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Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

2012-07-17 Mathematics
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Release : 2012-07-17
Genre : Mathematics
Kind : eBook
Book Rating : 158/5 ( reviews)

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Book Synopsis Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan by : Tusheng Zhang

Download or read book Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan written by Tusheng Zhang. This book was released on 2012-07-17. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory.It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.

Recent Developments in Computational Finance

2013 Business & Economics
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Release : 2013
Genre : Business & Economics
Kind : eBook
Book Rating : 437/5 ( reviews)

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Book Synopsis Recent Developments in Computational Finance by : Thomas Gerstner

Download or read book Recent Developments in Computational Finance written by Thomas Gerstner. This book was released on 2013. Available in PDF, EPUB and Kindle. Book excerpt: Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

Stochastic Pdes And Modelling Of Multiscale Complex System

2019-05-07 Mathematics
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Release : 2019-05-07
Genre : Mathematics
Kind : eBook
Book Rating : 36X/5 ( reviews)

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Book Synopsis Stochastic Pdes And Modelling Of Multiscale Complex System by : Wang Wei

Download or read book Stochastic Pdes And Modelling Of Multiscale Complex System written by Wang Wei. This book was released on 2019-05-07. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to original research results and survey articles reviewing recent developments in reduction for stochastic PDEs with multiscale as well as application to science and technology, and to present some future research direction. This volume includes a dozen chapters by leading experts in the area, with a broad audience in mind. It should be accessible to graduate students, junior researchers and other professionals who are interested in the subject. We also take this opportunity to celebrate the contributions of Professor Anthony J Roberts, an internationally leading figure on the occasion of his 60th years birthday in 2017.

Hilbert-Huang Transform and Its Applications

2014 Mathematics
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Release : 2014
Genre : Mathematics
Kind : eBook
Book Rating : 241/5 ( reviews)

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Book Synopsis Hilbert-Huang Transform and Its Applications by : Norden Eh Huang

Download or read book Hilbert-Huang Transform and Its Applications written by Norden Eh Huang. This book was released on 2014. Available in PDF, EPUB and Kindle. Book excerpt: This book is written for scientists and engineers who use HHT (HilbertOCoHuang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges. The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD. The book also provides a platform for researchers to develop the HHT method further and to identify more applications. Readership: Applied mathematicians, climate scientists, highway engineers, medical scientists, geologists, civil engineers, mechanical engineers, electrical engineers, economics and graduate students in science or engineering.

Hilbert-huang Transform And Its Applications (2nd Edition)

2014-04-22 Mathematics
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Release : 2014-04-22
Genre : Mathematics
Kind : eBook
Book Rating : 25X/5 ( reviews)

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Book Synopsis Hilbert-huang Transform And Its Applications (2nd Edition) by : Norden E Huang

Download or read book Hilbert-huang Transform And Its Applications (2nd Edition) written by Norden E Huang. This book was released on 2014-04-22. Available in PDF, EPUB and Kindle. Book excerpt: This book is written for scientists and engineers who use HHT (Hilbert-Huang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges.The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD.The book also provides a platform for researchers to develop the HHT method further and to identify more applications.

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