Download or read book University of Michigan Official Publication written by and published by UM Libraries. This book was released on 1966 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Pricing Interest Rate Derivatives written by Markus Bouziane and published by Springer Science & Business Media. This book was released on 2008-03-18 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.

Download or read book Numerical Methods in Computational Finance written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2022-03-21 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users. Part A Mathematical Foundation for One-Factor Problems Chapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance. Part B Mathematical Foundation for Two-Factor Problems Chapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks. Part C The Foundations of the Finite Difference Method (FDM) Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes. Part D Advanced Finite Difference Schemes for Two-Factor Problems Chapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail. Part E Test Cases in Computational Finance Chapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems. This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering. More on computational finance and the author’s online courses, see www.datasim.nl.

Download or read book Handbook of the Economics of Finance written by G. Constantinides and published by Elsevier. This book was released on 2003-11-04 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.

Download or read book Biometric Inverse Problems written by Svetlana N. Yanushkevich and published by CRC Press. This book was released on 2018-10-08 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditional methods of biometric analysis are unable to overcome the limitations of existing approaches, mainly due to the lack of standards for input data, privacy concerns involving use and storage of actual biometric data, and unacceptable accuracy. Exploring solutions to inverse problems in biometrics transcends such limits and allows rich analysis of biometric information and systems for improved performance and testing. Although some particular inverse problems appear in the literature, until now there has been no comprehensive reference for these problems. Biometric Inverse Problems provides the first comprehensive treatment of biometric data synthesis and modeling. This groundbreaking reference comprises eight self-contained chapters that cover the principles of biometric inverse problems; basics of data structure design; new automatic synthetic signature, fingerprint, and iris design; synthetic faces and DNA; and new tools for biometrics based on Voronoi diagrams. Based on the authors' vast experience in the field, the book authoritatively examines new approaches and methodologies in both direct and inverse biometrics, providing invaluable analytical and benchmarking tools. The authors include case studies, examples, and implementation codes for practical illustration of the methods. Loaded with approximately 200 figures, 60 problems, 50 MATLAB® code fragments, and 200 examples, Biometric Inverse Problems sets the standard for innovation and authority in biometric data synthesis, modeling, and analysis.

Download or read book Catalogue of the University of Michigan written by University of Michigan and published by . This book was released on 1967 with total page 1084 pages. Available in PDF, EPUB and Kindle. Book excerpt: Announcements for the following year included in some vols.

Download or read book The University of Michigan Dearborn written by University of Michigan--Dearborn and published by . This book was released on 1971 with total page 158 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 1995 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Harmonic Balance for Nonlinear Vibration Problems written by Malte Krack and published by Springer. This book was released on 2019-03-23 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents an introduction to Harmonic Balance for nonlinear vibration problems, covering the theoretical basis, its application to mechanical systems, and its computational implementation. Harmonic Balance is an approximation method for the computation of periodic solutions of nonlinear ordinary and differential-algebraic equations. It outperforms numerical forward integration in terms of computational efficiency often by several orders of magnitude. The method is widely used in the analysis of nonlinear systems, including structures, fluids and electric circuits. The book includes solved exercises which illustrate the advantages of Harmonic Balance over alternative methods as well as its limitations. The target audience primarily comprises graduate and post-graduate students, but the book may also be beneficial for research experts and practitioners in industry.

Download or read book General Register written by University of Michigan and published by . This book was released on 1964 with total page 1196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Announcements for the following year included in some vols.

Download or read book Handbook of Software Solutions for ICME written by Georg J. Schmitz and published by John Wiley & Sons. This book was released on 2016-09-20 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: As one of the results of an ambitious project, this handbook provides a well-structured directory of globally available software tools in the area of Integrated Computational Materials Engineering (ICME). The compilation covers models, software tools, and numerical methods allowing describing electronic, atomistic, and mesoscopic phenomena, which in their combination determine the microstructure and the properties of materials. It reaches out to simulations of component manufacture comprising primary shaping, forming, joining, coating, heat treatment, and machining processes. Models and tools addressing the in-service behavior like fatigue, corrosion, and eventually recycling complete the compilation. An introductory overview is provided for each of these different modelling areas highlighting the relevant phenomena and also discussing the current state for the different simulation approaches. A must-have for researchers, application engineers, and simulation software providers seeking a holistic overview about the current state of the art in a huge variety of modelling topics. This handbook equally serves as a reference manual for academic and commercial software developers and providers, for industrial users of simulation software, and for decision makers seeking to optimize their production by simulations. In view of its sound introductions into the different fields of materials physics, materials chemistry, materials engineering and materials processing it also serves as a tutorial for students in the emerging discipline of ICME, which requires a broad view on things and at least a basic education in adjacent fields.

