Mathematical Finance, Mark H.A. Davis; Darrell Duffie; Wendell H. Flemin

Автор: Arnold V. I.
Название: Mathematical Methods of Classical Mechanics
ISBN: 0387968903 ISBN-13(EAN): 9780387968902
Издательство: Springer
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Цена: 52130.00 T
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Описание: This book constructs the mathematical apparatus of classical mechanics from the beginning, examining basic problems in dynamics like the theory of oscillations and the Hamiltonian formalism. Discussion includes qualitative methods of the theory of dynamical systems and of asymptotic methods like averaging and adiabatic invariance.

Автор: Pierre Bernhard; Jacob C. Engwerda; Berend Roorda;
Название: The Interval Market Model in Mathematical Finance
ISBN: 1489985808 ISBN-13(EAN): 9781489985804
Издательство: Springer
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Цена: 102480.00 T
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Описание: Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics.

Автор: Ioannis Karatzas; Steven Shreve
Название: Methods of Mathematical Finance
ISBN: 1493968149 ISBN-13(EAN): 9781493968145
Издательство: Springer
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Цена: 111790.00 T
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Описание: This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices.

Автор: Andrey Sarychev; Albert Shiryaev; Manuel Guerra; M
Название: Mathematical Control Theory and Finance
ISBN: 3642089089 ISBN-13(EAN): 9783642089084
Издательство: Springer
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Цена: 153720.00 T
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Описание: This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques.

Автор: Paul Malliavin; Anton Thalmaier
Название: Stochastic Calculus of Variations in Mathematical Finance
ISBN: 3642077838 ISBN-13(EAN): 9783642077838
Издательство: Springer
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Цена: 65210.00 T
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Описание: Highly esteemed author Topics covered are relevant and timely

Автор: Pierre Bernhard; Jacob C. Engwerda; Berend Roorda;
Название: The Interval Market Model in Mathematical Finance
ISBN: 0817683879 ISBN-13(EAN): 9780817683870
Издательство: Springer
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Цена: 46570.00 T
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Описание: Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics.

Автор: Rudin
Название: Principles of Mathematical Analysis
ISBN: 0070856133 ISBN-13(EAN): 9780070856134
Издательство: McGraw-Hill
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Цена: 67490.00 T
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Описание: Provides tools to design and implement network-orientated applications in .NET. Written in two languages C# and VB.NET, this book covers information on Telephony in .NET and packet-level networking. It also addresses real-world issues facing professional developers, such as using third-party components as opposed in-house development.

Автор: Helyette Geman; Dilip Madan; Stanley R. Pliska; To
Название: Mathematical Finance - Bachelier Congress 2000
ISBN: 3642087299 ISBN-13(EAN): 9783642087295
Издательство: Springer
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Цена: 93160.00 T
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Автор: Malliavin
Название: Stochastic Calculus of Variations in Mathematical Finance
ISBN: 3540434313 ISBN-13(EAN): 9783540434313
Издательство: Springer
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Цена: 83850.00 T
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Описание: Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.

Автор: Freeden
Название: Special Functions of Mathematical (Geo-)Physics
ISBN: 3034805624 ISBN-13(EAN): 9783034805629
Издательство: Springer
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Цена: 111790.00 T
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Описание: The special functions to be discussed in this monograph vary greatly, depending on the measurement parameters examined (gravitation, electric and magnetic fields, deformation, climate observables, fluid flow, etc.) and on the respective field characteristic (potential field, diffusion field, wave field).

Автор: Fuente, Angel de la.
Название: Mathematical methods and models for economists
ISBN: 0521585295 ISBN-13(EAN): 9780521585293
Издательство: Cambridge Academ
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Цена: 57030.00 T
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Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics.

Автор: Dowling Edward
Название: Schaum`s Outline of Introduction to Mathematical Economics
ISBN: 0071762515 ISBN-13(EAN): 9780071762519
Издательство: McGraw-Hill
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Цена: 20580.00 T
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Описание:

The ideal review for your intro to mathematical economics course

More than 40 million students have trusted Schaum's Outlines for their expert knowledge and helpful solved problems. Written by renowned experts in their respective fields, Schaum's Outlines cover everything from math to science, nursing to language. The main feature for all these books is the solved problems. Step-by-step, authors walk readers through coming up with solutions to exercises in their topic of choice. Outline format supplies a concise guide to the standard college courses in mathematical economics 710 solved problems Clear, concise explanations of all mathematical economics concepts Supplements the major bestselling textbooks in economics courses Appropriate for the following courses: Introduction to Economics, Economics, Econometrics, Microeconomics, Macroeconomics, Economics Theories, Mathematical Economics, Math for Economists, Math for Social Sciences Easily understood review of mathematical economics Supports all the major textbooks for mathematical economics courses