Introduction to Stochastic Calculus with Applications PDF Download
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Author: Fima C. Klebaner
Publisher: Imperial College Press
ISBN: 1860945554
Category : Mathematics
Languages : en
Pages : 431
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Book Description
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Author: Fima C. Klebaner
Publisher: Imperial College Press
ISBN: 1860945554
Category : Mathematics
Languages : en
Pages : 431
Get Book Here
Book Description
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Author: Adam Smith
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 522
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Book Description
Author: Ariel Fiszbein
Publisher: World Bank Publications
ISBN: 0821373536
Category : Business & Economics
Languages : en
Pages : 384
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Book Description
Conditional Cash Transfer (CCT) programs aim to reduce poverty by making welfare programs conditional upon the receivers' actions. That is, the government only transfers the money to persons who meet certain criteria. These criteria may include enrolling children into public schools, getting regular check-ups at the doctor's office, receiving vaccinations, or the like. They have been hailed as a way of reducing inequality and helping households break out of a vicious cycle whereby poverty is transmitted from one generation to another. Do these and other claims make sense? Are they supported by the available empirical evidence? This volume seeks to answer these and other related questions. Specifically, it lays out a conceptual framework for thinking about the economic rationale for CCTs; it reviews the very rich evidence that has accumulated on CCTs; it discusses how the conceptual framework and the evidence on impacts should inform the design of CCT programs in practice; and it discusses how CCTs fit in the context of broader social policies. The authors show that there is considerable evidence that CCTs have improved the lives of poor people and argue that conditional cash transfers have been an effective way of redistributing income to the poor. They also recognize that even the best-designed and managed CCT cannot fulfill all of the needs of a comprehensive social protection system. They therefore need to be complemented with other interventions, such as workfare or employment programs, and social pensions.
Author: Shirley Sahrmann
Publisher: Elsevier Health Sciences
ISBN: 0323083781
Category : Medical
Languages : en
Pages : 746
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Book Description
Extensively illustrated and evidence based, Movement System Impairment Syndromes of the Extremities, Cervical and Thoracic Spines helps you effectively diagnose and manage musculoskeletal pain. It discusses diagnostic categories and their associated muscle and movement imbalances, and makes recommendations for treatment. Also covered is the examination itself, plus exercise principles, specific corrective exercises, and the modification of functional activities. Case studies provide examples of clinical reasoning, and a companion Evolve website includes video clips of tests and procedures. Written and edited by the leading experts on muscle and movement, Shirley Sahrmann and associates, this book is a companion to the popular Diagnosis and Treatment of Movement Impairment Syndromes. - An organized and structured method helps you make sound decisions in analyzing the mechanical cause of movement impairment syndromes, determining the contributing factors, and planning a strategy for management. - Detailed, yet clear explanations of examination, exercise principles, specific corrective exercises, and modification of functional activities for case management provide the tools you need to identify movement imbalances, establish the relevant diagnosis, and develop the corrective exercise prescription. - Case studies illustrate the clinical reasoning used in managing musculoskeletal pain. - Evidence-based research supports the procedures covered in the text. - Over 360 full-color illustrations -- plus tables and summary boxes -- highlight essential concepts and procedures. - A companion Evolve website includes video clips demonstrating the tests and procedures and printable grids from the book.
Author: Marito Garcia
Publisher: World Bank Publications
ISBN: 0821388983
Category : Business & Economics
Languages : en
Pages : 441
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Book Description
This book provides in-depth descriptions and analysis of how cash transfer programs have evolved and been used in Sub-Saharan Africa since 2000. The analysis focuses on program features and implementation, but it also highlights political economy issues and current knowledge gaps.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Preface INTRODUCTION HISTORY OF MICROBIOLOGY EVOLUTION OF MICROORGANISM CLASSIFICATION OF MICROORGANISM NOMENCLATURE AND BERGEY'S MANUAL BACTERIA VIRUSES BACTERIAL VIRUSES PLANT VIRUSES THE ANIMAL VIRUSES ARCHAEA MYCOPLASMA PHYTOPLASMA GENERAL ACCOUNT OF CYANOBACTERIA GRAM -ve BACTERIA GRAM +ve BACTERIA EUKARYOTA APPENDIX-1 Prokaryotes Notable for their Environmental Significance APPENDIX-2 Medically Important Chemoorganotrophs APPENDIX-3 Terms Used to Describe Microorganisms According to Their Metabolic Capabilities QUESTIONS Short & Essay Type Questions; Multiple Choice Questions INDEX.
Author: Freedom House
Publisher: Rowman & Littlefield Publishers
ISBN: 9781442217942
Category : Civil rights
Languages : en
Pages : 0
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Book Description
A survey of the state of human freedom around the world investigates such crucial indicators as the status of civil and political liberties and provides individual country reports.
Author: Russell F. Warren
Publisher: Lippincott Williams & Wilkins
ISBN:
Category : Medical
Languages : en
Pages : 520
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Book Description
Featuring over 500 illustrations--143 in full color--this volume provides definitive guidance on evaluation, repair, and rehabilitation of shoulder instability. Leading experts describe today's most successful surgical and nonsurgical approaches to acute dislocations; recurrent instability; multidirectional instability; instability in throwing athletes; fracture dislocations; dislocations associated with rotator cuff tears; instability following prosthetic arthroplasty; and many other conditions. The comprehensive coverage includes pertinent anatomy, biomechanics, and pathophysiology; diagnostic studies; open and arthroscopic surgical procedures; and innovative techniques such as heat shrinkage of collagen. The contributors guide the clinician through every phase of patient management, from initial presentation to long-term rehabilitation. Their practical advice will help the reader conduct a thorough clinical examination; establish the differential based on the cause of injury; select appropriate diagnostic imaging studies; fine-tune surgical and nonsurgical interventions according to each patient's unique circumstances; and prevent and manage complications. The illustrations include surgical figures, diagrams, radiographs, and endoscopic images.
Author: Freeman Miller
Publisher: JHU Press
ISBN: 0801883547
Category : Health & Fitness
Languages : en
Pages : 548
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Book Description
When a child has a health problem, parents want answers. But when a child has cerebral palsy, the answers don't come quickly. A diagnosis of this complex group of chronic conditions affecting movement and coordination is difficult to make and is typically delayed until the child is eighteen months old. Although the condition may be mild or severe, even general predictions about long-term prognosis seldom come before the child's second birthday. Written by a team of experts associated with the Cerebral Palsy Program at the Alfred I. duPont Hospital for Children, this authoritative resource provides parents and families with vital information that can help them cope with uncertainty. Thoroughly updated and revised to incorporate the latest medical advances, the second edition is a comprehensive guide to cerebral palsy. The book is organized into three parts. In the first, the authors describe specific patterns of involvement (hemiplegia, diplegia, quadriplegia), explain the medical and psychosocial implications of these conditions, and tell parents how to be effective advocates for their child. In the second part, the authors provide a wealth of practical advice about caregiving from nutrition to mobility. Part three features an extensive alphabetically arranged encyclopedia that defines and describes medical terms and diagnoses, medical and surgical procedures, and orthopedic and other assistive devices. Also included are lists of resources and recommended reading.
Author: Victor Eijkhout
Publisher:
ISBN: 9781365873256
Category :
Languages : en
Pages : 322
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Book Description
This is a reference work for the TeX typesetting language. It is valuable for people who want to write LaTeX macros and other customizations of TeX.
