Paris Princeton Lectures On Mathematical Finance 2010
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Paris Princeton Lectures On Mathematical Finance 2010
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Author : Areski Cousin
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-29
Paris Princeton Lectures On Mathematical Finance 2010 written by Areski Cousin 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 2011-06-29 with Mathematics categories.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Paris Princeton Lectures On Mathematical Finance 2010
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Author : Areski Cousin
language : en
Publisher: Springer
Release Date : 2010-10-06
Paris Princeton Lectures On Mathematical Finance 2010 written by Areski Cousin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-06 with Mathematics categories.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Paris Princeton Lectures On Mathematical Finance 2013
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Author : Fred Espen Benth
language : en
Publisher: Springer
Release Date : 2013-07-11
Paris Princeton Lectures On Mathematical Finance 2013 written by Fred Espen Benth and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-11 with Mathematics categories.
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
New Perspectives In Network Studies
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Author : Anna Moretti
language : en
Publisher: Springer Nature
Release Date : 2023-04-26
New Perspectives In Network Studies written by Anna Moretti and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-26 with Business & Economics categories.
In line with the multi-disciplinary nature of network research, this edited volume collects both empirical and conceptual contributions that nurture the debate on network research, specifically dealing with the topics of network performance and agency. The contributions draw on different literatures and epistemic approaches and address different levels of analysis, both from a static and a dynamic point of view. It will be of great interest to academics and students developing research in the field of network studies. It will also be of interest to scholars of operations management, organization studies, strategy, innovation, financial management and business history.
Quantitative Trading
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Author : Xin Guo
language : en
Publisher: CRC Press
Release Date : 2017-01-06
Quantitative Trading written by Xin Guo and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-06 with Business & Economics categories.
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
Crowd Dynamics Volume 2
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Author : Livio Gibelli
language : en
Publisher: Springer Nature
Release Date : 2020-10-23
Crowd Dynamics Volume 2 written by Livio Gibelli and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-23 with Mathematics categories.
This contributed volume explores innovative research in the modeling, simulation, and control of crowd dynamics. Chapter authors approach the topic from the perspectives of mathematics, physics, engineering, and psychology, providing a comprehensive overview of the work carried out in this challenging interdisciplinary research field. After providing a critical analysis of the current state of the field and an overview of the current research perspectives, chapters focus on three main research areas: pedestrian interactions, crowd control, and multiscale modeling. Specific topics covered in this volume include: crowd dynamics through conservation laws recent developments in controlled crowd dynamics mixed traffic modeling insights and applications from crowd psychology Crowd Dynamics, Volume 2 is ideal for mathematicians, engineers, physicists, and other researchers working in the rapidly growing field of modeling and simulation of human crowds.
Active Particles Volume 1
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Author : Nicola Bellomo
language : en
Publisher: Birkhäuser
Release Date : 2017-04-06
Active Particles Volume 1 written by Nicola Bellomo and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-06 with Mathematics categories.
This volume collects ten surveys on the modeling, simulation, and applications of active particles using methods ranging from mathematical kinetic theory to nonequilibrium statistical mechanics. The contributing authors are leading experts working in this challenging field, and each of their chapters provides a review of the most recent results in their areas and looks ahead to future research directions. The approaches to studying active matter are presented here from many different perspectives, such as individual-based models, evolutionary games, Brownian motion, and continuum theories, as well as various combinations of these. Applications covered include biological network formation and network theory; opinion formation and social systems; control theory of sparse systems; theory and applications of mean field games; population learning; dynamics of flocking systems; vehicular traffic flow; and stochastic particles and mean field approximation. Mathematicians and other members of the scientific community interested in active matter and its many applications will find this volume to be a timely, authoritative, and valuable resource.
Advances In Dynamic Games
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Author : Pierre Cardaliaguet
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-10
Advances In Dynamic Games written by Pierre Cardaliaguet 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 2012-09-10 with Mathematics categories.
This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. Its contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 14th International Symposium of Dynamic Games and Applications held in Banff. Advances in Dynamic Games covers a variety of topics, ranging from evolutionary games, theoretical developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as mathematical biology, environmental management, finance and economics, engineering, guidance and control, and social interaction. Featured throughout are valuable tools and resources for researchers, practitioners, and graduate students interested in dynamic games and their applications to mathematics, engineering, economics, and management science.
Many Agent Games In Socio Economic Systems Corruption Inspection Coalition Building Network Growth Security
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Author : Vassili N. Kolokoltsov
language : en
Publisher: Springer
Release Date : 2019-03-30
Many Agent Games In Socio Economic Systems Corruption Inspection Coalition Building Network Growth Security written by Vassili N. Kolokoltsov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-30 with Mathematics categories.
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book presents a systematic continuous-space approximation approach for mean-field interacting agents models and mean-field games models. After describing Markov-chain methodology and a modeling of mean-field interacting systems, the text presents various structural conditions on the chain to yield respective socio-economic models, focusing on migration models via binary interactions. The specific applications are wide-ranging – including inspection and corruption, cyber-security, counterterrorism, coalition building and network growth, minority games, and investment policies and optimal allocation – making this book relevant to a wide audience of applied mathematicians interested in operations research, computer science, national security, economics, and finance.
Game Theory With Engineering Applications
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Author : Dario Bauso
language : en
Publisher: SIAM
Release Date : 2016-02-29
Game Theory With Engineering Applications written by Dario Bauso and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-29 with Mathematics categories.
Engineering systems are highly distributed collective systems that have humans in the loop. Engineering systems emphasize the potential of control and games beyond traditional applications. Game theory can be used to design incentives to obtain socially desirable behaviors on the part of the players, for example, a change in the consumption patterns on the part of the ?prosumers? (producers-consumers) or better redistribution of traffic. This unique book addresses the foundations of game theory, with an emphasis on the physical intuition behind the concepts, an analysis of design techniques, and a discussion of new trends in the study of cooperation and competition in large complex distributed systems.?