Topics In Numerical Analysis
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Topics In Numerical Analysis
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Author : P.R. Turner
language : en
Publisher: Springer
Release Date : 2006-11-15
Topics In Numerical Analysis written by P.R. Turner and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Topics In Numerical Analysis
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Author : G. Alefeld
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-09-11
Topics In Numerical Analysis written by G. Alefeld 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 2001-09-11 with Computers categories.
This collection of papers on numerical analysis with special emphasis on nonlinear problems covers a broad spectrum of fields. Several papers are involved in applying numerical methods for proving the existence of solutions of nonlinear problems, e.g. of boundary problems or of obstacle problems. Naturally the solution of linear and nonlinear problems by iterative methods is the subject of a couple of papers. Here topics like the fast verification of solutions of monotone matrix equations, the convergence of linear asynchronous iteration with spectral radius of modulus one or aggregation and disaggregation methods for p-cyclic Markov chains are treated. On the other hand papers involved in optimization problems can be found. Nearly all fields of modern numerical analysis are touched by at least one paper.
Topics In Numerical Methods For Finance
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Author : Mark Cummins
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-15
Topics In Numerical Methods For Finance written by Mark Cummins 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 2012-07-15 with Mathematics categories.
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.
Numerical Analysis
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Author : David Ronald Kincaid
language : en
Publisher: American Mathematical Soc.
Release Date : 2009
Numerical Analysis written by David Ronald Kincaid 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 2009 with Mathematics categories.
This book introduces students with diverse backgrounds to various types of mathematical analysis that are commonly needed in scientific computing. The subject of numerical analysis is treated from a mathematical point of view, offering a complete analysis of methods for scientific computing with appropriate motivations and careful proofs. In an engaging and informal style, the authors demonstrate that many computational procedures and intriguing questions of computer science arise from theorems and proofs. Algorithms are presented in pseudocode, so that students can immediately write computer programs in standard languages or use interactive mathematical software packages. This book occasionally touches upon more advanced topics that are not usually contained in standard textbooks at this level.
Classical Numerical Analysis
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Author : Abner J. Salgado
language : en
Publisher: Cambridge University Press
Release Date : 2022-10-20
Classical Numerical Analysis written by Abner J. Salgado and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-20 with Mathematics categories.
A thorough introduction to graduate classical numerical analysis, with all important topics covered rigorously.
Topics In Numerical Analysis
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Author :
language : en
Publisher:
Release Date : 1975
Topics In Numerical Analysis written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with categories.
Numerical Analysis
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Author : Walter Gautschi
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-12-06
Numerical Analysis written by Walter Gautschi 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 2011-12-06 with Mathematics categories.
Revised and updated, this second edition of Walter Gautschi's successful Numerical Analysis explores computational methods for problems arising in the areas of classical analysis, approximation theory, and ordinary differential equations, among others. Topics included in the book are presented with a view toward stressing basic principles and maintaining simplicity and teachability as far as possible, while subjects requiring a higher level of technicality are referenced in detailed bibliographic notes at the end of each chapter. Readers are thus given the guidance and opportunity to pursue advanced modern topics in more depth. Along with updated references, new biographical notes, and enhanced notational clarity, this second edition includes the expansion of an already large collection of exercises and assignments, both the kind that deal with theoretical and practical aspects of the subject and those requiring machine computation and the use of mathematical software. Perhaps most notably, the edition also comes with a complete solutions manual, carefully developed and polished by the author, which will serve as an exceptionally valuable resource for instructors.
Numerical Analysis For Statisticians
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Author : Kenneth Lange
language : en
Publisher: Springer Science & Business Media
Release Date : 1999
Numerical Analysis For Statisticians written by Kenneth Lange 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 1999 with Mathematics categories.
Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.
Topics In Mathematical Fluid Mechanics
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Author : Peter Constantin
language : en
Publisher: Springer
Release Date : 2013-04-03
Topics In Mathematical Fluid Mechanics written by Peter Constantin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-03 with Mathematics categories.
This volume brings together five contributions to mathematical fluid mechanics, a classical but still very active research field which overlaps with physics and engineering. The contributions cover not only the classical Navier-Stokes equations for an incompressible Newtonian fluid, but also generalized Newtonian fluids, fluids interacting with particles and with solids, and stochastic models. The questions addressed in the lectures range from the basic problems of existence of weak and more regular solutions, the local regularity theory and analysis of potential singularities, qualitative and quantitative results about the behavior in special cases, asymptotic behavior, statistical properties and ergodicity.
Some Topics In Numerical Analysis
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Author : Oak Ridge National Laboratory
language : en
Publisher:
Release Date : 1968
Some Topics In Numerical Analysis written by Oak Ridge National Laboratory and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.