Mathematics for Economics and Finance: Methods and Modelling, Martin Anthony, Norman Biggs

Автор: Strang Gilbert
Название: Linear Algebra and Learning from Data
ISBN: 0692196382 ISBN-13(EAN): 9780692196380
Издательство: Cambridge Academ
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Цена: 66520.00 T
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Описание: Linear algebra and the foundations of deep learning, together at last! From Professor Gilbert Strang, acclaimed author of Introduction to Linear Algebra, comes Linear Algebra and Learning from Data, the first textbook that teaches linear algebra together with deep learning and neural nets. This readable yet rigorous textbook contains a complete course in the linear algebra and related mathematics that students need to know to get to grips with learning from data. Included are: the four fundamental subspaces, singular value decompositions, special matrices, large matrix computation techniques, compressed sensing, probability and statistics, optimization, the architecture of neural nets, stochastic gradient descent and backpropagation.

Автор: Richard J Boucherie, Aleida Braaksma, Henk Tijms
Название: Operations Research: Introduction to Models and Methods
ISBN: 9811239819 ISBN-13(EAN): 9789811239816
Издательство: World Scientific Publishing
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Цена: 58080.00 T
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Описание:

This attractive textbook with its easy-to-follow presentation provides a down-to-earth introduction to operations research for students in a wide range of fields such as engineering, business analytics, mathematics and statistics, computer science, and econometrics. It is the result of many years of teaching and collective feedback from students.

The book covers the basic models in both deterministic and stochastic operations research and is a springboard to more specialized texts, either practical or theoretical. The emphasis is on useful models and interpreting the solutions in the context of concrete applications.

The text is divided into several parts. The first three chapters deal exclusively with deterministic models, including linear programming with sensitivity analysis, integer programming and heuristics, and network analysis. The next three chapters primarily cover basic stochastic models and techniques, including decision trees, dynamic programming, optimal stopping, production planning, and inventory control. The final five chapters contain more advanced material, such as discrete-time and continuous-time Markov chains, Markov decision processes, queueing models, and discrete-event simulation.

Each chapter contains numerous exercises, and a large selection of exercises includes solutions.

Автор: Mickens Ronald E
Название: Mathematical Methods For The Natural And Engineering Sciences (Second Edition)
ISBN: 981320270X ISBN-13(EAN): 9789813202702
Издательство: World Scientific Publishing
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Цена: 121440.00 T
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Описание: This second edition provides a broad range of methods and concepts required for the analysis and solution of equations which arise in the modeling of phenomena in the natural, engineering, and applied mathematical sciences. It may be used productively by both undergraduate and graduate students, as well as others who wish to learn, understand, and apply these techniques. Detailed discussions are also given for several topics that are not usually included in standard textbooks at this level of presentation: qualitative methods for differential equations, dimensionalization and scaling, elements of asymptotics, difference equations and several perturbation procedures. Further, this second edition includes several new topics covering functional equations, the Lambert-W function, nonstandard sets of periodic functions, and the method of dominant balance. Each chapter contains a large number of worked examples and provides references to the appropriate books and literature.

Автор: Martin Anthony, Norman Biggs
Название: Mathematics for Economics and Finance: Methods and Modelling
ISBN: 1108459439 ISBN-13(EAN): 9781108459433
Издательство: Cambridge Academ
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Цена: 47510.00 T
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Описание: Accessible, concise, and interactive, this book introduces the mathematical methods that are indispensable in economics and finance. Fully updated to be as student friendly as possible, this edition contains extensive problems, worked examples and exercises (with full solutions at the end of the book). Two brand new chapters cover coupled systems of recurrence/differential equations, and matrix diagonalisation. All topics are motivated by problems from economics and finance, demonstrating to students how they can apply the mathematical techniques covered. For undergraduate students of economics, mathematics, or both, this book will be welcomed for its clarity and breadth and the many opportunities it provides for readers to practise and test their understanding.

Автор: Ibragimov Rustam Et Al
Название: Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
ISBN: 9814689793 ISBN-13(EAN): 9789814689793
Издательство: World Scientific Publishing
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Цена: 103490.00 T
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Описание: 'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in Quantitative Risk Management willing to have a manual with the state-of-the-art on portfolio diversification and risk aggregation with heavy tails, including the fundamental theorems as well as collateral (but most useful) results on majorization and copula theory.'Quantitative Finance This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy tails -- two particularly valuable tools of today's research in economics, finance, econometrics and other fields -- in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena, among others. The aim is to arm today's economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns. The methods and topics discussed and used in the book include, in particular, majorization theory, heavy-tailed distributions and copula functions -- all applied to study robustness of economic, financial and statistical models, and estimation methods to heavy tails and dependence.

