Author: Masaaki Kijima
Publisher: World Scientific
ISBN: 9814730785
Category : Business & Economics
Languages : en
Pages : 237
Book Description
Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.
Recent Advances In Financial Engineering 2014 - Proceedings Of The Tmu Finance Workshop 2014
Author: Masaaki Kijima
Publisher: World Scientific
ISBN: 9814730785
Category : Business & Economics
Languages : en
Pages : 237
Book Description
Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.
Publisher: World Scientific
ISBN: 9814730785
Category : Business & Economics
Languages : en
Pages : 237
Book Description
Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.
2017 MATRIX Annals
Author: Jan de Gier
Publisher: Springer
ISBN: 3030041611
Category : Mathematics
Languages : en
Pages : 702
Book Description
MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-4 weeks in duration. This book is a scientific record of the eight programs held at MATRIX in its second year, 2017: - Hypergeometric Motives and Calabi–Yau Differential Equations - Computational Inverse Problems - Integrability in Low-Dimensional Quantum Systems - Elliptic Partial Differential Equations of Second Order: Celebrating 40 Years of Gilbarg and Trudinger’s Book - Combinatorics, Statistical Mechanics, and Conformal Field Theory - Mathematics of Risk - Tutte Centenary Retreat - Geometric R-Matrices: from Geometry to Probability The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on a topic related to the MATRIX program; the remaining contributions are predominantly lecture notes or short articles based on talks or activities at MATRIX.
Publisher: Springer
ISBN: 3030041611
Category : Mathematics
Languages : en
Pages : 702
Book Description
MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-4 weeks in duration. This book is a scientific record of the eight programs held at MATRIX in its second year, 2017: - Hypergeometric Motives and Calabi–Yau Differential Equations - Computational Inverse Problems - Integrability in Low-Dimensional Quantum Systems - Elliptic Partial Differential Equations of Second Order: Celebrating 40 Years of Gilbarg and Trudinger’s Book - Combinatorics, Statistical Mechanics, and Conformal Field Theory - Mathematics of Risk - Tutte Centenary Retreat - Geometric R-Matrices: from Geometry to Probability The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on a topic related to the MATRIX program; the remaining contributions are predominantly lecture notes or short articles based on talks or activities at MATRIX.
Recent Advances in Financial Engineering 2014 - Proceedings of the Tmu Finance Workshop 2014
Author: Masaaki Kijima
Publisher: World Scientific Publishing Company
ISBN: 9789814730761
Category : Business & Economics
Languages : en
Pages : 500
Book Description
Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.
Publisher: World Scientific Publishing Company
ISBN: 9789814730761
Category : Business & Economics
Languages : en
Pages : 500
Book Description
Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.
Recent Advances in Financial Engineering 2014
Author: Masaaki Kijima
Publisher: World Scientific
ISBN: 9814730777
Category : Electronic books
Languages : en
Pages : 237
Book Description
"Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering."--Provided by publisher
Publisher: World Scientific
ISBN: 9814730777
Category : Electronic books
Languages : en
Pages : 237
Book Description
"Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering."--Provided by publisher
Recent Advances In Financial Engineering 2012
Author: Akihiko Takahashi
Publisher: World Scientific
ISBN: 9814571652
Category : Business & Economics
Languages : en
Pages : 209
Book Description
Recent Advances in Financial Engineering 2012 is the Proceedings of the International Workshop on Finance 2012, which was held at the University of Tokyo on October 30 and 31, 2012. This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University (TMU).This annual workshop, which was first held in 2011, is a successor to the Daiwa International Workshop (2004 to 2008) and the KIER-TMU International Workshop (2009 to 2010). The workshop was designed for the exchange of new ideas in financial engineering and to serves as a bridge between academic researchers and practitioners. To these ends, the speakers shared various interesting ideas, information on new methods, and their up-to-date research results. In the 2012 workshop, we invited nine leading scholars, including three keynote speakers, from various countries, and the two-day workshop resulted in many fruitful discussions.The book consists of eight papers, all refereed, that were related to the presentations at the International Workshop on Finance 2012. In these papers, the latest concepts, methods, and techniques related to current topics in financial engineering are proposed and reviewed.
Publisher: World Scientific
ISBN: 9814571652
Category : Business & Economics
Languages : en
Pages : 209
Book Description
Recent Advances in Financial Engineering 2012 is the Proceedings of the International Workshop on Finance 2012, which was held at the University of Tokyo on October 30 and 31, 2012. This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University (TMU).This annual workshop, which was first held in 2011, is a successor to the Daiwa International Workshop (2004 to 2008) and the KIER-TMU International Workshop (2009 to 2010). The workshop was designed for the exchange of new ideas in financial engineering and to serves as a bridge between academic researchers and practitioners. To these ends, the speakers shared various interesting ideas, information on new methods, and their up-to-date research results. In the 2012 workshop, we invited nine leading scholars, including three keynote speakers, from various countries, and the two-day workshop resulted in many fruitful discussions.The book consists of eight papers, all refereed, that were related to the presentations at the International Workshop on Finance 2012. In these papers, the latest concepts, methods, and techniques related to current topics in financial engineering are proposed and reviewed.
Nonlinear Valuation and Non-Gaussian Risks in Finance
Author: Dilip B. Madan
Publisher: Cambridge University Press
ISBN: 1316518094
Category : Mathematics
Languages : en
Pages : 283
Book Description
Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Publisher: Cambridge University Press
ISBN: 1316518094
Category : Mathematics
Languages : en
Pages : 283
Book Description
Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Algorithmic and High-Frequency Trading
Author: Álvaro Cartea
Publisher: Cambridge University Press
ISBN: 1316453650
Category : Mathematics
Languages : en
Pages : 360
Book Description
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.
