Fractional Calculus and Fractional Processes with Applications to Financial Economics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Fractional Calculus and Fractional Processes with Applications to Financial Economics PDF full book. Access full book title Fractional Calculus and Fractional Processes with Applications to Financial Economics by Hasan A. Fallahgoul. Download full books in PDF and EPUB format.
Author: Hasan A. Fallahgoul
Publisher:
ISBN:
Category : Fractional calculus
Languages : en
Pages : 0
Get Book Here
Book Description
Author: Hasan A. Fallahgoul
Publisher:
ISBN:
Category : Fractional calculus
Languages : en
Pages : 0
Get Book Here
Book Description
Author: Hasan Fallahgoul
Publisher: Academic Press
ISBN: 0128042842
Category : Mathematics
Languages : en
Pages : 120
Get Book Here
Book Description
Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. In this book, the authors discuss how fractional calculus and fractional processes are used in financial modelling and finance economic theory. It provides a practical guide that can be useful for students, researchers, and quantitative asset and risk managers interested in applying fractional calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization. - Provides the necessary background for the book's content as applied to financial economics - Analyzes the application of fractional calculus and fractional processes from deterministic and stochastic perspectives
Author: Vasily E. Tarasov
Publisher: MDPI
ISBN: 303936118X
Category : Business & Economics
Languages : en
Pages : 278
Get Book Here
Book Description
This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
Author: Anatoly Kochubei
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110571625
Category : Mathematics
Languages : en
Pages : 490
Get Book Here
Book Description
This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first volume collects authoritative chapters covering the mathematical theory of fractional calculus, including fractional-order operators, integral transforms and equations, special functions, calculus of variations, and probabilistic and other aspects.
Author: Francesco Mainardi
Publisher: World Scientific
ISBN: 1783264004
Category : Mathematics
Languages : en
Pages : 626
Get Book Here
Book Description
Fractional Calculus and Waves in Linear Viscoelasticity (Second Edition) is a self-contained treatment of the mathematical theory of linear (uni-axial) viscoelasticity (constitutive equation and waves) with particular regard to models based on fractional calculus. It serves as a general introduction to the above-mentioned areas of mathematical modeling. The explanations in the book are detailed enough to capture the interest of the curious reader, and complete enough to provide the necessary background material needed to delve further into the subject and explore the research literature. In particular the relevant role played by some special functions is pointed out along with their visualization through plots. Graphics are extensively used in the book and a large general bibliography is included at the end.This new edition keeps the structure of the first edition but each chapter has been revised and expanded, and new additions include a novel appendix on complete monotonic and Bernstein functions that are known to play a fundamental role in linear viscoelasticity.This book is suitable for engineers, graduate students and researchers interested in fractional calculus and continuum mechanics.
Author: Dumitru Bǎleanu
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110571927
Category : Mathematics
Languages : en
Pages : 292
Get Book Here
Book Description
This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This eighth volume collects authoritative chapters covering several applications of fractional calculus in engineering, life and social sciences, including applications in signal and image analysis, and chaos.
Author: Bashir Ahmad
Publisher: Springer Nature
ISBN: 3031625137
Category :
Languages : en
Pages : 597
Get Book Here
Book Description
Author: Snezhana Hristova
Publisher: MDPI
ISBN: 303650074X
Category : Mathematics
Languages : en
Pages : 190
Get Book Here
Book Description
During the past decades, the subject of calculus of integrals and derivatives of any arbitrary real or complex order has gained considerable popularity and impact. This is mainly due to its demonstrated applications in numerous seemingly diverse and widespread fields of science and engineering. In connection with this, great importance is attached to the publication of results that focus on recent and novel developments in the theory of any types of differential and fractional differential equation and inclusions, especially covering analytical and numerical research for such kinds of equations. This book is a compilation of articles from a Special Issue of Mathematics devoted to the topic of “Recent Investigations of Differential and Fractional Equations and Inclusions”. It contains some theoretical works and approximate methods in fractional differential equations and inclusions as well as fuzzy integrodifferential equations. Many of the papers were supported by the Bulgarian National Science Fund under Project KP-06-N32/7. Overall, the volume is an excellent witness of the relevance of the theory of fractional differential equations.
Author: H. M. Srivastava
Publisher: MDPI
ISBN: 303921618X
Category : Technology & Engineering
Languages : en
Pages : 510
Get Book Here
Book Description
Researches and investigations involving the theory and applications of integral transforms and operational calculus are remarkably wide-spread in many diverse areas of the mathematical, physical, chemical, engineering and statistical sciences. This Special Issue contains a total of 36 carefully-selected and peer-reviewed articles which are authored by established researchers from many countries. Included in this Special Issue are review, expository and original research articles dealing with the recent advances on the topics of integral transforms and operational calculus as well as their multidisciplinary applications
Author: P. V. Subrahmanyam
Publisher: Springer Nature
ISBN: 9811970149
Category : Mathematics
Languages : en
Pages : 225
Get Book Here
Book Description
This book contains select papers on mathematical analysis and modeling, discrete mathematics, fuzzy sets, and soft computing. All the papers were presented at the international conference on FIM28-SCMSPS20 virtually held at Sri Sivasubramaniya Nadar (SSN) College of Engineering, Chennai, India, and Stella Maris College (Autonomous), Chennai, from November 23–27, 2020. The conference was jointly held with the support of the Forum for Interdisciplinary Mathematics. Both the invited articles and submitted papers were broadly grouped under three heads: Part 1 on analysis and modeling (six chapters), Part 2 on discrete mathematics and applications (six chapters), and Part 3 on fuzzy sets and soft computing (three chapters).