Автор: Schоnlieb
Название: Partial Differential Equation Methods for Image Inpainting
ISBN: 1107001005 ISBN-13(EAN): 9781107001008
Издательство: Cambridge Academ
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Цена: 81300.00 T
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Описание: This book is concerned with digital image processing techniques that use partial differential equations (PDEs) for the task of image 'inpainting', an artistic term for virtual image restoration or interpolation, whereby missing or occluded parts in images are completed based on information provided by intact parts. Computer graphic designers, artists and photographers have long used manual inpainting to restore damaged paintings or manipulate photographs. Today, mathematicians apply powerful methods based on PDEs to automate this task. This book introduces the mathematical concept of PDEs for virtual image restoration. It gives the full picture, from the first modelling steps originating in Gestalt theory and arts restoration to the analysis of resulting PDE models, numerical realisation and real-world application. This broad approach also gives insight into functional analysis, variational calculus, optimisation and numerical analysis and will appeal to researchers and graduate students in mathematics with an interest in image processing and mathematical analysis.

Автор: Witelski Thomas
Название: Methods of Mathematical Modelling
ISBN: 3319230417 ISBN-13(EAN): 9783319230412
Издательство: Springer
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Цена: 32600.00 T
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Описание: Methods of Mathematical Modelling

Автор: G. LaTouche, V. Ramaswami
Название: Introduction to Matrix Analytic Methods in Stochastic Modeling
ISBN: 0898714257 ISBN-13(EAN): 9780898714258
Издательство: Mare Nostrum (Eurospan)
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Цена: 81090.00 T
Наличие на складе: Невозможна поставка.
Описание: The authors present the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner. Many new proofs that emphasize the unity of the matrix analytic approach are included.

Автор: U.S. Raghavender
Название: Methods in Computational Biology
ISBN: 1773612417 ISBN-13(EAN): 9781773612416
Издательство: Mare Nostrum (Eurospan)
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Цена: 160770.00 T
Наличие на складе: Невозможна поставка.
Описание: Computational biology uses the power of computation to model and understand biological systems and biological sequence data. This book is written for graduates and researchers studying life sciences using computational techniques. It can also be used by undergraduates as a spring board for exploring computational biology.

Автор: Athanasios C. Antoulas
Название: Interpolatory Methods for Model Reduction
ISBN: 1611976073 ISBN-13(EAN): 9781611976076
Издательство: Mare Nostrum (Eurospan)
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Цена: 68130.00 T
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Описание: Dynamical systems are a principal tool in the modeling, prediction, and control of a wide range of complex phenomena. As the need for improved accuracy leads to larger and more complex dynamical systems, direct simulation often becomes the only available strategy for accurate prediction or control, inevitably creating a considerable burden on computational resources. This is the main context where one considers model reduction, seeking to replace large systems of coupled differential and algebraic equations that constitute high fidelity system models with substantially fewer equations that are crafted to control the loss of fidelity that order reduction may induce in the system response. Interpolatory methods are among the most widely used model reduction techniques, and Interpolatory Methods for Model Reduction is the first comprehensive analysis of this approach available in a single, extensive resource. It introduces state-of-the-art methods reflecting significant developments over the past two decades, covering both classical projection frameworks for model reduction and data-driven, nonintrusive frameworks.This textbook is appropriate for a wide audience of engineers and other scientists working in the general areas of large-scale dynamical systems and data-driven modeling of dynamics.

Автор: Selcuk S. Bayin
Название: Essentials of Mathematical Methods in Science and Engineering
ISBN: 1119580242 ISBN-13(EAN): 9781119580249
Издательство: Wiley
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Цена: 138280.00 T
Наличие на складе: Поставка под заказ.
Описание: A comprehensive introduction to the multidisciplinary applications of mathematical methods, revised and updated The second edition of Essentials of Mathematical Methods in Science and Engineering offers an introduction to the key mathematical concepts of advanced calculus, differential equations, complex analysis, and introductory mathematical physics for students in engineering and physics research. The book's approachable style is designed in a modular format with each chapter covering a subject thoroughly and thus can be read independently. This updated second edition includes two new and extensive chapters that cover practical linear algebra and applications of linear algebra as well as a computer file that includes Matlab codes.

To enhance understanding of the material presented, the text contains a collection of exercises at the end of each chapter. The author offers a coherent treatment of the topics with a style that makes the essential mathematical skills easily accessible to a multidisciplinary audience. This important text: - Includes derivations with sufficient detail so that the reader can follow them without searching for results in other parts of the book - Puts the emphasis on the analytic techniques - Contains two new chapters that explore linear algebra and its applications - Includes Matlab codes that the readers can use to practice with the methods introduced in the book Written for students in science and engineering, this new edition of Essentials of Mathematical Methods in Science and Engineering maintains all the successful features of the first edition and includes new information.

Автор: Nicolas Privault
Название: Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
ISBN: 9811226601 ISBN-13(EAN): 9789811226601
Издательство: World Scientific Publishing
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Цена: 116160.00 T
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Описание: This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and hedging of interest rate and fixed income derivatives such as bond options, caps, and swaptions, are treated using forward measure techniques. An introduction to default bond pricing and an outlook on model calibration are also included as additional topics.This third edition represents a significant update on the second edition published by World Scientific in 2012. Most chapters have been reorganized and largely rewritten with additional details and supplementary solved exercises. New graphs and simulations based on market data have been included, together with the corresponding R codes.This new edition also contains 75 exercises and 4 problems with detailed solutions, making it suitable for advanced undergraduate and graduate level students.