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  • 2015-2019  (18)
  • 1945-1949
  • 1
    Unknown
    Foundations of Software Science and Computation Structures : 21st International Conference, FOSSACS 2018, Held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2018, Thessaloniki, Greece, April 14–20, 2018. Proceedings (2018)
    Cham : Springer
    Details
    Keywords: Computer science ; Computer system failures ; Software engineering ; Computer logic ; Computer science ; Mathematics ; Artificial intelligence ; Computers ; Computer Science ; Logics and Meanings of Programs ; Software Engineering/Programming and Operating Systems ; Artificial Intelligence (incl. Robotics) ; System Performance and Evaluation ; The Computing Profession ; Discrete Mathematics in Computer Science
    Description / Table of Contents: Semantics --- Non-angelic Concurrent Game Semantics --- A Trace Semantics for System F Parametric Polymorphism --- Categorical Combinatorics for Non Deterministic Strategies on Simple Games --- A Syntactic View of Computational Adequacy --- Linearity --- A New Linear Logic for Deadlock-Free Session-Typed Processes --- A Double Category Theoretic Analysis of Graded Linear Exponential Comonads --- Depending on Session-Typed Processes --- FabULous Interoperability for ML and a Linear Language --- Concurrency --- Automata for True Concurrency Properties --- A Theory of Encodings and Expressiveness --- A Framework for Parameterized Monitorability --- Logics for Bisimulation and Divergence --- Lambda-Calculi and Types --- Call-by-need, Neededness and All That --- Fitch-Style Modal Lambda Calculi --- Realizability Interpretation and Normalization of Typed Call-by-Need --- Quotient Inductive-Inductive Types --- Category Theory and Quantum Control --- Guarded Traced Categories --- Proper Semirings and Proper Convex Functors --- From Symmetric Pattern-Matching to Quantum Control --- Quantitative Models --- The Complexity of Graph-Based Reductions for Reachability in Markov Decision Processes --- A Hierarchy of Scheduler Classes for Stochastic Automata --- Symbolically Quantifying Response Time in Stochastic Models using Moments and Semirings --- Comparator Automata in Quantitative Verification --- Logics and Equational Theories --- Modular Tableaux Calculi for Separation Theories --- Differential Calculus with Imprecise Input and its Logical Framework --- The Effects of Adding Reachability Predicates in Propositional Separation Logic --- The Equational Theory of the Natural Join and of Inner Union is Decidable --- Graphs and Automata --- Minimization of Graph Weighted Models over Circular Strings --- Games on Graphs with a Public Signal Monitoring --- WQO Dichotomy for 3-Graphs --- Verifying Higher-Order Functions with Tree Automata
    Pages: Online-Ressource (XV, 583 pages) , 75 illustrations
    ISBN: 9783319893662
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-89366-2
    Language: English
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  • 2
    Unknown
    Foundations of Software Science and Computation Structures : 21st International Conference, FOSSACS 2018, Held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2018, Thessaloniki, Greece, April 14–20, 2018. Proceedings (2018)
    Cham : Springer
    Details
    Keywords: Computer science ; Computer system failures ; Software engineering ; Computer logic ; Computer science ; Mathematics ; Artificial intelligence ; Computers ; Computer Science ; Logics and Meanings of Programs ; Software Engineering/Programming and Operating Systems ; Artificial Intelligence (incl. Robotics) ; System Performance and Evaluation ; The Computing Profession ; Discrete Mathematics in Computer Science
    Description / Table of Contents: Semantics --- Non-angelic Concurrent Game Semantics --- A Trace Semantics for System F Parametric Polymorphism --- Categorical Combinatorics for Non Deterministic Strategies on Simple Games --- A Syntactic View of Computational Adequacy --- Linearity --- A New Linear Logic for Deadlock-Free Session-Typed Processes --- A Double Category Theoretic Analysis of Graded Linear Exponential Comonads --- Depending on Session-Typed Processes --- FabULous Interoperability for ML and a Linear Language --- Concurrency --- Automata for True Concurrency Properties --- A Theory of Encodings and Expressiveness --- A Framework for Parameterized Monitorability --- Logics for Bisimulation and Divergence --- Lambda-Calculi and Types --- Call-by-need, Neededness and All That --- Fitch-Style Modal Lambda Calculi --- Realizability Interpretation and Normalization of Typed Call-by-Need --- Quotient Inductive-Inductive Types --- Category Theory and Quantum Control --- Guarded Traced Categories --- Proper Semirings and Proper Convex Functors --- From Symmetric Pattern-Matching to Quantum Control --- Quantitative Models --- The Complexity of Graph-Based Reductions for Reachability in Markov Decision Processes --- A Hierarchy of Scheduler Classes for Stochastic Automata --- Symbolically Quantifying Response Time in Stochastic Models using Moments and Semirings --- Comparator Automata in Quantitative Verification --- Logics and Equational Theories --- Modular Tableaux Calculi for Separation Theories --- Differential Calculus with Imprecise Input and its Logical Framework --- The Effects of Adding Reachability Predicates in Propositional Separation Logic --- The Equational Theory of the Natural Join and of Inner Union is Decidable --- Graphs and Automata --- Minimization of Graph Weighted Models over Circular Strings --- Games on Graphs with a Public Signal Monitoring --- WQO Dichotomy for 3-Graphs --- Verifying Higher-Order Functions with Tree Automata
