A Benchmark Approach to Quantitative Finance

A Benchmark Approach to Quantitative Finance PDF

Author: Eckhard Platen

Publisher: Springer Science & Business Media

Published: 2006-10-28

Total Pages: 704

ISBN-13: 3540478566

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A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives.

A Beginner's Guide to Graph Theory

A Beginner's Guide to Graph Theory PDF

Author: W.D. Wallis

Publisher: Springer Science & Business Media

Published: 2010-05-05

Total Pages: 266

ISBN-13: 0817645802

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Concisely written, gentle introduction to graph theory suitable as a textbook or for self-study Graph-theoretic applications from diverse fields (computer science, engineering, chemistry, management science) 2nd ed. includes new chapters on labeling and communications networks and small worlds, as well as expanded beginner's material Many additional changes, improvements, and corrections resulting from classroom use

A Brief History of Computing

A Brief History of Computing PDF

Author: Gerard O'Regan

Publisher: Springer Science & Business Media

Published: 2012-03-05

Total Pages: 284

ISBN-13: 144712359X

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This lively and fascinating text traces the key developments in computation – from 3000 B.C. to the present day – in an easy-to-follow and concise manner. Topics and features: ideal for self-study, offering many pedagogical features such as chapter-opening key topics, chapter introductions and summaries, exercises, and a glossary; presents detailed information on major figures in computing, such as Boole, Babbage, Shannon, Turing, Zuse and Von Neumann; reviews the history of software engineering and of programming languages, including syntax and semantics; discusses the progress of artificial intelligence, with extension to such key disciplines as philosophy, psychology, linguistics, neural networks and cybernetics; examines the impact on society of the introduction of the personal computer, the World Wide Web, and the development of mobile phone technology; follows the evolution of a number of major technology companies, including IBM, Microsoft and Apple.

A Computational Differential Geometry Approach to Grid Generation

A Computational Differential Geometry Approach to Grid Generation PDF

Author: Vladimir D. Liseikin

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 274

ISBN-13: 3662054159

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The process of breaking up a physical domain into smaller sub-domains, known as meshing, facilitates the numerical solution of partial differential equations used to simulate physical systems. In an updated and expanded Second Edition, this monograph gives a detailed treatment based on the numerical solution of inverted Beltramian and diffusion equations with respect to monitor metrics for generating both structured and unstructured grids in domains and on surfaces.

A First Course in Differential Equations

A First Course in Differential Equations PDF

Author: J. David Logan

Publisher: Springer Science & Business Media

Published: 2006-05-20

Total Pages: 297

ISBN-13: 0387299300

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Therearemanyexcellenttextsonelementarydi?erentialequationsdesignedfor the standard sophomore course. However, in spite of the fact that most courses are one semester in length, the texts have evolved into calculus-like pres- tations that include a large collection of methods and applications, packaged with student manuals, and Web-based notes, projects, and supplements. All of this comes in several hundred pages of text with busy formats. Most students do not have the time or desire to read voluminous texts and explore internet supplements. The format of this di?erential equations book is di?erent; it is a one-semester, brief treatment of the basic ideas, models, and solution methods. Itslimitedcoverageplacesitsomewherebetweenanoutlineandadetailedte- book. I have tried to write concisely, to the point, and in plain language. Many worked examples and exercises are included. A student who works through this primer will have the tools to go to the next level in applying di?erential eq- tions to problems in engineering, science, and applied mathematics. It can give some instructors, who want more concise coverage, an alternative to existing texts.