Download or read book Applications of Intelligent Optimization in Biology and Medicine written by Aboul-Ella Hassanien and published by Springer. This book was released on 2015-07-18 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides updated, in-depth material on the application of intelligent optimization in biology and medicine. The aim of the book is to present solutions to the challenges and problems facing biology and medicine applications. This Volume comprises of 13 chapters, including an overview chapter, providing an up-to-date and state-of-the research on the application of intelligent optimization for bioinformatics applications, DNA based Steganography, a modified Particle Swarm Optimization Algorithm for Solving Capacitated Maximal Covering Location Problem in Healthcare Systems, Optimization Methods for Medical Image Super Resolution Reconstruction and breast cancer classification. Moreover, some chapters that describe several bio-inspired approaches in MEDLINE Text Mining, DNA-Binding Proteins and Classes, Optimized Tumor Breast Cancer Classification using Combining Random Subspace and Static Classifiers Selection Paradigms, and Dental Image Registration. The book will be a useful compendium for a broad range of readers—from students of undergraduate to postgraduate levels and also for researchers, professionals, etc.—who wish to enrich their knowledge on Intelligent Optimization in Biology and Medicine and applications with one single book.

Download or read book Handbook of Research on Natural Computing for Optimization Problems written by Mandal, Jyotsna Kumar and published by IGI Global. This book was released on 2016-05-25 with total page 1199 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nature-inspired computation is an interdisciplinary topic area that connects the natural sciences to computer science. Since natural computing is utilized in a variety of disciplines, it is imperative to research its capabilities in solving optimization issues. The Handbook of Research on Natural Computing for Optimization Problems discusses nascent optimization procedures in nature-inspired computation and the innovative tools and techniques being utilized in the field. Highlighting empirical research and best practices concerning various optimization issues, this publication is a comprehensive reference for researchers, academicians, students, scientists, and technology developers interested in a multidisciplinary perspective on natural computational systems.

Download or read book Biomedical Engineering Handbook 2 written by Joseph D. Bronzino and published by Springer Science & Business Media. This book was released on 2000-02-15 with total page 1528 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Techniques in Finance written by Ales Cerný and published by Princeton University Press. This book was released on 2009-07-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter

Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1974 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Mathematics of Urban Morphology written by Luca D'Acci and published by Springer. This book was released on 2019-03-23 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume provides an essential resource for urban morphology, the study of urban forms and structures, offering a much-needed mathematical perspective. Experts on a variety of mathematical modeling techniques provide new insights into specific aspects of the field, such as street networks, sustainability, and urban growth. The chapters collected here make a clear case for the importance of tools and methods to understand, model, and simulate the formation and evolution of cities. The chapters cover a wide variety of topics in urban morphology, and are conveniently organized by their mathematical principles. The first part covers fractals and focuses on how self-similar structures sort themselves out through competition. This is followed by a section on cellular automata, and includes chapters exploring how they generate fractal forms. Networks are the focus of the third part, which includes street networks and other forms as well. Chapters that examine complexity and its relation to urban structures are in part four.The fifth part introduces a variety of other quantitative models that can be used to study urban morphology. In the book’s final section, a series of multidisciplinary commentaries offers readers new ways of looking at the relationship between mathematics and urban forms. Being the first book on this topic, Mathematics of Urban Morphology will be an invaluable resource for applied mathematicians and anyone studying urban morphology. Additionally, anyone who is interested in cities from the angle of economics, sociology, architecture, or geography will also find it useful. "This book provides a useful perspective on the state of the art with respect to urban morphology in general and mathematics as tools and frames to disentangle the ideas that pervade arguments about form and function in particular. There is much to absorb in the pages that follow and there are many pointers to ways in which these ideas can be linked to related theories of cities, urban design and urban policy analysis as well as new movements such as the role of computation in cities and the idea of the smart city. Much food for thought. Read on, digest, enjoy." From the foreword by Michael Batty