Henry P Mckean Jr Selecta
DOWNLOAD
Download Henry P Mckean Jr Selecta PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Henry P Mckean Jr Selecta book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Henry P Mckean Jr Selecta
DOWNLOAD
Author : F. Alberto Grünbaum
language : en
Publisher: Birkhäuser
Release Date : 2015-12-31
Henry P Mckean Jr Selecta written by F. Alberto Grünbaum and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-31 with Mathematics categories.
This volume presents a selection of papers by Henry P. McKean, which illustrate the various areas in mathematics in which he has made seminal contributions. Topics covered include probability theory, integrable systems, geometry and financial mathematics. Each paper represents a contribution by Prof. McKean, either alone or together with other researchers, that has had a profound influence in the respective area.
Stochastic Methods In Asset Pricing
DOWNLOAD
Author : Andrew Lyasoff
language : en
Publisher: MIT Press
Release Date : 2017-08-25
Stochastic Methods In Asset Pricing written by Andrew Lyasoff and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-25 with Business & Economics categories.
A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields. The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton's investment–consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.
Stochastic Processes Statistical Methods And Engineering Mathematics
DOWNLOAD
Author : Anatoliy Malyarenko
language : en
Publisher: Springer Nature
Release Date : 2023-01-26
Stochastic Processes Statistical Methods And Engineering Mathematics written by Anatoliy Malyarenko and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-26 with Mathematics categories.
The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.
Quantum Electrodynamics Of Photosynthesis
DOWNLOAD
Author : Artur Braun
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-10-12
Quantum Electrodynamics Of Photosynthesis written by Artur Braun and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-12 with Science categories.
This book uses an array of different approaches to describe photosynthesis, ranging from the subjectivity of human perception to the mathematical rigour of quantum electrodynamics. This interdisciplinary work draws from fields as diverse as astronomy, agriculture, classical and quantum optics, and biology in order to explain the working principles of photosynthesis in plants and cyanobacteria.
Dictionary Catalog Of The Research Libraries Of The New York Public Library 1911 1971
DOWNLOAD
Author : New York Public Library. Research Libraries
language : en
Publisher:
Release Date : 1979
Dictionary Catalog Of The Research Libraries Of The New York Public Library 1911 1971 written by New York Public Library. Research Libraries and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Library catalogs categories.
Multifractals And 1 Noise
DOWNLOAD
Author : Benoit B. Mandelbrot
language : en
Publisher: Springer
Release Date : 2013-12-20
Multifractals And 1 Noise written by Benoit B. Mandelbrot and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.
Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.
Riemann Surfaces Of Infinite Genus
DOWNLOAD
Author : Joel S. Feldman
language : en
Publisher: American Mathematical Soc.
Release Date : 2003
Riemann Surfaces Of Infinite Genus written by Joel S. Feldman and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Riemann surfaces categories.
In this book, the authors geometrically construct Riemann surfaces of infinite genus by pasting together plane domains and handles. To achieve a meaningful generalization of the classical theory of Riemann surfaces to the case of infinite genus, one must impose restrictions on the asymptotic behavior of the Riemann surface. In the construction carried out here, these restrictions are formulated in terms of the sizes and locations of the handles and in terms of the gluing maps. The approach used has two main attractions. The first is that much of the classical theory of Riemann surfaces, including the Torelli theorem, can be generalized to this class. The second is that solutions of Kadomcev-Petviashvilli equations can be expressed in terms of theta functions associated with Riemann surfaces of infinite genus constructed in the book. Both of these are developed here. The authors also present in detail a number of important examples of Riemann surfaces of infinite genus (hyperelliptic surfaces of infinite genus, heat surfaces and Fermi surfaces). The book is suitable for graduate students and research mathematicians interested in analysis and integrable systems.
The Abel Prize
DOWNLOAD
Author : Helge Holden
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-12-01
The Abel Prize written by Helge Holden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-01 with Mathematics categories.
The book presents the winners of the first five Abel Prizes in mathematics: 2003 Jean-Pierre Serre; 2004 Sir Michael Atiyah and Isadore Singer; 2005 Peter D. Lax; 2006 Lennart Carleson; and 2007 S.R. Srinivasa Varadhan. Each laureate provides an autobiography or an interview, a curriculum vitae, and a complete bibliography. This is complemented by a scholarly description of their work written by leading experts in the field and by a brief history of the Abel Prize. Interviews with the laureates can be found at http://extras.springer.com .
Pricing The Future
DOWNLOAD
Author : George G Szpiro
language : en
Publisher: Hachette UK
Release Date : 2011-11-29
Pricing The Future written by George G Szpiro and has been published by Hachette UK this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-29 with Business & Economics categories.
Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize -- winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the "quants." Wall Street would never be the same. In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker's assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, Pricing the Future retraces the historical and intellectual developments that ultimately led to the widespread use of mathematical models to drive investment strategies on Wall Street.
Elementary Number Theory
DOWNLOAD
Author : Gareth A. Jones
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Elementary Number Theory written by Gareth A. Jones and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
An undergraduate-level introduction to number theory, with the emphasis on fully explained proofs and examples. Exercises, together with their solutions are integrated into the text, and the first few chapters assume only basic school algebra. Elementary ideas about groups and rings are then used to study groups of units, quadratic residues and arithmetic functions with applications to enumeration and cryptography. The final part, suitable for third-year students, uses ideas from algebra, analysis, calculus and geometry to study Dirichlet series and sums of squares. In particular, the last chapter gives a concise account of Fermat's Last Theorem, from its origin in the ancient Babylonian and Greek study of Pythagorean triples to its recent proof by Andrew Wiles.