Advanced Mathematical Methods

Author: Adam Ostaszewski

Publisher: Cambridge University Press

ISBN: 9780521289641

Category: Mathematics

Page: 545

View: 5649

This text is a self-contained second course on mathematical methods dealing with topics in linear algebra and multivariate calculus that can be applied to statistics.

Advanced Mathematical Methods for Finance

Author: Giulia Di Nunno,Bernt Øksendal

Publisher: Springer Science & Business Media

ISBN: 9783642184123

Category: Mathematics

Page: 536

View: 4607

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

British Book News

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Subject Guide to Books in Print

An Index to the Publishers' Trade List Annual

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Category: American literature

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Mathematik

Author: Timothy Gowers

Publisher: N.A

ISBN: 9783150187067

Category:

Page: 207

View: 7323

Advanced Mathematical Tools for Control Engineers: Volume 1

Deterministic Systems

Author: Alex Poznyak

Publisher: Elsevier

ISBN: 9780080556109

Category: Technology & Engineering

Page: 808

View: 4521

Advanced Mathematical Tools for Control Engineers: Volume 1 provides a blend of Matrix and Linear Algebra Theory, Analysis, Differential Equations, Optimization, Optimal and Robust Control. It contains an advanced mathematical tool which serves as a fundamental basis for both instructors and students who study or actively work in Modern Automatic Control or in its applications. It is includes proofs of all theorems and contains many examples with solutions. It is written for researchers, engineers, and advanced students who wish to increase their familiarity with different topics of modern and classical mathematics related to System and Automatic Control Theories. Provides comprehensive theory of matrices, real, complex and functional analysis Provides practical examples of modern optimization methods that can be effectively used in variety of real-world applications Contains worked proofs of all theorems and propositions presented

Mathematical Analysis for Economists

Author: R. G. D. Allen

Publisher: READ BOOKS

ISBN: 9781443725224

Category: Mathematics

Page: 572

View: 2407

MATHEMATICAL ANALYSIS FOR ECONOMISTS by R. G. D. ALLEN. Originally published in 1937. FOREWORD; THIS book, which is based on a series of lectures given at the London School of Economics annually since 1931, aims at providing a course of pure mathematics developed in the directions most useful to students of economics. At each stage the mathematical methods described are used in the elucidation of problems of economic theory. Illustrative examples are added to all chapters and it is hoped that the reader, in solving them, will become familiar with the mathematical tools and with their applications to concrete economic problems. The method of treatment rules out any attempt at a systematic development of mathematical economic theory but the essentials of such a theory are to be found either in the text or in the examples. I hope that the book will be useful to readers of different types. The earlier chapters are intended primarily for the student with no mathematical equipment other than that obtained, possibly many years ago, from a matriculation course. Such a student may need to accustom himself to the application of the elementary methods before proceeding to the more powerful processes described in the later chapters. The more advanced reader may use the early sections for purposes of revision and pass on quickly to the later work. The experienced mathematical economist may find the book as a whole of service for reference and discover new points in some of the chapters. I have received helpful advice and criticism from many mathe maticians and economists. I am particularly indebted to Professor A. L. Bowley and to Dr. J. Marschak and the book includes numerous modifications made as a result of their suggestions on reading the original manuscript. I am also indebted to Mr. G. J. Nash who has read the proofs and has detected a number of slips in my construction of the examples. R. G. D. ALLEN THE LONDON SCHOOL OF ECONOMICS October, 1937. Contents include: FOREWORD ----------v A SHORT BIBLIOGRAPHY - ..... xiv THE USE OF GREEK LETTERS IN MATHEMATICAL ANALYSIS - - ...... xvi I. NUMBERS AND VARIABLES -------1 1.1 Introduction ---------1 1.2 Numbers of various types ------3 1.3 The real number system -------6 1.4 Continuous and discontinuous variables ... - 7 1.5 Quantities and their measurement ..... 9 1.0 Units of measurement - - - - - - - 13 1.7 Derived quantities - - - - - - - - 14 1.8 The location of points in space - - - - - 1G 1.9 Va viable points and their co-ordinates 20 EXAMPLES 1 The measurement of quantities graphical methods ---------23 . JpOJ ACTIONS AND THEIR DIAGRAMMATIC REPRESENTATION 28 2.1 Definition and examples of functions 28 2.2 The graphs of functions - - - - - - - 32 2.3 Functions and curves - - - - - - - 3 5 2.4 Classification of functions - - - - - - 38 2.5 Function types - - - - - - - - 41 2.6 The symbolic representation of functions of any form - 45 2.7 The diagrammatic method - - - - - - 48 2.8 The solution of equations in one variable 50 2.9 Simultaneous equations in two variables 54 EXAMPLES II Functions and graphs the solutionjof equa- tions ......... 57 III. ELEMENTARY ANALYTICAL GEOMETRY 61 3.1 Introduction ......... 61 3.2 The gradient of a straight line ..... 03 3.3 The equation of a straight line - - - 66 viii CONTENTS CHAP. 3.4 The parabola 09 3.5 The rectangular hyperbola - - - - - - 72 3.6 The circle 75 3.7 Curve classes and curve systems . - ... 76 3.8 An economic problem in analytical geometry 80 EXAMPLES III--The straight line curves and curve systems 82 IV...

