Computer Codes and Mathematical Models PDF Download
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Author:
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 56
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Book Description
Author:
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 56
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Book Description
Author: U.S. Nuclear Regulatory Commission. Division of Technical Information and Document Control
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 62
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Book Description
Author: Cornelis W Oosterlee
Publisher: World Scientific
ISBN: 1786347962
Category : Business & Economics
Languages : en
Pages : 1310
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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.
Author: Vladimir Mityushev
Publisher: CRC Press
ISBN: 1351998757
Category : Mathematics
Languages : en
Pages : 202
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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.
Author: Daniel P. Maki
Publisher: Cengage Learning
ISBN:
Category : Computers
Languages : en
Pages : 312
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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.
Author: Edward A. Bender
Publisher: Courier Corporation
ISBN: 0486137120
Category : Mathematics
Languages : en
Pages : 273
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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.
Author: Nikos Paragios
Publisher: Springer Science & Business Media
ISBN: 0387288317
Category : Computers
Languages : en
Pages : 612
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Book Description
Abstract Biological vision is a rather fascinating domain of research. Scientists of various origins like biology, medicine, neurophysiology, engineering, math ematics, etc. aim to understand the processes leading to visual perception process and at reproducing such systems. Understanding the environment is most of the time done through visual perception which appears to be one of the most fundamental sensory abilities in humans and therefore a significant amount of research effort has been dedicated towards modelling and repro ducing human visual abilities. Mathematical methods play a central role in this endeavour. Introduction David Marr's theory v^as a pioneering step tov^ards understanding visual percep tion. In his view human vision was based on a complete surface reconstruction of the environment that was then used to address visual subtasks. This approach was proven to be insufficient by neuro-biologists and complementary ideas from statistical pattern recognition and artificial intelligence were introduced to bet ter address the visual perception problem. In this framework visual perception is represented by a set of actions and rules connecting these actions. The emerg ing concept of active vision consists of a selective visual perception paradigm that is basically equivalent to recovering from the environment the minimal piece information required to address a particular task of interest.
Author: Rutherford Aris
Publisher: Courier Corporation
ISBN: 9780486681313
Category : Technology & Engineering
Languages : en
Pages : 300
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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.
Author: Leonard Gillman
Publisher: American Mathematical Society
ISBN: 1470469804
Category : Mathematics
Languages : en
Pages : 61
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Book Description
Good writing conveys more than the author originally had in mind, while poor writing conveys less. Well written papers are more quickly accepted and put into print and more widely read and appreciated than poorly written ones—and for notes, monographs, and books the quality of writing is of more importance that it is for papers. In Writing Mathematics Well, Leonard Gillman tells his readers how to develop a clear and effective style. All aspects of mathematical writing are covered, from general organization and choice of title, to the presentation of results, to fine points on using words and symbols, to revision, and, finally, to the mechanics of putting your manuscript into print. No book can by itself make you a better writer, but this one will alert you to the opportunities for better and more forceful writing. It does this both by precept and by example. This is no bland collection of rules, but a lively guide in the style of Strunk and White or Fowler—a book to be read for its sharpness and wit as well as for enlightenment. Writing Mathematics Well should be on the shelf of anyone who writes or intends to write mathematics. It will amuse and delight the already careful writer and it will help reform and refine the sensibilities of those who may be somewhat careless about their writing.
Author: Walter J. Meyer
Publisher: Courier Corporation
ISBN: 0486137244
Category : Mathematics
Languages : en
Pages : 450
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Book Description
Appropriate for undergraduate and graduate students, this text features independent sections that illustrate the most important principles of mathematical modeling, a variety of applications, and classic models. Students with a solid background in calculus and some knowledge of probability and matrix theory will find the material entirely accessible. The range of subjects includes topics from the physical, biological, and social sciences, as well as those of operations research. Discussions cover related mathematical tools and the historical eras from which the applications are drawn. Each section is preceded by an abstract and statement of prerequisites, and answers or hints are provided for selected exercises. 1984 edition.
