns of involvement (hemiplegia, diplegia, quadriplegia), explain the medical and psychosocial implications of these conditions, and tell parents how to be effective advocates for their child. In the second part, the authors provide a wealth of practical advice about caregiving from nutrition to mobility. Part three features an extensive alphabetically arranged encyclopedia that defines and describes medical terms and diagnoses, medical and surgical procedures, and orthopedic and other assistive devices. Also included are lists of resources and recommended reading.

Download or read book An Episodic History of Mathematics written by Steven G. Krantz and published by MAA. This book was released on 2010-04 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: A series of snapshots of the history of mathematics from ancient times to the twentieth century.

Download or read book DDT written by United States. Environmental Protection Agency and published by . This book was released on 1975 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Probability and Real Trees written by Steven N. Evans and published by Springer. This book was released on 2007-09-26 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random trees and tree-valued stochastic processes are of particular importance in many fields. Using the framework of abstract "tree-like" metric spaces and ideas from metric geometry, Evans and his collaborators have recently pioneered an approach to studying the asymptotic behavior of such objects when the number of vertices goes to infinity. This publication surveys the relevant mathematical background and present some selected applications of the theory.

Download or read book Proceedings of the International Congress of Mathematicians written by S.D. Chatterji and published by Birkhäuser. This book was released on 2012-12-06 with total page 1669 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first ICM was held in Zürich in 1897, it has become the pinnacle of mathematical gatherings. It aims at giving an overview of the current state of different branches of mathematics and its applications as well as an insight into the treatment of special problems of exceptional importance. The proceedings of the ICMs have provided a rich chronology of mathematical development in all its branches and a unique documentation of contemporary research. They form an indispensable part of every mathematical library. The Proceedings of the International Congress of Mathematicians 1994, held in Zürich from August 3rd to 11th, 1994, are published in two volumes. Volume I contains an account of the organization of the Congress, the list of ordinary members, the reports on the work of the Fields Medalists and the Nevanlinna Prize Winner, the plenary one-hour addresses, and the invited addresses presented at Section Meetings 1 - 6. Volume II contains the invited address for Section Meetings 7 - 19. A complete author index is included in both volumes. '...the content of these impressive two volumes sheds a certain light on the present state of mathematical sciences and anybody doing research in mathematics should look carefully at these Proceedings. For young people beginning research, this is even more important, so these are a must for any serious mathematics library. The graphical presentation is, as always with Birkhäuser, excellent....' (Revue Roumaine de Mathematiques pures et Appliquées)

Download or read book Principles of Mathematical Economics written by Shapoor Vali and published by Springer Science & Business Media. This book was released on 2013-12-02 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: Under the assumption of a basic knowledge of algebra and analysis, micro and macro economics, this self-contained and self-sufficient textbook is targeted towards upper undergraduate audiences in economics and related fields such as business, management and the applied social sciences. The basic economics core ideas and theories are exposed and developed, together with the corresponding mathematical formulations. From the basics, progress is rapidly made to sophisticated nonlinear, economic modelling and real-world problem solving. Extensive exercises are included, and the textbook is particularly well-suited for computer-assisted learning.

Download or read book Analysis of Financial Time Series written by Ruey S. Tsay and published by Wiley-Interscience. This book was released on 2001-11-01 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fundamental topics and new methods in time series analysis Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods. Timely topics and recent results include: Value at Risk (VaR) High-frequency financial data analysis Markov Chain Monte Carlo (MCMC) methods Derivative pricing using jump diffusion with closed-form formulas VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process Multivariate volatility models with time-varying correlations Ideal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods.

Download or read book Economics written by Campbell R. McConnell and published by Irwin Professional Publishing. This book was released on 1999 with total page 936 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Webster s New World Medical Dictionary written by and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Webster's New World Medical Dictionary, Third Edition will help you understand and communicate your medical needs when it matters the most. Written by doctors and the experts at WebMD, this edition includes 8500 entries, including 500 new terms, a vitamin appendix, and a companion website to give you access to medical language.

Download or read book The Unstable Shoulder written by Russell F. Warren and published by Lippincott Williams & Wilkins. This book was released on 1999 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Featuring over 500 illustrations--143 in full color--this volume provides definitive guidance on evaluation, repair, and rehabilitation of shoulder instability. Leading experts describe today's most successful surgical and nonsurgical approaches to acute dislocations; recurrent instability; multidirectional instability; instability in throwing athletes; fracture dislocations; dislocations associated with rotator cuff tears; instability following prosthetic arthroplasty; and many other conditions. The comprehensive coverage includes pertinent anatomy, biomechanics, and pathophysiology; diagnostic studies; open and arthroscopic surgical procedures; and innovative techniques such as heat shrinkage of collagen. The contributors guide the clinician through every phase of patient management, from initial presentation to long-term rehabilitation. Their practical advice will help the reader conduct a thorough clinical examination; establish the differential based on the cause of injury; select appropriate diagnostic imaging studies; fine-tune surgical and nonsurgical interventions according to each patient's unique circumstances; and prevent and manage complications. The illustrations include surgical figures, diagrams, radiographs, and endoscopic images.