Publisher: Cambridge University Press
ISBN: 1316453650
Category : Mathematics
Languages : en
Pages : 360
Book Description
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.
Recent Advances In Financial Engineering - Proceedings Of The 2008 Daiwa International Workshop On Financial Engineering
Author: Masaaki Kijima
Publisher: World Scientific
ISBN: 981446791X
Category : Mathematics
Languages : en
Pages : 243
Book Description
This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.
Publisher: World Scientific
ISBN: 981446791X
Category : Mathematics
Languages : en
Pages : 243
Book Description
This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.
Proceeding of International Conference on Intelligent Communication, Control and Devices
Author: Rajesh Singh
Publisher: Springer
ISBN: 9789811017070
Category : Technology & Engineering
Languages : en
Pages : 0
Book Description
The book presents high-quality research papers presented at the first international conference, ICICCD 2016, organised by the Department of Electronics, Instrumentation and Control Engineering of University of Petroleum and Energy Studies, Dehradun on 2nd and 3rd April, 2016. The book is broadly divided into three sections: Intelligent Communication, Intelligent Control and Intelligent Devices. The areas covered under these sections are wireless communication and radio technologies, optical communication, communication hardware evolution, machine-to-machine communication networks, routing techniques, network analytics, network applications and services, satellite and space communications, technologies for e-communication, wireless Ad-Hoc and sensor networks, communications and information security, signal processing for communications, communication software, microwave informatics, robotics and automation, optimization techniques and algorithms, intelligent transport, mechatronics system, guidance and navigation, algorithms, linear/non-linear control, home automation, sensors, smart cities, control systems, high performance computing, cognition control, adaptive control, distributed control, prediction models, hybrid control system, control applications, power system, manufacturing, agriculture cyber physical system, network control system, genetic control based, wearable devices, nano devices, MEMS, bio-inspired computing, embedded and real-time software, VLSI and embedded systems, FPGA, digital system and logic design, image and video processing, machine vision, medical imaging, and reconfigurable computing systems.
Publisher: Springer
ISBN: 9789811017070
Category : Technology & Engineering
Languages : en
Pages : 0
Book Description
The book presents high-quality research papers presented at the first international conference, ICICCD 2016, organised by the Department of Electronics, Instrumentation and Control Engineering of University of Petroleum and Energy Studies, Dehradun on 2nd and 3rd April, 2016. The book is broadly divided into three sections: Intelligent Communication, Intelligent Control and Intelligent Devices. The areas covered under these sections are wireless communication and radio technologies, optical communication, communication hardware evolution, machine-to-machine communication networks, routing techniques, network analytics, network applications and services, satellite and space communications, technologies for e-communication, wireless Ad-Hoc and sensor networks, communications and information security, signal processing for communications, communication software, microwave informatics, robotics and automation, optimization techniques and algorithms, intelligent transport, mechatronics system, guidance and navigation, algorithms, linear/non-linear control, home automation, sensors, smart cities, control systems, high performance computing, cognition control, adaptive control, distributed control, prediction models, hybrid control system, control applications, power system, manufacturing, agriculture cyber physical system, network control system, genetic control based, wearable devices, nano devices, MEMS, bio-inspired computing, embedded and real-time software, VLSI and embedded systems, FPGA, digital system and logic design, image and video processing, machine vision, medical imaging, and reconfigurable computing systems.
Engineering Fundamentals: An Introduction to Engineering, SI Edition
Author: Saeed Moaveni
Publisher: Cengage Learning
ISBN: 9781439062104
Category : Technology & Engineering
Languages : en
Pages : 702
Book Description
Specifically designed as an introduction to the exciting world of engineering, ENGINEERING FUNDAMENTALS: AN INTRODUCTION TO ENGINEERING encourages students to become engineers and prepares them with a solid foundation in the fundamental principles and physical laws. The book begins with a discovery of what engineers do as well as an inside look into the various areas of specialization. An explanation on good study habits and what it takes to succeed is included as well as an introduction to design and problem solving, communication, and ethics. Once this foundation is established, the book moves on to the basic physical concepts and laws that students will encounter regularly. The framework of this text teaches students that engineers apply physical and chemical laws and principles as well as mathematics to design, test, and supervise the production of millions of parts, products, and services that people use every day. By gaining problem solving skills and an understanding of fundamental principles, students are on their way to becoming analytical, detail-oriented, and creative engineers. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
Publisher: Cengage Learning
ISBN: 9781439062104
Category : Technology & Engineering
Languages : en
Pages : 702
Book Description
Specifically designed as an introduction to the exciting world of engineering, ENGINEERING FUNDAMENTALS: AN INTRODUCTION TO ENGINEERING encourages students to become engineers and prepares them with a solid foundation in the fundamental principles and physical laws. The book begins with a discovery of what engineers do as well as an inside look into the various areas of specialization. An explanation on good study habits and what it takes to succeed is included as well as an introduction to design and problem solving, communication, and ethics. Once this foundation is established, the book moves on to the basic physical concepts and laws that students will encounter regularly. The framework of this text teaches students that engineers apply physical and chemical laws and principles as well as mathematics to design, test, and supervise the production of millions of parts, products, and services that people use every day. By gaining problem solving skills and an understanding of fundamental principles, students are on their way to becoming analytical, detail-oriented, and creative engineers. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.