Books in Print Supplement

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Includes authors, titles, subjects.

Foundations of Mathematical Economics

Author: Michael Carter

Publisher: MIT Press

ISBN: 9780262531924

Category: Business & Economics

Page: 649

View: 1190

An economics-focused introduction to the mathematical foundations of the field.

Books in Print

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Publisher: N.A

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Category: American literature

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Calendar

Author: London School of Economics and Political Science

Publisher: N.A

ISBN: N.A

Category:

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Erfahrung Mathematik

Author: P.J. Davis,R. Hersh

Publisher: Springer-Verlag

ISBN: 3034850409

Category: Science

Page: 466

View: 5043

ie ältesten uns bekannten mathematischen Schriftta D feln stammen aus der Zeit um 2400 v. ehr. ; aber wir dürfen davon ausgehen, daß das Bedürfnis, Mathematik zu schaffen, ein Ausdruck der menschlichen Zivilisation an sich ist. In vier bis fünf Jahrtausenden hat sich ein gewalti ges System von Praktiken und Begriffen - die Mathematik herangebildet, die in vielfältiger Weise mit unserem Alltag verknüpft ist. Was ist Mathematik? Was bedeutet sie? Wo mit befaßt sie sich? Was sind ihre Methoden? Wie wird sie geschaffen und benützt? Wo ist ihr Platz in der Vielgestalt der menschlichen Erfahrung? Welchen Nutzen bringt sie? Was für Schaden richtet sie an? Welches Gewicht kommt ihr zu? Diese schwierigen Fragen werden noch zusätzlich kompliziert durch die Fülle des Materials und die weitver zweigten Querverbindungen, die es dem einzelnen verun möglichen, alles zu begreifen, geschweige denn, es in seiner Gesamtheit zu erfassen und zwischen den Deckeln eines normalen Buches unterzubringen. Um von dieser Material fülle nicht erdrückt zu werden, haben sich die Autoren für eine andere Betrachtungsweise entschieden. Die Mathema tik ist seit Tausenden von Jahren ein Feld menschlicher Ak tivität. In begrenztem Rahmen ist jeder von uns ein Mathe matiker und betreibt bewußt Mathematik, wenn er zum Beispiel auf dem Markt einkauft, Tapeten ausmißt oder ei nen Keramiktopf mit einem regelmäßigen Muster verziert. In bescheidenem Ausmaß versucht sich auch jeder von uns als mathematischer Denker. Schon mit dem Ausruf «Aber Zahlen lügen nicht!» befinden wir uns in der Gesellschaft von Plato oder Lakatos.

Mathematik für Ökonomen

Grundlagen, Methoden und Anwendungen

Author: Alpha C. Chiang,Kevin Wainwright,Harald Nitsch

Publisher: Vahlen

ISBN: 3800645122

Category: Business & Economics

Page: 476

View: 8568

Klar und verständlich: Mathematik für Ökonomen. Für viele Studierende der BWL und VWL hat die Mathematik eine ähnliche Anziehungskraft wie bittere Medizin notwendig, aber extrem unangenehm. Das muss nicht sein. Mit diesem Buch gelingt es jedem, die Methoden zu erlernen. Anhand konkreter ökonomischer Anwendungen wird die Mathematik sehr anschaulich erklärt. Schnelle Lernerfolge Von der Wiederholung des Abiturwissens bis zum Niveau aktueller ökonomischer Lehrbücher wird Schritt für Schritt vorgegangen und alle wichtigen Bereiche der Mathematik systematisch erklärt. Der Lernerfolg stellt sich schnell ein: die klare und ausführliche Darstellung sowie die graphische Unterstützung machen es möglich.

