Author:
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 56
Book Description
Computer Codes and Mathematical Models
Author:
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 56
Book Description
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 56
Book Description
Computer Codes and Mathematical Models
Author: U.S. Nuclear Regulatory Commission. Division of Technical Information and Document Control
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 62
Book Description
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 62
Book Description
Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes
Author: Cornelis W Oosterlee
Publisher: World Scientific
ISBN: 1786347962
Category : Business & Economics
Languages : en
Pages : 1310
Book Description
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material:Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact [email protected].
Publisher: World Scientific
ISBN: 1786347962
Category : Business & Economics
Languages : en
Pages : 1310
Book Description
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material:Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact [email protected].
Computer Codes and Mathematical Models
Author: U.S. Nuclear Regulatory Commission
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
An Introduction to Mathematical Modeling
Author: Edward A. Bender
Publisher: Courier Corporation
ISBN: 0486137120
Category : Mathematics
Languages : en
Pages : 273
Book Description
Employing a practical, "learn by doing" approach, this first-rate text fosters the development of the skills beyond the pure mathematics needed to set up and manipulate mathematical models. The author draws on a diversity of fields — including science, engineering, and operations research — to provide over 100 reality-based examples. Students learn from the examples by applying mathematical methods to formulate, analyze, and criticize models. Extensive documentation, consisting of over 150 references, supplements the models, encouraging further research on models of particular interest. The lively and accessible text requires only minimal scientific background. Designed for senior college or beginning graduate-level students, it assumes only elementary calculus and basic probability theory for the first part, and ordinary differential equations and continuous probability for the second section. All problems require students to study and create models, encouraging their active participation rather than a mechanical approach. Beyond the classroom, this volume will prove interesting and rewarding to anyone concerned with the development of mathematical models or the application of modeling to problem solving in a wide array of applications.
Publisher: Courier Corporation
ISBN: 0486137120
Category : Mathematics
Languages : en
Pages : 273
Book Description
Employing a practical, "learn by doing" approach, this first-rate text fosters the development of the skills beyond the pure mathematics needed to set up and manipulate mathematical models. The author draws on a diversity of fields — including science, engineering, and operations research — to provide over 100 reality-based examples. Students learn from the examples by applying mathematical methods to formulate, analyze, and criticize models. Extensive documentation, consisting of over 150 references, supplements the models, encouraging further research on models of particular interest. The lively and accessible text requires only minimal scientific background. Designed for senior college or beginning graduate-level students, it assumes only elementary calculus and basic probability theory for the first part, and ordinary differential equations and continuous probability for the second section. All problems require students to study and create models, encouraging their active participation rather than a mechanical approach. Beyond the classroom, this volume will prove interesting and rewarding to anyone concerned with the development of mathematical models or the application of modeling to problem solving in a wide array of applications.
Mathematical Modeling and Computer Simulation
Author: Daniel P. Maki
Publisher: Cengage Learning
ISBN:
Category : Computers
Languages : en
Pages : 312
Book Description
Daniel Maki and Maynard Thompson provide a conceptual framework for the process of building and using mathematical models, illustrating the uses of mathematical and computer models in a variety of situations.
Publisher: Cengage Learning
ISBN:
Category : Computers
Languages : en
Pages : 312
Book Description
Daniel Maki and Maynard Thompson provide a conceptual framework for the process of building and using mathematical models, illustrating the uses of mathematical and computer models in a variety of situations.
Computer Codes and Mathematical Models
Author: U.S. Nuclear Regulatory Commission. Division of Technical Information and Document Control. U.S. Nuclear Regulatory Commission. Division of Information Support Services. U.S. Nuclear Regulatory Commission. End-User Support Services Branch
Publisher:
ISBN:
Category : Computerized simulation
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category : Computerized simulation
Languages : en
Pages :
Book Description
Mathematical Modelling Techniques
Author: Rutherford Aris
Publisher: Courier Corporation
ISBN: 9780486681313
Category : Technology & Engineering
Languages : en
Pages : 300
Book Description
"Engaging, elegantly written." — Applied Mathematical Modelling. A distinguished theoretical chemist and engineer discusses the types of models — finite, statistical, stochastic, and more — as well as how to formulate and manipulate them for best results. Filled with numerous examples, the book includes three appendices offering further examples treated in more detail.
Publisher: Courier Corporation
ISBN: 9780486681313
Category : Technology & Engineering
Languages : en
Pages : 300
Book Description
"Engaging, elegantly written." — Applied Mathematical Modelling. A distinguished theoretical chemist and engineer discusses the types of models — finite, statistical, stochastic, and more — as well as how to formulate and manipulate them for best results. Filled with numerous examples, the book includes three appendices offering further examples treated in more detail.
Introduction to Mathematical Modeling and Computer Simulations
Author: Vladimir Mityushev
Publisher: CRC Press
ISBN: 1351998757
Category : Mathematics
Languages : en
Pages : 202
Book Description
Introduction to Mathematical Modeling and Computer Simulations is written as a textbook for readers who want to understand the main principles of Modeling and Simulations in settings that are important for the applications, without using the profound mathematical tools required by most advanced texts. It can be particularly useful for applied mathematicians and engineers who are just beginning their careers. The goal of this book is to outline Mathematical Modeling using simple mathematical descriptions, making it accessible for first- and second-year students.
Publisher: CRC Press
ISBN: 1351998757
Category : Mathematics
Languages : en
Pages : 202
Book Description
Introduction to Mathematical Modeling and Computer Simulations is written as a textbook for readers who want to understand the main principles of Modeling and Simulations in settings that are important for the applications, without using the profound mathematical tools required by most advanced texts. It can be particularly useful for applied mathematicians and engineers who are just beginning their careers. The goal of this book is to outline Mathematical Modeling using simple mathematical descriptions, making it accessible for first- and second-year students.
Computer Codes and Mathematical Models, NUREG/BR-0083, Vol. 10, United States Regulatory Commission, August 1995
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description