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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli (Bog, Paperback / softback, Engelsk)Computational models and methods are central to the analysis of economic and financial decisions. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
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Self-Normalized Processes: Limit Theory and Statistical Applications (Bog, Paperback / softback, Engelsk)This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.
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Workshop on Branching Processes and Their Applications (Bog, Paperback / softback, Engelsk)Their niche of mathematics is the abstract pattern of reproduction, sets of individuals changing size and composition through their members... Læs mere
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Bog, Hardback, Engelsk)The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).
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Designing Public Policies: An Approach Based on Multi-Criteria Analysis and Computable General Equilibrium Modeling (Bog, Paperback / softback, Engelsk)This monograph provides a novel approach to the evaluation of economic policy by... Læs mere
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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Bog, Paperback / softback, Engelsk)Copulas are mathematical objects that fully capture the dependence structure among random variables and... Læs mere
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Collected Articles from LNM: A Special Selection on the Occasion of the Memorial Conference for Kai Lai Chung, Beijing 13. - 16. June, 2010 (Bog, Paperback / softback, Engelsk)This is a collection of articles by Kai Lai Chung, previously published in the series Séminaire de Probabilités of the Lecture Notes in Mathematics, published on the occasion of the 2010 conference in Hong Kong in memory of Kai Lai Chung.
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Zahlverfahren und Lastannahme in der Betriebsfestigkeit (Bog, Hardback, Tysk)Bei der Bemessung wird die zu erwartende Beanspruchung (Belastung) mit der Beanspruchbarkeit (Festigkeit) verglichen, wobei die für den Anwendungsfall notwendige Sicherheit gewährleistet werden muss.
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Full Seismic Waveform Modelling and Inversion (Bog, Hardback, Engelsk)This book develops and describes state of the art methodologies covering all aspects of full waveform tomography including methods for the numerical solution of the elastic wave equation, the adjoint method, the design of objective functionals and optimisation schemes.
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Mechanics: An Intensive Course (Bog, Hardback, Engelsk)In the context of a revival in classical mechanics, this volume provides a general view on analytical formalism and shows how it can be applied to a number of branches of theoretical physics, such as thermodynamics, field theory and relativity theory.
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Mathematische Statistik (Bog, Paperback / softback, Tysk)Dieses Buch widmet sich den mathematischen Grundlagen der Statistik und der Theorie von statistischen Schätz- und Testverfahren. Nach der statistischen Modellierung ist die Beantwortung von statistischen Hypothesen mit Hilfe von beobachteten Daten von Interesse.
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Fundamentals of Scientific Computing (Bog, Hardback, Engelsk)The book of nature is written in the language of mathematics -- Galileo Galilei How is it possible to predict weather patterns for tomorrow, with access solely to today’s weather data?
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