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Discrete time series, processes, and applications in finance
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions …
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642317422
- Deskripsi Fisik
- xxii, 322 hlm.
- Judul Seri
- -
- No. Panggil
- E762
Factoring Ideals in Integral Domains
This volume provides a wide-ranging survey of, and many new results on, various important types of ideal factorization actively investigated by several authors in recent years. Examples of domains studied include (1) those with weak factorization, in which each nonzero, nondivisorial ideal can be factored as the product of its divisorial closure and a product of maximal ideals and (2) those wit…
- Edisi
- -
- ISBN/ISSN
- 9783642317125
- Deskripsi Fisik
- viii, 164 hlm.
- Judul Seri
- -
- No. Panggil
- E761
Sparse grids and applications
In the recent decade, there has been a growing interest in the numerical treatment of high-dimensional problems. It is well known that classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. The technique of sparse grids helps overcome this problem to some extent under suitable regularity assumptions. This discretization approach…
- Edisi
- -
- ISBN/ISSN
- 9783642317033
- Deskripsi Fisik
- x, 286 hlm.
- Judul Seri
- -
- No. Panggil
- E760
Financial modeling, actuarial valuation and solvency in insurance
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework f…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642313929
- Deskripsi Fisik
- xiv, 432 hlm.
- Judul Seri
- -
- No. Panggil
- E759
Modeling in computational biology and biomedicine
Computational biology, mathematical biology, biology and biomedicine are currently undergoing spectacular progresses due to a synergy between technological advances and inputs from physics, chemistry, mathematics, statistics and computer science. The goal of this book is to evidence this synergy by describing selected developments in the following fields: bioinformatics, biomedicine and neurosc…
- Edisi
- -
- ISBN/ISSN
- 9783642312083
- Deskripsi Fisik
- xxvi, 318 hlm.
- Judul Seri
- -
- No. Panggil
- E758
Student’s t-distribution and related stochastic processes
This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian…
- Edisi
- -
- ISBN/ISSN
- 9783642311468
- Deskripsi Fisik
- xi, 99 hlm.
- Judul Seri
- -
- No. Panggil
- E757
Poisson structures
Poisson manifolds play a fundamental role in Hamiltonian dynamics, where they serve as phase spaces. They also arise naturally in other mathematical problems, and form a bridge from the "commutative world" to the "noncommutative world". The aim of this book is twofold: On the one hand, it gives a quick, self-contained introduction to Poisson geometry and related subjects, including singular fol…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642310904
- Deskripsi Fisik
- xv, 324 hlm.
- Judul Seri
- -
- No. Panggil
- E756
Space-filling curves
The subject of space-filling curves has fascinated mathematicians for over a century and has intrigued many generations of students of mathematics. Working in this area is like skating on the edge of reason. Unfortunately, no comprehensive treatment has ever been attempted other than the gallant effort by W. Sierpiriski in 1912. At that time, the subject was still in its infancy and the most in…
- Edisi
- -
- ISBN/ISSN
- 9783642310461
- Deskripsi Fisik
- xv, 194 hlm.
- Judul Seri
- -
- No. Panggil
- E755
Fundamentals of geophysical hydrodynamics
This newly-translated book takes the reader from the basic principles and conservation laws of hydrodynamics to the description of general atmospheric circulation. Among the topics covered are the Kelvin, Ertel and Rossby-Obukhov invariants, quasi-geostrophic equation, thermal wind, singular Helmholtz vortices, derivation of the Navier-Stokes equation, Kolmogorov's flow, hydrodynamic stability,…
- Edisi
- -
- ISBN/ISSN
- 9783642310348
- Deskripsi Fisik
- xiv, 274 hlm.
- Judul Seri
- -
- No. Panggil
- E754
Advances in combinatorics
This volume, as Andrew M. Odlzyko writes in the foreword, “commemorates and celebrates the life and achievements of an extraordinary person.” Originally conceived as an 80th birthday tribute to Herbert Wilf, the well-known combinatorialist, the book has evolved beyond the proceeds of the W80 tribute. Professor Wilf was an award-winning teacher, who was supportive of women mathematicians,…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642309793
- Deskripsi Fisik
- xx 293 hlm.
- Judul Seri
- -
- No. Panggil
- E752
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