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  • Books  (24)
  • Mathematics  (24)
  • Mathematics  (24)
  • Nature of Science, Research, Systems of Higher Education, Museum Science
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  • 1
    Unknown
    New York : Academic Press
    Keywords: DDC 510 ; LC QA3 ; Mathematics
    Pages: Online-Ressource (x, 246 pages)
    ISBN: 9780127728506
    Language: English
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  • 2
    Unknown
    New York : Academic Press
    Keywords: DDC 510 ; LC QA3 ; Mathematics
    Pages: Online-Ressource (ix, 296 pages)
    ISBN: 9780126442502
    Language: English
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  • 3
    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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  • 4
    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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  • 5
    Unknown
    Berlin, Heidelberg : Springer
    Keywords: Mathematics ; Computer graphics ; Dynamics ; Ergodic theory ; Functions of complex variables ; Differential geometry ; Physics ; Mathematics ; Differential Geometry ; Functions of a Complex Variable ; Dynamical Systems and Ergodic Theory ; Computer Graphics ; Numerical and Computational Physics
    Description / Table of Contents: Discrete conformal maps: Boundary value problems, circle domains, Fuchsian and Schottky uniformization: Alexander I. Bobenko, Stefan Sechelmann, Boris Springborn --- Discrete complex analysis on planar quad-graphs: Alexander I. Bobenko and Felix Günther --- Approximation of conformal mappings using conformally equivalent triangular lattices: Ulrike Bücking --- Numerical Methods for the Discrete Map Za: Folkmar Bornemann, Alexander Its, Sheehan Olver, and Georg Wechslberger --- A variational principle for cyclic polygons with prescribed edge lengths: Hana Kourimská, Lara Skuppin, Boris Springborn --- Complex Line Bundles over Simplicial Complexes and their Applications: Felix Knöppel and Ulrich Pinkall --- Holomorphic vector fields and quadratic differentials on planar triangular meshes: Wai Yeung Lam, Ulrich Pinkall --- Vertex normals and face curvatures of triangle meshes: Xiang Sun, Caigui Jiang, Johannes Wallner, and Helmut Pottmann --- S-conical cmc surfaces. Towards a unified theory of discrete surfaces with constant mean curvature: Alexander I. Bobenko and Tim Hoffmann --- Constructing solutions to the Björling problem for isothermic surfaces by structure preserving discretization: Ulrike Bücking and Daniel Matthes --- On the Lagrangian Structure of Integrable Hierarchies: Yuri B. Suris, Mats Vermeeren --- On the variational interpretation of the discrete KP equation: Raphael Boll, Matteo Petrera, and Yuri B. Suris --- Six topics on inscribable polytopes: Arnau Padrol and Günter M. Ziegler --- DGD Gallery: Storage, sharing, and publication of digital research data: Michael Joswig, Milan Mehner, Stefan Sechelmann, Jan Techter, and Alexander I. Bobenko
    Pages: Online-Ressource (X, 439 pages) , 114 illustrations, 67 illustrations in color
    ISBN: 9783662504475
    Language: English
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  • 6
    Keywords: Mathematics ; Computer programming ; Software engineering ; Computer mathematics ; Mathematics ; Computational Science and Engineering ; Programming Techniques ; Software Engineering ; Numerical and Computational Physics, Simulation ; Mathematical and Computational Engineering
    Description / Table of Contents: Preface --- Algorithms and implementations --- Analysis --- Generalizations --- Models --- Scientific Software Engineering --- References --- Index.
    Pages: Online-Ressource (XIV, 200 pages) , 29 illustrations
    ISBN: 9783319294391
    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
    Cham : Springer
    Keywords: Mathematics ; Computer simulation ; Differential equations ; Partial differential equations ; Computer mathematics ; Mathematical models ; Mathematics ; Ordinary Differential Equations ; Partial Differential Equations ; Mathematical Modeling and Industrial Mathematics ; Computational Science and Engineering ; Simulation and Modeling
    Description / Table of Contents: Preface --- 1 Dimensions and Units --- 2 Ordinary Differential Equations Models --- 3 Basic Partial Differential Equations Models --- Advanced Partial Differential Equations Models --- References --- Index
    Pages: Online-Ressource (XIII, 138 pages) , 22 illustrations
    ISBN: 9783319327266
    Language: English
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  • 9
    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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  • 10
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; Numerical Analysis
    Description / Table of Contents: Preface --- The first few steps --- Basic constructions --- Computing integrals --- Solving ordinary differential equations --- Solving partial differential equations --- Solving nonlinear algebraic equations --- Getting access to Python --- References --- Index
    Pages: Online-Ressource (XVI, 232 pages) , 45 illustrations
    ISBN: 9783319324289
    Language: English
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