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Author: J.P. Singh
Publisher: Ane Books Pvt Ltd
ISBN: 9788180522161
Category : Numerical analysis
Languages : en
Pages : 340
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Book Description
Author: J.P. Singh
Publisher: Ane Books Pvt Ltd
ISBN: 9788180522161
Category : Numerical analysis
Languages : en
Pages : 340
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Book Description
Author: Gilles Pagès
Publisher: Springer
ISBN: 3319902768
Category : Mathematics
Languages : en
Pages : 591
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Book Description
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration. Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.
Author: J.P Singh
Publisher:
ISBN: 9789380618630
Category : Probabilities
Languages : en
Pages : 355
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Book Description
Author: Vladimir V. Rykov
Publisher: Springer
ISBN: 3319715046
Category : Computers
Languages : en
Pages : 551
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Book Description
This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.
Author: Peter E. Kloeden
Publisher: Springer Science & Business Media
ISBN: 3662126168
Category : Mathematics
Languages : en
Pages : 666
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Book Description
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
Author: Richard W. Hamming
Publisher: Courier Corporation
ISBN: 0486138879
Category : Mathematics
Languages : en
Pages : 882
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Book Description
This 4-part treatment begins with algebra and analytic geometry and proceeds to an exploration of the calculus of algebraic functions and transcendental functions and applications. 1985 edition. Includes 310 figures and 18 tables.
Author: Harold Kushner
Publisher: Springer Science & Business Media
ISBN: 146130007X
Category : Mathematics
Languages : en
Pages : 480
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Book Description
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
Author: Micah Altman
Publisher: John Wiley & Sons
ISBN: 0471475742
Category : Mathematics
Languages : en
Pages : 349
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Book Description
At last—a social scientist's guide through the pitfalls of modern statistical computing Addressing the current deficiency in the literature on statistical methods as they apply to the social and behavioral sciences, Numerical Issues in Statistical Computing for the Social Scientist seeks to provide readers with a unique practical guidebook to the numerical methods underlying computerized statistical calculations specific to these fields. The authors demonstrate that knowledge of these numerical methods and how they are used in statistical packages is essential for making accurate inferences. With the aid of key contributors from both the social and behavioral sciences, the authors have assembled a rich set of interrelated chapters designed to guide empirical social scientists through the potential minefield of modern statistical computing. Uniquely accessible and abounding in modern-day tools, tricks, and advice, the text successfully bridges the gap between the current level of social science methodology and the more sophisticated technical coverage usually associated with the statistical field. Highlights include: A focus on problems occurring in maximum likelihood estimation Integrated examples of statistical computing (using software packages such as the SAS, Gauss, Splus, R, Stata, LIMDEP, SPSS, WinBUGS, and MATLAB®) A guide to choosing accurate statistical packages Discussions of a multitude of computationally intensive statistical approaches such as ecological inference, Markov chain Monte Carlo, and spatial regression analysis Emphasis on specific numerical problems, statistical procedures, and their applications in the field Replications and re-analysis of published social science research, using innovative numerical methods Key numerical estimation issues along with the means of avoiding common pitfalls A related Web site includes test data for use in demonstrating numerical problems, code for applying the original methods described in the book, and an online bibliography of Web resources for the statistical computation Designed as an independent research tool, a professional reference, or a classroom supplement, the book presents a well-thought-out treatment of a complex and multifaceted field.
Author: Cedric Austen Bardell Smith
Publisher:
ISBN:
Category :
Languages : en
Pages : 682
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Book Description
Author: James W. Demmel
Publisher: Sagwan Press
ISBN: 9781377049915
Category : History
Languages : en
Pages : 34
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Book Description
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
