Derivative-Free and Blackbox Optimization, Charles Audet; Warren Hare

Автор: Carl Chiarella; Xue-Zhong He; Christina Sklibosios
Название: Derivative Security Pricing
ISBN: 3662516314 ISBN-13(EAN): 9783662516317
Издательство: Springer
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Цена: 158380.00 T
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Описание: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

Название: Derivative Securities and Difference Methods Derivative Securities and Difference Methods
ISBN: 1461473055 ISBN-13(EAN): 9781461473053
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.

Автор: Back Kerry
Название: Course in Derivative Securities
ISBN: 3642064744 ISBN-13(EAN): 9783642064746
Издательство: Springer
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Цена: 55850.00 T
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Описание: "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book.

Автор: You-lan Zhu; Xiaonan Wu; I-Liang Chern
Название: Derivative Securities and Difference Methods
ISBN: 1441919252 ISBN-13(EAN): 9781441919250
Издательство: Springer
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Цена: 102480.00 T
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Описание: The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars.

Автор: Antonio Andr? Novotny; Jan Soko?owski; Antoni ?och
Название: Applications of the Topological Derivative Method
ISBN: 3030054314 ISBN-13(EAN): 9783030054311
Издательство: Springer
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Цена: 130430.00 T
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Описание: The book presents new results and applications of the topological derivative method in control theory, topology optimization and inverse problems. It also introduces the theory in singularly perturbed geometrical domains using selected examples. Recognized as a robust numerical technique in engineering applications, such as topology optimization, inverse problems, imaging processing, multi-scale material design and mechanical modeling including damage and fracture evolution phenomena, the topological derivative method is based on the asymptotic approximations of solutions to elliptic boundary value problems combined with mathematical programming tools. The book presents the first order topology design algorithm and its applications in topology optimization, and introduces the second order Newton-type reconstruction algorithm based on higher order topological derivatives for solving inverse reconstruction problems. It is intended for researchers and students in applied mathematics and computational mechanics interested in the mathematical aspects of the topological derivative method as well as its applications in computational mechanics.

Автор: You-lan Zhu; Xiaonan Wu; I-Liang Chern; Zhi-zhong
Название: Derivative Securities and Difference Methods
ISBN: 1489990933 ISBN-13(EAN): 9781489990938
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.

Автор: George Isac; S?ndor Zolt?n N?meth
Название: Scalar and Asymptotic Scalar Derivatives
ISBN: 1441944842 ISBN-13(EAN): 9781441944849
Издательство: Springer
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Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is devoted to the study of scalar and asymptotic scalar derivatives and their applications to some problems in nonlinear analysis, Riemannian geometry and applied mathematics. The theoretical results are developed in particular with respect to the study of complementarity problems, monotonicity of nonlinear mappings and the non-gradient type monotonicity on Riemannian manifolds.

Автор: George Isac; S?ndor Zolt?n N?meth
Название: Scalar and Asymptotic Scalar Derivatives
ISBN: 0387739874 ISBN-13(EAN): 9780387739878
Издательство: Springer
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Цена: 130430.00 T
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Описание: Presents a study of scalar and asymptotic scalar derivatives and their applications to some problems in nonlinear analysis, Riemannian geometry and applied mathematics. This book presents material in relation to Euclidean spaces, Hilbert spaces, Banach spaces, Riemannian manifolds, and Hadamard manifolds.

Автор: Yang, Xiao-Jun
Название: General Fractional Derivatives With Applications In Viscoelasticity
ISBN: 0128172088 ISBN-13(EAN): 9780128172087
Издательство: Elsevier Science
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Цена: 132500.00 T
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Описание:

General Fractional Derivatives with Applications in Viscoelasticity introduces the newly established fractional-order calculus operators involving singular and non-singular kernels with applications to fractional-order viscoelastic models from the calculus operator viewpoint. Fractional calculus and its applications have gained considerable popularity and importance because of their applicability to many seemingly diverse and widespread fields in science and engineering. Many operations in physics and engineering can be defined accurately by using fractional derivatives to model complex phenomena. Viscoelasticity is chief among them, as the general fractional calculus approach to viscoelasticity has evolved as an empirical method of describing the properties of viscoelastic materials. General Fractional Derivatives with Applications in Viscoelasticity makes a concise presentation of general fractional calculus.

• Presents a comprehensive overview of the fractional derivatives and their applications in viscoelasticity
• Provides help in handling the power-law functions
• Introduces and explores the questions about general fractional derivatives and its applications

Автор: Changpin Li, Min Cai
Название: Theory and Numerical Approximations of Fractional Integrals and Derivatives
ISBN: 1611975875 ISBN-13(EAN): 9781611975871
Издательство: Mare Nostrum (Eurospan)
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Цена: 76910.00 T
Наличие на складе: Нет в наличии.
Описание: Due to its ubiquity across a variety of fields in science and engineering, fractional calculus has gained momentum in industry and academia. While a number of books and papers introduce either fractional calculus or numerical approximations, no current literature provides a comprehensive collection of both topics. This monograph introduces fundamental information on fractional calculus and provides a detailed treatment of existing numerical approximations.Theory and Numerical Approximations of Fractional Integrals and Derivatives presents an inclusive review of fractional calculus in terms of theory and numerical methods and systematically examines almost all existing numerical approximations for fractional integrals and derivatives. The authors consider the relationship between the fractional Laplacian and the Riesz derivative, a key component absent from other related texts, and highlight recent developments, including their own research and results.The book’s core audience spans several fractional communities, including those interested in fractional partial differential equations, the fractional Laplacian, and applied and computational mathematics. Advanced undergraduate and graduate students will find the material suitable as a primary or supplementary resource for their studies.

Автор: Oliveira, Carlos
Название: Options and derivatives programming in c++20
ISBN: 1484263146 ISBN-13(EAN): 9781484263143
Издательство: Springer
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Цена: 35390.00 T
Наличие на складе: Невозможна поставка.
Описание: Algorithms and Programming Techniques for the Financial Industry