Desmond J. Higham - Böcker
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6 produkter
6 produkter
377 kr
Skickas inom 10-15 vardagar
Written for undergraduate students with a mathematical background, this book is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. It features numerous theoretical and computational examples.
An Introduction to Financial Option Valuation
Mathematics, Stochastics and Computation
Häftad, Engelska, 2004
643 kr
Skickas inom 7-10 vardagar
This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black-Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.
1 064 kr
Skickas inom 10-15 vardagar
Network Science is the emerging field concerned with the study of large, realistic networks. This interdisciplinary endeavor, focusing on the patterns of interactions that arise between individual components of natural and engineered systems, has been applied to data sets from activities as diverse as high-throughput biological experiments, online trading information, smart-meter utility supplies, and pervasive telecommunications and surveillance technologies. This unique text/reference provides a fascinating insight into the state of the art in network science, highlighting the commonality across very different areas of application and the ways in which each area can be advanced by injecting ideas and techniques from another. The book includes contributions from an international selection of experts, providing viewpoints from a broad range of disciplines. It emphasizes networks that arise in nature—such as food webs, protein interactions, gene expression, and neural connections—and in technology—such as finance, airline transport, urban development and global trade.Topics and Features: begins with a clear overview chapter to introduce this interdisciplinary field; discusses the classic network science of fixed connectivity structures, including empirical studies, mathematical models and computational algorithms; examines time-dependent processes that take place over networks, covering topics such as synchronisation, and message passing algorithms; investigates time-evolving networks, such as the World Wide Web and shifts in topological properties (connectivity, spectrum, percolation); explores applications of complex networks in the physical and engineering sciences, looking ahead to new developments in the field.Researchers and professionals from disciplines as varied as computer science, mathematics, engineering, physics, chemistry, biology, ecology, neuroscience, epidemiology, and the social sciences will all benefit from this topical and broadoverview of current activities and grand challenges in the unfolding field of network science.
401 kr
Skickas inom 7-10 vardagar
LaTeX is an extremely popular typesetting system which is widely used in the sciences. This short, well-written book covers the material essential for learning LaTeX, without any extraneous detail. Incisive examples teach readers in a powerful, yet abbreviated fashion and complete documents are included to illustrate the creation of articles, reports, presentations, and posters. Also included are troubleshooting tips, to help readers pinpoint an error, and advice about how to set up indexes and bibliographies. In this second edition, additional material has been included on the American Mathematical Society packages for typesetting additional mathematical symbols and multi-line displays; the BiBTeX program for creating bibliographies; the Beamer package for creating presentations; and the a0poster class for creating posters.
Introduction to the Numerical Simulation of Stochastic Differential Equations
Inbunden, Engelska, 2021
901 kr
Skickas inom 7-10 vardagar
This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.Although introductory, the book covers a range of modern research topics, including Itô versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.
1 064 kr
Skickas inom 10-15 vardagar
Network Science is the emerging field concerned with the study of large, realistic networks. This interdisciplinary endeavor, focusing on the patterns of interactions that arise between individual components of natural and engineered systems, has been applied to data sets from activities as diverse as high-throughput biological experiments, online trading information, smart-meter utility supplies, and pervasive telecommunications and surveillance technologies. This unique text/reference provides a fascinating insight into the state of the art in network science, highlighting the commonality across very different areas of application and the ways in which each area can be advanced by injecting ideas and techniques from another. The book includes contributions from an international selection of experts, providing viewpoints from a broad range of disciplines. It emphasizes networks that arise in nature—such as food webs, protein interactions, gene expression, and neural connections—and in technology—such as finance, airline transport, urban development and global trade.Topics and Features: begins with a clear overview chapter to introduce this interdisciplinary field; discusses the classic network science of fixed connectivity structures, including empirical studies, mathematical models and computational algorithms; examines time-dependent processes that take place over networks, covering topics such as synchronisation, and message passing algorithms; investigates time-evolving networks, such as the World Wide Web and shifts in topological properties (connectivity, spectrum, percolation); explores applications of complex networks in the physical and engineering sciences, looking ahead to new developments in the field.Researchers and professionals from disciplines as varied as computer science, mathematics, engineering, physics, chemistry, biology, ecology, neuroscience, epidemiology, and the social sciences will all benefit from this topical and broadoverview of current activities and grand challenges in the unfolding field of network science.