    Pages: Online-Ressource (XV, 583 pages) , 75 illustrations
    ISBN: 9783319893662
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-89366-2
    Language: English
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  • 3
    Unknown
    Advances in Discrete Differential Geometry (2016)
    Berlin, Heidelberg : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-662-50447-5
    Language: English
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  • 4
    Unknown
    Bayesian Methods for Statistical Analysis (2015)
    Acton, Australia : ANU Press
    Details
    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
    URL: http://press.anu.edu.au/node/1652
    Language: English
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  • 5
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    Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015 (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-23425-0
    Language: English
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  • 6
    Unknown
    Programming for Computations - MATLAB/Octave : A Gentle Introduction to Numerical Simulations with MATLAB/Octave (2016)
    Cham : Springer
    Details
    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 --- References --- Index
    Pages: Online-Ressource (XVI, 216 pages) , 43 illustrations
    ISBN: 9783319324524
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-32452-4
    Language: English
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  • 7
    Unknown
    Finite Difference Computing with Exponential Decay Models (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-29439-1
    Language: English
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  • 8
    Unknown
    Advances in Discrete Differential Geometry (2016)
    Berlin, Heidelberg : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-662-50447-5
    Language: English
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  • 9
    Unknown
    Computing Characterizations of Drugs for Ion Channels and Receptors Using Markov Models (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-30030-6
    Language: English
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  • 10
    Unknown
    Finite Difference Computing with PDEs : A Modern Software Approach (2017)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/book/10.1007/978-3-319-55456-3
    Language: English
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  • 11
    Unknown
    Solving PDEs in Python : The FEniCS Tutorial I (2016)
    Cham : Springer
    Details
    Keywords: Mathematics ; Software engineering ; Algorithms ; Computer mathematics ; Visualization ; Computer software ; Numerical analysis ; Mathematics ; Computational Science and Engineering ; Algorithms ; Visualization ; Mathematical Software ; Numerical Analysis ; Software Engineering/Programming and Operating Systems
    Description / Table of Contents: 1 Preliminaries --- 2 Fundamentals: Solving the Poisson Equation --- 3 A Gallery of Finite Element Solvers --- 4 Subdomains and Boundary Conditions --- 5 Extensions: Improving the Poisson Solver --- References
    Pages: Online-Ressource (XI, 146 pages) , 17 illustrations, 16 illustrations in color
    ISBN: 9783319524627
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-52462-7
    Language: English
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  • 12
    Unknown
    Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015 (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-23425-0
    Language: English
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  • 13
    Unknown
    Innovations in Quantitative Risk Management : TU München, September 2013 (2015)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-09114-3
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  • 14
    Unknown
    Innovations in Quantitative Risk Management : TU München, September 2013 (2015)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-09114-3
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  • 15
    Unknown
    Innovations in Quantitative Risk Management : TU München, September 2013 (2015)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-09114-3
    Language: English
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  • 16
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    Scaling of Differential Equations (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-32726-6
    Language: English
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  • 17
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    Programming for Computations - Python : A Gentle Introduction to Numerical Simulations with Python (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-32428-9
    Language: English
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  • 18
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    Scaling of Differential Equations (2016)
    Cham : Springer
    Details
    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
    URL: https://link.springer.com/openurl?genre=book&isbn=978-3-319-32726-6
    Language: English
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