birkhäuser boston jun 2004 (7 risultati)

Buch. Condizione: Neu. Neuware -Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research focusing on various numerical methods in finance. The contributions cover methodological issues. Genetic Algorithms, Neural Net works, Monte-Carlo methods, Finite Difference Methods, Stochastic Portfolio Opti mization as well as the application of other numerical methods in finance and risk management. As editor, I am grateful to the contributors for their fruitful collaboration. I would particularly like to thankStefan Trueck and Carlo Marinelli for the excellent editorial assistance received over the progress of this project. Thomas Plum did a splendid word-processingjob in preparing the manuscript. lowe much to George Anastassiou (ConsultantEditor, Birkhauser) and Ann Kostant Executive Editor, Mathematics and Physics, Birkhauser for their help and encouragement.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 448 pp. Englisch.

Buch. Condizione: Neu. Neuware -Parametric and semiparametric models are tools with a wide range of applications to reliability, survival analysis, and quality of life. This self-contained volume examines these tools in survey articles written by experts currently working on the development and evaluation of models and methods. While a number of chapters deal with general theory, several explore more specific connections and recent results in 'real-world' reliability theory, survival analysis, and related fields.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 600 pp. Englisch.

Buch. Condizione: Neu. Neuware -This volume explores multiscale methods as applied to various areas of physics and to the relative developments in mathematics. In the last few years, multiscale methods have lead to spectacular progress in our understanding of complex physical systems and have stimulated the development of very refined mathematical techniques. At the same time on the experimental side, equally spectacular progress has been made in developing experimental machinery and techniques to test the foundations of quantum mechanics.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 236 pp. Englisch.

Buch. Condizione: Neu. Neuware - Several well-established geometric and topological methods are used in this work in an application to a beautiful physical phenomenon known as the geometric phase. This book examines the geometric phase, bringing together different physical phenomena under a unified mathematical scheme. The material is presented so that graduate students and researchers in applied mathematics and physics with an understanding of classical and quantum mechanics can handle the text.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors. 452 pp. Englisch.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Parametric and semiparametric models are tools with a wide range of applications to reliability, survival analysis, and quality of life. This self-contained volume examines these tools in survey articles written by experts currently working on the development and evaluation of models and methods. While a number of chapters deal with general theory, several explore more specific connections and recent results in 'real-world' reliability theory, survival analysis,and related fields. Specific topics covered include:\* cancer prognosis using survival forests \* short-term health problems related to air pollution: analysis using semiparametric generalized additive models\* semiparametric models in the studies of aging and longevityThis book will be of use as a reference text for general statisticians, theoreticians, graduate students, reliability engineers, health researchers, and biostatisticians working in applied probability and statistics. 600 pp. Englisch.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the last few years, multiscale methods have lead to spectacular progress in our understanding of complex physical systems and have stimulated the development of very refined mathematical techniques. At the same time on the experimental side, equally spectacular progress has been made in developing experimental machinery and techniques to test the foundations of quantum mechanics. In view of this progress, this volume is very timely; it is the first text totally devoted to multiscale methods as applied to various areas of physics and to the relative developments in mathematics.The book is aimed at mathematical physicists, theoretical physicists, applied mathematicians, and experimental physicists working in such areas as decoherence, quantum information, and quantum optics. 236 pp. Englisch.