Handbook of Granular Computing

Author: Witold Pedrycz,Andrzej Skowron,Vladik Kreinovich

Publisher: John Wiley & Sons

ISBN: 0470724153

Category: Technology & Engineering

Page: 1148

View: 3646

Although the notion is a relatively recent one, the notions and principles of Granular Computing (GrC) have appeared in a different guise in many related fields including granularity in Artificial Intelligence, interval computing, cluster analysis, quotient space theory and many others. Recent years have witnessed a renewed and expanding interest in the topic as it begins to play a key role in bioinformatics, e-commerce, machine learning, security, data mining and wireless mobile computing when it comes to the issues of effectiveness, robustness and uncertainty. The Handbook of Granular Computing offers a comprehensive reference source for the granular computing community, edited by and with contributions from leading experts in the field. Includes chapters covering the foundations of granular computing, interval analysis and fuzzy set theory; hybrid methods and models of granular computing; and applications and case studies. Divided into 5 sections: Preliminaries, Fundamentals, Methodology and Algorithms, Development of Hybrid Models and Applications and Case Studies. Presents the flow of ideas in a systematic, well-organized manner, starting with the concepts and motivation and proceeding to detailed design that materializes in specific algorithms, applications and case studies. Provides the reader with a self-contained reference that includes all pre-requisite knowledge, augmented with step-by-step explanations of more advanced concepts. The Handbook of Granular Computing represents a significant and valuable contribution to the literature and will appeal to a broad audience including researchers, students and practitioners in the fields of Computational Intelligence, pattern recognition, fuzzy sets and neural networks, system modelling, operations research and bioinformatics.

Discrete-time Asset Pricing Models in Applied Stochastic Finance

Author: P. C. G. Vassiliou

Publisher: John Wiley & Sons

ISBN: 1118618661

Category: Mathematics

Page: 416

View: 611

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk. These two volumes aim to provide a foundation course on applied stochastic finance. They are designed for three groups of readers: firstly, students of various backgrounds seeking a core knowledge on the subject of stochastic finance; secondly financial analysts and practitioners in the investment, banking and insurance industries; and finally other professionals who are interested in learning advanced mathematical and stochastic methods, which are basic knowledge in many areas, through finance. Volume 1 starts with the introduction of the basic financial instruments and the fundamental principles of financial modeling and arbitrage valuation of derivatives. Next, we use the discrete-time binomial model to introduce all relevant concepts. The mathematical simplicity of the binomial model also provides us with the opportunity to introduce and discuss in depth concepts such as conditional expectations and martingales in discrete time. However, we do not expand beyond the needs of the stochastic finance framework. Numerous examples, each highlighted and isolated from the text for easy reference and identification, are included. The book concludes with the use of the binomial model to introduce interest rate models and the use of the Markov chain model to introduce credit risk. This volume is designed in such a way that, among other uses, makes it useful as an undergraduate course.

Postgrad

Author: Brenda Radcliffe,Lynne Massey

Publisher: N.A

ISBN: N.A

Category: Universities and colleges

Page: 1560

View: 3651

Linear Algebra: Concepts and Methods

Author: Martin Anthony,Michele Harvey

Publisher: Cambridge University Press

ISBN: 0521279488

Category: Mathematics

Page: 516

View: 7335

Any student of linear algebra will welcome this textbook, which provides a thorough treatment of this key topic. Blending practice and theory, the book enables the reader to learn and comprehend the standard methods, with an emphasis on understanding how they actually work. At every stage, the authors are careful to ensure that the discussion is no more complicated or abstract than it needs to be, and focuses on the fundamental topics. The book is ideal as a course text or for self-study. Instructors can draw on the many examples and exercises to supplement their own assignments. End-of-chapter sections summarise the material to help students consolidate their learning as they progress through the book.