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  • Books  (24)
  • Mathematics  (24)
  • Mathematics  (24)
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  • 1
    Unknown
    Amsterdam ; New York : North-Holland Pub. Co
    Keywords: DDC 516.3/6 ; LC QA3 ; Geometry, Differential ; Mathematics
    Pages: Online-Ressource (liii, 363 pages)
    ISBN: 9780444864956
    Language: English
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  • 2
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; programming ; Python ; verification ; numerical methods ; differential equations
    Description / Table of Contents: The First Few Steps --- A Few More Steps --- Loops and Branching --- Functions and the Writing of Code --- Some More Python Essentials --- Computing Integrals and Testing Code --- Solving Nonlinear Algebraic Equations --- Solving Ordinary Differential Equations --- Solving Partial Differential Equations
    Pages: Online-Ressource (XXIII, 332 pages) , illustrations, diagrams
    Edition: 2nd edition
    ISBN: 9783030168773
    Language: English
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  • 3
    Keywords: Systems theory ; Distribution (Probability theory ; Environmental economics ; Mathematics ; Differential equations, partial ; Mathematical optimization ; Systems Theory, Control ; Probability Theory and Stochastic Processes ; Environmental Economics ; Game Theory, Economics, Social and Behav. Sciences ; Partial Differential Equations ; Calculus of Variations and Optimal Control; Optimization
    Description / Table of Contents: Some recent developments in ambit stochastics --- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion --- Nonlinear Young integrals via fractional calculus --- A weak limit theorem for numerical approximation of Brownian semi-stationary processes --- Non-elliptic SPDEs and ambit fields: existence of densities --- Dynamic risk measures and path-dependent second order PDEs --- Pricing CoCos with a market trigger --- Quantification of model risk in quadratic hedging in finance --- Risk-sensitive mean-field type control under partial observation --- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets --- Exponential ergodicity of the jump-diffusion CIR process --- Optimal control of predictive mean-field equations and applications to finance --- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes --- Pricing options on EU ETS certificates with a time-varying market price of risk model
    Pages: Online-Ressource (VIII, 360 pages)
    ISBN: 9783319234250
    Language: English
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  • 4
    Unknown
    Acton, Australia : ANU Press
    Keywords: Mathematics ; Probability ; Statistics ; Bayesian inference
    Description / Table of Contents: Bayesian methods for statistical analysis is a book on statistical methods for analysing a wide variety of data. The book consists of 12 chapters, starting with basic concepts and covering numerous topics, including Bayesian estimation, decision theory, prediction, hypothesis testing, hierarchical models, Markov chain Monte Carlo methods, finite population inference, biased sampling and nonignorable nonresponse. The book contains many exercises, all with worked solutions, including complete computer code. It is suitable for self-study or a semester-long course, with three hours of lectures and one tutorial per week for 13 weeks.
    Pages: Online-Ressource (XVII, 679 Seiten)
    ISBN: 9781921934261
    Language: English
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  • 5
    Unknown
    Cham : Springer
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; Finite difference methods ; Programming ; Python ; Verification ; Numerical methods ; Differential equations
    Description / Table of Contents: 1. Vibration ODEs --- 1.1 Finite Difference Discretization --- 1.2 Implementation --- 1.3 Visualization of Long Time Simulations --- 1.4 Analysis of the Numerical Scheme --- 1.5 Alternative Schemes Based on 1st-Order Equations --- 1.6 Energy Considerations --- 1.7 The Euler-Cromer Method --- 1.8 Staggered Mesh --- 1.9 Exercises and Problems --- 1.10 Generalization: Damping, Nonlinearities, and Excitation --- 1.11 Exercises and Problems --- 1.12 Applications of Vibration Models --- 1.13 Exercises --- 2. Wave Equations --- 2.1 Simulation of Waves on a String --- 2.2 Verification --- 2.3 Implementation --- 2.4 Vectorization --- 2.5 Exercises --- 2.6 Generalization: Reflecting Boundaries --- 2.7 Generalization: Variable Wave Velocity --- 2.8 Building a General 1D Wave Equation Solver --- 2.9 Exercises --- 2.10 Analysis of the Difference Equations --- 2.11 Finite Difference Methods for 2D and 3D Wave Equations --- 2.12 Implementation --- 2.13 Exercises --- 2.14 Applications of Wave Equations --- 2.15 Exercises --- 3. Diffusion Equations --- 3.1 An Explicit Method for the 1D Diffusion Equation --- 3.2 Implicit Methods for the 1D Diffusion Equation --- 3.3 Analysis of Schemes for the Diffusion Equation --- 3.4 Exercises --- 3.5 Diffusion in Heterogeneous Media --- 3.6 Diffusion in 2D --- 3.7 Random Walk --- 3.8 Applications --- 3.9 Exercises --- 4. Advection-Dominated Equations --- 4.1 One-Dimensional Time-Dependent Advection Equations --- 4.2 One-Dimensional Stationary Advection-Diffusion Equation --- 4.3 Time-dependent Convection-Diffusion Equations --- 4.4 Applications of Advection Equations --- 4.5 Exercises --- 5. Nonlinear Problems --- 5.1 Introduction of Basic Concepts --- 5.2 Systems of Nonlinear Algebraic Equations --- 5.3 Linearization at the Differential Equation Level --- 5.4 1D Stationary Nonlinear Differential Equations --- 5.5 Multi-Dimensional Nonlinear PDE Problems --- 5.6 Operator Splitting Methods --- 5.7 Exercises
    Pages: Online-Ressource (XXIII, 507 pages) , 150 illustrations
    ISBN: 9783319554563
    Language: English
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  • 6
    Keywords: Mathematics ; Computer graphics ; Computer mathematics ; Mathematics ; Computational Science and Engineering ; Biomedicine general ; Computer Imaging, Vision, Pattern Recognition and Graphics
    Description / Table of Contents: Preface --- Background: Contents and Method --- One-dimensional calcium release --- Models of open and state blockers --- Two-dimensional calcium release --- Computing theoretical drugs in the two-dimensional case --- Generalized systems --- Calcium-induced calcium release --- Numerical release for CICR --- A prototypical model of an ion channel --- Inactivated ion channels --- A simple model of the sodium channel --- Mutations affecting the mean open time --- The burst mode --- Whole sale action potentials ---
    Pages: Online-Ressource (XVI, 261 pages) , 129 illustrations, 30 illustrations in color
    ISBN: 9783319300306
    Language: English
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  • 7
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    Language: English
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  • 8
    Unknown
    New York : Academic Press
    Keywords: DDC 510 ; LC QA3 ; Mathematics
    Pages: Online-Ressource (x, 289 pages)
    ISBN: 9780122155604
    Language: English
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  • 9
    Unknown
    Boston : Academic Press
    Keywords: DDC 510 s ; DDC 515.7/222 ; LC QA3 ; Mathematics
    Pages: Online-Ressource (xi, 399-1074 pages)
    ISBN: 9780123933027
    Language: English
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  • 10
    Unknown
    Boston : Academic Press
    Keywords: DDC 510 s ; DDC 515.7/222 ; LC QA3 ; Mathematics
    Pages: Online-Ressource (xi, 398 pages)
    ISBN: 9780123933010
    Language: English
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