Recent Developments In Computational Finance

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Recent Developments In Computational Finance
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Author : Thomas Gerstner
language : en
Publisher: World Scientific
Release Date : 2013
Recent Developments In Computational Finance written by Thomas Gerstner and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Recent Developments In Computational Finance
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Author : Thomas Gerstner
language : en
Publisher: World Scientific
Release Date : 2013
Recent Developments In Computational Finance written by Thomas Gerstner and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Recent Advancements In Computational Finance And Business Analytics
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Author : Rangan Gupta
language : en
Publisher: Springer Nature
Release Date : 2023-10-29
Recent Advancements In Computational Finance And Business Analytics written by Rangan Gupta and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-29 with Technology & Engineering categories.
Recent Advancements of Computational Finance and Business Analytics provide a comprehensive overview of the cutting-edge advancements in this dynamic field. By embracing computational finance and business analytics, organizations can gain a competitive edge in an increasingly data-driven and complex business environment. This book has explored the latest developments and breakthroughs in this rapidly evolving domain, providing a comprehensive overview of the current state of computational finance and business analytics. It covers the following dimensions of this domains: Business Analytics Financial Analytics Human Resource Analytics Marketing Analytics
Recent Developments In Computational Finance And Business Analytics
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Author : Rangan Gupta
language : en
Publisher: Springer
Release Date : 2025-08-22
Recent Developments In Computational Finance And Business Analytics written by Rangan Gupta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-08-22 with Computers categories.
Recent Advancements in Computational Finance and Business Analytics captures the transformation reshaping finance, business, and decision-making. Structured around Financial Analytics, Business Analytics, and HR & Marketing Analytics, this volume presents cutting-edge research and real-world applications. Topics include machine learning in financial forecasting, AI-driven customer segmentation, and blockchain-enabled supply chains. Blending rigorous methods with actionable insights, it offers value to researchers, analysts, students, and policymakers. As industries embrace data-driven innovation, this book serves as both a reference and a roadmap for navigating the digital economy through strategic and intelligent analytics.
Hilbert Huang Transform And Its Applications
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Author : Norden Eh Huang
language : en
Publisher: World Scientific
Release Date : 2014
Hilbert Huang Transform And Its Applications written by Norden Eh Huang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Mathematics categories.
This book is written for scientists and engineers who use HHT (HilbertOCoHuang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges. The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD. The book also provides a platform for researchers to develop the HHT method further and to identify more applications. Readership: Applied mathematicians, climate scientists, highway engineers, medical scientists, geologists, civil engineers, mechanical engineers, electrical engineers, economics and graduate students in science or engineering.
Hilbert Huang Transform And Its Applications 2nd Edition
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Author : Norden E Huang
language : en
Publisher: World Scientific
Release Date : 2014-04-22
Hilbert Huang Transform And Its Applications 2nd Edition written by Norden E Huang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-22 with Mathematics categories.
This book is written for scientists and engineers who use HHT (Hilbert-Huang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges.The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD.The book also provides a platform for researchers to develop the HHT method further and to identify more applications.
Xiii Balkan Conference On Operational Research Proceedings
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Author : Dragana Makajić-Nikolić
language : en
Publisher: FON
Release Date : 2018-06-10
Xiii Balkan Conference On Operational Research Proceedings written by Dragana Makajić-Nikolić and has been published by FON this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-10 with categories.
New Developments In Formal Languages And Applications
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Author : Gemma Bel-Enguix
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-04-11
New Developments In Formal Languages And Applications written by Gemma Bel-Enguix 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 2008-04-11 with Mathematics categories.
The theory of formal languages is widely accepted as the backbone of t- oretical computer science. It mainly originated from mathematics (com- natorics, algebra, mathematical logic) and generative linguistics. Later, new specializations emerged from areas ofeither computer science(concurrent and distributed systems, computer graphics, arti?cial life), biology (plant devel- ment, molecular genetics), linguistics (parsing, text searching), or mathem- ics (cryptography). All human problem solving capabilities can be considered, in a certain sense, as a manipulation of symbols and structures composed by symbols, which is actually the stem of formal language theory. Language – in its two basic forms, natural and arti?cial – is a particular case of a symbol system. This wide range of motivations and inspirations explains the diverse - plicability of formal language theory ? and all these together explain the very large number of monographs and collective volumes dealing with formal language theory. In 2004 Springer-Verlag published the volume Formal Languages and - plications, edited by C. Martín-Vide, V. Mitrana and G. P?un in the series Studies in Fuzziness and Soft Computing 148, which was aimed at serving as an overall course-aid and self-study material especially for PhD students in formal language theory and applications. Actually, the volume emerged in such a context: it contains the core information from many of the lectures - livered to the students of the International PhD School in Formal Languages and Applications organized since 2002 by the Research Group on Mathem- ical Linguistics from Rovira i Virgili University, Tarragona, Spain.
An Introduction To The Numerical Simulation Of Stochastic Di Erential Equations
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Author : Desmond J. Higham
language : en
Publisher: SIAM
Release Date : 2021-01-28
An Introduction To The Numerical Simulation Of Stochastic Di Erential Equations written by Desmond J. Higham and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-28 with Mathematics categories.
This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks. Although introductory, the book covers a range of modern research topics, including Itô versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks. An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.
Stochastic Numerics For Mathematical Physics
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Author : Grigori N. Milstein
language : en
Publisher: Springer Nature
Release Date : 2021-12-03
Stochastic Numerics For Mathematical Physics written by Grigori N. Milstein and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-03 with Computers categories.
This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.